Search: FRB/US

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14 of 4 collapsed search results for FRB/US

RBA Glossary definition for FRB/US

FRB/US – Model of the US Economy used by the Board of Governors of the Federal Reserve System

RBA Glossary definition for US$

US$ – US dollar

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References

8 Mar 2017 RDP 2017-01
David Reifschneider and Peter Tulip
Brayton F, T Laubach and D Reifschneider (2014), ‘The FRB/US Model: A Tool for Macroeconometric Analysis’, Board of Governors of the Federal Reserve System, FEDS Notes, April.
https://www.rba.gov.au/publications/rdp/2017/2017-01/references.html

Methods for Gauging Uncertainty

8 Mar 2017 RDP 2017-01
David Reifschneider and Peter Tulip
Similarly, the staff of the Federal Reserve Board regularly use the FRB/US model to generate fan charts for the staff Tealbook forecast. ... See Brayton, Laubach and Reifschneider (2014) for additional information on the construction of fan charts using
https://www.rba.gov.au/publications/rdp/2017/2017-01/methods-for-gauging-uncertainty.html

Gauging the Uncertainty of the Economic Outlook Using Historical Forecasting Errors: The Federal Reserve's Approach

1 Feb 2017 RDP 2017-01
David Reifschneider and Peter Tulip
1. Introduction. Since late 2007, the Federal Open Market Committee (FOMC) of the US Federal Reserve has regularly published assessments of the uncertainty associated with the projections of key macroeconomic variables ... Similarly, the staff of the
https://www.rba.gov.au/publications/rdp/2017/2017-01/full.html

Collecting Historical Forecast Data

8 Mar 2017 RDP 2017-01
David Reifschneider and Peter Tulip
FRB/US model that randomly draw from the equation residuals observed from the late 1960s through the present.
https://www.rba.gov.au/publications/rdp/2017/2017-01/collecting-historical-forecast-data.html