A Model of the Federal Funds Rate Target (JPE 2002)

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Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
James D. Hamilton, Oscar Jorda A Model of the Federal Funds Rate Target JPE 2002 5 1135 - 1167 -

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
0 - not available online 0 - not available online 0 - not available online autoregressive conditional hazard (ACH) model - federal funds target changes for 1984–2001 compiled by Glenn Rudebusch (1995) and updated by Volker Wieland USA -

Replication of this study

Authors Title Journal Year Edition Pages JEL Codes Keywords Replication type Replication result [refer to replication type 1 and 2] Raw data Call into question Authors statement

References

DOI: 10.1086/341872 IDEAS: a/ucp/jpolec/v110y2002i5p1135-1167.html EconPapers: RePEc:ucp:jpolec:v:110:y:2002:i:5:p:1135-1167


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