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ECONIS (ZBW)
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1
A classical view of the business cycle
Belongia, Michael T.
;
Ireland, Peter N.
-
2019
Persistent link: https://www.econbiz.de/10012061335
Saved in:
2
Why you should never use the Hodrick-Prescott filter
Hamilton, James D.
-
2017
Persistent link: https://www.econbiz.de/10011669403
Saved in:
3
Tempered particle filtering
Herbst, Edward P.
;
Schorfheide, Frank
-
2017
Persistent link: https://www.econbiz.de/10011674409
Saved in:
4
Neoclassical models in macroeconomics
Hansen, Gary D.
;
Ohanian, Lee E.
-
2016
Persistent link: https://www.econbiz.de/10011459847
Saved in:
5
When is nonfundamentalness in VARS a real problem? : an application to news shocks
Beaudry, Paul
;
Fève, Patrick
;
Guay, Alain
;
Portier, Franck
-
2015
Persistent link: https://www.econbiz.de/10011336593
Saved in:
6
Long-run bulls and bears
Albuquerque, Rui
;
Eichenbaum, Martin S.
;
Papanikolaou, …
-
2015
Persistent link: https://www.econbiz.de/10010485608
Saved in:
7
DSGE model-based forecasting of non-modelled variables
Schorfheide, Frank
;
Sill, D. Keith
;
Kryshko, Maxym
-
2009
Persistent link: https://www.econbiz.de/10003827739
Saved in:
8
Bayesian variable selection for nowcasting economic time series
Scott, Steven L.
;
Varian, Hal R.
-
2013
Persistent link: https://www.econbiz.de/10010205275
Saved in:
9
Semiparametric estimates for monetary policy effects : string theory revisited
Angrist, Joshua D.
;
Jordà, Òscar
;
Kuersteiner, Guido M.
-
2013
Persistent link: https://www.econbiz.de/10010126659
Saved in:
10
Measuring uncertainty
Jurado, Kyle
;
Ludvigson, Sydney C.
;
Ng, Serena
-
2013
Persistent link: https://www.econbiz.de/10010191606
Saved in:
11
Real-time forecasting with a mixed-frequency VAR
Schorfheide, Frank
;
Song, Dongho
-
2013
Persistent link: https://www.econbiz.de/10010227274
Saved in:
12
Multifrequency news and stock returns
Calvet, Laurent E.
;
Fisher, Adlai J.
-
2005
Persistent link: https://www.econbiz.de/10002978255
Saved in:
13
Implications of dynamic factor models for VAR analysis
Stock, James H.
;
Watson, Mark W.
-
2005
Persistent link: https://www.econbiz.de/10003029669
Saved in:
14
Ultra high frequency volatility estimation with dependent microstructure noise
Aït-Sahalia, Yacine
;
Mykland, Per A.
;
Zhang, Lan
-
2005
Persistent link: https://www.econbiz.de/10002880802
Saved in:
15
Continuous-time linear models
Cochrane, John H.
-
2012
Persistent link: https://www.econbiz.de/10009561276
Saved in:
16
Medium term business cycles
Comin, Diego
;
Gertler, Mark
-
2003
Persistent link: https://www.econbiz.de/10001798777
Saved in:
17
Small noise asymptotics for a stochastic growth model
Williams, Noah
-
2003
Persistent link: https://www.econbiz.de/10001868318
Saved in:
18
Modeling model uncertainty
Onatski, Alexei
;
Williams, Noah
-
2003
Persistent link: https://www.econbiz.de/10001746748
Saved in:
19
The time series of the cross section of asset prices
Menzly, Lior
;
Santos, Tano
;
Veronesi, Pietro
-
2002
Persistent link: https://www.econbiz.de/10001709520
Saved in:
20
On the relationship between the conditional mean and volatility of stock returns : a latent VAR approach
Brandt, Michael W.
;
Kang, Qiang
-
2002
Persistent link: https://www.econbiz.de/10001683143
Saved in:
21
Time series decomposition and measurement of business cycles, trends and growth cycles
Zarnowitz, Victor
;
Ozyildirim, Ataman
-
2002
Persistent link: https://www.econbiz.de/10001644791
Saved in:
22
Risk, mispricing, and asset allocation : conditioning on dividend yield
Shanken, Jay
;
Tamayo, Ane
-
2001
Persistent link: https://www.econbiz.de/10001632875
Saved in:
23
The equity premium and structural breaks
Pástor, Ľuboš
;
Stambaugh, Robert F.
-
2000
Persistent link: https://www.econbiz.de/10001493300
Saved in:
24
The band pass filter
Christiano, Lawrence J.
;
Fitzgerald, Terry J.
