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Forecasting the FOMCs interest rate setting behavior: a further analysis. (2009). Saba, Richard ; Kim, Hyeongwoo ; Jackson, John.
In: Journal of Forecasting.
RePEc:jof:jforec:v:28:y:2009:i:2:p:145-165.

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  1. Household portfolio allocation, uncertainty, and risk. (2021). Spencer, Christopher ; Harris, Mark ; Brown, Sarah ; Gray, Daniel.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:63:y:2021:i:c:p:96-117.

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  2. Predicting China’s Monetary Policy with Forecast Combinations. (2019). Pauwels, Laurent.
    In: Working Papers.
    RePEc:syb:wpbsba:2123/20406.

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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. The determinants of the benchmark interest rates in China. (2018). Kim, Hyeongwoo ; Shi, Wen.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:40:y:2018:i:2:p:395-417.

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  5. Forecast combination for discrete choice models: predicting FOMC monetary policy decisions. (2017). Vasnev, Andrey ; Pauwels, Laurent.
    In: Empirical Economics.
    RePEc:spr:empeco:v:52:y:2017:i:1:d:10.1007_s00181-016-1080-x.

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  6. The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach. (2017). Kim, Hyeongwoo ; Shi, Wen.
    In: Auburn Economics Working Paper Series.
    RePEc:abn:wpaper:auwp2017-04.

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  7. A note on the estimation of optimal weights for density forecast combinations. (2016). Vasnev, Andrey ; Pauwels, Laurent L.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:32:y:2016:i:2:p:391-397.

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  8. The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach. (2016). Kim, Hyeongwoo ; Shi, Wen.
    In: Auburn Economics Working Paper Series.
    RePEc:abn:wpaper:auwp2016-14.

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  9. Market Set-Up in Advance of Federal Reserve Policy Decisions. (2014). van der Wel, Michel ; van Dijk, Dick ; Lumsdaine, Robin L..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19814.

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  10. The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach. (2014). Shi, Wen ; Kim, Hyeongwoo.
    In: Auburn Economics Working Paper Series.
    RePEc:abn:wpaper:auwp2014-12.

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  11. Estimating Interest Rate Setting Behavior in Korea: An Ordered Probit Model Approach. (2014). Kim, Hyeongwoo.
    In: Auburn Economics Working Paper Series.
    RePEc:abn:wpaper:auwp2014-02.

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  12. 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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  13. The Determinants of RBA Target Rate Decisions: A Choice Modelling Approach. (2013). Smales, Lee.
    In: The Economic Record.
    RePEc:bla:ecorec:v:89:y:2013:i:287:p:556-569.

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  14. Practical considerations for optimal weights in density forecast combination. (2012). Vasnev, Andrey L. ; Pauwels, Laurent L..
    In: Working Papers.
    RePEc:syb:wpbsba:01/2013.

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  15. 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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References

References cited by this document

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  10. Park JY, Phillips PCB. 2000. Nonstationary binary choice. Econometrica 68: 1429-1482. .

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    Paper not yet in RePEc: Add citation now

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  11. Common time variation of parameters in reduced-form macroeconomic models. (2016). Stevanovic, Dalibor ; Dalibor, Stevanovic .
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  13. The Meta Taylor Rule. (2015). Shields, Kalvinder ; Morley, James ; Lee, Kevin.
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  14. What are monetary policy shocks?. (2015). Qureshi, Irfan.
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  15. Monetary Regime Switches and Central Bank Preferences. (2014). Nunes, Ricardo ; Debortoli, Davide.
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