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
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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