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Journal of monetary economics
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ECONIS (ZBW)
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1
The zero lower bound and estimation accuracy
Atkinson, Tyler
;
Richter, Alexander W.
;
Throckmorton, …
- In:
Journal of monetary economics
115
(
2020
),
pp. 249-264
Persistent link: https://www.econbiz.de/10012383697
Saved in:
2
The expectational effects of news in business cycles : evidence from forecast data
Miyamoto, Wataru
;
Nguyen, Thuy Lan
- In:
Journal of monetary economics
116
(
2020
),
pp. 184-200
Persistent link: https://www.econbiz.de/10012495170
Saved in:
3
Surprise and uncertainty indexes : real-time aggregation of real-activity macro-surprises
Scotti, Chiara
- In:
Journal of monetary economics
82
(
2016
),
pp. 1-19
Persistent link: https://www.econbiz.de/10011709471
Saved in:
4
Exploiting the monthly data flow in structural forecasting
Giannone, Domenico
;
Monti, Francesca
;
Reichlin, Lucrezia
- In:
Journal of monetary economics
84
(
2016
),
pp. 201-215
Persistent link: https://www.econbiz.de/10011709686
Saved in:
5
Long-run bulls and bears
Albuquerque, Rui
;
Eichenbaum, Martin S.
;
Papanikolaou, …
- In:
Journal of monetary economics
76
(
2015
),
pp. 21-36
Persistent link: https://www.econbiz.de/10011488090
Saved in:
6
The long-run Phillips curve : a structural VAR investigation
Benati, Luca
- In:
Journal of monetary economics
76
(
2015
),
pp. 15-28
Persistent link: https://www.econbiz.de/10011569676
Saved in:
7
Is it one break or ongoing permanent shocks that explains US real GDP?
Luo, Sui
;
Startz, Richard
- In:
Journal of monetary economics
66
(
2014
),
pp. 155-163
Persistent link: https://www.econbiz.de/10010482357
Saved in:
8
Let's take a brake : trends and cycles in US real GDP
Perron, Pierre
;
Wada, Tatsuma
- In:
Journal of monetary economics
56
(
2009
)
6
,
pp. 749-765
Persistent link: https://www.econbiz.de/10003893980
Saved in:
9
Time series decomposition and measurement of business cycles, trends and growth cycles
Zarnowitz, Victor
;
Ozyildirim, Ataman
- In:
Journal of monetary economics
53
(
2006
)
7
,
pp. 1717-1739
Persistent link: https://www.econbiz.de/10003381924
Saved in:
10
Data revisions and the identification of monetary policy shocks
Croushore, Dean Darrell
;
Evans, Charles
- In:
Journal of monetary economics
53
(
2006
)
6
,
pp. 1135-1160
Persistent link: https://www.econbiz.de/10003369374
Saved in:
11
Cross-sectional heterogeneity and the persistence of aggregate fluctuations
Michelacci, Claudio
- In:
Journal of monetary economics
51
(
2004
)
7
,
pp. 1321-1352
Persistent link: https://www.econbiz.de/10002388569
Saved in:
12
International evidence on output fluctuation and shock persistence
Levy, Daniel C.
;
Dezhbakhsh, Hashem
- In:
Journal of monetary economics
50
(
2003
)
7
,
pp. 1499-1530
Persistent link: https://www.econbiz.de/10001817512
Saved in:
13
Do financial variables help forecasting inflation and real activity in the euro area?
Forni, Mario
;
Hallin, Marc
;
Lippi, Marco
;
Reichlin, Lucrezia
- In:
Journal of monetary economics
50
(
2003
)
6
,
pp. 1243-1255
Persistent link: https://www.econbiz.de/10001799316
Saved in:
14
More international evidence on the historical properties of business cycles
A'Hearn, Brian
;
Woitek, Ulrich
- In:
Journal of monetary economics
47
(
2001
)
2
,
pp. 321-346
Persistent link: https://www.econbiz.de/10001577735
Saved in:
15
The uncertain trend in US GDP
Murray, Christian J.
