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Lage rente en de toekomst van pensioenen
Forecasting long-term interest rates
The long-term interest rate in the Euro area is an important exogenous input in CPB macro-econometric models to project the world economy and the Dutch economy, so it is important to have a reliable projection for it. However, there were concerns about the CPB practice of forecasting the long-term interest rate, especially over the inconsistency of long-term interest rate projections in the short and medium term. Therefore, this document compares the old CPB practice with several alternative forecasting methods for long-term interest rates, and evaluates these methods. →
Forecasting long-term interest rates
The long-term interest rate in the Euro area is an important exogenous input in CPB macro-econometric models to project the world economy and the Dutch economy, so it is important to have a reliable projection for it. However, there were concerns about the CPB practice of forecasting the long-term interest rate, especially over the inconsistency of long-term interest rate projections in the short and medium term. Therefore, this document compares the old CPB practice with several alternative forecasting methods for long-term interest rates, and evaluates these methods. →
CPB Risicorapportage Financiële Markten 2017
CPB Risicorapportage Financiële Markten 2017
CPB Risicorapportage Financiële Markten 2017
CPB Risicorapportage Financiële Markten 2016
CPB Risicorapportage Financiële Markten 2016
Authors
- Douwe Kingma (29)
- Wim Suyker (10)
- Bert Smid (8)
- Gerard van Welzenis (6)
- Jos Ebregt (6)
- Benedikt Vogt (5)
- Kan Ji (5)
- Sander van Veldhuizen (5)
- Adam Elbourne (3)
- Cindy Biesenbeek (3)
- Gerdien Meijerink (3)
- Jasper Lukkezen (3)
- Nicoleta Ciurila (3)
- Ona Ciocyte (3)
- Rob Luginbuhl (3)
- Rutger Teulings (3)
- Yanqun Zhang (3)
- Barthold Kuipers (2)
- Frits Bos (2)
- Gerbert Romijn (2)
- Hans Stegeman (2)
- Jeroen de Joode (2)
- Marco Ligthart (2)
- Mark Lijesen (2)
- Nicole Bosch (2)
- Peter Eering (2)
- Sjoerd Ottens (2)
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