Modeling expectations with noncausal autoregressions
Year of publication: |
2008
|
---|---|
Other Persons: | Lanne, Markku (contributor) ; Saikkonen, Pentti (contributor) |
Institutions: | European University Institute / Department of Economics (contributor) |
Publisher: |
Badia Fiesolana, San Domenico (Fl) |
Subject: | Erwartungsbildung | Expectation formation | Kausalanalyse | Causality analysis | Autokorrelation | Autocorrelation | Inflationserwartung | Inflation expectations | Theorie | Theory | USA | United States |
-
Modeling expectations with noncausal autoregressions
Lanne, Markku, (2008)
-
Modeling Expectations with Noncausal Autoregressions
Lanne, Markku, (2008)
-
Narratives about the macroeconomy
Andre, Peter, (2023)
- More ...
-
Modeling conditional skewness in stock returns
Lanne, Markku, (2005)
-
A mixture multiplicative error model for realized volatility
Lanne, Markku, (2006)
-
Forecasting realized volatility by decomposition
Lanne, Markku, (2006)
- More ...