32
H index
49
i10 index
9712
Citations
University of Washington | 32 H index 49 i10 index 9712 Citations RESEARCH PRODUCTION: 73 Articles 96 Papers 1 Books RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Charles R. Nelson. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2020 | Uncertainty and Monetary Policy in the US: A Journey into Non-Linear Territory. (2020). Pellegrino, Giovanni. In: Economics Working Papers. RePEc:aah:aarhec:2020-05. Full description at Econpapers || Download paper | |
2020 | Predicting bond return predictability. (2020). Thyrsgaard, Martin ; Kjar, Mads M ; Eriksen, Jonas N ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2020-09. Full description at Econpapers || Download paper | |
2021 | The incremental information in the yield curve about future interest rate risk. (2021). Veliyev, Bezirgen ; Kjar, Mads Markvart ; Christensen, Bent Jesper. In: CREATES Research Papers. RePEc:aah:create:2021-11. Full description at Econpapers || Download paper | |
2022 | Fractional integration and cointegration. (2022). Nielsen, Morten ; Haulde, Javier. In: CREATES Research Papers. RePEc:aah:create:2022-02. Full description at Econpapers || Download paper | |
2021 | Trend, Cycles and Chance. (2021). DIEBOLT, Claude. In: Working Papers. RePEc:afc:wpaper:05-21. Full description at Econpapers || Download paper | |
2020 | Foreign trade policy and economic growth: Indian evidence. (2020). Roy, Subrata. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(624):y:2020:i:3(624):p:107-126. Full description at Econpapers || Download paper | |
2020 | Fiscal sustainability in Romania. (2020). Vladu, Liana ; Lolea, Iulian Cornel ; Vilcu, Lucian Constantin ; Petrariu, Ioan-Radu. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(625):y:2020:i:4(625):p:357-368. Full description at Econpapers || Download paper | |
2021 | The Vanishing U.S. Cattle Cycle: A Stochastic Cycle Approach. (2020). Shonkwiler, Scott J ; Li, Yunhan. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:305225. Full description at Econpapers || Download paper | |
2021 | Forecasting of Volatility in Stock Exchange Markets by MS-GARCH Approach: An Application of Borsa Istanbul. (2021). Kaya, Abdulkadir ; Yarbai, Kram Yusuf. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:6:y:2021:i:1:p:16-35. Full description at Econpapers || Download paper | |
2020 | . Full description at Econpapers || Download paper | |
2020 | Affine term structure models : a time-changed approach with perfect fit to market curves. (2019). Fr'ed'eric Vrins, ; Mbaye, Cheikh. In: Papers. RePEc:arx:papers:1903.04211. Full description at Econpapers || Download paper | |
2020 | Theory of Weak Identification in Semiparametric Models. (2019). Kaji, Tetsuya. In: Papers. RePEc:arx:papers:1908.10478. Full description at Econpapers || Download paper | |
2020 | Trading Strategies and Market Color: The Benefits of Friendship with Quantitative Analysts and Financial Engineers. (2019). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1910.02144. Full description at Econpapers || Download paper | |
2020 | Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy. (2019). Pfarrhofer, Michael ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:1911.06206. Full description at Econpapers || Download paper | |
2021 | Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections. (2019). Diebold, Francis ; Rudebusch, Glenn D. In: Papers. RePEc:arx:papers:1912.10774. Full description at Econpapers || Download paper | |
2020 | A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis. (2020). Huber, Florian ; Piribauer, Philipp ; Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:2001.03935. Full description at Econpapers || Download paper | |
2020 | Markov Switching. (2020). Wo, Tomasz ; Song, Yong. In: Papers. RePEc:arx:papers:2002.03598. Full description at Econpapers || Download paper | |
2021 | Unit-root test within a threshold ARMA framework. (2020). Tong, Howell ; Goracci, Greta ; Giannerini, Simone ; Chan, Kung-Sik. In: Papers. RePEc:arx:papers:2002.09968. Full description at Econpapers || Download paper | |
2020 | Econometric issues with Laubach and Williams estimates of the natural rate of interest. (2020). Buncic, Daniel. In: Papers. RePEc:arx:papers:2002.11583. Full description at Econpapers || Download paper | |
2020 | Machine Learning Treasury Yields. (2020). Yu, Willie ; Kakushadze, Zura. In: Papers. RePEc:arx:papers:2003.05095. Full description at Econpapers || Download paper | |
2020 | Multidimensional Analysis of Monthly Stock Market Returns. (2020). Gulseven, Osman. In: Papers. RePEc:arx:papers:2003.05750. Full description at Econpapers || Download paper | |
2020 | Consistent Calibration of Economic Scenario Generators: The Case for Conditional Simulation. (2020). van Beek, Misha. In: Papers. RePEc:arx:papers:2004.09042. Full description at Econpapers || Download paper | |
2020 | Long short-term memory networks and laglasso for bond yield forecasting: Peeping inside the black box. (2020). Niranjan, Mahesan ; McGroarty, Frank ; Gerding, Enrico ; Nunes, Manuel. In: Papers. RePEc:arx:papers:2005.02217. Full description at Econpapers || Download paper | |
2020 | Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods. (2020). Huber, Florian ; Koop, Gary ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2005.03906. Full description at Econpapers || Download paper | |
2020 | Fractional trends in unobserved components models. (2020). Weber, Enzo ; Hartl, Tobias ; Tschernig, Rolf. In: Papers. RePEc:arx:papers:2005.03988. Full description at Econpapers || Download paper | |
2020 | Fractional trends and cycles in macroeconomic time series. (2020). Weber, Enzo ; Hartl, Tobias ; Tschernig, Rolf. In: Papers. RePEc:arx:papers:2005.05266. Full description at Econpapers || Download paper | |
2021 | Accuracy of Deep Learning in Calibrating HJM Forward Curves. (2020). Lavagnini, Silvia ; Detering, Nils ; Benth, Fred Espen. In: Papers. RePEc:arx:papers:2006.01911. Full description at Econpapers || Download paper | |
2020 | Flexible Mixture Priors for Time-varying Parameter Models. (2020). Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2006.10088. Full description at Econpapers || Download paper | |
