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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Detaylı Bibliyografya
Yazar: Cimadomo, Jacopo
Diğer Yazarlar: Claeys, Peter, Poplawski Ribeiro, Marcos
Materyal Türü: Dergi
Dil:English
Baskı/Yayın Bilgisi: Washington, D.C. : International Monetary Fund, 2016.
Seri Bilgileri:IMF Working Papers; Working Paper ; No. 2016/100
Online Erişim:Full text available on IMF