Day-To-Day Monetary Policy and the Volatility of the Federal Funds Interest Rate
Year of publication: |
2000-12-01
|
---|---|
Authors: | Prati, Alessandro ; Bertola, Giuseppe ; Bartolini, Leonardo |
Institutions: | International Monetary Fund (IMF) |
Subject: | Interest rates | equation | martingale | monetary policy | predictions | reserve requirements | empirical model | samples | probability | treasury securities | liquidity management | money market | money markets | standard deviation | interest rate targeting | outlier | statistics | prediction | cumulative distribution function | monetary economics | central bank | robust statistics | monetary fund | monetary theory | probability distribution | normal distribution | normal distributions | optimization | inflation | econometrics | standard errors | random variable | monetary considerations | perturbation | stochastic model | standard deviations | demand for money | random variables | money demand | monte carlo simulation | outliers |
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