2020 | A Model of the Feds View on Inflation. (2020). Pellegrino, Filippo ; Hasenzagl, Thomas ; Ricco, Giovanni ; Reichlin, Lucrezia. In: Papers. RePEc:arx:papers:2006.14110. Full description at Econpapers || Download paper | |
2020 | Estimating TVP-VAR models with time invariant long-run multipliers. (2020). Polbin, Andrey ; Krymova, Ekaterina ; Belomestny, Denis. In: Papers. RePEc:arx:papers:2008.00718. Full description at Econpapers || Download paper | |
2021 | Efficiency Loss of Asymptotically Efficient Tests in an Instrumental Variables Regression. (2020). Ridder, Geert ; Moreira, Marcelo J. In: Papers. RePEc:arx:papers:2008.13042. Full description at Econpapers || Download paper | |
2020 | A Class of Time-Varying Vector Moving Average Models: Nonparametric Kernel Estimation and Application. (2020). GAO, Jiti ; Peng, Bin ; Yan, Yayi. In: Papers. RePEc:arx:papers:2010.01492. Full description at Econpapers || Download paper | |
2020 | Developments on the Bayesian Structural Time Series Model: Trending Growth. (2020). Kohns, David ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2011.00938. Full description at Econpapers || Download paper | |
2020 | Development and similarity of insurance markets of European Union countries after the enlargement in 2004. (2020). Wanat, Stanislaw ; Denkowska, Anna. In: Papers. RePEc:arx:papers:2012.15078. Full description at Econpapers || Download paper | |
2021 | Monitoring the pandemic: A fractional filter for the COVID-19 contact rate. (2021). Hartl, Tobias. In: Papers. RePEc:arx:papers:2102.10067. Full description at Econpapers || Download paper | |
2021 | General Bayesian time-varying parameter VARs for predicting government bond yields. (2021). Pfarrhofer, Michael ; Huber, Florian ; Hauzenberger, Niko ; Fischer, Manfred M. In: Papers. RePEc:arx:papers:2102.13393. Full description at Econpapers || Download paper | |
2021 | Standing on the Shoulders of Machine Learning: Can We Improve Hypothesis Testing?. (2021). Cornwall, Gary ; Sauley, Beau ; Chen, Jeff . In: Papers. RePEc:arx:papers:2103.01368. Full description at Econpapers || Download paper | |
2021 | A survey of electricity spot and futures price models for risk management applications. (2021). Gruet, Pierre ; Deschatre, Thomas. In: Papers. RePEc:arx:papers:2103.16918. Full description at Econpapers || Download paper | |
2021 | Calibrating the Nelson-Siegel-Svensson Model by Genetic Algorithm. (2021). Zhang, Amber ; Pintar, Andrej ; Lakhany, Asif. In: Papers. RePEc:arx:papers:2108.01760. Full description at Econpapers || Download paper | |
2021 | Semiparametric Functional Factor Models with Bayesian Rank Selection. (2021). Kowal, Daniel R. In: Papers. RePEc:arx:papers:2108.02151. Full description at Econpapers || Download paper | |
2021 | A New Multivariate Predictive Model for Stock Returns. (2021). Xie, Jianying. In: Papers. RePEc:arx:papers:2110.01873. Full description at Econpapers || Download paper | |
2021 | Pair copula constructions of point-optimal sign-based tests for predictive linear and nonlinear regressions. (2021). Nobari, Kaveh Salehzadeh. In: Papers. RePEc:arx:papers:2111.04919. Full description at Econpapers || Download paper | |
2021 | Long Run Law and Entropy. (2021). Tian, Weidong. In: Papers. RePEc:arx:papers:2111.06238. Full description at Econpapers || Download paper | |
2021 | Dynamic Factor Models with Sparse VAR Idiosyncratic Components. (2021). Margaritella, Luca ; Krampe, Jonas. In: Papers. RePEc:arx:papers:2112.07149. Full description at Econpapers || Download paper | |
2022 | The credit spread curve. I: Fundamental concepts, fitting, par-adjusted spread, and expected return. (2022). Martin, Richard J. In: Papers. RePEc:arx:papers:2201.01330. Full description at Econpapers || Download paper | |
2022 | Dynamic Factor Model for Functional Time Series: Identification, Estimation, and Prediction. (2022). Salish, Nazarii ; Otto, Sven. In: Papers. RePEc:arx:papers:2201.02532. Full description at Econpapers || Download paper | |
2022 | Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices. (2022). Ricco, Giovanni ; Pellegrino, Filippo ; Hasenzagl, Thomas ; Reichlin, Lucrezia. In: Papers. RePEc:arx:papers:2201.05556. Full description at Econpapers || Download paper | |
2022 | Deep Learning Macroeconomics. (2022). , Rafael ; Rafael, . In: Papers. RePEc:arx:papers:2201.13380. Full description at Econpapers || Download paper | |
2021 | Constructing the Yield Curve for Sri Lankas Government Bond Market. (2021). Pathirannehelage, Kangara ; Liyanage, Dewundara. In: International Journal of Business and Economic Affairs (IJBEA). RePEc:aya:ijbeaa:2021:p:56-69. Full description at Econpapers || Download paper | |
2021 | Yield curve modelling and forecasting in an undeveloped financial market: The case of Bulgaria. (2021). Makarieva, Martina. In: Economic Thought journal. RePEc:bas:econth:y:2021:i:2:p:61-83,84-104. Full description at Econpapers || Download paper | |
2022 | Real Exchange Rate Decompositions. (2022). Fontaine, Jean-Sebastien ; Feunou, Bruno ; Krohn, Ingomar. In: Discussion Papers. RePEc:bca:bocadp:22-6. Full description at Econpapers || Download paper | |
2020 | Learning, Equilibrium Trend, Cycle, and Spread in Bond Yields. (2020). Zhao, Guihai. In: Staff Working Papers. RePEc:bca:bocawp:20-14. Full description at Econpapers || Download paper | |
2020 | Monetary Policy Independence and the Strength of the Global Financial Cycle. (2020). Leiva-Leon, Danilo ; Guérin, Pierre ; Friedrich, Christian. In: Staff Working Papers. RePEc:bca:bocawp:20-25. Full description at Econpapers || Download paper | |
2021 | Debt-Secular Economic Changes and Bond Yields. (2021). Fontaine, Jean-Sebastien ; Feunou, Bruno. In: Staff Working Papers. RePEc:bca:bocawp:21-14. Full description at Econpapers || Download paper | |
2020 | Commodity Prices and Global Economic Activity: a derived-demand approach. (2020). Gaglianone, Wagner ; Duarte, Angelo Montalverne ; Issler, Joo Victor ; de Carvalho, Osmani Teixeira. In: Working Papers Series. RePEc:bcb:wpaper:539. Full description at Econpapers || Download paper | |
2020 | Eurozone prices: a tale of convergence and divergence. (2020). Guerrero, David E ; Gonzalez-Perez, Maria T ; Garcia-Hiernaux, Alfredo. In: Working Papers. RePEc:bde:wpaper:2010. Full description at Econpapers || Download paper | |