-
1999
Persistent link: https://www.econbiz.de/10001400285
Saved in:
25
A heuristic method for extracting smooth trends from economic time series
Rotemberg, Julio
-
1999
Persistent link: https://www.econbiz.de/10001438358
Saved in:
26
Measuring bubble expectations and investor confidence
Shiller, Robert J.
-
1999
Persistent link: https://www.econbiz.de/10001375817
Saved in:
27
The concentration of job destruction
Hall, Robert E.
-
1999
Persistent link: https://www.econbiz.de/10001376956
Saved in:
28
Diffusion indexes
Stock, James H.
;
Watson, Mark W.
-
1998
Persistent link: https://www.econbiz.de/10000674170
Saved in:
29
Dating the integration of world equity markets
Bekaert, Geert
;
Harvey, Campbell R.
;
Lumsdaine, Robin L.
-
1998
Persistent link: https://www.econbiz.de/10000675607
Saved in:
30
Business cycle fluctuations in US macroeconomic time series
Stock, James H.
;
Watson, Mark W.
-
1998
Persistent link: https://www.econbiz.de/10000663354
Saved in:
31
Integration, cointegration and the forecast consistency of structural exchange rate models
Cheung, Yin-Wong
-
1997
Persistent link: https://www.econbiz.de/10000967507
Saved in:
32
Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
-
1997
Persistent link: https://www.econbiz.de/10000627888
Saved in:
33
Measuring short-run inflation for central bankers
Cecchetti, Stephen G.
-
1996
Persistent link: https://www.econbiz.de/10000609247
Saved in:
34
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000613076
Saved in:
35
The comovements between real activity and prices at different business cycle frequences
Den Haan, Wouter J.
-
1996
Persistent link: https://www.econbiz.de/10000588582
Saved in:
36
Measuring business cycles : approximate band-pass filters for economic time series
Baxter, Marianne
-
1995
Persistent link: https://www.econbiz.de/10000909035
Saved in:
37
Forecasting transaction rates : the autoregressive conditional duration model
Engle, Robert F.
;
Russell, Jeffrey R.
-
1994
Persistent link: https://www.econbiz.de/10000147454
Saved in:
38
Estimating sectoral cycles using cointegration and common features
Engle, Robert F.
;
Issler, João Victor
-
1993
Persistent link: https://www.econbiz.de/10000885426
Saved in:
39
Unit roots in macroeconomic time series : some critical issues
McCallum, Bennett T.
-
1993
Persistent link: https://www.econbiz.de/10000867499
Saved in:
40
Cattle cycles
Rosen, Sherwin
-
1993
Persistent link: https://www.econbiz.de/10000870316
Saved in:
41
Financial market efficiency tests
Bollerslev, Tim
;
Hodrick, Robert J.
-
1992
Persistent link: https://www.econbiz.de/10000136709
Saved in:
42
Non-cointegration and econometric evaluation of models of regional shift and share
Brown, Scott James
;
Coulson, N. Edward
;
Engle, Robert F.
-
1990
Persistent link: https://www.econbiz.de/10000786474
Saved in:
43
Valuation of variance forecasts with simulated option markets
Engle, Robert F.
;
Hong, Che-hsiung T.
;
Kane, Alex
-
1990
Persistent link: https://www.econbiz.de/10000790825
Saved in:
44
Business cycle properties of selected US economic time series ; [Hauptbd.]
Stock, James H.
-
1990
Persistent link: https://www.econbiz.de/10000793288
Saved in:
45
Business cycle properties of selected US economic time series ; App.
Stock, James H.
-
1990
Persistent link: https://www.econbiz.de/10000793289
Saved in:
46
Univariate v[ersu]s multivariate forecasts of GNP growth and stock returns : evidence and implications for the persistence of shocks, detrending methods, and tests of the permanent...
Cochrane, John H.
-
1990
Persistent link: https://www.econbiz.de/10000802322
Saved in:
47
The sources and nature of long-term memory in the business cycle
Haubrich, Joseph Gerard
;
Lo, Andrew W.
-
1989
Persistent link: https://www.econbiz.de/10000765822
Saved in:
48
Long-term memory in stock market prices
Lo, Andrew W.
-
1989
Persistent link: https://www.econbiz.de/10000767657
Saved in:
49
Forecasting aggregate period birth rates : the time series properties of a microdynamic neoclassical model of fertility
Heckman, James J.
;
Walker, James R.
-
1989
Persistent link: https://www.econbiz.de/10000774916
Saved in:
50
Interpreting cointegrated models
Campbell, John Y.
;
Shiller, Robert J.
-
1988
Persistent link: https://www.econbiz.de/10000753535
Saved in:
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