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The time-varying behaviour of real interest rates : a re-evaluation of the recent evidence
Bekdache, Basma - In: Journal of applied econometrics 14 (1999) 2, pp. 171-190
Persistent link: https://www.econbiz.de/10001387396
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Sales, inventories and real interest rates : a century of stylized facts
Benati, Luca; Lubik, Thomas A. - In: Journal of applied econometrics 29 (2014) 7, pp. 1210-1222
Persistent link: https://www.econbiz.de/10010492678
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When can we ignore measurement error in the running variable?
Dong, Yingying; Kolesár, Michal - In: Journal of applied econometrics 38 (2023) 5, pp. 735-750
Persistent link: https://www.econbiz.de/10014338141
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Tests for equal forecast accuracy under heteroskedasticity
Harvey, David I.; Leybourne, Stephen James; Zu, Yang - In: Journal of applied econometrics 39 (2024) 5, pp. 850-869
Persistent link: https://www.econbiz.de/10015156787
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Constructing optimal density forecasts from point forecast combinations
Gaglianone, Wagner Piazza; Lima, Luiz Renato - In: Journal of applied econometrics 29 (2014) 5, pp. 736-757
Persistent link: https://www.econbiz.de/10010414854
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Regression discontinuity applications with rounding errors in the running variable
Dong, Yingying - In: Journal of applied econometrics 30 (2015) 3, pp. 422-446
Persistent link: https://www.econbiz.de/10011327578
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Robust forecast superiority testing with an application to assessing pools of expert forecasters
Corradi, Valentina; Jin, Sainan; Swanson, Norman R. - In: Journal of applied econometrics 38 (2023) 4, pp. 596-622
Persistent link: https://www.econbiz.de/10014288029
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Quasi-fixed inputs and long-run equilibrium in production : a cointegration analysis
Kim, H. Youn; Lee, Junsoo - In: Journal of applied econometrics 16 (2001) 1, pp. 41-57
Persistent link: https://www.econbiz.de/10001557368
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International real interest rate equalization : a multivariate time-series approach
Kugler, Peter - In: Journal of applied econometrics 8 (1993) 2, pp. 163-174
Persistent link: https://www.econbiz.de/10001142951
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I didn't tell, and i won't tell : dynamic response error in the SIPP
Bollinger, Christopher R.; David, Martin Heidenhain - In: Journal of applied econometrics 20 (2005) 4, pp. 563-569
Persistent link: https://www.econbiz.de/10002988002