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isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Applied financial economics"
~isPartOf:"Macroeconomic dynamics"
~isPartOf:"Review / Federal Reserve Bank of St. Louis"
~subject:"Börsenkurs"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
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Cowles Foundation discussion paper
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Review / Federal Reserve Bank of St. Louis
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109
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1
Co-integration with score-driven models : an application to US real GDP growth, US inflation rate, and effective federal funds rate
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Macroeconomic dynamics
27
(
2023
)
1
,
pp. 203-223
Persistent link: https://www.econbiz.de/10014247362
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2
An N-state endogenous Markov-switching model with applications in macroeconomics and finance
Hwu, Shih-Tang
;
Kim, Chang-jin
;
Piger, Jeremy Max
- In:
Macroeconomic dynamics
25
(
2021
)
8
,
pp. 1937-1965
Persistent link: https://www.econbiz.de/10012704929
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3
Gimme a break! : identification and estimation of the macroeconomic effects of monetary policy shocks in the United States
Bacchiocchi, Emanuele
;
Castelnuovo, Efrem
;
Fanelli, Luca
- In:
Macroeconomic dynamics
22
(
2018
)
6
,
pp. 1613-1651
Persistent link: https://www.econbiz.de/10011916999
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4
Trend in cycle or cycle in trend? : new structural identifications for unobserved-components models of U.S. real GDP
Dungey, Mardi H.
;
Jacobs, Jan
;
Tian, Jing
;
Van Norden, Simon
- In:
Macroeconomic dynamics
19
(
2015
)
4
,
pp. 776-790
Persistent link: https://www.econbiz.de/10011309209
Saved in:
5
Introduction to "Special issue on the Empirical analysis of business cycles, financial markets, and inflation : essays in honor of Charles Nelson"
Kim, Chang-jin
;
Morley, James C.
;
Piger, Jeremy Max
- In:
Macroeconomic dynamics
19
(
2015
)
4
,
pp. 723-727
Persistent link: https://www.econbiz.de/10011309220
Saved in:
6
Predicting BRICS stock returns using ARFIMA models
Aye, Goodness C.
;
Balcilar, Mehmet
;
Gupta, Rangan
; …
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1159-1166
Persistent link: https://www.econbiz.de/10010418936
Saved in:
7
Seasonal processes in the Euro-US Dollar daily exchange rate
Cellini, Roberto
;
Cuccia, Tiziana
- In:
Applied financial economics
24
(
2014
)
1/3
,
pp. 161-174
Persistent link: https://www.econbiz.de/10010391453
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8
Policy rules, regime switches, and trend inflation : an empirical investigation for the United States
Castelnuovo, Efrem
;
Greco, Luciano
;
Raggi, Davide
- In:
Macroeconomic dynamics
18
(
2014
)
4
,
pp. 920-942
Persistent link: https://www.econbiz.de/10010467417
Saved in:
9
Forecasting US housing starts under asymmetric loss
Pierdzioch, Christian
;
Ruelke, Jan-Christoph
; …
- In:
Applied financial economics
23
(
2013
)
4/6
,
pp. 505-513
Persistent link: https://www.econbiz.de/10009718870
Saved in:
10
A dynamic analysis of stock price ratios
Giannetti, Antoine
;
Viale, Ariel M.
- In:
Applied financial economics
21
(
2011
)
4/6
,
pp. 353-368
Persistent link: https://www.econbiz.de/10009124556
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