Forecast uncertainty and the Bank of England’s interest rate decisions

DOI10.1515/SNDE-2012-0045zbMATH Open1506.62416OpenAlexW3122185099MaRDI QIDQ5881672FDOQ5881672

Authors:

Publication date: 13 March 2023

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/snde-2012-0045

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zbMATH Keywords

forecast uncertaintyBank of Englandmonetary policy committeeforecast riskforecast-based interest rate rules

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Interest rates, asset pricing, etc. (stochastic models) (91G30)

Cited In (3)

• Decision-based forecast evaluation of UK interest rate predictability
• Extracting information shocks from the Bank of England inflation density forecasts
• Bayesian fan charts for U.K. Inflation: Forecasting and sources of uncertainty in an evolving monetary system

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