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Ng, Serena
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Journal of econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Working paper / National Bureau of Economic Research, Inc
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of applied econometrics
5
Journal of economic dynamics & control
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The review of economics and statistics
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The econometrics journal
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Journal of empirical finance
3
Economics letters
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Journal of the American Statistical Association : JASA
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Computational economics
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De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
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Econometric reviews
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Economic policy review
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of forecasting
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Journal of forecasting
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Journal of human resources : JHR
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Journal of international money and finance
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Oxford bulletin of economics and statistics
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Review of economic dynamics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The B.E. journal of economic analysis & policy
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The Manchester School
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The journal of economic perspectives : EP ; a journal of the American Economic Association
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The review of economic studies
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A hierarchical factor analysis of U.S. housing market dynamics
Moench, Emanuel
;
Ng, Serena
- In:
The econometrics journal
14
(
2011
)
1
,
pp. C1
Persistent link: https://www.econbiz.de/10008845130
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2
TESTING FOR UNIT ROOTS IN PANELS WITH A FACTOR STRUCTURE
Breitung, Jörg
;
Das, Samarjit
;
Bai, J.
;
Ng, S.
;
Bai, J.
; …
- In:
Econometric theory
24
(
2008
)
1
,
pp. 88-108
Persistent link: https://www.econbiz.de/10007896792
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3
A nonlinear model of business cycle
Potter, Simon M.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
4
(
2000
)
3
,
pp. 85-93
Persistent link: https://www.econbiz.de/10009949745
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4
Pricing the term structure with linear regressions
Adrian, Tobias
;
Crump, Richard K.
;
Moench, Emanuel
- In:
Journal of financial economics
110
(
2013
)
1
,
pp. 110-138
Persistent link: https://www.econbiz.de/10010174651
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5
Sectoral price data and models of price setting
Maćkowiak, Bartosz
;
Moench, Emanuel
;
Wiederholt, Mirko
- In:
Journal of monetary economics
56
(
2009
),
pp. S78
Persistent link: https://www.econbiz.de/10008324705
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6
Forecasting the yield curve in a data-rich environment: A no-arbitrage factor-augmented VAR approach
Moench, Emanuel
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 26-43
Persistent link: https://www.econbiz.de/10008109086
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7
The persistent effects of a false news shock
Carvalho, Carlos
;
Klagge, Nicholas
;
Moench, Emanuel
- In:
Journal of empirical finance
18
(
2011
)
4
,
pp. 597-616
Persistent link: https://www.econbiz.de/10009291036
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8
Term structure surprises: the predictive content of curvature, level, and slope
Moench, Emanuel
- In:
Journal of applied econometrics
27
(
2012
)
4
,
pp. 574-603
Persistent link: https://www.econbiz.de/10010026025
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9
Forecasting the yield curve in a data-rich environment: A no-arbitrage factor-augmented VAR approach
Moench, Emanuel
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 26-44
Persistent link: https://www.econbiz.de/10008881138
Saved in:
10
Sectoral price data and models of price setting
Maćkowiak, Bartosz
;
Moench, Emanuel
;
Wiederholt, Mirko
- In:
Journal of monetary economics
56
(
2009
),
pp. 7-29
Persistent link: https://www.econbiz.de/10008883076
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