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| Tekijä: | Pereira, B. de B. Coqueiro, R. C. O. Perrota, A. H. V. |
| Otsikko: | Experience in combining subjective and quantitative forecasts of open market rates. |
| Lehti: | Journal of Forecasting
1989 : JUL-SEP, VOL. 8:3, p. 343-348 |
| Asiasana: | FORECASTING INTEREST RATES FINANCIAL MODELS |
| Kieli: | eng |
| Tiivistelmä: | A method of combining subjective information from open-market operators with results from a time-series forecasting model is presented. Open-market operators can and should be incorporated into the forecasting system as sources of information on market behavior. The main reason for this lies in the fact that the series to be forecasted is subjected to outside intervention (chiefly from the Central Bank), making it difficult (if not impossible) to formulate a mathematical model which incorporates this kind of intervention. Empirical results of forecasts for interest rates of bank reserves are presented. |
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