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Comparing Futures and Survey Forecasts of Near-Term Treasury Bill Rates
16 references·0 citing·41 second hop
Comparing Futures and Survey Forecasts of Near-Term Treasury Bill Rates (1989)Comparing Futures and Survey Forecasts of…Tests of Rational Expectations in a Stark Setting (1993)Tests of Rational Expectation…The Borrowed-Reserves Operating Procedures: Theory and Evidence (1988)The Borrowed-Reserves Operati…DICKEY-FULLER TESTS WITH DRIFT (1988)DICKEY-FULLER TESTS WITH DRIFTForecasting Efficiency: Concepts and Applications (1987)Forecasting Efficiency: Conce…Detecting Spot Price Forecasts In Futures Prices (1986)Detecting Spot Price Forecast…Testing the autoregressive parameter with the t statistic (1985)Testing the autoregressive pa…Operating Procedures for Conducting Monetary Policy (1985)Operating Procedures for Cond…The information in the term structure (1984)The information in the term s…Forward and spot exchange rates (1984)Forward and spot exchange rat…Survey evidence on the ‘rationality’ of interest rate expectations (1980)Survey evidence on the ‘ratio…Advertising and Aggregate Consumption: An Analysis of Causality (1980)Advertising and Aggregate Con…Interest Rate Expectations Versus Forward Rates: Evidence From an Expectations Survey (1979)Interest Rate Expectations Ve…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Using T-bill futures to gauge interest rate expectations (1978)Using T-bill futures to gauge…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Testing for a Unit Root in Time Series Regression (1988)Bounds testing approaches to the analysis of level relationships (2001)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Long memory processes and fractional integration in econometrics (1996)Predictive regressions (1999)Presidential Address: Discount Rates (2011)Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates (1983)A multivariate model of strategic asset allocation (2002)Financial Markets and the Real Economy (2005)Short- Term Interest Rates as Predictors of Inflation (2021)Futures Trading and the Storage of Cotton and Wheat (1958)Speculation and Economic Stability (1976)Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage (1987)The collapse of Metallgesellschaft: Unhedgeable risks, poor hedging strategy, or just bad luck? (1995)Facts and Fantasies about Commodity Futures (2004)Integration and shock transmissions across European electricity forward markets (2009)RISK PERCEPTION IN PSYCHOLOGY AND ECONOMICS (1982)Stock Prices and Social Dynamics (1984)Forecasting With Bayesian Vector Autoregressions—Five Years of Experience (1986)The state of macroeconomic forecasting (2002)Anchoring Bias in Consensus Forecasts and Its Effect on Market Prices (2009)Why do forecasters disagree? Lessons from the term structure of cross-sectional dispersion (2010)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)Rational Expectations and the Theory of Price Movements (1961)Econometric policy evaluation: A critique (1976)Prospections, Retrospections, and Rationality: The "Bankers" Model of Presidential Approval Reconsidered (1994)Chapter 14 Survey Expectations (2006)Term Structure Estimation with Survey Data on Interest Rate Forecasts (2011)Forecasting interest rates with eurodollar futures rates (1994)In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? (2005)Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis (2005)Asymptotics for out of sample tests of Granger causality (2006)Testing for unit roots in heterogeneous panels (2003)
this work references cited by second hop

References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 1984Forward and spot exchange rates2,167 cited
  • 1984The information in the term structure659 cited
  • 1980Advertising and Aggregate Consumption: An Analysis of Causality548 cited
  • 1987Forecasting Efficiency: Concepts and Applications374 cited
  • 1980Survey evidence on the ‘rationality’ of interest rate expectations189 cited
  • 1986Detecting Spot Price Forecasts In Futures Prices114 cited
  • 1993Tests of Rational Expectations in a Stark Setting82 cited
  • 1985Testing the autoregressive parameter with the t statistic70 cited
  • 1985Operating Procedures for Conducting Monetary Policy64 cited
  • 1979Interest Rate Expectations Versus Forward Rates: Evidence From an Expectations Survey60 cited
  • 1988The Borrowed-Reserves Operating Procedures: Theory and Evidence59 cited
  • 1978Using T-bill futures to gauge interest rate expectations41 cited

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  • 1988DICKEY-FULLER TESTS WITH DRIFT31 cited
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