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Tests for non-linear dynamics in systems of non-stationary economic time series : the case of short-term US interest rates
Jones, Barry E.; Nesmith, Travis D. - 1999
Persistent link: https://www.econbiz.de/10001443058
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An empirical test of a two-factor mortgage valuation model : how much do house prices matter?
Downing, Chris; Stanton, Richard; Wallace, Nancy E. - 2003
Persistent link: https://www.econbiz.de/10001787404
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The responses of wages and prices to technology shocks
Edge, Rochelle M.; Laubach, Thomas; Williams, John C. - 2003
Persistent link: https://www.econbiz.de/10001889127
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A nonlinear look at trend MFP growth and the business cycle : results from a hybrid Kalman/Markov switching model
French, Mark W. - 2005
Persistent link: https://www.econbiz.de/10002652267
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Housing, house prices, and the equity premium puzzle
David, Morris A.; Martin, Robert F. - 2005
Persistent link: https://www.econbiz.de/10002652269
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An empirical analysis of bond recovery rates : exploring a stuctural view of default
Covitz, Daniel M.; Han, Song - 2005
Persistent link: https://www.econbiz.de/10002634054
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Can rational expectations sticky-price models explain inflation dynamics?
Rudd, Jeremy B.; Whelan, Karl - 2003
Persistent link: https://www.econbiz.de/10001791873
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Modeling aggregate investment : a fundamentalist approach
Roberts, John M. - 2003
Persistent link: https://www.econbiz.de/10001793011
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Consumer sentiment, the economy, and the news media
Doms, Mark E.; Morin, Norman - 2004
Persistent link: https://www.econbiz.de/10002368428
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The liquidity effect in the federal funds market : evidence from daily open market operations
Carpenter, Seth B.; Demiralp, Selva - 2004
Persistent link: https://www.econbiz.de/10002369373