TBILL {ForeComp}

3-Month Treasury Bill Rate (TBILL)

Description

Error Statistics for the Survey of Professional Forecasters for Treasury Bill Rate (Three Month). All NAs are replaced with 0 as in Coroneo and Iacone (2020).

Usage

TBILL

Format

'TBILL' A data frame with 219 rows and 16 columns

Source

<https://www.philadelphiafed.org/-/media/frbp/assets/surveys-and-data/survey-of-professional-forecasters/data-files/tbill/data_spf_error_statistics_tbill_1_aic.xls?la=en&hash=F432350F84B0E4CCE9A1E9D399447CA9>

References

Coroneo, L., Iacone, F. (2020), Comparing Predictive Accuracy in Small Samples Using Fixed-Smoothing Asymptotics, Journal of Applied Econometrics, 35(4), 391-409.