2020 | Spillover effects in international business cycles. (2020). Perez Quiros, Gabriel ; Pacce, MatÃas ; Camacho, Maximo ; Perez-Quiros, Gabriel. In: Working Papers. RePEc:bde:wpaper:2034. Full description at Econpapers || Download paper | |
2020 | Forecast Comparison of the Term Structure of Interest Rates of Mexico for Different Specifications of the Affine Model. (2020). Lelo-De, Alejandra. In: Working Papers. RePEc:bdm:wpaper:2020-01. Full description at Econpapers || Download paper | |
2020 | The Corona Virus, the Stock MarketÕs Response, and Growth Expectations. (2020). , Ralph ; Gormsen, Niels J. In: Working Papers. RePEc:bfi:wpaper:2020-22. Full description at Econpapers || Download paper | |
2020 | A Plucking Model of Business Cycles. (2020). Dupraz, Stéphane ; Steinsson, Jon ; Nakamura, Emi. In: Working papers. RePEc:bfr:banfra:748. Full description at Econpapers || Download paper | |
2021 | Foreign Direct Investment and Domestic Private Investment in Sub-Saharan African Countries: Crowding-In or Out ?. (2021). Rabaud, Isabelle ; Jacolin, Luc ; Diallo, Askandarou. In: Working papers. RePEc:bfr:banfra:816. Full description at Econpapers || Download paper | |
2021 | Does one (unconventional) size fit all? Effects of the ECBs unconventional monetary policies on the euro area economies. (2021). Pagliari, Maria Sole. In: Working papers. RePEc:bfr:banfra:829. Full description at Econpapers || Download paper | |
2021 | Sovereign credit and exchange rate risks: evidence from Asia-Pacific local currency bonds. (2021). Hördahl, Peter ; Creal, Drew ; Chernov, Mikhail ; Hordahl, Peter. In: BIS Working Papers. RePEc:bis:biswps:918. Full description at Econpapers || Download paper | |
2022 | Interpolation and Shock Persistence of Prewar U.S. Macroeconomic Time Series: A Reconsideration. (2022). Levy, Daniel ; Dezhbakhsh, Hashem. In: Working Papers. RePEc:biu:wpaper:2022-02. Full description at Econpapers || Download paper | |
2020 | Do ETF flows increase market efficiency? Evidence from China. (2020). Xu, Liao ; Chen, Jilong ; Zhao, Yang. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:5:p:4795-4819. Full description at Econpapers || Download paper | |
2022 | Do crop prices share common trends and common cycles?. (2022). Vatsa, Puneet. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:66:y:2022:i:2:p:363-382. Full description at Econpapers || Download paper | |
2020 | On Mendelian randomization analysis of caseâ€control study. (2020). Yu, Kai ; Gail, Mitchell H ; Deng, LU ; Albanes, Demetrius ; Berndt, Sonja I ; Qin, Jing ; Zhang, Han. In: Biometrics. RePEc:bla:biomet:v:76:y:2020:i:2:p:380-391. Full description at Econpapers || Download paper | |
2021 | DSGE modelling for the UK economy 1974–2017. (2021). Asteriou, Dimitrios ; Pilbeam, Keith ; Litsios, Ioannis. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:2:p:295-323. Full description at Econpapers || Download paper | |
2021 | Nonlinear relationships between inflation, output growth and uncertainty in India: New evidence from a bivariate threshold model. (2021). Kundu, Srikanta ; Sarkar, Kaustav Kanti ; Chowdhury, Kushal Banik. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:3:p:469-493. Full description at Econpapers || Download paper | |
2022 | Trends and cycles in macro series: The case of US real GDP. (2022). Gilalana, Luis Alberiko ; Caporale, Guglielmo Maria. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:1:p:123-134. Full description at Econpapers || Download paper | |
2022 | A component Markov regime?switching autoregressive conditional range model. (2022). Mazibas, Murat. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:2:p:650-683. Full description at Econpapers || Download paper | |
2020 | A forecast evaluation of the Riksbanks policyâ€rate projections. (2020). Nordstrom, Martin. In: Economic Notes. RePEc:bla:ecnote:v:49:y:2020:i:3:n:e12167. Full description at Econpapers || Download paper | |
2021 | The relation between municipal and government bond yields in an era of unconventional monetary policy. (2021). Ãsterholm, Pär ; Nordstrom, Martin ; Knezevic, David ; Osterholm, Par. In: Economic Notes. RePEc:bla:ecnote:v:50:y:2021:i:1:n:e12176. Full description at Econpapers || Download paper | |
2021 | U.S. Monetary Policy and Commodity Prices: A SVECM Approach. (2021). Siami-Namini, Sima ; Siaminamini, Sima. In: Economic Papers. RePEc:bla:econpa:v:40:y:2021:i:4:p:288-312. Full description at Econpapers || Download paper | |
2020 | A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting. (2020). Hartigan, Luke ; Morley, James. In: The Economic Record. RePEc:bla:ecorec:v:96:y:2020:i:314:p:271-293. Full description at Econpapers || Download paper | |
2020 | Financing seasonal demand. (2020). Fairhurst, Douglas. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:3:p:839-870. Full description at Econpapers || Download paper | |
2022 | Geographic proximity and price efficiency: Evidence from high?speed railway connections between firms and financial centers. (2022). Shen, Tao ; Qu, Yuanyu ; Gao, Hao. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:1:p:117-141. Full description at Econpapers || Download paper | |
2020 | Term structure determinants of timeâ€varying risk of 1â€year bond returns. (2020). Khanapure, Revansiddha Basavaraj. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:3:p:365-384. Full description at Econpapers || Download paper | |
2021 | Covered bonds, loan growth and bank funding: The Swiss experience since 1932. (2021). Nitschka, Thomas ; Nellen, Thomas ; Meuli, Jonas. In: International Finance. RePEc:bla:intfin:v:24:y:2021:i:1:p:77-94. Full description at Econpapers || Download paper | |
2021 | The sovereign yield curve and credit ratings in GIIPS. (2021). Umar, Zaghum ; Shehzad, Choudhry T ; Riaz, Yasir. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:3:p:895-916. Full description at Econpapers || Download paper | |
2021 | Liquidity risk and corporate bond yield spread: Evidence from China. (2021). Jiang, Lunan ; Chen, Yinghui. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:4:p:1117-1151. Full description at Econpapers || Download paper | |
2021 | AN OVERVIEW OF DYNAMIC MODEL AVERAGING TECHNIQUES IN TIME?SERIES ECONOMETRICS. (2021). Nonejad, Nima. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:566-614. Full description at Econpapers || Download paper | |
