A new marked point process model for the federal funds rate target: methodology and forecast evaluation
Grammig, Joachim; Kehrle, Kerstin (2008). A new marked point process model for the federal funds rate target: methodology and forecast evaluation. Journal of Economic Dynamics and Control, 32(7):2370-2396.
Additional indexing
| Item Type: | Journal Article, refereed, original work |
|---|---|
| Communities & Collections: | 03 Faculty of Economics > Department of Finance |
| Dewey Decimal Classification: | 330 Economics |
| Scopus Subject Areas: | Social Sciences & Humanities > Economics and Econometrics
Physical Sciences > Control and Optimization Physical Sciences > Applied Mathematics |
| Scope: | Discipline-based scholarship (basic research) |
| Language: | English |
| Date: | July 2008 |
| Deposited On: | 30 Jul 2014 07:27 |
| Last Modified: | 11 May 2025 01:38 |
| Publisher: | Elsevier |
| ISSN: | 0165-1889 |
| OA Status: | Closed |
| Publisher DOI: | https://doi.org/10.1016/j.jedc.2008.02.007 |
| Official URL: | http://www.sciencedirect.com/science/article/pii/S0165188908000365 |
| Other Identification Number: | merlin-id:4820 |
Download
Links
Statistics
Citations
Dimensions.ai Metrics
Grammig, Joachim