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Measures of fit for rational expectations models : a survey
Engsted, Tom (contributor) - 2000 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001533125
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Measures of fit for rational expectations models : a survey
Engsted, Tom - 1999
Persistent link: https://www.econbiz.de/10001453888
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Evaluating the consumption-capital asset price model using Hansen-Jagannathan bounds : evidence from the UK
Engsted, Tom - In: International journal of finance & economics : IJFE 3 (1998) 4, pp. 291-302
Persistent link: https://www.econbiz.de/10001434229
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Measuring noise in the permanent income hypothesis
Engsted, Tom - 2000
Persistent link: https://www.econbiz.de/10001493815
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Evaluating the consumption-capital asset pricing model using Hansen-Jagannathan bounds : evidence from the UK
Engsted, Tom - 1997 - rev
Persistent link: https://www.econbiz.de/10000970101
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The Danish equity premium
Engsted, Tom - 1998
Persistent link: https://www.econbiz.de/10000981752
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Money demand during hyperinflation : cointegration, rational expectations, and the importance of money demand shocks
Engsted, Tom - In: Journal of macroeconomics 20 (1998) 3, pp. 533-552
Persistent link: https://www.econbiz.de/10001245160
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Does the long-term interest rate predict future inflation? : A multi-country analysis
Engsted, Tom - In: The review of economics and statistics 77 (1995) 1, pp. 42-54
Persistent link: https://www.econbiz.de/10001180424
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Cointegration and Cagan's model of hyperinflation under rational expectations
Engsted, Tom - In: Journal of money, credit and banking : JMCB 25 (1993) 3, pp. 350-360
Persistent link: https://www.econbiz.de/10001150277
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The predictive power of the money market term structure
Engsted, Tom - In: International journal of forecasting 12 (1996) 2, pp. 289-295
Persistent link: https://www.econbiz.de/10001204613