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Explaining and Forecasting the US Federal Funds Rate: A Monetary Policy Model for the US: Finance and Capital Markets Series

Autor M. Clements
en Limba Engleză Hardback – 10 dec 2003
This book has been written as a practical guide for finance markets professionals to explain US monetary policy and to make forecasts of future interest rate levels. Aimed at market players, familiar with US policy instruments, Explaining and Forecasting the US Federal Funds Rates will provide a means of making independent interest rate forecasts as well as explaining current rate levels.
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Specificații

ISBN-13: 9781403933331
ISBN-10: 1403933332
Pagini: 200
Ilustrații: XIII, 145 p.
Dimensiuni: 152 x 229 x 13 mm
Greutate: 0.37 kg
Ediția:2004
Editura: Palgrave Macmillan UK
Colecția Palgrave Macmillan
Seria Finance and Capital Markets Series

Locul publicării:London, United Kingdom

Cuprins

Introduction Monetary Policy Models The History of Fed Policy Procedures, Targets and Instruments Since 1970 The Monetary Policy Model (MPM) Making Interest Rate Forecasts Using the MPM Comparing MPM Results with the Eurodollar Futures Market Comparing the Two-Year Average Forecasting Errors of the MPM and Eurodollar Futures

Notă biografică

MATTHEW CLEMENTS is a freelance economist and is author of many articles on market commentaries on economics in the financial press. He was previously employed as an economist by Prebon Yamane in London.