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The time-varying correlation between uncertainty, output, and inflation : evidence from a DCC-GARCH model

Jones, Paul M.; Olson, Eric - In: Economics letters 118 (2013) 1, pp. 33-37

Persistent link: https://www.econbiz.de/10009706894

An empirical investigation of the Taylor curve

Olson, Eric; Enders, Walter; Wohar, Mark E. - In: Journal of macroeconomics 34 (2012) 2, pp. 380-390

Persistent link: https://www.econbiz.de/10009689389

Using Romer and Romer’s new measure of monetary policy shocks to identify the AD and AS shocks

Cover, James Peery; Olson, Eric - In: Applied economics 45 (2013) 19/21, pp. 2838-2846

Persistent link: https://www.econbiz.de/10010189346

Nonlinear Taylor rules : evidence from a large dataset

Ma, Jun; Olson, Eric; Wohar, Mark E. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10011886580

A reexamination of real stock returns, real interest rates, real activity, and inflation : evidence from a large data set

Jones, Paul; Olson, Eric; Wohar, Mark E. - In: The financial review : the official publication of the … 52 (2017) 3, pp. 405-433

Persistent link: https://www.econbiz.de/10011734605

Income inequality and household debt : a cointegration test

Berisha, Edmond; Meszaros, John; Olson, Eric - In: Applied economics letters 22 (2015) 16/18, pp. 1469-1473

Persistent link: https://www.econbiz.de/10011380351

Effect of uncertainty on U.S. stock returns and volatility : evidence from over eighty years of high-frequency data

Gupta, Rangan; Marfatia, Hardik A.; Olson, Eric - In: Applied economics letters 27 (2020) 16, pp. 1305-1311

Persistent link: https://www.econbiz.de/10012267127

Cyclically adjusted price to earnings (CAPE) ratio and the federal funds rate

Dorminey, Jack; Olson, Eric; Wohar, Mark E. - In: Journal of economic research 26 (2021) 2, pp. 191-208

Persistent link: https://www.econbiz.de/10013454943

Testing the Market Efficiency of Tether in the Presence of Exchange Breaches as Survivability Shocks

Morin, Andrew; Moore, Tyler; Olson, Eric - 2023

One difficulty in testing the efficient market hypothesis (EMH) is overcoming Fama's (1970) joint hypothesis problem of market rationality and the unknown equilibrium E(R). We exploit the fact that the equilibrium expected rate of return for stablecoins is E(R)=0 and employ traditional market...

Persistent link: https://www.econbiz.de/10014257428