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...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awdur: Cimadomo, Jacopo
Awduron Eraill: Claeys, Peter, Poplawski Ribeiro, Marcos
Fformat: Cylchgrawn
Iaith:English
Cyhoeddwyd: Washington, D.C. : International Monetary Fund, 2016.
Cyfres:IMF Working Papers; Working Paper ; No. 2016/100
Mynediad Ar-lein:Full text available on IMF