Federal funds rate prediction

Journal of Money, Credit and Banking

Volumn 37, Issue 3, 2005, Pages 449-471

  Sarno, Lucio ^a,b   Thornton, Daniel L ^c   Valente, Giorgio ^a  

^a UNIVERSITY OF WARWICK   (United Kingdom)

^b CEPR   (United Kingdom)

^c FEDERAL RESERVE BANK OF ST LOUIS   (United States)

Author keywords

Federal funds rate; Forecasting; Nonlinearity; Term structure

Indexed keywords

EID: 22544468075     PISSN: 00222879     EISSN: None     Source Type: Journal    
DOI: 10.1353/mcb.2005.0035     Document Type: Review

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