Verschoor, W.F.C.

expectation expectations hypothesis interest hypothesis interest rates forecast term structure term premia premia survey-based premium structure time-varying term premia journal series term premium country market / journal time-varying survey-based forecasts finance future money interest rate series table result future interest rates market participants survey level time-variation expectations hypothesis test signi model unit root sample statistic participant economic jongen interest rate expectations evidence 605–622 nding fi ndings survey data fi nding information error study signi ficance levels literature rejection january 1995 europe version equation ficance anglo-saxon canada u.k maturity ficient power slope coef ficients timevarying term premia existence survey-based forecast assumption change component paper slope interest rate december 2009. forecasting theory anglo-saxon section investor unemployment