Decomposing Federal Funds Rate forecast uncertainty using time-varying Taylor rules and real-time data
Year of publication: |
2012
|
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Authors: | Mandler, Martin |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 23.2012, 2, p. 228-245
|
Subject: | Monetary policy reaction function | Interest rate uncertainty | state-space model | Geldpolitik | Monetary policy | Taylor-Regel | Taylor rule | Zins | Interest rate | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Geldmarkt | Money market | Risiko | Risk |
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