What did we find? Part 1. Cash Rate Forecasts 8/01-3/08. The titanic battle between global behemoth ANZ and my little team goes on, with ANZ holding us out for the time being. We're closely followed by Guy Regular (the averager) and the No Change forecast, but there's daylight between them and the other economists, Westpac, Citi, CBA and Macquarie. Fortunately for all of us, the randomiser is running many lengths last, although it wasn't always that way. Note that from 8/01-3/08 we've collected forecasts in 72 months, each for 4 quarters - that's 288 observations for each forecaster.
[+/-] Hide/Show Text
[+/-] Hide/Show Text
No comments:
Post a Comment