Predicting the Direction of the Fed's Target Rate

DOI10.1002/for.1201zbMath1397.62343OpenAlexW2093525608MaRDI QIDQ4687249

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

multinomial logit modelfederal funds rate

Mathematics Subject Classification ID

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

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