Concepedia

Interest Rate Forecasting

Interest Rate Forecasting is a predictive analytical method within economic forecasting that specifically involves estimating future values of interest rates based on historical data, economic indicators, and statistical or econometric models.

420

Publications

24.3K

Citations

613

Authors

352

Institutions

Publications per year

2017–2026

49

Parents

Publications

420

The Term Structure as a Predictor of Real Economic Activity

Arturo Estrella, Gikas A. Hardouvelis · The Journal of Finance · 1991 · 1.7K citations

, , +15

The Information in Long-Maturity Forward Rates

Eugene F. Fama, Robert R. Bliss · American Economic Review · 1987 · 1.6K citations

, , +16

Predicting U.S. Recessions: Financial Variables as Leading Indicators

Arturo Estrella, Frederic S. Mishkin · The Review of Economics and Statistics · 1998 · 1.2K citations

, , +17

Regime Switches in Interest Rates

Andrew Ang, Geert Bekaert · Journal of Business and Economic Statistics · 2002 · 866 citations

, , +16

A Re‐examination of Traditional Hypotheses about the Term Structure of Interest Rates

John C. Cox, Jonathan E. Ingersoll, Stephen A. Ross · The Journal of Finance · 1981 · 551 citations

, , +13

1–5 of 420

Authors

613

  1. JC
    John C. Williams

    Federal Reserve, United States

    8 publications · 831 citations

    8

    h-index

  2. AE
    Arturo Estrella

    Federal Reserve Bank of New York, United States

    7 publications · 3.6K citations

    7

    h-index

  3. DV
    Dick van Dijk

    Erasmus University Rotterdam, Netherlands

    7 publications · 182 citations

    7

    h-index

  4. GD
    Glenn D. Rudebusch

    Federal Reserve Bank of San Francisco, United States

    7 publications · 517 citations

    7

    h-index

  5. AC
    Andrea Carriero

    Bocconi University, Italy

    6 publications · 148 citations

    6

    h-index

1–5 of 613

Institutions

352

  1. National Bureau of Economic Research

    Cambridge, United States

    19 h-index

    31 publications

    4.6K citations

  2. Federal Reserve

    Washington D.C., United States

    13 h-index

    31 publications

    2.6K citations

  3. Federal Reserve Board of Governors

    Washington D.C., United States

    12 h-index

    22 publications

    1.6K citations

  4. Centre for Economic Policy Research

    London, United Kingdom

    12 h-index

    15 publications

    1.1K citations

  5. Federal Reserve Bank of San Francisco

    San Francisco, United States

    11 h-index

    21 publications

    1.7K citations

  6. International Monetary Fund

    Washington D.C., United States

    10 h-index

    11 publications

    670 citations

  7. Swedish National Bank

    Stockholm, Sweden

    10 h-index

    17 publications

    353 citations

  8. Federal Reserve Bank of New York

    New York, United States

    9 h-index

    9 publications

    3.5K citations

1–8 of 352

Venues

  1. SSRN Electronic Journal

    Repository · 58 publications · 2.7K citations

    28

    h-index

  2. The Journal of Finance

    17 publications · 4.1K citations

    16

    h-index

  3. RePEc: Research Papers in Economics

    Repository · 18 publications · 388 citations

    13

    h-index

  4. Journal of Forecasting

    16 publications · 437 citations

    13

    h-index

  5. Journal of money credit and banking

    11 publications · 1.1K citations

    11

    h-index

1–5