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Modeling uncertainty : predictive accuracy as a proxy for predictive confidence

Rich, Robert W. (contributor); Tracy, Joseph S. (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001751995

Forecasting and estimating multiple change-point models with an unknown number of change points

Koop, Gary M. (contributor); Potter, Simon M. (contributor) - 2004 - [Elektronische Ressource]

involving U.S. inflation and GDP growth. Empirical results suggest that the number of change points is larger than previously …

Persistent link: https://www.econbiz.de/10002521761

Forecasting in large macroeconomic panels using Bayesian model averaging

Koop, Gary (contributor); Potter, Simon M. (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001752001

Structural change in US wage determination

Rich, Robert W. (contributor); … - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001589687

New directions for understanding systemic risk : a report on a conference cosponsored by the Federal Reserve Bank of New York and the National Academy of Sciences May 18 - 19, 2006

Kambhu, John (contributor) - 2007

Persistent link: https://www.econbiz.de/10003673206

Trading risk and volatility in interest rate swap spreads

Kambhu, John (contributor) - 2004 - [Elektronische Ressource]

This paper examines how risk in trading activity can affect the volatility of asset prices. We look for this … swap spread tends to converge to a long-run level, although trading risk can sometimes cause the spread to diverge from … that level. -- convergence trading ; interest rate swaps ; swap spread ; repurchase contracts ; trading risk ; volatility …