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Vector autogressive tests of uncovered interest rate parity with allowance for conditional heteroscedasticity

Taylor, Mark P. - In: Scottish journal of political economy : the journal of … 36 (1989) 3, pp. 238-252

Persistent link: https://www.econbiz.de/10001068491

On the reinterpretation of money demand regressions

Taylor, Mark P. - In: Journal of money, credit and banking : JMCB 26 (1994) 4, pp. 851-866

Persistent link: https://www.econbiz.de/10001175616

Estimating structural macroeconomic shocks through long-run recursive restrictions on vector autoregressive models : the problem of identification

Taylor, Mark P. - In: International journal of finance & economics : IJFE 9 (2004) 3, pp. 229-244

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Exchange rates and fundamentals : what do we learn from long-horizon regressions?

Kilian, Lutz (contributor) - 1997

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Pitfalls in constructing bootstrap confidence intervals for asymptotically pivotal statistics

Kilian, Lutz - 1998 - Preliminary, version March 3, 1998

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Confidence intervals for impulse responses under departures from normality

Kilian, Lutz - In: Econometric reviews 17 (1998) 1, pp. 1-29

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Small-sample confidence intervals for impulse response functions

Kilian, Lutz - In: The review of economics and statistics 80 (1998) 2, pp. 218-230

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Comment on Giacomini, Kitagawa and Read's "Narrative restrictions and proxies"

Kilian, Lutz - 2021 - This version: December 2, 2021

Persistent link: https://www.econbiz.de/10013170459

Comment on giacomini, kitagawa and read's "narrative restrictions and proxies"

Kilian, Lutz - 2021

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Perspectives on econometrics and applied economics : a tribute to Sir Clive Granger

Taylor, Mark P. (contributor) - 2012

Perspectives on Econometrics and Applied Economics A Tribute to Sir Clive Granger Edited by Mark P. Taylor Routledge Taylor & Francis Group LONDON A ND NEW YORK Contents 1. Special issue in honour of Clive Granger Mark P. Taylor ...

Persistent link: https://www.econbiz.de/10009528174