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...

Cur síos iomlán

Sonraí bibleagrafaíochta
Príomhchruthaitheoir: Cimadomo, Jacopo
Rannpháirtithe: Claeys, Peter, Poplawski Ribeiro, Marcos
Formáid: IRIS
Teanga:English
Foilsithe / Cruthaithe: Washington, D.C. : International Monetary Fund, 2016.
Sraith:IMF Working Papers; Working Paper ; No. 2016/100
Rochtain ar líne:Full text available on IMF