2020 | Consumption Fluctuations and Expected Returns. (2020). Priestley, Richard ; Moller, Stig V ; Atanasov, Victoria. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1677-1713. Full description at Econpapers || Download paper | |
2020 | What Matters to Individual Investors? Evidence from the Horses Mouth. (2020). Choi, James ; Robertson, Adriana Z. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:4:p:1965-2020. Full description at Econpapers || Download paper | |
2020 | The Banking View of Bond Risk Premia. (2020). Sraer, David ; Haddad, Valentin. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2465-2502. Full description at Econpapers || Download paper | |
2021 | Reinvestment Risk and the Equity Term Structure. (2021). Gonalves, Andrei S. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:5:p:2153-2197. Full description at Econpapers || Download paper | |
2022 | Anomalies and the Expected Market Return. (2022). Rapach, David E ; Li, Yan ; Dong, XI ; Zhou, Guofu. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:1:p:639-681. Full description at Econpapers || Download paper | |
2022 | Late to Recessions: Stocks and the Business Cycle. (2022). Gomezcram, Roberto. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:923-966. Full description at Econpapers || Download paper | |
2020 | Market Price of Longevity Risk for a Multiâ€Cohort Mortality Model With Application to Longevity Bond Option Pricing. (2020). Ziveyi, Jonathan ; Sherris, Michael ; Xu, Yajing. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:87:y:2020:i:3:p:571-595. Full description at Econpapers || Download paper | |
2020 | An Asymptotic F Test for Uncorrelatedness in the Presence of Time Series Dependence. (2020). Sun, Yixiao ; Wang, Xuexin. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:41:y:2020:i:4:p:536-550. Full description at Econpapers || Download paper | |
2021 | Jointly determining the state dimension and lag order for Markov?switching vector autoregressive models. (2021). Kwok, Simon Sai Man ; Li, Nan. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:42:y:2021:i:4:p:471-491. Full description at Econpapers || Download paper | |
2021 | Testing Goodwin with a stochastic differential approach—The United States (1948–2019). (2021). McIsaac, Florent ; Florent Mc Isaac, . In: Metroeconomica. RePEc:bla:metroe:v:72:y:2021:i:4:p:696-730. Full description at Econpapers || Download paper | |
2020 | Estimating Excess Sensitivity and Habit Persistence in Consumption Using Greenbook Forecasts. (2020). Kishor, N ; Bhatt, Vipul ; Marfatia, Hardik. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:2:p:257-284. Full description at Econpapers || Download paper | |
2021 | Nearly Unbiased Estimation of Autoregressive Models for Bounded Near?Integrated Stochastic Processes*. (2021). Montañés, Antonio ; Carrion-i-Silvestre, Josep ; CarrioniSilvestre, Josep Lluis ; Montaes, Antonio ; Gadea, Maria Dolores. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:1:p:273-297. Full description at Econpapers || Download paper | |
2021 | Modelling of Economic and Financial Conditions for Real?Time Prediction of Recessions. (2021). Çakmaklı, Cem ; Altug, Sumru ; Ircani, Hamza Dem. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:3:p:663-685. Full description at Econpapers || Download paper | |
2021 | International Effects of Euro Area Forward Guidance. (2021). Siklos, Pierre ; Feldkircher, Martin ; Böck, Maximilian ; Bock, Maximilian. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:5:p:1066-1110. Full description at Econpapers || Download paper | |
2021 | Are Recoveries all the Same: GDP and TFP?. (2021). Startz, Richard ; Huang, Yufan ; Luo, Sui. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:5:p:1111-1129. Full description at Econpapers || Download paper | |
2022 | Time?Varying Dynamics of the German Business Cycle: A Comprehensive Investigation. (2022). Reif, Magnus. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:1:p:80-102. Full description at Econpapers || Download paper | |
2020 | Effect of foreign exchange intervention: The case of Korea. (2020). Kim, Youngmin ; Lee, Seojin. In: Pacific Economic Review. RePEc:bla:pacecr:v:25:y:2020:i:5:p:641-659. Full description at Econpapers || Download paper | |
2022 | Monetary policy and inflation–output variability in Sri Lanka: Lessons for developing economies. (2022). Middleditch, Paul ; Mayandy, Kesavarajah. In: Review of Development Economics. RePEc:bla:rdevec:v:26:y:2022:i:1:p:259-279. Full description at Econpapers || Download paper | |
2020 | Housing markets, monetary policy, and the international co?movement of housing bubbles. (2020). Caraiani, Petre ; Calin, Adrian Cantemir ; Clin, Adrian Cantemir. In: Review of International Economics. RePEc:bla:reviec:v:28:y:2020:i:2:p:365-375. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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1979 | Spurious Periodicity in Inappropriately Detrended Time Series.(1979) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has another version. Agregated cites: 161 | paper | |
2001 | Markov Regime Switching and Unit-Root Tests. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 68 |
2000 | Markov regime-switching and unit root tests.(2000) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 68 | paper | |
2001 | Markov regime switching and unit root tests.(2001) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 68 | paper | |
2004 | The Less-Volatile U.S. Economy: A Bayesian Investigation of Timing, Breadth, and Potential Explanations. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 119 |
2001 | The less volatile U.S. economy: a Bayesian investigation of timing, breadth, and potential explanations.(2001) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 119 | paper | |
2003 | The less volatile U.S. economy: a Bayesian investigation of timing, breadth, and potential explanations.(2003) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 119 | paper | |
2005 | The Structural Break in the Equity Premium In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 35 |
1984 | Pitfalls in the Use of Time as an Explanatory Variable in Regression. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 75 |
1983 | Pitfalls in the use of Time as an Explanatory Variable in Regression.(1983) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 75 | paper | |
