Testing for the rationality of central bank interest rate forecasts
Michael Frenkel, Jin-Kyu Jung, Jan-Christoph Rülke
| Year of publication: |
2022
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|---|---|
| Authors: | Frenkel, Michael ; Jung, Jin-Kyu ; Ruelke, Jan-Christoph |
| Published in: |
Empirical economics : a quarterly journal of the Institute for Advanced Studies. - Berlin : Springer, ISSN 1435-8921, ZDB-ID 1462176-9. - Vol. 62.2022, 3, p. 1037-1078
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| Subject: | Asymmetric loss | Forecast rationality | Interest rate forecasts | Zins | Interest rate | Prognose | Forecast | Prognoseverfahren | Forecasting model | Theorie | Theory | Zinspolitik | Interest rate policy | Zentralbank | Central bank | Rationale Erwartung | Rational expectations | Wirtschaftsprognose | Economic forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-021-02046-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012819522