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01878cas a2200253 a 4500 |
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|c 5.00 USD
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|z 9781513522005
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|a 1018-5941
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|a BD-DhAAL
|c BD-DhAAL
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|a Veyrune, Romain.
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|a Autonomous Factor Forecast Quality :
|b The Case of the Eurosystem /
|c Romain Veyrune, Shaoyu Guo.
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| 264 |
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|a Washington, D.C. :
|b International Monetary Fund,
|c 2019.
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| 300 |
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|a 1 online resource (40 pages)
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|a IMF Working Papers
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|a <strong>Off-Campus Access:</strong> No User ID or Password Required
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|a <strong>On-Campus Access:</strong> No User ID or Password Required
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|a Electronic access restricted to authorized BRAC University faculty, staff and students
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|a The publication of liquidity forecasts can be understood as part of central banks' push toward greater transparency regarding monetary policy implementation. However, the advantages of transparency can only be realized if the information provided is accurate and reliable. This paper (1) provides an overview of the international practice of publishing the forecasts; (2) proposes and implements a framework to evaluate the accuracy and reliability of forecasts using the long history of Eurosystem forecasts as a case study; and (3) analyzes the Eurosystem forecast errors to determine the factors influencing forecast quality. A supporting factor for a high-quality forecast is the contemporaneousness of the information used, whereas money market segmentation can weigh on forecast quality.
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|a Mode of access: Internet
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|a Guo, Shaoyu.
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|a IMF Working Papers; Working Paper ;
|v No. 2019/296
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| 856 |
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|z Full text available on IMF
|u http://elibrary.imf.org/view/journals/001/2019/296/001.2019.issue-296-en.xml
|z IMF e-Library
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