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A frequency decomposition of a...
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[Rezension von: Beyond shocks]
Cogley, Timothy
- In:
Journal of economic literature
38
(
2000
)
3
,
pp. 647-648
Persistent link: https://www.econbiz.de/10001511875
Saved in:
2
Evaluating non-structural measures of the business cycle
Cogley, Timothy
- In:
Economic review : an annual report of the Economic …
(
1997
),
pp. 3-21
Persistent link: https://www.econbiz.de/10001235267
Saved in:
3
Adapting to instability in money demand : forecasting money growth with a time-varying parameter model
Cogley, Timothy
- In:
Economic review : an annual report of the Economic …
(
1993
),
pp. 35-41
Persistent link: https://www.econbiz.de/10001156078
Saved in:
4
Estimating and testing rational expectations models when the trend specification is uncertain
Cogley, Timothy
- In:
Journal of economic dynamics & control
25
(
2001
)
10
,
pp. 1485-1525
Persistent link: https://www.econbiz.de/10001603784
Saved in:
5
Alternative definitions of the business cycle and their implications for business cycle models : a reply to Torben Mark Pederson
Cogley, Timothy
- In:
Journal of economic dynamics & control
25
(
2001
)
8
,
pp. 1103-1107
Persistent link: https://www.econbiz.de/10001587840
Saved in:
6
Should the Fed take deliberate steps to deflate asset price bubbles?
Cogley, Timothy
- In:
Economic review : an annual report of the Economic …
(
1999
)
1
,
pp. 42-52
Persistent link: https://www.econbiz.de/10001624946
Saved in:
7
A simple adaptive measure of core inflation
Cogley, Timothy
- In:
Journal of money, credit and banking : JMCB
34
(
2002
)
1
,
pp. 94-113
Persistent link: https://www.econbiz.de/10001648633
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8
Idiosyncratic risk and the equity premium : evidence from consumer expenditure survey
Cogley, Timothy
- In:
Journal of monetary economics
49
(
2002
)
2
,
pp. 309-334
Persistent link: https://www.econbiz.de/10001658802
Saved in:
9
Is the market price of risk infinite?
Cogley, Timothy
- In:
Economics letters
102
(
2009
)
1
,
pp. 13-16
Persistent link: https://www.econbiz.de/10003822143
Saved in:
10
A frequency decomposition of approximation errors in stochastic discount factor models
Cogley, Timothy
-
1997
Persistent link: https://www.econbiz.de/10001362976
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