Review paper
A forecast evaluation of the Riksbank's policy‐rate projections
Abstract
This paper evaluates the forecasting performance of the policy‐rate path published by the Swedish central bank, the Riksbank. Using data from 2007 to 2019, I find that the Riksbank's forecast has been relatively inaccurate compared to a forecast inferred from market pricing. My analysis indicates that this result is primarily driven by events during the period 2010–2014. This coincides with a period during which the Riksbank arguably “leaned...
Paper Details
Title
A forecast evaluation of the Riksbank's policy‐rate projections
Published Date
May 17, 2020
Journal
Volume
49
Issue
3
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