Improving federal-funds rate forecasts in VAR models used for policy analysis
Year of publication: |
2001
|
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Authors: | Robertson, John C. ; Tallman, Ellis W. |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 19.2001, 3, p. 324-330
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Subject: | Geldmarkt | Money market | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Theorie | Theory | Schätzung | Estimation | USA | United States |
Extent: | graph. Darst |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | In: Journal of business & economic statistics |
Source: | ECONIS - Online Catalogue of the ZBW |
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