1985 | The NERC Fan: A Retrospective Analysis of the NERC Summary Forecasts. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 3 |
1989 | The Time-Varying-Parameter Model for Modeling Changing Conditional Variance: The Case of the Lucas Hypothesis. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 34 |
1976 | Inflation and Rates of Return on Common Stocks. In: Journal of Finance. [Full Text][Citation analysis] | article | 191 |
1976 | Inflation and Capital Budgeting. In: Journal of Finance. [Full Text][Citation analysis] | article | 7 |
1993 | Predictable Stock Returns: The Role of Small Sample Bias. In: Journal of Finance. [Full Text][Citation analysis] | article | 283 |
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2007 | Spurious Inference in the GARCH (1,1) Model When It Is Weakly Identified In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 18 |
2007 | Spurious Inference in the GARCH(1,1) Model When It Is Weakly Identified.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
1988 | Long-Term Behavior of Yield Curves In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 20 |
1986 | Long-Term Behavior of Yield Curves.(1986) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
2006 | BUSINESS-CYCLE FILTERING OF MACROECONOMIC DATA VIA A LATENT BUSINESS-CYCLE INDEX In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 7 |
2006 | Business-Cycle Filtering of Macroeconomic Data Via A Latent Business-Cycle Index.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
1972 | Estimation of Term Premiums from Average Yield Differentials in the Term Structure of Interest Rates. In: Econometrica. [Full Text][Citation analysis] | article | 4 |
1990 | Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator. In: Econometrica. [Full Text][Citation analysis] | article | 257 |
1988 | SOME FURTHERE RESULTS ON THE EXACT SMALL SAMPLE PROPERTIES OF THE INSTRUMENTAL VARIABLE ESTIMATOR..(1988) In: Discussion Papers in Economics at the University of Washington. [Citation analysis] This paper has another version. Agregated cites: 257 | paper | |
1988 | Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator.(1988) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 257 | paper | |
1988 | SOME FURTHERE RESULTS ON THE EXACT SMALL SAMPLE PROPERTIES OF THE INSTRUMENTAL VARIABLE ESTIMATOR..(1988) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 257 | paper | |
2004 | Earnings Growth and the Bull Market of the 1990s: Is There a Case for Rational Exuberance? In: Econometric Society 2004 Far Eastern Meetings. [Citation analysis] | paper | 2 |
2007 | Earnings growth and the bull market of the 1990s: Is there a case for rational exuberance?.(2007) In: Journal of Macroeconomics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
2004 | The Zero-Information-Limit Condition and Spurious Inference In: Econometric Society 2004 North American Winter Meetings. [Citation analysis] | paper | 1 |
2000 | Why are Beveridge-Nelson and Unobserved-Component Decompositions of GDP so Different? In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 307 |
2000 | Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different?.(2000) In: Discussion Papers in Economics at the University of Washington. [Full Text][Citation analysis] This paper has another version. Agregated cites: 307 | paper | |
2003 | Why Are the Beveridge-Nelson and Unobserved-Components Decompositions of GDP So Different?.(2003) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 307 | article | |
2000 | Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different?.(2000) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 307 | paper | |
2002 | Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different?.(2002) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 307 | paper | |
2003 | Why are Beveridge-Nelson and Unobserved-component decompositions of GDP so Different?.(2003) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 307 | paper | |
2000 | Improved Inference for the Instrumental Variables Estimator In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 14 |
1999 | Improved Inference for the Instrumental Variable Estimator.(1999) In: Discussion Papers in Economics at the University of Washington. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
1999 | Improved Inference for the Instrumental Variable Estimator.(1999) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
1999 | Improved Inference for the Instrumental Variable Estimator.(1999) In: Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
1979 | Discussion of the Zellner and Schwert papers In: Carnegie-Rochester Conference Series on Public Policy. [Full Text][Citation analysis] | article | 1 |
1985 | Macroeconomic time-series, business cycles, and macroeconomic policies A comment In: Carnegie-Rochester Conference Series on Public Policy. [Full Text][Citation analysis] | article | 1 |
1988 | Spurious trend and cycle in the state space decomposition of a time series with a unit root In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 24 |
1987 | Spurious Trend and Cycle in the State Space Decomposition of a Time Series with a Unit Root.(1987) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
1979 | Hypothesis testing based on goodness-of-fit in the moving average time series model In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
2007 | The zero-information-limit condition and spurious inference in weakly identified models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 27 |
2004 | The Zero-Information-Limit Condition and Spurious Inference in Weakly Identified Models.(2004) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
2007 | The Zero-Information-Limit-Condition and Spurious Inference in Weakly Identified Models.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
2008 | The Beveridge-Nelson decomposition in retrospect and prospect In: Journal of Econometrics. [Full Text][Citation analysis] | article | 28 |
2006 | The Beveridge-Nelson Decomposition in Retrospect and Prospect.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | paper | |
1974 | The first-order moving average process : Identification, estimation and prediction In: Journal of Econometrics. [Full Text][Citation analysis] | article | 4 |
