• Graduate program
    • Why Tinbergen Institute?
    • Program Structure
    • Courses
    • Course Registration
    • Recent PhD Placements
    • Admissions
    • Facilities
  • Research
  • News
  • Events
    • Events Calendar
    • Tinbergen Institute Lectures
    • Annual Tinbergen Institute Conference
    • Events Archive
    • Summer School
      • Econometric Methods for Forecasting and Data Science
      • Introduction in Genome-Wide Data Analysis
      • Business Data Science Summer School Program
  • Times

11-093/4 - Bayesian Forecasting of Federal Funds Target Rate Decisions


  • Authors
    Sjoerd van den Hauwe, Erasmus University Rotterdam; Dick van Dijk, Erasmus University Rotterdam; Richard Paap, Erasmus University Rotterdam
  • Publication date
    July 15, 2011
  • Keywords
    Federal funds target rate, real-time forecasting, dynamic ordered probit, variable selection, Bayesian analysis, importance sampling
  • JEL
    E52, E58, C25, C11, C53