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...

Fuld beskrivelse

Bibliografiske detaljer
Hovedforfatter: Cimadomo, Jacopo
Andre forfattere: Claeys, Peter, Poplawski Ribeiro, Marcos
Format: Tidsskrift
Sprog:English
Udgivet: Washington, D.C. : International Monetary Fund, 2016.
Serier:IMF Working Papers; Working Paper ; No. 2016/100
Online adgang:Full text available on IMF