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Monetary policy transmission, the exchange rate and long-term yields under different hypotheses on expectations
Gaiotti, Eugenio - 1996
Persistent link: https://www.econbiz.de/10013453048
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Analysts versus the random walk in financial forecasting : evidence from the Czech National Bank's Financial Market Inflation Expectations survey
Kladívko, Kamil; Österholm, Pär - In: Applied economics 56 (2024) 17, pp. 2077-2088
Persistent link: https://www.econbiz.de/10014475262
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Analysts versus the random walk in financial forecasting : evidence from the Czech National Bank's Financial Market Inflation Expectations Survey
Kladívko, Kamil; Österholm, Pär - 2022
In this paper, we analyse how financial market analysts' expectations in the Czech National Bank's Financial Market Inflation Expectations survey perform relative to the random-walk forecast when it comes to predicting five financial variables. Using data from 2001 to 2022, our results indicate...
Persistent link: https://www.econbiz.de/10013469611
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Modelling the Australian exchange rate, long bond yield and inflationary expectations
Tarditi, Alison - 1996
Persistent link: https://www.econbiz.de/10000954499
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Australian exchange rates, long bond yields and inflationary expectations
Tarditi, Alison - In: The determination of long-term interest rates and …, (pp. 140-183). 1996
Persistent link: https://www.econbiz.de/10001321311
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Are outcomes driving expectations or the other way around? : an I(2) CVAR analysis of interest rate expectations in the dollar/pound market
Jusélius, Katarina; Stillwagon, Josh R. - In: Journal of international money and finance 83 (2018), pp. 93-105
Persistent link: https://www.econbiz.de/10012000315
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Testing the rationality of exchange rate and interest rate expectations : an empirical study of Australian survey-based expectations
Kim, Suk-Joong - In: Applied economics 29 (1997) 8, pp. 1011-1022
Persistent link: https://www.econbiz.de/10001227145
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Testing the rationality of expectations in the Australian foreign exchange market using survey data with missing observations
Lim, Guay C. - In: Applied financial economics 8 (1998) 2, pp. 181-190
Persistent link: https://www.econbiz.de/10001244113
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Exchange rate predictability for the Australian exchange rate : evidence from the interest rate rule
Ko, Hsiu-Hsin - In: The empirical economics letters : a monthly … 15 (2016) 9, pp. 842-850
Persistent link: https://www.econbiz.de/10011718453