Sarno, Lucio (contributor); Thornton, Daniel L. (contributor) - 2002 - [Elektronische Ressource]
WORKING PAPER SERIES
Federal Funds Rate Prediction
Lucio Sarno
Daniel L. Thornton ….gatewayarch.com
Federal Funds Rate Prediction
*
Lucio Sarno
abc,,
, Daniel L. Thornton
c
and Giorgio Valente
a
a: University … of time-series models of the daily
US effective federal funds (FF) rate recently proposed in the literature. We find …