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August 27, 2020
Lage rente en de toekomst van pensioenen

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. →
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Authors
- Douwe Kingma (13)
- Wim Suyker (5)
- Bert Smid (3)
- Gerard van Welzenis (3)
- Jos Ebregt (3)
- Benedikt Vogt (2)
- Kan Ji (2)
- Sander van Veldhuizen (2)
- Adam Elbourne (1)
- Barthold Kuipers (1)
- Cindy Biesenbeek (1)
- Frits Bos (1)
- Gerbert Romijn (1)
- Gerdien Meijerink (1)
- Hans Stegeman (1)
- Jasper Lukkezen (1)
- Jeroen de Joode (1)
- Marco Ligthart (1)
- Mark Lijesen (1)
- Nicole Bosch (1)
- Nicoleta Ciurila (1)
- Ona Ciocyte (1)
- Peter Eering (1)
- Rob Luginbuhl (1)
- Rutger Teulings (1)
- Sjoerd Ottens (1)
- Yanqun Zhang (1)
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