;
Nelson, Charles R.
- In:
Journal of monetary economics
46
(
2000
)
1
,
pp. 79-95
Persistent link: https://www.econbiz.de/10001488181
Saved in:
16
Is the persistence of shocks to output asymmetric?
Elwood, S. Kirk
- In:
Journal of monetary economics
41
(
1998
)
2
,
pp. 411-426
Persistent link: https://www.econbiz.de/10001234912
Saved in:
17
The dynamic effects of permanent and transitory labor income on consumption
Falk, Barry
- In:
Journal of monetary economics
41
(
1998
)
2
,
pp. 371-387
Persistent link: https://www.econbiz.de/10001234920
Saved in:
18
How the basic RBC model fails to explain US time series
Chow, Gregory C.
- In:
Journal of monetary economics
41
(
1998
)
2
,
pp. 301-318
Persistent link: https://www.econbiz.de/10001234944
Saved in:
19
On the adjustment matrix in error correction models
Rossana, Robert J.
- In:
Journal of monetary economics
42
(
1998
)
2
,
pp. 427-444
Persistent link: https://www.econbiz.de/10001249300
Saved in:
20
Spotting sunspots : some evidence in support of models with self-fulfilling prophecies
Salyer, Kevin Duff
- In:
Journal of monetary economics
42
(
1998
)
3
,
pp. 511-523
Persistent link: https://www.econbiz.de/10001250325
Saved in:
21
Detrending and business cycle facts : a comment
Burnside, Craig
- In:
Journal of monetary economics
41
(
1998
)
3
,
pp. 513-532
Persistent link: https://www.econbiz.de/10001239594
Saved in:
22
Detrending and business cycle facts
Canova, Fabio
- In:
Journal of monetary economics
41
(
1998
)
3
,
pp. 475-512
Persistent link: https://www.econbiz.de/10001239595
Saved in:
23
Volatility clustering in real interest rates : theory and evidence
Den Haan, Wouter J.
- In:
Journal of monetary economics
41
(
1998
)
3
,
pp. 431-453
Persistent link: https://www.econbiz.de/10001239598
Saved in:
24
Narrative and VAR approaches to monetary policy : common identification problems
Leeper, Eric M.
- In:
Journal of monetary economics
40
(
1997
)
3
,
pp. 641-657
Persistent link: https://www.econbiz.de/10001231035
Saved in:
25
Intermediate inputs and sectoral comovement in the business cycle
Hornstein, Andreas
- In:
Journal of monetary economics
40
(
1997
)
3
,
pp. 573-595
Persistent link: https://www.econbiz.de/10001231043
Saved in:
26
Asymmetric persistence in GDP? : A deeper look at depth
Hess, Gregory D.
- In:
Journal of monetary economics
40
(
1997
)
3
,
pp. 535-554
Persistent link: https://www.econbiz.de/10001231050
Saved in:
27
Estimating common sectoral cycles
Engle, Robert F.
- In:
Journal of monetary economics
35
(
1995
)
1
,
pp. 83-113
Persistent link: https://www.econbiz.de/10001178377
Saved in:
28
New index of coincident indicators : a multivariate Markov switching factor model approach
Kim, Myung-jig
- In:
Journal of monetary economics
36
(
1995
)
3
,
pp. 607-630
Persistent link: https://www.econbiz.de/10001197729
Saved in:
29
The great wars, the great crash, and steady state growth : some new evidence about an old stylized fact
Ben-David, Dan
- In:
Journal of monetary economics
36
(
1995
)
3
,
pp. 453-475
Persistent link: https://www.econbiz.de/10001197749
Saved in:
30
Do stationary risk premia explain it all? : Evidence from the term structure
Evans, Martin D. D.
- In:
Journal of monetary economics
33
(
1994
)
2
,
pp. 285-318
Persistent link: https://www.econbiz.de/10001160899
Saved in:
31
Information, forecasts, and measurement of the business cycle
Evans, George W.
