Testing for the rationality of central bank interest rate forecasts
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DOI: 10.1007/s00181-021-02046-y
Abstract: In this paper, we study the bias in interest rate projections of five central banks, namely the central banks of the Czech Republic, New Zealand, Norway, Sweden, and the USA. We examine whether central bank… read more here.
Keywords: central banks; central bank; interest; rate forecasts ... See more keywords
Interest rate forecasts in Latin America
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DOI: 10.1108/jes-02-2021-0108
Abstract: PurposeThis paper aims to assess the quality of interest rate forecasts for the money markets in Argentina, Brazil, Chile, Mexico and Venezuela for the period between 2001 and 2019. Future interest rate trends are of… read more here.
Keywords: interest; interest rate; rate forecasts; forecasts latin ... See more keywords