Improving federal-funds rate forecasts in VAR models used for policy analysis

Journal of Business and Economic Statistics

Volumn 19, Issue 3, 2001, Pages 324-330

  Robertson, John C ^a   Tallman, Ellis W ^a  

^a FEDERAL RESERVE BANK OF ATLANTA   (United States)

Author keywords

Futures market; Impulse responses; Overfitting; Shrinkage estimator

Indexed keywords

EID: 0035608799     PISSN: 07350015     EISSN: None     Source Type: Journal    
DOI: 10.1198/073500101681019972     Document Type: Article

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