- In:
Journal of monetary economics
33
(
1994
)
2
,
pp. 233-254
Persistent link: https://www.econbiz.de/10001160901
Saved in:
32
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
Saved in:
33
Are US regional incomes converging? : a time series analysis
Carlino, Gerald A.
- In:
Journal of monetary economics
32
(
1993
)
2
,
pp. 335-346
Persistent link: https://www.econbiz.de/10001157054
Saved in:
34
On persistence of shocks to economic variables : a common misconception
Lippi, Marco
- In:
Journal of monetary economics
29
(
1992
)
1
,
pp. 87-93
Persistent link: https://www.econbiz.de/10001120257
Saved in:
35
A neoclassical model of seasonal fluctuations
Chatterjee, Satyajit
- In:
Journal of monetary economics
29
(
1992
)
1
,
pp. 59-86
Persistent link: https://www.econbiz.de/10001120259
Saved in:
36
Modeling long-run behavior with the fractional ARIMA model
Sowell, Fallaw
- In:
Journal of monetary economics
29
(
1992
)
2
,
pp. 277-302
Persistent link: https://www.econbiz.de/10001123002
Saved in:
37
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
Saved in:
38
Confidence intervals for the largest autoregressive root in US macroeconomic time series
Stock, James H.
- In:
Journal of monetary economics
28
(
1991
)
3
,
pp. 435-459
Persistent link: https://www.econbiz.de/10001115721
Saved in:
39
Volatility tests and efficient markets : a review essay
Cochrane, John H.
- In:
Journal of monetary economics
27
(
1991
)
3
,
pp. 463-485
Persistent link: https://www.econbiz.de/10001108299
Saved in:
40
Shifting trends, segmented trends, and infrequent permanent shocks
Balke, Nathan S.
- In:
Journal of monetary economics
28
(
1991
)
1
,
pp. 61-85
Persistent link: https://www.econbiz.de/10001109039
Saved in:
41
Identifying VAR models under rational expectations
Keating, John William
- In:
Journal of monetary economics
25
(
1990
)
3
,
pp. 453-476
Persistent link: https://www.econbiz.de/10001091704
Saved in:
42
Time-series implications of Friedman's permanent income hypothesis
Falk, Barry
- In:
Journal of monetary economics
26
(
1990
)
2
,
pp. 267-283
Persistent link: https://www.econbiz.de/10001100911
Saved in:
43
Precise and efficient computation of the Beveridge-Nelson decomposition of economic time series
Newbold, Paul
- In:
Journal of monetary economics
26
(
1990
)
3
,
pp. 453-457
Persistent link: https://www.econbiz.de/10001102477
Saved in:
44
The Hamilton model with a general autoregressive component : estimation and comparison with other models of economic time series
Lam, Pok-sang
- In:
Journal of monetary economics
26
(
1990
)
3
,
pp. 409-432
Persistent link: https://www.econbiz.de/10001102486
Saved in:
45
Long memory and persistence in aggregate output
Diebold, Francis X.
- In:
Journal of monetary economics
24
(
1989
)
2
,
pp. 189-209
Persistent link: https://www.econbiz.de/10001073811
Saved in:
46
The Beveridge-Nelson decomposition of economic time series : another economical computational method
Miller, Stephen M.
- In:
Journal of monetary economics
1
(
1988
),
pp. 141-142
Persistent link: https://www.econbiz.de/10001039718
Saved in:
47
Some evidence concerning macroeconomic chaos
Frank, Murray Z.
- In:
Journal of monetary economics
22
(
1988
),
pp. 423-438
Persistent link: https://www.econbiz.de/10001054505
Saved in:
48
The Beveridge-Nelson decomposition of economic time series : a quick computational method
Cuddington, John T.
- In:
Journal of monetary economics
19
(
1987
)
1
,
pp. 123-127
Persistent link: https://www.econbiz.de/10001016497
Saved in:
49
Univariate detrending methods with stochastic trends
Watson, Mark W.
- In:
Journal of monetary economics
18
(
1986
)
1
,
pp. 49-75
Persistent link: https://www.econbiz.de/10001025027
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