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Experience in combining subjective and quantitative forecasts of open market rates |
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| Authors: | Basilio de Bragan a Pereira,Ricardo Cesar Otero Coqueiro,Antonio Hor cio Vincente Perrota |
| Affiliation: | Basilio de Bragança Pereira,Ricardo Cesar Otero Coqueiro,Antonio Horácio Vincente Perrota |
| Abstract: | This paper presents a method of combining subjective information from open-market operators with results from a time-series forecasting model. Empirical results of forecasts for interest rates of bank reserves are presented. |
| Keywords: | Combination of forecasts Subjective forecasts Expert opinion Adaptive filter Recursive regression Financial time-series |