Bayesian Forecasting of Federal Funds Target Rate Decisions
Year of publication: |
2011
|
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Authors: | van den Hauwe, Sjoerd ; van Dijk, Dick ; Paap, Richard |
Publisher: |
Amsterdam and Rotterdam : Tinbergen Institute |
Subject: | Geldmarkt | Zinspolitik | Prognoseverfahren | Probit-Modell | Bayes-Statistik | USA | Federal funds target rate | real-time forecasting | dynamic ordered probit | variable selection | Bayesian analysis | importance sampling |
Series: | Tinbergen Institute Discussion Paper ; 11-093/4 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 739325744 [GVK] hdl:10419/87203 [Handle] RePEc:dgr:uvatin:20110093 [RePEc] |
Classification: | E52 - Monetary Policy (Targets, Instruments, and Effects) ; E58 - Central Banks and Their Policies ; C25 - Discrete Regression and Qualitative Choice Models ; C11 - Bayesian Analysis ; C53 - Forecasting and Other Model Applications |
Source: |
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