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...

Полное описание

Библиографические подробности
Главный автор: Cimadomo, Jacopo
Другие авторы: Claeys, Peter, Poplawski Ribeiro, Marcos
Формат: Журнал
Язык:English
Опубликовано: Washington, D.C. : International Monetary Fund, 2016.
Серии:IMF Working Papers; Working Paper ; No. 2016/100
Online-ссылка:Full text available on IMF