Bayesian forecasting of federal funds target rate decisions
Sjoerd van den Hauwe; Dick van Dijk; Richard Paap
| Year of publication: |
2011
|
|---|---|
| Authors: | Hauwe, Sjoerd van den ; Dijk, Dick van ; Paap, Richard |
| Publisher: |
Rotterdam |
| Subject: | Federal funds target rate | Real-time forecasting | Dynamic ordered probit | Variable selection | Bayesian analysis | Importance sampling | Federal Reserve System / Open Market Committee | Geldmarkt | Money market | Zinspolitik | Interest rate policy | Prognoseverfahren | Forecasting model | Probit-Modell | Probit model | Bayes-Statistik | Bayesian inference | USA | United States | 1990-2008 |
freely available
| Extent: | Online-Ressource (49 S.) graph. Darst. |
|---|---|
| Series: | Discussion paper / Tinbergen Institute. - Rotterdam [u.a.] : [Verlag nicht ermittelbar], ISSN 0929-0834, ZDB-ID 2435783-2. - Vol. 2011,093 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | hdl:10419/87203 [Handle] |
| Classification: | E52 - Monetary Policy (Targets, Instruments, and Effects) ; E58 - Central Banks and Their Policies ; C25 - Discrete Regression and Qualitative Choice Models ; C11 - Bayesian Analysis ; C53 - Forecasting and Other Model Applications |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009720780