Title:

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

Authors:

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

Journal:

International Journal Of Forecasting

Year:

2013

Volume:

29

Pages:

131-141

JEL codes:

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