Discrete-response state space models with conditional heteroscedasticity: an application to forecasting the federal funds rate target (Q1783450)
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scientific article; zbMATH DE number 6940892
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| English | Discrete-response state space models with conditional heteroscedasticity: an application to forecasting the federal funds rate target |
scientific article; zbMATH DE number 6940892 |
Statements
Discrete-response state space models with conditional heteroscedasticity: an application to forecasting the federal funds rate target (English)
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21 September 2018
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conditional heteroscedasticity
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Markov chain Monte Carlo
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discrete responses
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state-space model
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0.7728033661842346
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0.7406893968582153
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0.7393964529037476
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0.7345201969146729
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0.728023886680603
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