Modeling Short Term Interest Rates: A Comparison of Methodologies

机译：短期利率建模：方法论比较

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The celebrated Taylor rule methodology has established that the decisions made by the Federal Open Market Committee concerning possible changes in short term interest rates reflected in Fed funds are influenced by deviations from a desired level of inflat

机译：庆祝的泰勒规则方法已经确定，联邦公开市场委员会关于美联储资金反映的短期利率可能变化的决定受到从期望水平的偏差影响

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《Neural Networks, The 2007 IEEE International Joint Conference on》|2007年|P.732-736|共5页
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Malliaris; A.G.; Malliaris; M.;
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中图分类工业技术;
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economic forecasting; economic indicators; neural nets; time series; Federal Open Market Committee; Taylor rule methodology; econometric; future short term interest rates prediction; neural network; short term interest rates modeling; time series;

机译：经济预测;经济指标;神经网络;时间序列;联邦公开市场委员会;泰勒规则法;计量经济学;未来短期利率预测;神经网络;短期利率建模;时间序列;

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Modeling Short Term Interest Rates: A Comparison of Methodologies

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