Narrow search
Showing 1 - 10 of 98
Cover Image
Interpreting cointegrating vectors and common stochastic trends
Wickens, Michael R. - In: Journal of econometrics 74 (1996) 2, pp. 255-271
Persistent link: https://www.econbiz.de/10001206888
Cover Image
How did we get to where we are now? : reflections on 50 years of macroeconomic and financial econometrics
Wickens, Michael R. - 2014
Persistent link: https://www.econbiz.de/10010461830
Cover Image
How useful are DSGE macroeconomic models for forecasting?
Wickens, Michael R. - 2012
Persistent link: https://www.econbiz.de/10009581830
Cover Image
Idiosyncratic shocks : a new procedure for identifying shocks in a VAR with application to the New Keynesian model
Wickens, Michael R. - 2019
Persistent link: https://www.econbiz.de/10012128417
Cover Image
The term structure of announcement effects
Fleming, Michael J.; Remolona, Eli M. - 1999
Persistent link: https://www.econbiz.de/10001400840
Cover Image
A three-factor econometric model of the US term structure
Gong, Frank Fangxiong - 1996
Persistent link: https://www.econbiz.de/10000968893
Cover Image
A three-factor econometric model of the US term structure
Gong, Frank Fangxiong; Remolona, Eli M. - 1997
Persistent link: https://www.econbiz.de/10000982514
Cover Image
Inflation risk in the US yield curve : the usefulness of indexed bonds
Gong, Frank Fangxiong; Remolona, Eli M. - 1996
Persistent link: https://www.econbiz.de/10000982933
Cover Image
Two factors along the yield curve
Gong, Frank Fangxiong - In: The Manchester School of Economic and Social Studies 65 (1997), pp. 1-31
Persistent link: https://www.econbiz.de/10001236955
Cover Image
Two factors along the yield curve
Gong, Frank Fangxiong; Remolona, Eli M. - 1996
Persistent link: https://www.econbiz.de/10000962047