메뉴 건너뛰기
Empirical Economics
Volumn 27, Issue 3, 2002, Pages 403-425
On the herding instinct of interest rate forecasters
Author keywords

Clustering of forecasts; Forecast accuracy; Panel data
Indexed keywords

INTEREST RATE;
EID: 0036665797     PISSN: 03777332     EISSN: None     Source Type: Journal    
DOI: 10.1007/s001810100088     Document Type: Article
Times cited : (24)
References (18)
  • 2
    • 49249150198 scopus 로고
    • The direct estimation of the equilibrium response in a linear dynamic model
    • Bewley RA (1979) The direct estimation of the equilibrium response in a linear dynamic model. Economics Letters 3:357-361
    • (1979) Economics Letters , vol.3 , pp. 357-361
    • Bewley R.A1
  • 3
    • 0040455274 scopus 로고    scopus 로고
    • Why are professional forecasters biased? Agency versus behavioural explanations
    • Ehrbeck T, Waldmann R (1996) Why are professional forecasters biased? Agency versus behavioural explanations. Quarterly Journal of Economics 21-40
    • (1996) Quarterly Journal of Economics , pp. 21-40
    • Ehrbeck, T.1    Waldmann, R.2
  • 4
    • 0030356207 scopus 로고    scopus 로고
    • Efficient tests for an autoregressive unit root
    • Elliott G, Rothenberg TJ, Stock JH (1996) Efficient tests for an autoregressive unit root. Econometrica 64:813-836
    • (1996) Econometrica , vol.64 , pp. 813-836
    • Elliott, G.1    Rothenberg, T.J.2    Stock, J.H.3
  • 7
    • 0001354926 scopus 로고
    • Testing rationality of price forecasts: New evidence from panel data
    • Keane MP, Runkle DE (1990) Testing rationality of price forecasts: New evidence from panel data. American Economic Review 80:714-735
    • (1990) American Economic Review , vol.80 , pp. 714-735
    • Keane, M.P.1    Runkle, D.E.2
  • 8
    • 0012831434 scopus 로고    scopus 로고
    • unpublished M. Com (Hons) thesis. School of Economics, University of New South Wales
    • Kelly D (1998) An econometric analysis of interest rate forecasts, unpublished M. Com (Hons) thesis. School of Economics, University of New South Wales
    • (1998) An Econometric Analysis of Interest Rate Forecasts
    • Kelly, D.1
  • 9
    • 0001400475 scopus 로고
    • On the expectations view of the term structure, term premia and survey-based expectations
    • MacDonald R, Macmillan P (1994) On the expectations view of the term structure, term premia and survey-based expectations. The Economic Journal 104:1070-1086
    • (1994) The Economic Journal , vol.104 , pp. 1070-1086
    • MacDonald, R.1    Macmillan, P.2
  • 10
    • 84980294656 scopus 로고
    • Economic forecasts and their assessment
    • MacFarlane IJ, Hawkins JR (1983) Economic forecasts and their assessment. Economic Record 59:321-331
    • (1983) Economic Record , vol.59 , pp. 321-331
    • MacFarlane, I.J.1    Hawkins, J.R.2
  • 12
    • 0012770833 scopus 로고
    • The power of tests for autocorrelation with missing observations
    • Richardson SM, White K (1979) The power of tests for autocorrelation with missing observations. Econometrica 47:785-788
    • (1979) Econometrica , vol.47 , pp. 785-788
    • Richardson, S.M.1    White, K.2
  • 13
    • 0001899083 scopus 로고
    • Estimation and testing for functional form and autocorrelation: A simultaneous approach
    • Savin NE, White KJ (1978) Estimation and testing for functional form and autocorrelation: A simultaneous approach. Journal of Econometrics 8:1-12
    • (1978) Journal of Econometrics , vol.8 , pp. 1-12
    • Savin, N.E.1    White, K.J.2
  • 17
    • 0012882817 scopus 로고
    • An analysis of annual and multiperiod quarterly forecasts of aggregate income, output and price level
    • Zarnowitz V (1979) An analysis of annual and multiperiod quarterly forecasts of aggregate income, output and price level. Journal of Business 52:1-34
    • (1979) Journal of Business , vol.52 , pp. 1-34
    • Zarnowitz, V.1

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.