(2013). Forecasting Long-Term Interest Rates with a General-Equilibrium Model of the Euro Area: What Role for Liquidity Services of Bonds?. Asia-Pacific Financial Markets, 20(4), 383-430.Zagaglia, P. (2013). Forecasting long-term interest rates with a general-equilibrium model of the euro...
Interest rates are also forecast total output, inflation, long-term interest rates these macroeconomic variables, exchange rates and monetary policy of Central Bank effective analysis tool 翻译结果3复制译文编辑译文朗读译文返回顶部 Interest rates are also forecast total output, inflation, long-term interes...
"Beating the random walk: A performance assessment of long-term interest rate forecasts". In: Applied Financial Economics 23.9, pp. 749-765.den Butter, F., Jansen, P., 2013. Beating the random walk: a performance assessment of long-term interest rate forecasts. Appl. Financ. Econ. 23, ...
Interest rate as an important financial variables, the trends in asset pricing, arbitrage, hedging, risk management, financial product design, an important element in investment decisions, but also forecast total output, inflation, long-term interest rates, Rate these macroeconomic variables and cen 翻...
Interest rates, of course, reflect inflation. As the NYT writes:The Fed and its counterparts overseas at the European Central Bank and Bank of Japan have spent the last few years applying every policy they can think of to get inflation to rise up to their 2%, with limited success. In a...
Interest Rates What is “short term” and what is “long term?” Short Term: U.S. T-Bills (8/20/12) 3-month 0.09 6-month 0.13 1-year 0.18 Long-Term and Short-Term Interest Rates Longer-Term Investments: U.S. Treasury Bonds... ...
At Forecast-Chart.com, you'll find hundreds of financial charts and forecasts. Five year charts, ten year charts and charts covering many decades are shown for stock indexes, currencies, interest rates and the economy. The longest term chart is one hundred and seven years for the Dow Jones ...
On the accuracy of Blue Chip forecasts of interest rates and country risk premiumsefficient marketforecast evaluationdirectional accuracyloss structurecountry risk premiumWe examine the accuracy of Blue Chip forecasts of short- and long-term interest rates and country risk premiums for the Eurozone and ...
Interest ratesThis note examines whether long-term nominal interest rates are cointegrated with budget deficits over the period 1959 to 1990. A key finding of this note is that long-term rates are cointegrated with deficits if a one-year ahead inflation forecast series is used to measure long-...
The term structure of interest rates and inflation forecast targeting : inflation However, the effect of an increase in this parameter on the long-term nominal interest rate turns out to be ambiguous. Next, we show that both the sensitivity of the nominal term spread to economic fundamentals and...