Título:

Does the Euro Area Forward Rate Provide Accurate Forecasts of the Short Rate?

Autores:

Sónia Costa (Bank of Portugal)
Ana Beatriz Galvão (Queen Mary, U London)

Revista:

International Journal Of Forecasting

Ano:

2013

Volume:

29

Páginas:

131-141

Códigos JEL:

C53 - Forecasting and Other Model Applications
E43 - Determination of Interest Rates; Term Structure of Interest Rates
E47 - Forecasting and Simulation
F31 - Foreign Exchange