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Comparison of Box-Jenkins and Bonn monetary model prediction performance

Bhattacharyya, Manmatha N. - 1980

Persistent link: https://www.econbiz.de/10000048511

A dynamic multivariate model for use in formulating policy

Zha, Tao - In: Economic review 83 (1998) 1, pp. 16-29

Persistent link: https://www.econbiz.de/10001239358

Using federal funds futures to predict Federal Reserve actions

Robertson, John C. - In: Review / Federal Reserve Bank of St. Louis 79 (1997) 6, pp. 45-53

Persistent link: https://www.econbiz.de/10001241107

Predicting monetary policy with federal funds futures prices

Söderström, Ulf - In: The journal of futures markets 21 (2001) 4, pp. 377-391

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Discrete-response state space models with conditional heteroscedasticity : an application to forecasting the federal funds rate target

Dimitrakopoulos, Stefanos; Dey, Dipak - In: Economics letters 154 (2017), pp. 20-23

Persistent link: https://www.econbiz.de/10011810690

Forecasting with a Bayesian DSGE model : an application to the euro area

Smets, Frank; Wouters, Rafael - 2004

In monetary policy strategies geared towards maintaining price stability conditional and unconditional forecasts of inflation and output play an important role. In this paper we illustrate how modern sticky-price dynamic stochastic general equilibrium (DSGE) models, estimated using Bayesian...