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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Bibliografische gegevens
Hoofdauteur: Cimadomo, Jacopo
Andere auteurs: Claeys, Peter, Poplawski Ribeiro, Marcos
Formaat: Tijdschrift
Taal:English
Gepubliceerd in: Washington, D.C. : International Monetary Fund, 2016.
Reeks:IMF Working Papers; Working Paper ; No. 2016/100
Online toegang:Full text available on IMF