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Do interest-rate forecasters herd? : international evidence

Pierdzioch, Christian; Ruelke, Jan-Christoph - In: Applied economics letters 21 (2014) 1/3, pp. 93-98

Persistent link: https://www.econbiz.de/10010238225

Improving market-based forecasts of short-term interest rates : time-varying stationarity and the predictive content of switching regime-expectations

Ahrens, Ralf - 1999

multi-step out-of-sample forecasting competition. It turns out that forecasts are improved substantially when allowing for …

Persistent link: https://www.econbiz.de/10009768272

How do anticipated changes to short-term market rates influence banks' retail interest rates? : evidence from the four major euro area economies

Banerjee, Anindya; Bystrov, Victor; Mizen, Paul - In: Journal of money, credit and banking : JMCB 45 (2013) 7, pp. 1375-1414

Persistent link: https://www.econbiz.de/10010197460

A note on the anti-herding instinct of interest rate forecasters

Pierdzioch, Christian; Ruelke, Jan-Christoph - In: Empirical economics : a journal of the Institute for … 45 (2013) 2, pp. 665-673

Persistent link: https://www.econbiz.de/10010188175

A note on the (continued) ability of the Yield Curve to forecast economic downturns in South Africa

Botha, Ferdi; Keeton, Gavin - In: The South African journal of economics 82 (2014) 3, pp. 468-473

Persistent link: https://www.econbiz.de/10010502155

Central banks’ interest rate projections and forecast coordination

Pierdzioch, Christian; Ruelke, Jan-Christoph - In: The North American journal of economics and finance : a … 28 (2014), pp. 130-137

Persistent link: https://www.econbiz.de/10010460996

Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions

Guillén, Osmani Teixeira de Carvalho; Hecq, Alain W. J.; … - In: International journal of forecasting 31 (2015) 3, pp. 862-875

Persistent link: https://www.econbiz.de/10011474611

A note on the directional accuracy of interest-rate forecasts

Pierdzioch, Christian - In: Applied economics letters 22 (2015) 13/15, pp. 1073-1077

Persistent link: https://www.econbiz.de/10011312202

Uncertainty and deviations from uncovered interest rate parity

Ismailov, Adilzhan; Rossi, Barbara - In: Journal of international money and finance 88 (2018), pp. 242-259

Persistent link: https://www.econbiz.de/10012000943

Are bond markets really overpriced : the case of the US

Clostermann, Jörg; Seitz, Franz - 2005

In the present paper we analyse whether fundamental macroeconomic factors, temporary influences or more structural factors have contributed to the recent decline in bond yields in the US. For that purpose, we start with a very general model of interest rate determination in which risk premia are...

Persistent link: https://www.econbiz.de/10012002995