Results 1 - 1 of 1 for Federal Funds Rate [Author: Marlene Amstad]
Do Macroeconomic Announcements Move Inflation Forecasts? - Review
This article presents an empirical strategy that bridges the gap between event studies and macroeconomic forecasts based on common-factor models. Event studies examine the response of financial variables to a market-sensitive "surprise" component using a narrow event window.
research.stlouisfed.org/.../2009/10/21/do-macroeconomic-announcements-move-inflation-forecasts
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