Schultefrankenfeld, Guido: Essays on central bank forecasting. 2013
Inhalt
- Contents
- List of Tables
- List of Figures
- Introduction
- 1 How Informative Are Central Bank Assessments of Macroeconomic Risks?
- 1.1 Introduction
- 1.2 An Overview of Risk Forecasting
- 1.3 Data
- 1.4 Methodology
- 1.5 Analysis of Risk Assessments
- 1.6 Reconsidering the Rationale for Risk Assessments
- 1.7 Conclusion
- References
- Appendix
- 2 What determines the Shape of Inflation Fan Charts?
- 2.1 Introduction
- 2.2 Data
- 2.3 Investigating Fan Chart Width and Skewness
- 2.4 Accounting for Hawkish and Dovish Voting
- 2.5 Conclusion
- References
- 3 The Empirical (Ir)Relevance of the Interest Rate Assumption for Central Bank Forecasts
- 3.1 Introduction
- 3.2 Data
- 3.3 Proxies for BoE Forecasts under Additional Interest Rate Assumptions
- 3.4 Properties of the Forecasts
- 3.5 Testing for Equal Predictive Accuracy
- 3.6 Conclusion
- References
- Appendix
- 4 Forecast Uncertainty and the Bank of England’s Interest Rate Decisions
- 4.1 Introduction
- 4.2 Data
- 4.3 Forecast-based Interest Rate Rules augmented by Forecast Uncertainty
- 4.4 Accounting for Asymmetric Uncertainty Forecasts
- 4.5 Forecast Uncertainty derived from the Survey of External Forecasters
- 4.6 Conclusion
- References
- Conclusion