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Temporal Aggregation in the Multiple Regression Model.

Geweke, John F - In: Econometrica 46 (1978) 3, pp. 643-61

Persistent link: https://www.econbiz.de/10005130077

Maximum Likelihood "Confirmatory" Factor Analysis of Economic Time Series.

Geweke, John F; Singleton, Kenneth J - In: International Economic Review 22 (1981) 1, pp. 37-54

Persistent link: https://www.econbiz.de/10005401072

The Superneutrality of Money in the United States: An Interpretation of the Evidence.

Geweke, John F - In: Econometrica 54 (1986) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10005329042

Some Joint Tests of the Efficiency of Markets for Forward Foreign Exchange.

Geweke, John F; Feige, Edgar L - In: The Review of Economics and Statistics 61 (1979) 3, pp. 334-41

Persistent link: https://www.econbiz.de/10005692730

Currency fluctuations in the post- Bretton Woods era

Meese, Richard A. - In: The journal of economic perspectives : EP ; a journal … 4 (1990) 1, pp. 117-134

Persistent link: https://www.econbiz.de/10001090690

Dynamic factor demand schedules for labor and capital under rational expectations

Meese, Richard - In: Annals of applied econometrics (1980) 3, pp. 141-158

Persistent link: https://www.econbiz.de/10002463099

Was it Real? The Exchange Rate-Interest Differential Relation, 1973-1984

Rogoff, Kenneth S; Meese, Richard - National Bureau of Economic Research (NBER) - 1985

The main result of Meese and Rogoff [1983 a,b] is that small structural exchange rate models forecast major dollar exchange rates no better than a naive random walk model. This result obtains even when the model forecasts are based on actual realized values of the explanatory variables. Here we...

Persistent link: https://www.econbiz.de/10005828769

Are Exchange Rates Excessively Variable?

Frankel, Jeffrey Alexander; Meese, Richard - In: NBER Macroeconomics Annual 1987, Volume 2

Persistent link: https://www.econbiz.de/10005831401

The Out-of-Sample Failure of Empirical Exchange Rate Models: Sampling Error or Misspecification?

Rogoff, Kenneth S; Meese, Richard - In: Exchange Rates and International Macroeconomics

Persistent link: https://www.econbiz.de/10005832150

Richard Meese and John Geweke, A comparison of autoregressive univariate forecasting procedures for macroeconomic time series, Journal of Business and Economic Statistics 2 (1984),...

Meese, Richard - In: International Journal of Forecasting 1 (1985) 4, pp. 312-313

Persistent link: https://www.econbiz.de/10005418402