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Start Over Author "Chevapatrakul, Thanaset" Journal journal of forecasting
1 results on '"Chevapatrakul, Thanaset"'

1. Forecasting changes in UK interest rates

Author

Kim, Tae-Hwan, Mizen, Paul, and Chevapatrakul, Thanaset

Subjects
Interest rates -- Models, Monetary policy -- Models, Economic forecasting -- Models, Business, Economics, Government, Mathematics
Abstract

Changes in British interest rates is characterized as a dynamic ordered probit process using information to decide among interest rate change outcomes. The approach has both in-sample and out-of-sample predictive ability.

Published
2008

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