How do Experts Forecast Sovereign Spreads? /

This paper assesses how forecasting experts form their expectations about future government bond spreads. Using monthly survey forecasts for France, Italy and the United Kingdom between January 1993 and October 2014, we test whether respondents consider the expected evolution of the fiscal balance-a...

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Detalles Bibliográficos
Autor principal: Cimadomo, Jacopo
Otros Autores: Claeys, Peter, Poplawski Ribeiro, Marcos
Formato: Revista
Lenguaje:English
Publicado: Washington, D.C. : International Monetary Fund, 2016.
Colección:IMF Working Papers; Working Paper ; No. 2016/100
Acceso en línea:Full text available on IMF