Found: 33
Select item for more details and to access through your institution.
A New Test for Structural Stability Based on Recursive Residuals.
- Published in:
- Oxford Bulletin of Economics & Statistics, 1999, v. 61, n. 1, p. 109, doi. 10.1111/1468-0084.00119
- By:
- Publication type:
- Article
The Limiting Distribution of Post-sample Stability Tests for GMM Estimation when the Potential Break Date is Unknown.
- Published in:
- Oxford Bulletin of Economics & Statistics, 1997, v. 59, n. 2, p. 299, doi. 10.1111/1468-0084.00066
- By:
- Publication type:
- Article
Testing the adequacy of conventional asymptotics in GMM.
- Published in:
- Econometrics Journal, 2010, v. 13, n. 2, p. 205, doi. 10.1111/j.1368-423X.2010.00312.x
- By:
- Publication type:
- Article
FORECASTING INTEREST RATES WITH SHIFTING ENDPOINTS.
- Published in:
- Journal of Applied Econometrics, 2014, v. 29, n. 5, p. 693, doi. 10.1002/jae.2358
- By:
- Publication type:
- Article
EVALUATING REAL-TIME VAR FORECASTS WITH AN INFORMATIVE DEMOCRATIC PRIOR.
- Published in:
- Journal of Applied Econometrics, 2013, v. 28, n. 5, p. 762, doi. 10.1002/jae.2268
- By:
- Publication type:
- Article
REVERSE REGRESSIONS AND LONG-HORIZON FORECASTING.
- Published in:
- Journal of Applied Econometrics, 2013, v. 28, n. 3, p. 353, doi. 10.1002/jae.1274
- By:
- Publication type:
- Article
Rate-Amplifying Demand and the Excess Sensitivity of Long-Term Rates.
- Published in:
- Quarterly Journal of Economics, 2021, v. 136, n. 3, p. 1719, doi. 10.1093/qje/qjab011
- By:
- Publication type:
- Article
Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling.
- Published in:
- Journal of Economic Literature, 2013, v. 51, n. 4, p. 1120, doi. 10.1257/jel.51.4.1120
- By:
- Publication type:
- Article
Macroeconomics and the Term Structure.
- Published in:
- Journal of Economic Literature, 2012, v. 50, n. 2, p. 331, doi. 10.1257/jel.50.2.331
- By:
- Publication type:
- Article
The Extent and Consequences of Federal Reserve Balance Sheet Shrinkage.
- Published in:
- Brookings Papers on Economic Activity, 2022, p. 259, doi. 10.1353/eca.2022.a901803
- By:
- Publication type:
- Article
What does Monetary Policy do to Long-term Interest Rates at the Zero Lower Bound?<sup>*</sup>.
- Published in:
- Economic Journal, 2012, v. 122, n. 564, p. F447, doi. 10.1111/j.1468-0297.2012.02556.x
- By:
- Publication type:
- Article
The Federal Reserve’s Current Framework for Monetary Policy: A Review and Assessment.
- Published in:
- International Journal of Central Banking (IJCB), 2020, v. 16, n. 1, p. 5
- By:
- Publication type:
- Article
Missing Events in Event Studies: Identifying the Effects of Partially Measured News Surprises.
- Published in:
- American Economic Review, 2020, v. 110, n. 12, p. 3871, doi. 10.1257/aer.20181470
- By:
- Publication type:
- Article
Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Reply.
- Published in:
- American Economic Review, 2014, v. 104, n. 1, p. 338, doi. 10.1257/aer.104.1.338
- By:
- Publication type:
- Article
Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset.
- Published in:
- American Economic Review, 2011, v. 101, n. 4, p. 1514, doi. 10.1257/aer.101.4.1514
- By:
- Publication type:
- Article
CREDIT SPREADS AS PREDICTORS OF REAL-TIME ECONOMIC ACTIVITY: A BAYESIAN MODEL-AVERAGING APPROACH.
