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A semiparametric factor model of interest rates and tests of the affine term structure
Ghysels, Eric - In: The review of economics and statistics 80 (1998) 4, pp. 535-548
Persistent link: https://www.econbiz.de/10001254697
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The risky spread, investment, and monetary policy transmission : evidence on the role of asymmetric information
Ng, Serena - In: The review of economics and statistics 78 (1996) 3, pp. 375-383
Persistent link: https://www.econbiz.de/10001204285
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Demand systems with nonstationary prices
Lewbel, Arthur; Ng, Serena - In: The review of economics and statistics 87 (2005) 3, pp. 479-494
Persistent link: https://www.econbiz.de/10003086445
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Dynamic hierarchical factor models
Mönch, Emanuel; Ng, Serena; Potter, Simon M. - In: The review of economics and statistics 95 (2013) 5, pp. 1811-1817
Persistent link: https://www.econbiz.de/10010350633
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Commodity prices, convenience yield, and inflation
Gospodinov, Nikolaj; Ng, Serena - In: The review of economics and statistics 95 (2013) 1, pp. 206-219
Persistent link: https://www.econbiz.de/10009732104