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Forecasting Interest Rates and Inflation: Blue Chip Clairvoyants or Econometrics? · Study

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PreprintForecasting Interest Rates and Inflation: Blue Chip Clairvoyants or Econometrics?

Albert Lee Chun2011

OA

Preprintgreen2011

Forecasting Interest Rates and Inflation: Blue Chip Clairvoyants or Econometrics?

Albert Lee Chun

29 citations·0/0 files stored·SSRN Electronic Journal

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Forecasting Techniques and Applications Monetary Policy and Economic Impact Financial Markets and Investment Strategies

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References

1994Comparing Predictive Accuracy 1987Parsimonious Modeling of Yield Curves 2001Monetary policy surprises and interest rates: Evidence from the Fed funds futures market 2003Forecasting the Term Structure of Government Bond Yields 2003A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables 2006Tests of Conditional Predictive Ability 2002Term Premia and Interest Rate Forecasts in Affine Models 1996Asymptotic Inference about Predictive Ability

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2017Anchoring the yield curve using survey expectations 2019Financial nowcasts and their usefulness in macroeconomic forecasting

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Details

Year2011

Typepreprint

Published2011-12-28

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations29

Files0 public / 0

ShelfForecasting Techniques and Applications

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doi10.2139/ssrn.946667

openalex_workW1860032090

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