A new marked point process model for the federal funds rate target: methodology and forecast evaluation (Q844722)
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scientific article; zbMATH DE number 5660288
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| English | A new marked point process model for the federal funds rate target: methodology and forecast evaluation |
scientific article; zbMATH DE number 5660288 |
Statements
A new marked point process model for the federal funds rate target: methodology and forecast evaluation (English)
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19 January 2010
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marked point process
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autoregressive conditional hazard model
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autoregressive conditional multinomial model
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probability forecast
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forecast evaluation
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0.7728033661842346
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0.7552834153175354
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0.7099876403808594
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0.6982432007789612
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0.6812716126441956
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