Efficient forecast tests for conditional policy forecasts

DOI10.1016/j.jeconom.2008.08.024zbMath1429.62664MaRDI QIDQ299222

Jon Faust, Jonathan H. Wright

Publication date: 22 June 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2008.08.024

zbMATH Keywords

forecasting; monetary policy; weak instruments

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62J05: Linear regression; mixed models

91B64: Macroeconomic theory (monetary models, models of taxation)