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isPartOf:"Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines"
type_genre:"Graue Literatur"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Working papers / Penn Institute for Economic Research"
~person:"Kapetanios, George"
~person:"Pesaran, Bahram"
~subject:"Estimation theory"
~subject:"Monetary policy"
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Estimation theory
Monetary policy
Schätztheorie
7
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1
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dynamic regression
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efficient markets
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forward premium anomaly
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Kapetanios, George
Pesaran, Bahram
Robinson, Peter M.
10
Magnus, Jan R.
6
Marcellino, Massimiliano
6
DiTraglia, Francis J.
5
García Jimeno, Camilo
5
Song, Kyungchul
5
Tang, Xun
5
Zaffaroni, Paolo
5
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4
Cheng, Xu
4
Fernández-Villaverde, Jesús
3
Giraitis, Liudas
3
Inoue, Atsushi
3
Kilian, Lutz
3
Marinucci, Domenico
3
Minford, Patrick
3
Rubio-Ramírez, Juan Francisco
3
Schorfheide, Frank
3
Sentana, Enrique
3
Baillie, Richard
2
Barnichon, Régis
2
Burriel, Pablo
2
Davidson, James E. H.
2
De Loecker, Jan
2
Den Haan, Wouter J.
2
Diebold, Francis X.
2
Fiorentini, Gabriele
2
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2
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2
Kim, Kun Ho
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2
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2
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2
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
Discussion paper / Centre for Economic Policy Research
Working papers / Penn Institute for Economic Research
Working paper
15
CESifo working papers
3
Cambridge working papers in economics
3
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3
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3
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A new test for market efficiency and uncovered interest parity
Baillie, Richard
;
Diebold, Francis X.
;
Kapetanios, George
; …
-
2022
-
This draft: November 3, 2022
Persistent link: https://www.econbiz.de/10013502181
Saved in:
2
On robust inference in time series regression
Baillie, Richard
;
Diebold, Francis X.
;
Kapetanios, George
; …
-
2022
Persistent link: https://www.econbiz.de/10013384711
Saved in:
3
Factor-GMM estimation with large sets of possibly weak instruments
Kapetanios, George
;
Marcellino, Massimiliano
-
2010
Persistent link: https://www.econbiz.de/10003957676
Saved in:
4
A parametric estimation method for dynamic factor models of large dimensions
Kapetanios, George
;
Marcellino, Massimiliano
-
2006
Persistent link: https://www.econbiz.de/10003322844
Saved in:
5
The exact multiperiod mean-square forecast error for the first-order autoregressive model with an intercept
Magnus, Jan R.
;
Pesaran, Bahram
-
1988
Persistent link: https://www.econbiz.de/10000747488
Saved in:
6
The bias of forecasts from a first-order autoregression
Magnus, Jan R.
;
Pesaran, Bahram
-
1987
Persistent link: https://www.econbiz.de/10000720159
Saved in:
7
The exact multiperiod mean-square forecast error for the first-order autoregressive model
Hoque, Asraul
;
Magnus, Jan R.
;
Pesaran, Bahram
-
1986
Persistent link: https://www.econbiz.de/10000706580
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