A new marked point process model for the federal funds rate target: methodology and forecast evaluation
type: Item
instance of: scholarly article
title: A new marked point process model for the federal funds rate target: methodology and forecast evaluation
zbMATH Open document ID: 1181.91344
author: Joachim Grammig
author: Kerstin Kehrle
publication date: 2010-01-19T00:00:00Z
Mathematics Subject Classification ID: 91G70
Mathematics Subject Classification ID: 91B64
Mathematics Subject Classification ID: 91G30
Mathematics Subject Classification ID: 60G55
zbMATH DE Number: 5660288
zbMATH Keywords: marked point process
zbMATH Keywords: autoregressive conditional hazard model
zbMATH Keywords: autoregressive conditional multinomial model
zbMATH Keywords: probability forecast
zbMATH Keywords: forecast evaluation
MaRDI profile type: Publication
full work available at URL: j.jedc.2008.02.007
OpenAlex ID: W2041757202
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DOI: 10.1016/J.JEDC.2008.02.007
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 5660288