History of the Forecasters

Robert Brooks; J. Brian Gray

doi:10.3905/jpm.2004.443329

Primary Article

History of the Forecasters

Robert Brooks and J. Brian Gray

The Journal of Portfolio Management Fall 2004, 31 (1) 113-117; DOI: https://doi.org/10.3905/jpm.2004.443329

Robert Brooks

SouthTrust professor of financial management at the University of Alabama in Tuscaloosa, AL.

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site
For correspondence: rbrooks@cba.ua.edu

J. Brian Gray

Professor of statistics at the University of Alabama in Tuscaloosa.

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site
For correspondence: bgray@cba.ua.edu

Article
Info & Metrics
PDF (Subscribers Only)

Abstract

An analysis of semiannual Wall Street Journal long-term interest rate forecasts made since 1982 by a panel of distinguished economic experts shows that the consensus forecast of long-term U.S. Treasury bond yield changes is poor. A naive forecast is more accurate.

Don’t have access? Register today to begin unrestricted access to our database of research.

Log in using your username and password

Username *

Password *

Forgot your user name or password?

PreviousNext

Explore our content to discover more relevant research

By topic
Across journals
From the experts
Monthly highlights
Special collections

In this issue

The Journal of Portfolio Management

Vol. 31, Issue 1

Fall 2004

Table of Contents
Index by author

Download PDF

Article Alerts

User Name *

Password *

Email *

Email Article

Thank you for your interest in spreading the word on The Journal of Portfolio Management.

NOTE: We only request your email address so that the person you are recommending the page to knows that you wanted them to see it, and that it is not junk mail. We do not capture any email address.

Your Email *

Your Name *

Send To *

Enter multiple addresses on separate lines or separate them with commas.

You are going to email the following History of the Forecasters

Message Subject (Your Name) has sent you a message from The Journal of Portfolio Management

Message Body (Your Name) thought you would like to see the The Journal of Portfolio Management web site.

Your Personal Message

CAPTCHA

This question is for testing whether or not you are a human visitor and to prevent automated spam submissions.

Citation Tools

History of the Forecasters