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...

Täydet tiedot

Bibliografiset tiedot
Päätekijä: Cimadomo, Jacopo
Muut tekijät: Claeys, Peter, Poplawski Ribeiro, Marcos
Aineistotyyppi: Aikakauslehti
Kieli:English
Julkaistu: Washington, D.C. : International Monetary Fund, 2016.
Sarja:IMF Working Papers; Working Paper ; No. 2016/100
Linkit:Full text available on IMF