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Estimating common sectoral cycles
Engle, Robert F. - In: Journal of monetary economics 35 (1995) 1, pp. 83-113
Persistent link: https://www.econbiz.de/10001178377
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The intertemporal capital asset pricing model with dynamic conditional correlations
Bali, Turan G.; Engle, Robert F. - In: Journal of monetary economics 57 (2010) 4, pp. 377-390
Persistent link: https://www.econbiz.de/10008666431
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Comment on: "Testing macroprudential stress tests : the risk of regulatory risk weights"
Lucas, Deborah - In: Journal of monetary economics 65 (2014), pp. 54-56
Persistent link: https://www.econbiz.de/10010485269
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Testing macroprudential stress tests : the risk of regulatory risk weights
Acharya, Viral V.; Engle, Robert F.; Pierret, Diane - In: Journal of monetary economics 65 (2014), pp. 36-53
Persistent link: https://www.econbiz.de/10010485270
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Downward wage rigidity and business cycle asymmetries
Abbritti, Mirko; Fahr, Stephan - In: Journal of monetary economics 60 (2013) 7, pp. 871-886
Persistent link: https://www.econbiz.de/10010253052
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Risk endogeneity at the lender/investor-of-last-resort
Caballero, Diego; Lucas, André; Schwaab, Bernd; Zhang, Xin - In: Journal of monetary economics 116 (2020), pp. 283-297
Persistent link: https://www.econbiz.de/10012495181
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The intertemporal capital asset pricing model with dynamic conditional correlations
Bali, Turan G.; Engle, Robert F. - In: Journal of monetary economics 57 (2010) 4, pp. 377-391
Persistent link: https://www.econbiz.de/10008412394
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Estimating common sectoral cycles
Engle, Robert F.; Issler, Joao Victor - In: Journal of monetary economics 35 (1995) 1, pp. 83-114
Persistent link: https://www.econbiz.de/10007627350