A model for policy interest rates
Year of publication: |
2021
|
---|---|
Authors: | Seibert, Armin ; Sirchenko, Andrei ; Müller, Gernot |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 124.2021, p. 1-17
|
Subject: | Federal funds rate target | FOMC | Discrete ordered choice | Endogenous regime switching | MCMC | Gibbs sampler | Data augmentation | Autoregressive ordered probit | Real-time data | Geldpolitik | Monetary policy | Theorie | Theory | Schätzung | Estimation | Probit-Modell | Probit model | Markov-Kette | Markov chain | Zins | Interest rate | Monte-Carlo-Simulation | Monte Carlo simulation | Geldmarkt | Money market |
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