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Predicting the Fed's target rate decisions
Kauppi, Heikki, (2007)
Forecasting with VAR-teXt and DFM-teXt models: exploring the predictive power of central bank communication
Ferreira, Leonardo Nogueira, (2021)
Testing for the rationality of central bank interest rate forecasts
Frenkel, Michael, (2022)
Testing for the cointegrating rank of a conditional vector autoregressive process with a linear time trend
Kauppi, Heikki, (2000)
Panel data limit theory and asymptotic analysis of a panel regression with near integrated regressions
Essays on econometrics of cointegration
Kauppi, Heikki, (1999)