Bayesian forecasting of federal funds target rate decisions
Year of publication: |
2013
|
---|---|
Authors: | Hauwe, Sjoerd van den ; Paap, Richard ; Dijk, Dick van |
Published in: |
Journal of macroeconomics. - Amsterdam [u.a.] : Elsevier, ISSN 0164-0704, ZDB-ID 796245-9. - Vol. 37.2013, p. 19-40
|
Subject: | Federal funds target rate | Real-time forecasting | Dynamic ordered probit | Variable selection | Bayesian analysis | Importance sampling | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | Geldmarkt | Money market | Monte-Carlo-Simulation | Monte Carlo simulation | Zins | Interest rate | Theorie | Theory | Stichprobenerhebung | Sampling | Markov-Kette | Markov chain |
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