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How informative are interest rate survey-based forecasts'
This paper studies the information content of survey-based predictions for the Brazilian short-term interest rate. We perform vector autoregression analysis to test for the dynamic relationship between market expectations of interest rates and spot interest rates, and a single regression forecasting...
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| Udgivet i: | BAR - Brazilian Administration Review |
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| Main Authors: | , |
| Format: | Artigo |
| Sprog: | Inglês |
| Udgivet: |
Associação Nacional de Pós-Graduação e Pesquisa em Administração
2008
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| Fag: | |
| Online adgang: | https://www.redalyc.org/articulo.oa?id=84150404 |
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