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A B C D Three Month Adam Copeland Altemative Andrew Cohen April Athanasios Orphanides August Bank Bayes Information Criterion better out-of-sample predictive Data David Small December Diana Hancock Distant-Horizon Forward Rates Economics Discussion Series estimated Estrella excess retums February federal funds rate Federal Reserve Board fimds rate Finance and Economics ﬁnd ﬁom ﬁt ﬁtted ﬂat Forecasting NBER Recessions four quarters Gene Amromin Gurkaynak horizon Inﬂation inverted yield curve January Jonathan H Kevin Moore Lagrange Multiplier Leading Indicators Long-Term Yields measure Monetary Policy Month less Ten-Year neglecting term premiums Norman Morin Nyblom October odds out-of-sample predictive performance Piazzesi Predicting Recessions predictor Probit Models probit regressions Real Federal Funds retum forecasting factor root mean square September 2005 serial correlation short-tenn interest rates signiﬁcant Stability Test Statistics stance of monetary Steven Stock structural stability ten-year term spread Tests for Parameter three-month over ten-year Timothy H Volatility yield curve