Narrow Versus Broad Measures of Money as Intermediate Targets: Some Forecast Results (ICPSR 1144)

Published: Aug 27, 1998

Principal Investigator(s):
Michael J. Dueker, Federal Reserve Bank of St. Louis

https://doi.org/10.3886/ICPSR01144.v1

Version V1

This dataset defines a relationship between the monetary base and the federal funds rate and then estimates the relationship using a time-varying parameter model with Markov variance.

Dueker, Michael J. Narrow Versus Broad Measures of Money as Intermediate Targets: Some Forecast Results. Ann Arbor, MI: Inter-university Consortium for Political and Social Research [distributor], 1998-08-27. https://doi.org/10.3886/ICPSR01144.v1

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Inter-university Consortium for Political and Social Research

(1) File submitted is JF95DP.MD, consisting of ASCII text, computer programs, and data. (2) These data are part of ICPSR's Publication-Related Archive and are distributed exactly as they arrived from the data depositor. ICPSR has not checked or processed this material. Users should consult the investigator(s) if further information is desired.

1998-08-27

1998-08-27

Notes

  • These data are flagged as replication datasets and are distributed exactly as they arrived from the data depositor. ICPSR has not checked or processed this material. Users should consult the investigator(s) if further information is desired.

  • The public-use data files in this collection are available for access by the general public. Access does not require affiliation with an ICPSR member institution.

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