- Published in:
- Review of Economics & Statistics, 2013, v. 95, n. 5, p. 1501, doi. 10.1162/REST_a_00376
- By:
- Publication type:
- Article
EFFICIENT PREDICTION OF EXCESS RETURNS.
- Published in:
- Review of Economics & Statistics, 2011, v. 93, n. 2, p. 647, doi. 10.1162/REST_a_00092
- By:
- Publication type:
- Article
HIGH-FREQUENCY DATA, FREQUENCY DOMAIN INFERENCE, AND VOLATILITY FORECASTING.
- Published in:
- Review of Economics & Statistics, 2001, v. 83, n. 4, p. 596, doi. 10.1162/003465301753237687
- By:
- Publication type:
- Article
Risk Premia in the 8:30 Economy.
- Published in:
- Quarterly Journal of Finance, 2018, v. 8, n. 3, p. N.PAG, doi. 10.1142/S2010139218500106
- By:
- Publication type:
- Article
TRADING ACTIVITY AND MACROECONOMIC ANNOUNCEMENTS IN HIGH-FREQUENCY EXCHANGE RATE DATA.
- Published in:
- Journal of the European Economic Association, 2008, v. 6, n. 2/3, p. 589, doi. 10.1162/JEEA.2008.6.2-3.589
- By:
- Publication type:
- Article
Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data.
- Published in:
- Journal of the European Economic Association, 2003, v. 1, n. 5, p. 1031, doi. 10.1162/154247603770383389
- By:
- Publication type:
- Article
TESTING FOR A UNIT ROOT IN THE VOLATILITY OF ASSET RETURNS.
- Published in:
- Journal of Applied Econometrics, 1999, v. 14, n. 3, p. 309, doi. 10.1002/(SICI)1099-1255(199905/06)14:3<309::AID-JAE531>3.0.CO;2-X
- By:
- Publication type:
- Article
Identification and Inference Using Event Studies.
- Published in:
- Manchester School (1463-6786), 2013, v. 81, p. 48, doi. 10.1111/manc.12020
- By:
- Publication type:
- Article
Testing for a Structural Break at Unknown Date with Long-memory Disturbances.
- Published in:
- Journal of Time Series Analysis, 1998, v. 19, n. 3, p. 369, doi. 10.1111/1467-9892.00097
- By:
- Publication type:
- Article
Forecasting US inflation by Bayesian model averaging.
- Published in:
- Journal of Forecasting, 2009, v. 28, n. 2, p. 131, doi. 10.1002/for.1088
- By:
- Publication type:
- Article
Forecasting With Model Uncertainty: Representations and Risk Reduction.
- Published in:
- Econometrica, 2017, v. 85, n. 2, p. 617, doi. 10.3982/ECTA13372
- By:
- Publication type:
- Article
GMM with Weak Identification.
- Published in:
- Econometrica, 2000, v. 68, n. 5, p. 1055, doi. 10.1111/1468-0262.00151
- By:
- Publication type:
- Article
Weather Adjusting Economic Data.
- Published in:
- Brookings Papers on Economic Activity, 2015, p. 1
- By:
- Publication type:
- Article
Unseasonal Seasonals?
- Published in:
- Brookings Papers on Economic Activity, 2013, p. 1
- By:
- Publication type:
- Article
COMMENT.
- Published in:
- 2011
- By:
- Publication type:
- Opinion
Comment and Discussion: Glenn D. Rudebusch.
- Published in:
- Brookings Papers on Economic Activity, 2007, n. 1, p. 317
- By:
- Publication type:
- Article
Cracking the Conundrum.
- Published in:
- Brookings Papers on Economic Activity, 2007, n. 1, p. 293, doi. 10.1353/eca.2007.0008
- By:
- Publication type:
- Article
DETECTING LACK OF IDENTIFICATION IN GMM.
- Published in:
- Econometric Theory, 2003, v. 19, n. 2, p. 322, doi. 10.1017/S0266466603192055
- By:
- Publication type:
- Article