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Vector autoregressions and rea...
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Runkle, David E.
18
Keane, Michael P.
3
Mukherji, Arijit
3
Boyd, John H.
1
Braun, R. Anton
1
Buetow Jr, Gerald W.
1
Geweke, John F.
1
Geweke, John Frederick
1
Glosten, Lawrence R.
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Jagannathan, Ravi
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Federal Reserve Bank of Minneapolis quarterly review
10
Economic theory
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of monetary economics
1
Journal of political economy
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OLC EcoSci
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1
The US economy in 1990 and 1991 : continued expansion likely
Runkle, David E.
- In:
Federal Reserve Bank of Minneapolis quarterly review
13
(
1989
)
4
,
pp. 19-26
Persistent link: https://www.econbiz.de/10009924071
Saved in:
2
Bad news from a forecasting model of the US economy
Runkle, David E.
- In:
Federal Reserve Bank of Minneapolis quarterly review
14
(
1990
)
4
,
pp. 2-10
Persistent link: https://www.econbiz.de/10009924081
Saved in:
3
A bleak outlook for the US economy
Runkle, David E.
- In:
Federal Reserve Bank of Minneapolis quarterly review
15
(
1991
)
4
,
pp. 18-25
Persistent link: https://www.econbiz.de/10009924087
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4
No relief in sight for the US economy
Runkle, David E.
- In:
Federal Reserve Bank of Minneapolis quarterly review
16
(
1992
)
4
,
pp. 13-20
Persistent link: https://www.econbiz.de/10009924095
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5
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/10009924142
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6
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.
- In:
The journal of finance : the journal of the American …
48
(
1993
)
5
,
pp. 1779-1802
Persistent link: https://www.econbiz.de/10006603626
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7
Statistical inference in the multinomial multiperiod probit model
Geweke, John F.
;
Keane, Michael P.
;
Runkle, David E.
- In:
Journal of econometrics
80
(
1997
)
1
,
pp. 125-166
Persistent link: https://www.econbiz.de/10006791927
Saved in:
8
INVESTMENT STYLES - The Inconsistency of Return-Based Style Analysis - The authors demonstrate that the usual application of the return-based style analysis relies on commercially available indexes that exhibit extreme multicollinearity. The subsequent results are volatile and have little meaning. As a result, the authors argue that implementing return-based style analysis with commercially ...
Buetow Jr, Gerald W.
;
Johnson, Robert P.
;
Runkle, David E.
- In:
The journal of portfolio management : a publication of …
26
(
2000
)
3
,
pp. 61-77
Persistent link: https://www.econbiz.de/10006569845
Saved in:
9
Vector Autoregressions and Reality
Runkle, David E.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
1
,
pp. 128-133
Persistent link: https://www.econbiz.de/10008216532
Saved in:
10
Size and performance of banking firms: Testing the predictions of theory
Boyd, John H.
;
Runkle, David E.
- In:
Journal of monetary economics
31
(
1993
)
1
,
pp. 47-68
Persistent link: https://www.econbiz.de/10007715165
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