Policy Robustness : Specification and Simulation of a Monthly Money Market Model

This paper explores the specification and use of uncertainty measures in constructions of policy forecasts of money market activity. The concept of a policy forecast implies efforts not only to explicitly condition forecasts on assumptions regarding short-run operating procedures but also to provide portrayals of the degree and type of uncertainty confronting the policy authority

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Year of publication:	[2022]
Authors:	Von zur Mühlen, Peter ; Tinsley, Peter ; Fries, Gerhard
Publisher:	[S.l.] : SSRN
Subject:	Geldmarkt \| Money market \| Simulation \| Theorie \| Theory \| Makroökonometrie \| Macroeconometrics
Description of contents:	Abstract [papers.ssrn.com]

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Extent:	1 Online-Ressource
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Journal of Money, Credit and Banking 14 (4), Part 2: The Conduct of US Monetary Policy, Nov. 1982, 829-856 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 1, 1982 erstellt Volltext nicht verfügbar
Classification:	C15 - Statistical Simulation Methods; Monte Carlo Methods ; C22 - Time-Series Models ; C51 - Model Construction and Estimation ; C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications ; c54 ; E40 - Money and Interest Rates. General ; E41 - Demand for Money ; E44 - Financial Markets and the Macroeconomy ; E47 - Forecasting and Simulation ; E51 - Money Supply; Credit; Money Multipliers ; E52 - Monetary Policy (Targets, Instruments, and Effects)
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013403665