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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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Model uncertainty and policy evaluation : some theory and empirics
Brock, William A.; Durlauf, Steven N.; West, Kenneth D. - In: Journal of econometrics 136 (2007) 2, pp. 629-664
Persistent link: https://www.econbiz.de/10003412687
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Time-varying sparsity in dynamic regression models
Kalli, Maria; Griffin, Jim E. - In: Journal of econometrics 178 (2014) 2, pp. 779-793
Persistent link: https://www.econbiz.de/10010257660
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Moving average stochastic volatility models with application to inflation forecast
Chan, Joshua C. C. - In: Journal of econometrics 176 (2013) 2, pp. 162-172
Persistent link: https://www.econbiz.de/10009786503
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Rolling window selection for out-of-sample forecasting with time-varying parameters
Inoue, Atsushi; Lu, Jin; Rossi, Barbara - In: Journal of econometrics 196 (2017) 1, pp. 55-67
Persistent link: https://www.econbiz.de/10011743498
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A MIDAS approach to modeling first and second moment dynamics
Pettenuzzo, Davide; Timmermann, Allan; Valkanov, Rossen I. - In: Journal of econometrics 193 (2016) 2, pp. 315-334
Persistent link: https://www.econbiz.de/10011704952
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Productivity measurement with non-static expectations and varying capacity utilization : an integrated approach
Morrison, Catherine J. - In: Journal of econometrics 33 (1986) 1, pp. 51-74
Persistent link: https://www.econbiz.de/10001036174
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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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Real-time nowcasting of nominal GDP with structural breaks
Barnett, William A.; Chauvet, Marcelle; Leiva-Leon, Danilo - In: Journal of econometrics 191 (2016) 2, pp. 312-324
Persistent link: https://www.econbiz.de/10011610554
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Nowcasting the output gap
Berger, Tino; Morley, James C.; Wong, Benjamin - In: Journal of econometrics 232 (2023) 1, pp. 18-34
Persistent link: https://www.econbiz.de/10013472815