The Euribor rate: a forecasting exercise based on fractional integration

Juan Cuestas and Luis Gil-Alana

Applied Economics Letters, 2025, vol. 32, issue 2, 179-182

Abstract: In this paper we analyse the evolution of the 12-month EURIBOR, with the aim of forecasting its trend in the forthcoming years. Using fractional integration, we find that the Euribor will return to a downward trend towards the end of 2023 and potentially reach negative numbers by 2025.

Date: 2025
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DOI: 10.1080/13504851.2023.2259592

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