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A new marked point process model for the federal funds rate target: Methodology and forecast evaluation. (2008). Grammig, Joachim ; Kehrle, Kerstin .
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:32:y:2008:i:7:p:2370-2396.

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  1. The Bank of Korea watch. (2022). Ho, Kyu ; Kim, Hyerim.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:126:y:2022:i:c:s0261560622000717.

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  2. What model for the target rate. (2021). Feunou, Bruno ; Bruno, Feunou ; Jianjian, Jin ; Jean-Sebastien, Fontaine.
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:25:y:2021:i:1:p:23:n:1.

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  3. A Model for Policy Interest Rates. (2018). Sirchenko, Andrei ; Muller, Gernot ; Seibert, Armin.
    In: HSE Working papers.
    RePEc:hig:wpaper:192/ec/2018.

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  4. Relationship between the benchmark interest rate and a macroeconomic indicator. (2014). Duan, Qihong ; Chen, Zhiping ; Wei, Ying.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:38:y:2014:i:c:p:220-226.

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  5. Bayesian forecasting of federal funds target rate decisions. (2013). van Dijk, Dick ; Paap, Richard ; van den Hauwe, Sjoerd .
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:37:y:2013:i:c:p:19-40.

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  6. Forecasting Binary Outcomes. (2013). Lahiri, Kajal ; Yang, Liu.
    In: Handbook of Economic Forecasting.
    RePEc:eee:ecofch:2-1025.

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  7. Central Bank Communication and the Perception of Monetary Policy by Financial Market Experts. (2012). Nautz, Dieter ; Schmidt, Sandra .
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:44:y:2012:i:2-3:p:323-340.

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  8. Forecasting Binary Outcomes. (2012). Lahiri, Kajal ; Yang, Liu.
    In: Discussion Papers.
    RePEc:nya:albaec:12-09.

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  9. Bayesian Forecasting of Federal Funds Target Rate Decisions. (2011). van Dijk, Dick ; Paap, Richard ; van den Hauwe, Sjoerd .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20110093.

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  10. The Determinants of Future U.S. Monetary Policy: High‐Frequency Evidence. (2010). Taylor, Nicholas.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:42:y:2010:i:2-3:p:399-420.

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  11. Predictive Model Assessment for Count Data. (2009). Czado, Claudia ; Gneiting, Tilmann ; Held, Leonhard.
    In: Biometrics.
    RePEc:bla:biomet:v:65:y:2009:i:4:p:1254-1261.

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