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Discussion of Lazarus, Lewis, Stock, and Watson, "HAR inference: recommendations for practice"

West, Kenneth D. - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 4, pp. 560-562

Persistent link: https://www.econbiz.de/10012249369

Comment on "HAR inference: recommendations for practice" by E. Lazarus, D.J. Lewis, J.H. Stock and M.W. Watson

Müller, Ulrich K. - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 4, pp. 563-564

Persistent link: https://www.econbiz.de/10012249374

Comment [on "HAR inference: recommendations for practice"]

Sun, Yixiao - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 4, pp. 565-568

Persistent link: https://www.econbiz.de/10012249378

Comment on "HAR inference: recommendations for practice"

Vogelsang, Timothy J. - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 4, pp. 569-573

Persistent link: https://www.econbiz.de/10012249381

HAR inference : recommendations for practice : rejoinder

Lazarus, Eben; Lewis, Daniel J.; Stock, James H.; … - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 4, pp. 574-575

Persistent link: https://www.econbiz.de/10012249385

Prices, wages and the US NAIRU in the 1990s

Staiger, Douglas; Stock, James H.; Watson, Mark W. - 2001

Persistent link: https://www.econbiz.de/10001587395

Modeling inflation after the crisis

Stock, James H.; Watson, Mark W. - 2010

Persistent link: https://www.econbiz.de/10008991057

Estimating turning points using large data sets

Stock, James H.; Watson, Mark W. - 2010

"Dating business cycles entails ascertaining economy-wide turning points. Broadly speaking, there are two approaches in the literature. The first approach, which dates to Burns and Mitchell (1946), is to identify turning points individually in a large number of series, then to look for a common...

Persistent link: https://www.econbiz.de/10008757619

Disentangling the channels of the 2007-2009 recession

Stock, James H.; Watson, Mark W. - 2012

Persistent link: https://www.econbiz.de/10009551839

Core inflation and trend inflation

Stock, James H.; Watson, Mark W. - 2015

Persistent link: https://www.econbiz.de/10011300785