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