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...

תיאור מלא

מידע ביבליוגרפי
מחבר ראשי: Cimadomo, Jacopo
מחברים אחרים: Claeys, Peter, Poplawski Ribeiro, Marcos
פורמט: כתב-עת
שפה:English
יצא לאור: Washington, D.C. : International Monetary Fund, 2016.
סדרה:IMF Working Papers; Working Paper ; No. 2016/100
גישה מקוונת:Full text available on IMF