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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
Saved in:
2
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
Saved in:
3
Nonparametric Tests for Treatment Effect Heterogeneity
Crump, Richard K.
;
Hotz, V.Joseph
;
Imbens, Guido W.
; …
- In:
The review of economics and statistics
90
(
2008
)
3
,
pp. 389-405
Persistent link: https://www.econbiz.de/10008081791
Saved in:
4
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
Saved in:
5
NONPARAMETRIC TESTS FOR TREATMENT EFFECT HETEROGENEITY
Crump, Richard K.
;
Hotz, V.Joseph
;
Imbens, Guido W.
; …
-
2006
Persistent link: https://www.econbiz.de/10007273962
Saved in:
6
MOVING THE GOALPOSTS: ADDRESSING LIMITED OVERLAP IN THE ESTIMATION OF AVERAGE TREATMENT EFFECTS BY CHANGING THE ESTIMAND
Crump, Richard K.
;
Hotz, V.Joseph
;
Imbens, Guido W.
; …
-
2006
Persistent link: https://www.econbiz.de/10007382795
Saved in:
7
Optimal inference for instrumental variables regression with non-Gaussian errors
Cattaneo, Matias D.
;
Crump, Richard K.
;
Jansson, Michael
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10009825290
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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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