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person:"Zha, Tao"
subject:"Estimation"
~person:"Engsted, Tom"
~subject:"Expectation formation"
~type_genre:"Article in journal"
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Estimation
Expectation formation
Theorie
58
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58
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20
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14
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14
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12
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Zha, Tao
Engsted, Tom
Gil-Alaña, Luis A.
32
Hommes, Cars H.
30
Caporale, Guglielmo Maria
28
Kumbhakar, Subal
25
Serletis, Apostolos
25
Gupta, Rangan
21
Bahmani-Oskooee, Mohsen
18
Evans, George W.
17
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16
Moosa, Imad A.
15
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15
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14
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14
Peel, David
14
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12
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12
Brooks, Robert
12
Creedy, John
12
Fabozzi, Frank J.
12
Ghysels, Eric
12
Koopman, Siem Jan
12
McAleer, Michael
12
Phillips, Peter C. B.
12
Pierdzioch, Christian
12
Taylor, Mark P.
12
Tsionas, Efthymios G.
12
Blundell, Richard W.
11
Chan, Joshua
11
Chavas, Jean-Paul
11
Koop, Gary
11
Pesaran, M. Hashem
11
Tzavalis, Elias
11
Asai, Manabu
10
Beckmann, Joscha
10
Belzil, Christian
10
Franses, Philip Hans
10
Jawadi, Fredj
10
Madan, Dilip B.
10
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10
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Carnegie Rochester conference series on public policy : a bi-annual conference proceedings
2
Journal of applied econometrics
2
Journal of monetary economics
2
Applied financial economics
1
Brookings papers on economic activity : BPEA
1
Economica
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of finance & economics : IJFE
1
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1
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1
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1
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1
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ECONIS (ZBW)
22
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1
Fama on bubbles
Engsted, Tom
- In:
Journal of economic surveys
30
(
2016
)
2
,
pp. 370-376
Persistent link: https://www.econbiz.de/10011553491
Saved in:
2
Land prices and unemployment
Liu, Zheng
;
Miao, Jianjun
;
Zha, Tao
- In:
Journal of monetary economics
80
(
2016
),
pp. 86-105
Persistent link: https://www.econbiz.de/10011709368
Saved in:
3
Return predictability and intertemporal asset allocation : evidence from a bias-adjusted VAR model
Engsted, Tom
;
Pedersen, Thomas Q.
- In:
Journal of empirical finance
19
(
2012
)
2
,
pp. 241-253
Persistent link: https://www.econbiz.de/10009615710
Saved in:
4
Habit formation, surplus consumption and return predictability : international evidence
Engsted, Tom
;
Hyde, Stuart
;
Møller, Stig Vinther
- In:
Journal of international money and finance
29
(
2010
)
7
,
pp. 1237-1255
Persistent link: https://www.econbiz.de/10009238968
Saved in:
5
Asymmetric expectation effects of regime shifts in monetary policy
Liu, Zheng
;
Waggoner, Daniel F.
;
Zha, Tao
- In:
Review of economic dynamics
12
(
2009
)
2
,
pp. 284-303
Persistent link: https://www.econbiz.de/10003851260
Saved in:
6
Modest policy interventions
Leeper, Eric M.
;
Zha, Tao
- In:
Journal of monetary economics
50
(
2003
)
8
,
pp. 1673-1700
Persistent link: https://www.econbiz.de/10001857726
Saved in:
7
Quantifying the uncertainty about the half-life if deviations from PPP
Kilian, Lutz
;
Zha, Tao
- In:
Journal of applied econometrics
17
(
2002
)
2
,
pp. 107-125
Persistent link: https://www.econbiz.de/10001667480
Saved in:
8
Regime shifts in the Danish term structure of interest rates
Engsted, Tom
;
Nyholm, Ken
- In:
Empirical economics : a journal of the Institute for …
25
(
2000
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10001452532
Saved in:
9
Multicointegration in stock-flow models
Engsted, Tom
;
Haldrup, Niels
- In:
Oxford bulletin of economics and statistics
61
(
1999
)
2
,
pp. 237-254
Persistent link: https://www.econbiz.de/10001407318
Saved in:
10
Conditional forecasts in dynamic multivariate models
Waggoner, Daniel F.
;
Zha, Tao
- In:
The review of economics and statistics
81
(
1999
)
4
,
pp. 639-651
Persistent link: https://www.econbiz.de/10001437383
Saved in:
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