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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. |
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