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An empirical study of interest rate spreads

Vorst, Karen S. - In: Best papers proceedings 4 (1994) 1, pp. 28-34

Persistent link: https://www.econbiz.de/10001169936

How farsighted is the FOMC?

Tootell, Geoffrey M. B. - In: New England economic review (1997), pp. 49-65

Persistent link: https://www.econbiz.de/10001217905

Monetary policy, composite leading economic indicators and predicting the 2001 recession

Mostaghimi, Mehdi - In: Journal of forecasting 23 (2004) 7, pp. 463-477

Persistent link: https://www.econbiz.de/10002431259

The dynamics of interest rates, inflation and exchange rates in the euro area : an empirical evaluation of different modeling strategies

Ruth, Karsten - 2005 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003075519

Best guesses and surprises

Poole, William - In: Review / Federal Reserve Bank of St. Louis 86 (2004) 3, pp. 1-7

Persistent link: https://www.econbiz.de/10002156444

Is monetary policy important for forecasting real growth and inflation?

Gamber, Edward N.; Hakes, David R. - In: Journal of policy modeling : JPMOD ; a social science … 27 (2005) 2, pp. 177-187

Persistent link: https://www.econbiz.de/10002753432

Classical time-varying FAVAR models ; Estimation, forecasting and structural analysis

Eickmeier, Sandra; Lemke, Wolfgang; Marcellino, Massimiliano - 2011

Persistent link: https://www.econbiz.de/10009012118

Geography, skills or both : what explains Fed watchers' forecast accuracy of US monetary policy?

Berger, Helge; Ehrmann, Michael; Fratzscher, Marcel - In: Journal of macroeconomics 33 (2011) 3, pp. 420-437

Persistent link: https://www.econbiz.de/10009248386

Classical time-varying FAVAR models : estimation, forecasting and structural analysis

Eickmeier, Sandra; Lemke, Wolfgang; Marcellino, Massimiliano - 2011

We propose a classical approach to estimate factor-augmented vector autoregressive (FAVAR) models with time variation in the factor loadings, in the factor dynamics, and in the variance-covariance matrix of innovations. When the time-varying FAVAR is estimated using a large quarterly dataset of...

Persistent link: https://www.econbiz.de/10008936114

Should oil prices receive so much attention? : an evaluation of the predictive power of oil prices for the US economy

Bachmeier, Lance J.; Li, Qi; Liu, Dandan - In: Economic inquiry : journal of the Western Economic … 46 (2008) 4, pp. 528-539

Persistent link: https://www.econbiz.de/10003775237