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Actual and expected inflation in the U.S. : a time-frequency view
Xu, Yingying, (2018)
Diffusion indexes
Stock, James H., (1998)
Interaction between autocorrelation and conditional heteroscedasticity : a random-coefficient approach
Bera, Anil K., (1992)
Correct cointegration tests of the long-run relationship between nominal interest and inflation
Bonham, Carl Stanley, (1991)
Essays on the ex ante real rate of interest
Bonham, Carl Stanley, (1989)
Testing the rationality of price forecasts: comment
Bonham, Carl Stanley, (1995)