Tag Archives: Eric Swanson

Interpreting fed funds futures

Posted on August 5, 2007 by James Hamilton

Despite what you may have read elsewhere, the probability of a fed funds rate cut has increased significantly over the last few weeks. Felix Salmon and Barry Ritholtz seemed to find more merit in this analysis from WSJ Real Time … Continue reading →

Posted in All Guest Authors's Posts, Analysis (Data), Exchanges & Markets, Finance, Leading & Lagging Indicators, Market Prices & Probabilities, The Global Economy | Tagged , , , , , , , | Leave a comment

Accuracy of futures prices as predictors of the fed funds rate

Posted on November 2, 2006 by James Hamilton

I’m just finishing writing a new research paper whose goal is to come up with a better measure and understanding of the lagged effect of monetary policy on the economy. One of my claims is that the public’s expectations of … Continue reading →

Posted in All Guest Authors's Posts, Analysis (Accuracy & Precision), Exchanges & Markets | Tagged , , , , , , , | Leave a comment