Does real-time macroeconomic information help to predict interest rates?

Caruso, Alberto and Coroneo, Laura orcid.org/0000-0001-5740-9315 (2023) Does real-time macroeconomic information help to predict interest rates? Journal of Money Credit and Banking. ISSN 0022-2879

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Item Type: Article
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© 2023 The Ohio State University. This is an author-produced version of the published paper. Uploaded in accordance with the publisher’s self-archiving policy. Further copying may not be permitted; contact the publisher for details

Keywords: Government Bonds,Factor Models,Real-Time Macroeconomics,survey data,Forecasting
Dates:
  • Published (online): 7 February 2023
  • Accepted: 19 September 2022
Institution: The University of York
Academic Units: The University of York > Faculty of Social Sciences (York) > Economics and Related Studies (York)
Depositing User: Pure (York)
Date Deposited: 22 Sep 2022 15:31
Last Modified: 17 Mar 2025 00:09
Published Version: https://doi.org/10.1111/jmcb.13021
Status: Published online
Refereed: Yes
Identification Number: 10.1111/jmcb.13021
Open Archives Initiative ID (OAI ID):

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