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subject:"Monetary policy"
subject:"United States"
~isPartOf:"Annales d'économie et de statistique"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Journal of political economy"
~person:"Campbell, John Y."
~person:"Fudenberg, Drew"
~person:"Gupta, Rangan"
~person:"Nelson, Daniel B."
~subject:"Equilibrium theory"
~subject:"Estimation theory"
~subject:"Fiscal policy"
~subject:"Geldpolitik"
~subject:"Produktivität"
~subject:"Time consistency"
~subject:"Time series analysis"
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Monetary policy
United States
Equilibrium theory
Estimation theory
Fiscal policy
Geldpolitik
Produktivität
Time consistency
Time series analysis
Theorie
22
Theory
22
USA
6
Game theory
5
Spieltheorie
5
Zeitreihenanalyse
5
CAPM
4
Schätztheorie
4
Gleichgewichtstheorie
3
Learning process
3
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3
Aktienmarkt
2
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1871-1990
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ARCH-Modell
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1
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1
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1
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11
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Campbell, John Y.
Fudenberg, Drew
Gupta, Rangan
Nelson, Daniel B.
Andrews, Donald W. K.
18
Phillips, Peter C. B.
17
Newey, Whitney K.
16
Kehoe, Patrick J.
11
Robinson, Peter M.
9
Gouriéroux, Christian
8
Horowitz, Joel
8
Imbens, Guido
8
Heckman, James J.
7
Stock, James H.
7
White, Halbert
7
Chernozhukov, Victor
6
Ploberger, Werner
6
Altonji, Joseph G.
5
Chari, Varadarajan V.
5
Dufour, Jean-Marie
5
Jovanovic, Boyan
5
Lewbel, Arthur
5
Matzkin, Rosa L.
5
Perron, Pierre
5
Angrist, Joshua D.
4
Bai, Jushan
4
Baltagi, Badi H.
4
Bollerslev, Tim
4
Christiano, Lawrence J.
4
Eichenbaum, Martin S.
4
Engle, Robert F.
4
Hahn, Jinyong
4
Hirano, Keisuke
4
Hong, Yongmiao
4
Kitamura, Yuichi
4
Manski, Charles F.
4
Pakes, Ariel
4
Robert, Christian P.
4
Smith, Richard J.
4
Vuong, Quang H.
4
Alvarez, Fernando
3
Atkeson, Andrew
3
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Annales d'économie et de statistique
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of political economy
Working paper / National Bureau of Economic Research, Inc.
9
Discussion paper series / Harvard Institute of Economic Research
8
Journal of economic theory
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Working papers / University of Connecticut, Department of Economics
5
Applied economics
4
Department of Economics working paper series
3
Journal of econometrics
3
Computational economics
2
Econometric theory
2
Finance research letters
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of forecasting
2
Journal of macroeconomics
2
NBER Working Paper
2
Technical working paper / National Bureau of Economic Research
2
The review of economic studies
2
Annals of financial economics
1
Applied financial economics
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper series / School of Economics and Finance, the University of Hong Kong
1
Economic modelling
1
Economics / Discussion papers : the open-access, open-assessment e-journal
1
Economics / Journal articles : the open-access, open-assessment journal
1
Energy economics
1
Finmap working paper
1
Handbook of econometrics ; Vol. 4
1
IFA working paper
1
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
1
Información comercial española / Cuadernos económicos
1
International business and economics research journal
1
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
1
Journal of central banking theory and practice
1
Journal of economic structures : JES; the official journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS)
1
Journal of empirical finance
1
Journal of financial economics
1
Journal of international financial markets, institutions & money
1
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ECONIS (ZBW)
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1
Comment on the Campbell-Cochrane habit model
Ljungqvist, Lars
;
Uhlig, Harald
- In:
Journal of political economy
123
(
2015
)
5
,
pp. 1201-1213
Persistent link: https://www.econbiz.de/10011409389
Saved in:
2
By force of habit : a consumption-based explanation of aggregate stock market behavior
Campbell, John Y.
;
Chochrane, John Howland
- In:
Journal of political economy
107
(
1999
)
2
,
pp. 205-251
Persistent link: https://www.econbiz.de/10001371434
Saved in:
3
Continuous record asymptotics for rolling sample variance estimators
Foster, Dean P.
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
1
,
pp. 139-174
Persistent link: https://www.econbiz.de/10001194163
Saved in:
4
Understanding risk and return
Campbell, John Y.
- In:
Journal of political economy
104
(
1996
)
2
,
pp. 298-345
Persistent link: https://www.econbiz.de/10001198651
Saved in:
5
Asymptotically optimal smoothing with ARCH models
Nelson, Daniel B.
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
3
,
pp. 561-573
Persistent link: https://www.econbiz.de/10001199898
Saved in:
6
Asymptotic filtering theory for univariate arch models
Nelson, Daniel B.
- In:
Econometrica : journal of the Econometric Society, an …
62
(
1994
)
1
,
pp. 1-41
Persistent link: https://www.econbiz.de/10001169514
Saved in:
7
Steady state learning and Nash equilibrium
Fudenberg, Drew
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
3
,
pp. 547-573
Persistent link: https://www.econbiz.de/10001144193
Saved in:
8
Self-confirming equilibrium
Fudenberg, Drew
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
3
,
pp. 523-545
Persistent link: https://www.econbiz.de/10001144194
Saved in:
9
Racines unitaires en macroéconomie : le cas multidimensionnel
Perron, Pierre
- In:
Annales d'économie et de statistique
(
1992
),
pp. 1-50
Persistent link: https://www.econbiz.de/10001133662
Saved in:
10
Conditional heteroskedasticity in asset returns : a new approach
Nelson, Daniel B.
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
2
,
pp. 347-370
Persistent link: https://www.econbiz.de/10001101893
Saved in:
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