Analysts versus the random walk in financial forecasting : evidence from the Czech National Bank's Financial Market Inflation Expectations survey
Year of publication: |
2024
|
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Authors: | Kladívko, Kamil ; Österholm, Pär |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 56.2024, 17, p. 2077-2088
|
Subject: | exchange rates | interest rates | out-of-sample forecasts | Survey data | Prognoseverfahren | Forecasting model | Tschechien | Czech Republic | Wechselkurs | Exchange rate | Inflationserwartung | Inflation expectations | Random Walk | Random walk | Zins | Interest rate | Finanzmarkt | Financial market | Prognose | Forecast | Zeitreihenanalyse | Time series analysis | Finanzanalyse | Financial analysis |
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