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Analyzing monetary policy in a real-time setting

Tchaidze, Robert R. - 2002

Persistent link: https://www.econbiz.de/10003778923

Sensitivity to serial dependency of input processes : a robust approach

Lam, Henry - In: Management science : journal of the Institute for … 64 (2018) 3, pp. 1311-1327

Persistent link: https://www.econbiz.de/10011847235

Analysis of the impact of China's GDP data revision on monetary policy from the perspective of uncertainty

Yu, Xueting; Zhu, Yuhan; Lv, Guangming - In: Emerging markets, finance & trade : a journal of the … 56 (2020) 6, pp. 1251-1274

Persistent link: https://www.econbiz.de/10012211634

Modeling model uncertainty

Onatski, Alexei; Williams, Noah - In: Journal of the European Economic Association 1 (2003) 5, pp. 1089-1122

Persistent link: https://www.econbiz.de/10001824473

Modeling model uncertainty

Onatski, Alexei (contributor); Williams, Noah (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001697093

Modeling model uncertainty

Onatski, Alexei; Williams, Noah - 2003

Persistent link: https://www.econbiz.de/10001746748

Modeling model uncertainty : international seminar on macroeconomics

Onatski, Alexei - 2002

Persistent link: https://www.econbiz.de/10013434492

Measurement error and policy evaluation in the frequency domain

Yu, Xiangrong - In: Journal of macroeconomics 38 (2013) 2, pp. 307-329

Persistent link: https://www.econbiz.de/10010372010

Misunderstanding Risk and Return?

Lioui, Abraham - 2011

In a seminal contribution, Campbell (1996) [Campbell, J., 1996, Understanding Risk and Return, Journal of Political … Economy 104(2), 298-345] proposed a methodology based on a VAR(1) process to test Merton's Intertemporal CAPM. Innovations in … predictors of portfolio returns are estimated and used as risk factors in an asset pricing model. One key element is the …

Persistent link: https://www.econbiz.de/10013117546

The decline in r* according to a robust multivariate trend-cycle decomposition

Morley, James C.; Trung Duc Tran; Wong, Benjamin - 2022

Persistent link: https://www.econbiz.de/10012878807