Found: 18
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Multicointegration in Stock-Flow Models.
- Published in:
- Oxford Bulletin of Economics & Statistics, 1999, v. 61, n. 2, p. 237, doi. 10.1111/1468-0084.00127
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- Article
The Classic European Hyperinflations Revisited: Testing the Cagan Model Using a Cointegrated VAR Approach.
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- Economica, 1994, v. 61, n. 243, p. 331, doi. 10.2307/2554619
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- Article
Testing for rational bubbles in a coexplosive vector autoregression.
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- Econometrics Journal, 2012, v. 15, n. 2, p. 226, doi. 10.1111/j.1368-423X.2012.00369.x
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- Article
The Comovement of US and UK Stock Markets.
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- European Financial Management, 2004, v. 10, n. 4, p. 593, doi. 10.1111/j.1354-7798.2004.00267.x
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- Article
On the estimation of short- and long-run elasticities in U.S. petroleum consumption: Comment.
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- Southern Economic Journal, 1996, v. 62, n. 3, p. 783, doi. 10.2307/1060899
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- Article
The Log-Linear Return Approximation, Bubbles, and Predictability.
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- Journal of Financial & Quantitative Analysis, 2012, v. 47, n. 3, p. 643, doi. 10.1017/S0022109012000191
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- Article
What Is the False Discovery Rate in Empirical Research?
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- Econ Journal Watch, 2024, v. 21, n. 1, p. 92
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- Article
An iterated GMM procedure for estimating the Campbell–Cochrane habit formation model, with an application to Danish Stock and bond returns.
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- International Journal of Finance & Economics, 2010, v. 15, n. 3, p. 213, doi. 10.1002/ijfe.389
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- Article
The Yield Spread and Bond Return Predictability in Expansions and Recessions.
- Published in:
- Review of Financial Studies, 2021, v. 34, n. 6, p. 2773, doi. 10.1093/rfs/hhaa107
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- Article
Does the long-term interest rate predict future inflation?
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- Review of Economics & Statistics, 1995, v. 77, n. 1, p. 42, doi. 10.2307/2109991
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- Article
The Predictive Power of Yield Spreads for Future Interest Rates: Evidence from the Danish Term Structure.
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- Scandinavian Journal of Economics, 1995, v. 97, n. 1, p. 145, doi. 10.2307/3440835
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- Article
FAMA ON BUBBLES.
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- Journal of Economic Surveys, 2016, v. 30, n. 2, p. 370, doi. 10.1111/joes.12104
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- Article
THE TERM STRUCTURE OF INTEREST RATES IN DENMARK 1982-89: TESTING THE RATIONAL EXPECTATIONS/CONSTANT LIQUIDITY PREMIUM THEORY.
- Published in:
- Bulletin of Economic Research, 1993, v. 45, n. 1, p. 19, doi. 10.1111/j.1467-8586.1993.tb00553.x
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- Article
ESTIMATING THE LQAC MODEL WITH I(2) VARIABLES.
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- Journal of Applied Econometrics, 1999, v. 14, n. 2, p. 155, doi. 10.1002/(SICI)1099-1255(199903/04)14:2<155::AID-JAE497>3.0.CO;2-#
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- Article
THE LINEAR QUADRATIC ADJUSTMENT COST MODEL AND THE DEMAND FOR LABOUR.
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- Journal of Applied Econometrics, 1994, v. 9, p. S145, doi. 10.1002/jae.3950090509
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- Article
Regime shifts in the Danish term structure of interest rates.
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- Empirical Economics, 2000, v. 25, n. 1, p. 1, doi. 10.1007/s001810050001
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- Article
Evaluating the Consumption-Capital Asset Pricing Model using Hansen-Jagannathan Bounds: Evidence from the UK.
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- International Journal of Finance & Economics, 1998, v. 3, n. 4, p. 291, doi. 10.1002/(SICI)1099-1158(199810)3:4<291::AID-IJFE87>3.0.CO;2-U
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- Article
Long-Run Forecasting in Multicointegrated Systems.
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- Journal of Forecasting, 2004, v. 23, n. 5, p. 315, doi. 10.1002/for.925
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- Article