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...

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Dettagli Bibliografici
Autore principale: Cimadomo, Jacopo
Altri autori: Claeys, Peter, Poplawski Ribeiro, Marcos
Natura: Periodico
Lingua:English
Pubblicazione: Washington, D.C. : International Monetary Fund, 2016.
Serie:IMF Working Papers; Working Paper ; No. 2016/100
Accesso online:Full text available on IMF