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subject:"Time series analysis"
~isPartOf:"Journal of monetary economics"
~person:"Whiteman, Charles H."
~subject:"CAPM"
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A generalized volatility bound for dynamic economies
Otrok, Christopher M.
;
Ravikumar, B.
;
Whiteman, Charles H.
- In:
Journal of monetary economics
54
(
2007
)
8
,
pp. 2269-2290
Persistent link: https://www.econbiz.de/10003614141
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2
Habit formation : a resolution of the equity premium puzzle?
Otrok, Christopher M.
;
Ravikumar, B.
;
Whiteman, Charles H.
- In:
Journal of monetary economics
49
(
2002
)
6
,
pp. 1261-1288
Persistent link: https://www.econbiz.de/10001700859
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3
Supplanting the "Minnesota" prior : forecasting macroeconomic time series using real business cycle model priors
Ingram, Beth Fisher
- In:
Journal of monetary economics
34
(
1994
)
3
,
pp. 497-510
Persistent link: https://www.econbiz.de/10001175077
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4
Reconsidering "trends and random walks in macroeconomic time series"
DeJong, David Neil
- In:
Journal of monetary economics
28
(
1991
)
2
,
pp. 221-254
Persistent link: https://www.econbiz.de/10001115232
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