1976 | Gains in efficiency from joint estimation of systems of autoregressive-moving average processes In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1 |
2007 | Why are stock returns and volatility negatively correlated? In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 40 |
1998 | Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization1 In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 80 |
1998 | Testing for mean reversion in heteroskedastic data II: Autoregression tests based on Gibbs-sampling-augmented randomization1 In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 47 |
2001 | Does an intertemporal tradeoff between risk and return explain mean reversion in stock prices? In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 11 |
2000 | Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices?.(2000) In: Discussion Papers in Economics at the University of Washington. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
1999 | Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices?.(1999) In: Discussion Papers in Economics at the University of Washington. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2000 | Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices?.(2000) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
1999 | Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices?.(1999) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
1989 | A Markov model of heteroskedasticity, risk, and learning in the stock market In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 252 |
1989 | THE MARKOV MODEL OF HETEROSKEDASTICITY, RISK AND LEARNING IN THE STOCK MARKET..(1989) In: Discussion Papers in Economics at the University of Washington. [Citation analysis] This paper has another version. Agregated cites: 252 | paper | |
1989 | A Markov Model of Heteroskedasticity, Risk, and Learning in the Stock Market.(1989) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 252 | paper | |
1989 | THE MARKOV MODEL OF HETEROSKEDASTICITY, RISK AND LEARNING IN THE STOCK MARKET..(1989) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 252 | paper | |
1982 | Trends and random walks in macroeconmic time series : Some evidence and implications In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 1939 |
2000 | The uncertain trend in U.S. GDP In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 78 |
1998 | The Uncertain Trend in U.S. GDP.(1998) In: Discussion Papers in Economics at the University of Washington. [Full Text][Citation analysis] This paper has another version. Agregated cites: 78 | paper | |
1997 | The Uncertain Trend in U.S. GDP..(1997) In: Discussion Papers in Economics at the University of Washington. [Citation analysis] This paper has another version. Agregated cites: 78 | paper | |
1998 | The Uncertain Trend in U.S. GDP.(1998) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 78 | paper | |
1997 | The Uncertain Trend in U.S. GDP..(1997) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 78 | paper | |
1997 | The Uncertain Trend in U.S. GDP.(1997) In: Computational Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 78 | paper | |
1978 | The stochastic properties of velocity and the quantity theory of money In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 2 |
2006 | Estimation of a forward-looking monetary policy rule: A time-varying parameter model using ex post data In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 115 |
2007 | New measures of the output gap based on the forward-looking new Keynesian Phillips curve In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 68 |
1981 | A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the `business cycle In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 1251 |
1976 | Recursive structure in U.S. income, prices and output In: Proceedings. [Citation analysis] | article | 6 |
1979 | Recursive Structure in U.S. Income, Prices, and Output..(1979) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
1979 | Adjustment lags vs. information lags: a test of alternative explanations of the Phillips curve phenomenon In: Proceedings. [Citation analysis] | article | 0 |
2000 | Output fluctuations in the United States: what has changed since the early 1980s? comments In: Proceedings. [Full Text][Citation analysis] | article | 9 |
1994 | Empirical evidence on the recent behavior and usefulness of simple-sum and weighted measures of the money stock (commentary) In: Proceedings. [Full Text][Citation analysis] | article | 0 |
1994 | Empirical evidence on the recent behavior and usefulness of simple-sum and weighted measures of the money stock (commentary).(1994) In: Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2003 | Business cycle detrending of macroeconomic data via a latent business cycle index In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2000 | The Great Depression and Output Persistence In: Discussion Papers in Economics at the University of Washington. [Full Text][Citation analysis] | paper | 12 |
2002 | The Great Depression and Output Persistence..(2002) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has another version. Agregated cites: 12 | article | |
2000 | The Great Depression and Output Persistence.(2000) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2000 | State-Space Modeling of the Relationship Between Air Quality and Mortality In: Discussion Papers in Economics at the University of Washington. [Full Text][Citation analysis] | paper | 2 |
2000 | State-Space Modeling of the Relationship Between Air Quality and Mortality.(2000) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2000 | Is There a Positive Relationship between Stock Market Volatility and the Equity Premium? In: Discussion Papers in Economics at the University of Washington. [Full Text][Citation analysis] | paper | 57 |
2004 | Is There a Positive Relationship between Stock Market Volatility and the Equity Premium?.(2004) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has another version. Agregated cites: 57 | article | |
2000 | Is There a Positive Relationship between Stock Market Volatility and the Equity Premium?.(2000) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 57 | paper | |
2000 | Is There a Structural Break in the Equity Premium? In: Discussion Papers in Economics at the University of Washington. [Full Text][Citation analysis] | paper | 1 |
