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March 22, 2018

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.

March 22, 2018

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.

March 16, 2015

Assessment of the technical assumptions on exchange rates, oil prices and interest rates (CEP2015)

This CPB Background Document presents an assessment of the technical assumptions on the projections (short: projections) of four variables.

No title
March 16, 2015

Assessment of the technical assumptions on exchange rates, oil prices and interest rates (CEP2015)

This CPB Background Document presents an assessment of the technical assumptions on the projections (short: projections) of four variables.

No title
March 16, 2015

Assessment of the technical assumptions on exchange rates, oil prices and interest rates (CEP2015)

This CPB Background Document presents an assessment of the technical assumptions on the projections (short: projections) of four variables.

No title
September 16, 2008

De wereldhandel en grondstoffenprijzen in 2008-2009

This document is in Dutch, there is no English translation.

September 16, 2008

De wereldhandel en grondstoffenprijzen in 2008-2009

This document is in Dutch, there is no English translation.

April 3, 2008

De wereldhandel in 2007-2009

This document is in Dutch, there is no English translation.

April 3, 2008

De wereldhandel in 2007-2009

This document is in Dutch, there is no English translation.