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- W2000633569 abstract "In this article, four readily available one-quarter-ahead forecasts of the three-month U.S. Treasury bill rate are compared. The forecasts considered are (1) a prediction from the futures market, (2) a forecast derived from an implicit forward rate calculation, (3) a survey-gathered forecast, and (4) a no-change forecast. Each forecast is examined for general forecast accuracy and for the extent of bias contained in each forecast over the twelve-year period 1977-88. Results indicate that the futures rate statistically dominates the other three forecasts, while the survey and forward rate projections generally are found to be the least accurate and most biased. Copyright 1992 by University of Chicago Press." @default.
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- W2000633569 date "1992-01-01" @default.
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- W2000633569 title "Market and Survey Forecasts of the Three-Month Treasury-Bill Rate" @default.
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- W2000633569 doi "https://doi.org/10.1086/296560" @default.
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