Have you considered taking math/grad econ courses while working at the Fed? I know some Feds support this. I don't know if an MA is necessary considering you have plenty of math and econ courses (imo it is better to be working and getting paid while taking classes)
In fact, if you still don't feel ready to apply after your Fed stint, I'd apply for RA positions for famous professors over doing an MA.
Nice username btw - I saw GYBE live in March and they were great.