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Non-cointegration and econometric evaluation of models of regional shift and share
Brown, Scott James; Coulson, N. Edward; Engle, Robert F. - 1990
Persistent link: https://www.econbiz.de/10000786474
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A test of efficiency for the S & P 500 index option market using variance forecasts
Noh, Jaesun - 1993
Persistent link: https://www.econbiz.de/10000886080
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Inflation in the Great Recession and New Keynesian models
Del Negro, Marco; Giannoni, Marc Paolo; Schorfheide, Frank - In: American economic journal : a journal of the American … 7 (2015) 1, pp. 168-196
Persistent link: https://www.econbiz.de/10010517076
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Inflation in the Great Recession and new Keynesian models
Del Negro, Marco; Giannoni, Marc Paolo; Schorfheide, Frank - 2014
Persistent link: https://www.econbiz.de/10010357871
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The econometrics of ultra-high frequency data
Engle, Robert F. - 1996
Persistent link: https://www.econbiz.de/10000613076
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Measuring, forecasting and explaining time varying liquidity in the stock market
Engle, Robert F.; Lange, Joe - 1997
Persistent link: https://www.econbiz.de/10000637524
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Option hedging using empirical pricing kernels
Rosenberg, Joshua V.; Engle, Robert F. - 1997
Persistent link: https://www.econbiz.de/10000643460
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Improving GDP measurement : a forecast combination perspective
Aruoba, S. Borağan; Diebold, Francis X.; Nalewaik, Jeremy - 2011
Persistent link: https://www.econbiz.de/10009314062
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Assessing DSGE model nonlinearities
Aruoba, S. Borağan; Bocola, Luigi; Schorfheide, Frank - 2013
Persistent link: https://www.econbiz.de/10010225024
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Shrinkage estimation of high-dimensional factor models with structural instabilities
Cheng, Xu; Liao, Zhipeng; Schorfheide, Frank - 2014
Persistent link: https://www.econbiz.de/10010238424