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Strengthening the case for the yield curve as a predictor os U.S. recessions
Dueker, Michael - In: Review / Federal Reserve Bank of St. Louis 79 (1997) 2, pp. 41-50
Persistent link: https://www.econbiz.de/10001734874
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Dynamic forecasts of qualitative variables : a qual VAR model of U.S. recessions
Dueker, Michael (contributor) - 2001 - [Elektronische Ressource], rev.
Persistent link: https://www.econbiz.de/10001962982
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Are prime rate changes asymmetric?
Dueker, Michael - In: Review / Federal Reserve Bank of St. Louis 82 (2000) 5, pp. 33-40
Persistent link: https://www.econbiz.de/10001526130
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Using cyclical regimes of output growth to predict jobless recoveries
Dueker, Michael - In: Review / Federal Reserve Bank of St. Louis 88 (2006) 2, pp. 145-153
Persistent link: https://www.econbiz.de/10003326149
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Measuring monetary policy inertia in target fed funds rate changes
Dueker, Michael - In: Review / Federal Reserve Bank of St. Louis 81 (1999) 5, pp. 3-9
Persistent link: https://www.econbiz.de/10001442203
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Compound volatility processes in EMS exchange rates
Dueker, Michael - 1994
Persistent link: https://www.econbiz.de/10000896965
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Mean reversion in stock market volatility
Dueker, Michael - 1994
Persistent link: https://www.econbiz.de/10000897039
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Conditional heteroscedasticity in qualitative response models of time series : a Gibbs-sampling approach to the bank prime rate
Dueker, Michael - In: Journal of business & economic statistics : JBES ; a … 17 (1999) 4, pp. 466-472
Persistent link: https://www.econbiz.de/10001412861
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Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic model
Dueker, Michael - In: Economics letters 93 (2006) 1, pp. 58-62
Persistent link: https://www.econbiz.de/10003380151