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~institution:"Federal Reserve Bank of St. Louis"
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The CARMA interest rate model
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USA
18
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Volatility
13
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8
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Guo, Hui
6
Thornton, Daniel L.
6
Guidolin, Massimo
4
Neely, Christopher J.
3
Savickas, Robert
3
Kim, Chang-jin
2
Piger, Jeremy Max
2
Sarno, Lucio
2
Timmermann, Allan
2
Andrés, Javier
1
Cassese, Gianluca
1
Dittmar, Robert F.
1
Gavin, William T.
1
Gonçalves, Silva
1
Higbee, Jason
1
Lahaye, Jerome
1
López-Salido, José David
1
Morley, James C.
1
Neely, Christopher
1
Nelson, Charles R.
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Nelson, Edward
1
Valente, Giorgio
1
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Federal Reserve Bank of St. Louis
National Bureau of Economic Research
938
International Monetary Fund (IMF)
680
International Monetary Fund
243
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
233
C.E.P.R. Discussion Papers
97
Institut für Schweizerisches Bankwesen <Zürich>
74
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
54
EconWPA
53
Centre for Analytical Finance <Århus>
49
Université Paris-Dauphine (Paris IX)
46
HAL
43
European Central Bank
42
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
41
Society for Computational Economics - SCE
40
Ekonomiska forskningsinstitutet <Stockholm>
30
World Bank
28
CESifo
24
Agricultural and Applied Economics Association - AAEA
23
National Centre of Competence in Research North South <Bern>
22
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
20
Federal Reserve Bank of San Francisco
20
Svenska Handelshögskolan <Helsinki>
20
OECD
19
Reserve Bank of Australia
19
Cowles Foundation for Research in Economics, Yale University
18
Society for Economic Dynamics - SED
18
Chambre de commerce et d'industrie de Paris
17
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
17
Tinbergen Instituut
17
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
16
Federal Reserve Bank of New York
16
Center for Economic Research <Tilburg>
15
Center for Financial Studies
15
Econometric Society
15
European Association of Agricultural Economists - EAAE
15
School of Economics and Management, University of Aarhus
15
Springer Fachmedien Wiesbaden
15
Université Paris-Dauphine
15
Banque de France
14
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Working Papers / Federal Reserve Bank of St. Louis
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ECONIS (ZBW)
23
RePEc
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1
Implied
volatility
from options on gold futures : do statistical forecasts add value or simply paint the lilly?
Neely, Christopher J.
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001982800
Saved in:
2
Predictions of short-term rates and the expectations hypothesis of the term structure of interest rates
Thornton, Daniel L.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002115886
Saved in:
3
Federal funds rate prediction
Sarno, Lucio
(
contributor
);
Thornton, Daniel L.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001971188
Saved in:
4
Whatś unique about the federal funds rate? : Evidence from a spectral perspective
Sarno, Lucio
(
contributor
);
Thornton, Daniel L.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001974839
Saved in:
5
Testing the expectations hypothesis : some new evidence
Dittmar, Robert F.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001982897
Saved in:
6
Tests of the expectations hypothesis : resolving the Campbell-Shiller paradox
Thornton, Daniel L.
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001982928
Saved in:
7
Frontiers in monetary policy research : proceedings of the Thirty-First Annual Economic Policy Conference of the Federal Reserve Bank of St.Louis
Gavin, William T.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003507821
Saved in:
8
Testing the expectations hypothesis : some new evidence for Japan
Thornton, Daniel L.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001986701
Saved in:
9
Tobins̉ imperfect asset substitution in optimizing general equilibrium
Andrés, Javier
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001987130
Saved in:
10
Forecasts of US short-term interest rates : a flexible forecast combination approach
Guidolin, Massimo
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003344544
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