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person:"Nelson, Charles R."
subject:"United States"
~person:"Franses, Philip Hans"
~subject:"Yield curve"
~type_genre:"Article in journal"
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Yield curve
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Nelson, Charles R.
Franses, Philip Hans
Hoffman, Dennis L.
5
Maddala, Gangadharrao S.
5
Atkinson, Scott Estes
4
Bekaert, Geert
4
Bera, Anil K.
4
Caporale, Guglielmo Maria
4
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Juneja, Januj
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4
Pittis, Nikitas
4
Pope, Rulon D.
4
Rasche, Robert H.
4
Rudebusch, Glenn D.
4
Swanson, Norman R.
4
Todd, Petra
4
Wu, Jing Cynthia
4
Almeida, Caio
3
Anderson, Richard G.
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Arnade, Carlos Anthony
3
Baltagi, Badi H.
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3
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Chavas, Jean-Paul
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Gallant, A. Ronald
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of empirical finance
1
Journal of monetary economics
1
The journal of business : B
1
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ECONIS (ZBW)
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1
Estimation of a forward-looking monetary policy rule : a time-varying parameter model using ex post data
Kim, Chang-jin
;
Nelson, Charles R.
- In:
Journal of monetary economics
53
(
2006
)
8
,
pp. 1949-1966
Persistent link: https://www.econbiz.de/10003394388
Saved in:
2
Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization
Kim, Chang-Jin
;
Nelson, Charles R.
;
Startz, Richard
- In:
Journal of empirical finance
5
(
1998
)
2
,
pp. 131-154
Persistent link: https://www.econbiz.de/10001374883
Saved in:
3
Outlier detection in cointegration analysis
Franses, Philip Hans
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
4
,
pp. 459-468
Persistent link: https://www.econbiz.de/10001251800
Saved in:
4
On periodic correlations between estimated seasonal and nonseasonal components in German and US unemployment
Ooms, Marius
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
4
,
pp. 470-481
Persistent link: https://www.econbiz.de/10001227093
Saved in:
5
The effects of additive outliers on tests for unit roots and cointegration
Franses, Philip Hans
- In:
Journal of business & economic statistics : JBES ; a …
12
(
1994
)
4
,
pp. 471-478
Persistent link: https://www.econbiz.de/10001170590
Saved in:
6
Parsimonious modeling of yield curves
Nelson, Charles R.
- In:
The journal of business : B
60
(
1987
)
4
,
pp. 473-489
Persistent link: https://www.econbiz.de/10001037645
Saved in:
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