Predicting the direction of the Fed's target rate

DOI10.1002/FOR.1201MaRDI QIDQ4687249zbMATH OpenOpenAlexFDO

Authors Heikki Kauppi

Publication date 11 October 2018

Published in Journal of Forecasting (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/for.1201

zbMATH Keywords

federal funds ratemultinomial logit model

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Economic time series analysis (91B84)

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Cited in

(8)

• Nonparametric estimation of dynamic discrete choice models for time series data
• FOMC forecasts and monetary policy deliberations
• An evaluation of private forecasts of interest rate targets in Brazil
• A model for policy interest rates
• On categorical time series models with covariates
• A model for ordinal responses with heterogeneous status quo outcomes
• Forecasting the 10-year US Treasury rate
• A new marked point process model for the federal funds rate target: methodology and forecast evaluation

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