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Tekijä:Hafer, R.
Otsikko:Market and survey forecasts of the three-month treasury-bill rate
Lehti:Journal of Business
1992 : JAN, VOL. 65:1, p. 123-138
Asiasana:BUSINESS ECONOMICS
MARKET SURVEYS
FORECASTING
Kieli:eng
Tiivistelmä:In this article, four readily available 1-quarter-ahead forecasts of the 3-month U.S. Treasury-bill rate are compared. The forecasts considered are (1) a prediction from the futures market, (2) a forecast derived from an implicit forward rate calculation, (3) a survey-gathered forecast, and (4) a no-change forecast. each forecast is examined for general forecast accuracy and for the extent of bias contained in each forecast over the 12-year period 1977-88.
SCIMA tietueen numero: 139272
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