2000 | Is There a Structural Break in the Equity Premium?.(2000) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
1999 | A Bayesian Approach to Testing for Markov Switching in Univariate and Dynamic Factor Models In: Discussion Papers in Economics at the University of Washington. [Full Text][Citation analysis] | paper | 31 |
1998 | A Bayesian Approach to Testing for Markov Switching in Univariate and Dynamic Factor Models.(1998) In: Discussion Papers in Economics at the University of Washington. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | paper | |
2001 | A Bayesian Approach to Testing for Markov-Switching in Univariate and Dynamic Factor Models..(2001) In: International Economic Review. [Citation analysis] This paper has another version. Agregated cites: 31 | article | |
1999 | A Bayesian Approach to Testing for Markov Switching in Univariate and Dynamic Factor Models.(1999) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | paper | |
1998 | A Bayesian Approach to Testing for Markov Switching in Univariate and Dynamic Factor Models.(1998) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | paper | |
1999 | Unit Root Tests in the Presence of Markov Regime-Switching In: Discussion Papers in Economics at the University of Washington. [Full Text][Citation analysis] | paper | 4 |
1999 | Unit Root Tests in the Presence of Markov Regime-Switching.(1999) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
1988 | THE DISTRIBUTION OF THE INSTRUMENTAL VARIABLES ESTIMATOR AND ITS T-RATIO WHEN THE INSTRUMENT IS A POOR ONE. In: Discussion Papers in Economics at the University of Washington. [Citation analysis] | paper | 244 |
1988 | The Distribution of the Instrumental Variables Estimator and Its t-RatioWhen the Instrument is a Poor One.(1988) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 244 | paper | |
1990 | The Distribution of the Instrumental Variables Estimator and Its t-Ratio When the Instrument Is a Poor One..(1990) In: The Journal of Business. [Full Text][Citation analysis] This paper has another version. Agregated cites: 244 | article | |
1988 | THE DISTRIBUTION OF THE INSTRUMENTAL VARIABLES ESTIMATOR AND ITS T-RATIO WHEN THE INSTRUMENT IS A POOR ONE..(1988) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 244 | paper | |
1988 | THE TIME-VARYING-PARAMETER MODEL AS AN ALTERNATIVE TO ARCH FOR MODELING CHANGING CONDITIONAL VARIANCE: THE CASE OF THE LUCAS HYPOTHESIS. In: Discussion Papers in Economics at the University of Washington. [Citation analysis] | paper | 4 |
1988 | The Time-Varying-Parameter Model as an Alternative to ARCH for Modeling Changing Conditional Variance: The Case of Lucas Hypothesis.(1988) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
1988 | THE TIME-VARYING-PARAMETER MODEL AS AN ALTERNATIVE TO ARCH FOR MODELING CHANGING CONDITIONAL VARIANCE: THE CASE OF THE LUCAS HYPOTHESIS..(1988) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
1988 | MEAN REVERSION IN STOCK PRICES? A REAPPRAISAL OF EMPIRICAL EVIDENCE. In: Discussion Papers in Economics at the University of Washington. [Citation analysis] | paper | 172 |
1988 | Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence.(1988) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 172 | paper | |
1991 | Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence.(1991) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 172 | article | |
1988 | MEAN REVERSION IN STOCK PRICES? A REAPPRAISAL OF EMPIRICAL EVIDENCE..(1988) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 172 | paper | |
1989 | GRANT FUNDING IN ECONOMICS FROM THE NATIONAL SCIENCE FOUNDATION DURING FISCAL YEAR 1987. In: Discussion Papers in Economics at the University of Washington. [Citation analysis] | paper | 0 |
1989 | GRANT FUNDING IN ECONOMICS FROM THE NATIONAL SCIENCE FOUNDATION DURING FISCAL YEAR 1987..(1989) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
1990 | PREDICTABLE STOCK RETURNS: REALITY OR STATISTICAL ILLUSION?. In: Discussion Papers in Economics at the University of Washington. [Citation analysis] | paper | 2 |
1990 | Predictable Stock Returns: Reality or Statistical Illusion?.(1990) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
1990 | PREDICTABLE STOCK RETURNS: REALITY OR STATISTICAL ILLUSION?..(1990) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
1990 | More on the Exact Small Sample Distribution of the Instrumental Variable Estimator: A Reply to Maddala and Jeong. In: Discussion Papers in Economics at the University of Washington. [Citation analysis] | paper | 2 |
1990 | More on the Exact Small Sample Distribution of the Instrumental Variable Estimator: A Reply to Maddala and Jeong..(1990) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
1996 | Testing for Men reversion in Heteroskedastic data Based on Gibbs-Simpling-Augmented Randomization. In: Discussion Papers in Economics at the University of Washington. [Citation analysis] | paper | 0 |
1996 | Testing for Men reversion in Heteroskedastic data Based on Gibbs-Simpling-Augmented Randomization..(1996) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
1996 | Valid Confidence Intervals and Inference in the Presence of Weak Instruments. In: Discussion Papers in Economics at the University of Washington. [Citation analysis] | paper | 51 |
1997 | Valid Confidence Intervals and Inference in the Presence of Weak Instruments..(1997) In: Discussion Papers in Economics at the University of Washington. [Citation analysis] This paper has another version. Agregated cites: 51 | paper | |
1998 | Valid Confidence Intervals and Inference in the Presence of Weak Instruments..(1998) In: International Economic Review. [Citation analysis] This paper has another version. Agregated cites: 51 | article | |
1996 | Valid Confidence Intervals and Inference in the Presence of Weak Instruments..(1996) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 51 | paper | |
1997 | Valid Confidence Intervals and Inference in the Presence of Weak Instruments..(1997) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 51 | paper | |
1996 | Valid Confidence Intervals and Inference in the Presence of Weak Instruments.(1996) In: Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 51 | paper | |
1997 | Friedmans Plucking Model of Business Fluctuations : Tests and Estimates of Permanent and Transitory Components. In: Discussion Papers in Economics at the University of Washington. [Citation analysis] | paper | 96 |
