A model for policy interest rates (Q2246701)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A model for policy interest rates |
scientific article |
Statements
A model for policy interest rates (English)
0 references
16 November 2021
0 references
federal funds rate target
0 references
FOMC
0 references
discrete ordered choice
0 references
endogenous regime switching
0 references
MCMC
0 references
Gibbs sampler
0 references
data augmentation
0 references
autoregressive ordered probit
0 references
real-time data
0 references
0 references
0 references
0 references