Narrow search
Showing 1 - 10 of 408
Cover Image
Are the current account imbalances between EMU countries sustainable? : evidence from parametric and non-parametric tests
Schoder, Christian; Proano, Christian; Semmler, Willi - In: Journal of applied econometrics 28 (2013) 7, pp. 1179-1204
Persistent link: https://www.econbiz.de/10010351593
Cover Image
Term structure surprises : the predictive content of curvature, level, and slope
Mönch, Emanuel - In: Journal of applied econometrics 27 (2012) 4, pp. 574-602
Persistent link: https://www.econbiz.de/10009618530
Cover Image
Long-run risks in the term structure of interest rates : estimation
Doh, Taeyoung - In: Journal of applied econometrics 28 (2013) 3, pp. 478-497
Persistent link: https://www.econbiz.de/10009756493
Cover Image
Smooth dynamic factor analysis with application to the US term structure of interest rates
Jungbacker, Borus; Koopman, Siem Jan; Wel, Michel van der - In: Journal of applied econometrics 29 (2014) 1, pp. 65-90
Persistent link: https://www.econbiz.de/10010414251
Cover Image
Information in the Yield curve : a macro-finance approach
Dewachter, Hans; Iania, Leonardo; Lyrio, Marco - In: Journal of applied econometrics 29 (2014) 1, pp. 42-64
Persistent link: https://www.econbiz.de/10010414258
Cover Image
Estimating and forecasting the yield curve using a Markov switching dynamic Nelson and Siegel model
Hevia, Constantino; González Rozada, Martín; Sola, Martin - In: Journal of applied econometrics 30 (2015) 6, pp. 987-1009
Persistent link: https://www.econbiz.de/10011431680
Cover Image
Anchoring the yield curve using survey expectations
Altavilla, Carlo; Giacomini, Raffaella; Ragusa, Giuseppe - In: Journal of applied econometrics 32 (2017) 6, pp. 1055-1068
Persistent link: https://www.econbiz.de/10011862313
Cover Image
Reassessing the relative power of the yield spread in forecasting recessions
Croushore, Dean Darrell; Marsten, Katherine - In: Journal of applied econometrics 31 (2016) 6, pp. 1183-1191
Persistent link: https://www.econbiz.de/10011687424
Cover Image
Monetary policy and exchange rate anomalies in set-identified SVARs : revisited
Rüth, Sebastian; Van der Veken, Wouter - In: Journal of applied econometrics 38 (2023) 7, pp. 1085-1092
Persistent link: https://www.econbiz.de/10014474414
Cover Image
The response of prices, sales, and output to temporary changes in demand
Copeland, Adam; Hall, George J. - In: Journal of applied econometrics 26 (2011) 2, pp. 232-269
Persistent link: https://www.econbiz.de/10008936912