1999 | Friedmans Plucking Model of Business Fluctuations: Tests and Estimates of Permanent and Transitory Components..(1999) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has another version. Agregated cites: 96 | article | |
1997 | Friedmans Plucking Model of Business Fluctuations : Tests and Estimates of Permanent and Transitory Components..(1997) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 96 | paper | |
1997 | Testing for Mean Reversion in Heteroskedastic Data II : Autoregression Tests Based on Gibbs-Sampling-Augmented Randomization. In: Discussion Papers in Economics at the University of Washington. [Citation analysis] | paper | 0 |
1997 | Testing for Mean Reversion in Heteroskedastic Data II : Autoregression Tests Based on Gibbs-Sampling-Augmented Randomization..(1997) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2013 | Trend Inflation and the Nature of Structural Breaks in the New Keynesian Phillips Curve In: Discussion Paper Series. [Full Text][Citation analysis] | paper | 31 |
2013 | Trend Inflation and the Nature of Structural Breaks in the New Keynesian Phillips Curve.(2013) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | paper | |
2014 | Trend Inflation and the Nature of Structural Breaks in the New Keynesian Phillips Curve.(2014) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | article | |
1975 | Rational Expectations and the Estimation of Econometric Models. In: International Economic Review. [Full Text][Citation analysis] | article | 16 |
2010 | Valid Inference for a Class of Models Where Standard Inference Performs Poorly: Including Nonlinear Regression, ARMA, GARCH, and Unobserved Components In: Economics Series. [Full Text][Citation analysis] | paper | 6 |
2008 | Valid Inference for a Class of Models Where Standard Inference Performs Poorly: Including Nonlinear Regression, ARMA, GARCH, and Unobserved Components.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
1989 | Implict Estimates of the Natural and Cyclical Components of Japans Real GNP In: Monetary and Economic Studies. [Full Text][Citation analysis] | article | 1 |
2007 | Expectation horizon and the Phillips Curve: the solution to an empirical puzzle In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 38 |
1981 | Adjustment Lags versus Information Lags: A Test of Alternative Explanations of the Phillips Curve Phenomenon. In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 1 |
1981 | Adjustment Lags versus Information Lags: A Test of Alternative Explanations of the Phillips Curve Phenomenon: A Reply. In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 1 |
1982 | Comment on Policy Robustness: Specification and Simulation of a Monthly Money Market Model. In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 0 |
2004 | The Great Depression and Output Persistence: A Reply to Papell and Prodan. In: Journal of Money, Credit and Banking. [Citation analysis] | article | 7 |
1975 | The Ex Ante Prediction Performance of the St. Louis and FRB-MIT-PENN Econometric Models and Some Results on Composite Predictors. In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 27 |
1999 | State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications In: MIT Press Books. [Citation analysis] | book | 889 |
1985 | Parsimoneous Modeling of Yield Curves for U.S. Treasury Bills In: NBER Working Papers. [Full Text][Citation analysis] | paper | 3 |
1985 | A Reappraisal of Recent Tests of the Permanent Income Hypothesis In: NBER Working Papers. [Full Text][Citation analysis] | paper | 15 |
1987 | Implicit Estimates of Natural, Trend, and Cyclical Components of Real GNP In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Pricing Stock Market Volatility: Does it Matter whether the Volatility is Related to the Business Cycle? In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 13 |
2008 | Pricing Stock Market Volatility: Does It Matter Whether the Volatility is Related to the Business Cycle?.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2007 | Sleep and psychological well-being In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. [Full Text][Citation analysis] | article | 10 |
1998 | Book reviews In: Econometric Reviews. [Full Text][Citation analysis] | article | 0 |
1998 | Business Cycle Turning Points, A New Coincident Index, And Tests Of Duration Dependence Based On A Dynamic Factor Model With Regime Switching In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 257 |
1999 | Has The U.S. Economy Become More Stable? A Bayesian Approach Based On A Markov-Switching Model Of The Business Cycle In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 709 |
1975 | Rational Expectations and the Predictive Efficiency of Economic Models. In: The Journal of Business. [Full Text][Citation analysis] | article | 20 |
1987 | Parsimonious Modeling of Yield Curves. In: The Journal of Business. [Full Text][Citation analysis] | article | 1090 |
1970 | A Critique of Some Recent Empirical Research on the Explanation of the Term Structure of Interest Rates: Comment. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 0 |
1972 | Testing a Model of the Term Structure of Interest Rates in an Error-learning Framework. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 0 |
1979 | Granger Causality and the Natural Rate Hypothesis. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 4 |
1987 | A Reappraisal of Recent Tests of the Permanent Income Hypothesis [Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence]. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 0 |
1996 | Valid Confidence Regions and Inference in the Presence of Weak Instruments In: Working Papers. [Citation analysis] | paper | 0 |
1996 | Valid Confidence Regions and Inference in the Presence of Weak Instruments.(1996) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2006 | A General Approach to Constructing a Valid Test in Weakly Identified Models Where Zero-Limit-Information Condition (ZILC) Holds In: Working Papers. [Citation analysis] | paper | 0 |
2006 | A Time-Varying Parameter Model for a Forward-Looking Monetary Policy Rule Based on Real-Time Data In: Working Papers. [Full Text][Citation analysis] | paper | 97 |
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