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08-102/3 - Beating the Random Walk: a Performance Assessment of Long-term Interest Rate Forecasts


  • Authors
    Frank A.G. den Butter, VU University Amsterdam; Pieter W. Jansen, Aegon Investment Management
  • Publication date
    October 28, 2008
  • Keywords
    interest rate forecasting, expert knowledge, combining forecasts, optimizing forecast errors
  • JEL
    C53, E27, E43, E47