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A daily view of yield spreads and short-term interest rate movements

Roberds, William - In: Journal of money, credit and banking : JMCB 28 (1996) 1, pp. 34-53

Persistent link: https://www.econbiz.de/10001199214

Recursively Simulating Multinomial Multiperiod Probit Probabilities

Geweke, John; Keane, Michael; Runkle, David - 1994

We describe how to recursively simulate choice probabilities in the multiperiod multinomial probit model using the GHK algorithm. We also provide GAUSS code to implement the method.

Persistent link: https://www.econbiz.de/10015242016

Revisionist history : how data revisions distort economic policy research

Runkle, David E. - In: Federal Reserve Bank of Minneapolis quarterly review 22 (1998) 4, pp. 3-12

Persistent link: https://www.econbiz.de/10001431787

An experimental study of information and mixed-strategy play in the three-person matching-pennies game

McCabe, Kevin A.; Mukherji, Arijit; Runkle, David E. - In: Economic theory : official journal of the Society for … 15 (2000) 2, pp. 421-462

Persistent link: https://www.econbiz.de/10001460659

Learning to be unpredictable : an experimental study

Mukherji, Arijit; Runkle, David E. - In: Federal Reserve Bank of Minneapolis quarterly review 24 (2000) 2, pp. 14-20

Persistent link: https://www.econbiz.de/10001494377

Vector autoregressions and reality

Runkle, David E. - 1987

Persistent link: https://www.econbiz.de/10000723646

On the relation between the expected value and the volatility of the nominal excess return on stocks

Glosten, Lawrence R.; Jagannathan, Ravi; Runkle, David E. - 1993

Persistent link: https://www.econbiz.de/10000870606

Assessing the impact of export taxes on Canadian softwood lumber

Begley, Joy; Hughes, John S.; Rayburn, Judy Dawson; … - In: The Canadian journal of economics 31 (1998) 1, pp. 207-219

Persistent link: https://www.econbiz.de/10001238791

Are financial analysts' forecasts of corporate profits rational?

Keane, Michael P. - In: Journal of political economy 106 (1998) 4, pp. 768-805

Persistent link: https://www.econbiz.de/10001247212

Testing the rationality of price forecasts: reply

Keane, Michael P. - In: The American economic review 85 (1995) 1

Persistent link: https://www.econbiz.de/10001178220