forecasts of interest rates and yields in a large country sample over an extended period of time. In most countries, interest … rate forecasts are unbiased and consistent with both models, but are rarely supported by yield forecasts. In half of the …

forecasts of interest rates and yields in a large country sample over an extended period of time. In most countries, interest … rate forecasts are unbiased and consistent with both models, but are rarely supported by yield forecasts. In half of the …

set of professional forecasts of financial and macroeconomic variables. More communication even increases forecast errors …

set of professional forecasts of financial and macroeconomic variables. More communication even increases forecast errors …

This paper examines point and density forecasts from the European Central Bank's Survey of Professional Forecasters. We … forecasts by a larger amount. …

This paper examines point and density forecasts from the European Central Bank's Survey of Professional Forecasters. We … forecasts by a larger amount. …

forecasts. Projections only sharpen when additional data and evidence become available over time and are incorporated during …

Recent research has found that macroeconomic survey forecasts of uncertainty exhibit several deficiencies, such as … horizon-dependent biases and lower accuracy than simple unconditional uncertainty forecasts. We examine the inflation … uncertainty forecasts from the Bank of England, the Banco Central do Brasil, the Magyar Nemzeti Bank and the Sveriges Riksbank to …