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Real-time model uncertainty in the United States : the Fed from 1996-2003

Tetlow, Robert (contributor); Ironside, Brian (contributor) - 2006

We study 30 vintages of FRB/US, the principal macro model used by the Federal Reserve Board staff for forecasting and policy analysis. To do this, we exploit archives of the model code, coefficients, baseline databases and stochastic shock sets stored after each FOMC meeting from the model's...