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Monetary reforms and inflation expectations in Japan : evidence from inflation-indexed bonds
Christensen, Jens H. E.; Spiegel, Mark - In: Journal of econometrics 231 (2022) 2, pp. 410-431
Persistent link: https://www.econbiz.de/10013464829
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K-state switching models with time-varying transition distributions : does loan growth signal stronger effects of variables on inflation?
Kaufmann, Sylvia - In: Journal of econometrics 187 (2015) 1, pp. 82-94
Persistent link: https://www.econbiz.de/10011498759
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Efficient estimation with time-varying information and the New Keynesian Phillips Curve
Antoine, Bertille; Boldea, Otilia - In: Journal of econometrics 204 (2018) 2, pp. 268-300
Persistent link: https://www.econbiz.de/10011974733
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Time-varying instrumental variable estimation
Giraitis, Liudas; Kapetanios, George; Marcellino, … - In: Journal of econometrics 224 (2021) 2, pp. 394-415
Persistent link: https://www.econbiz.de/10013275394
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Inference on one-way effect and evidence in Japanese macroeconomic data
Yao, Feng; Hosoya, Yuzo - In: Journal of econometrics 98 (2000) 2, pp. 225-255
Persistent link: https://www.econbiz.de/10001497780
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Tail risk and return predictability for the Japanese equity market
Andersen, Torben; Todorov, Viktor; Ubukata, Masato - In: Journal of econometrics 222 (2021) 1,2, pp. 344-363
Persistent link: https://www.econbiz.de/10012619430
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Income distribution movements and aggregate money illusion
Lewbel, Arthur - In: Journal of econometrics 43 (1990) 1, pp. 35-42
Persistent link: https://www.econbiz.de/10001163692
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Learning can generate long memory
Chevillon, Guillaume; Mavroeidis, Sophocles - In: Journal of econometrics 198 (2017) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10011818365
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Foreign exchange rates : a multiple currency and maturity analysis
Havenner, Arthur - In: Journal of econometrics 2 (1988), pp. 251-264
Persistent link: https://www.econbiz.de/10001040086
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Market efficiency, asset returns, and the size of the risk premium in global equity markets
Bansal, Ravi; Lundblad, Christian - In: Journal of econometrics 109 (2002) 2, pp. 195-237
Persistent link: https://www.econbiz.de/10001689009