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Phillips, Peter C. B.
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Journal of econometrics
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ECONIS (ZBW)
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1
Real-time Bayesian learning and
bond
return predictability
Wan, Runqing
;
Fulop, Andras
;
Li, Junye
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 114-130
Persistent link: https://www.econbiz.de/10013441922
Saved in:
2
Maximum score estimation of disequilibrium models and the role of anticipatory price-setting
Mayer, Walter James
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10001248308
Saved in:
3
The value of news for economic developments
Larsen, Vegard Høghaug
;
Thorsrud, Leif Anders
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 203-218
Persistent link: https://www.econbiz.de/10012303395
Saved in:
4
Testing the joint hypothesis of rationality and neutrality under seasonal cointegration : the case of Korea
Ermini, Luigi
- In:
Journal of econometrics
74
(
1996
)
2
,
pp. 363-386
Persistent link: https://www.econbiz.de/10001206881
Saved in:
5
The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and
bond
markets
Busch, Thomas
;
Christensen, Bent Jesper
;
Nielsen, …
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 48-57
Persistent link: https://www.econbiz.de/10009242554
Saved in:
6
Global yield curve dynamics and interactions : a dynamic Nelson-Siegel approach
Diebold, Francis X.
;
Li, Canlin
;
Yue, Vivian Z.
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 351-363
Persistent link: https://www.econbiz.de/10003782998
Saved in:
7
Estimating disequilibrium models with limited a priori price-adjustment information
Mayer, Walter James
- In:
Journal of econometrics
3
(
1989
),
pp. 303-320
Persistent link: https://www.econbiz.de/10001063363
Saved in:
8
Modelling and forecasting government
bond
spreads in the euro area : a GVAR model
Favero, Carlo A.
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 343-356
Persistent link: https://www.econbiz.de/10010255139
Saved in:
9
The SR approach : a new estimation procedure for non-linear and non-Gaussian dynamic term structure models
Andreasen, Martin Møller
;
Christensen, Bent Jesper
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 420-451
Persistent link: https://www.econbiz.de/10011339282
Saved in:
10
Term structure analysis with big data : one-step estimation using
bond
prices
Andreasen, Martin Møller
;
Christensen, Jens H. E.
; …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 26-46
Persistent link: https://www.econbiz.de/10012303862
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