Similar Search Results

Size distortions of tests of the null hypothesis of stationarity : evidence and implications for the PPP debate

Caner, Mehmet (contributor); Kilian, Lutz (contributor) - 1999

Persistent link: https://www.econbiz.de/10001397820

Size distortions of tests of the null hypothesis of stationarity : evidence and implications for the PPP debate

Caner, Mehmet - 2000

Persistent link: https://www.econbiz.de/10013423063

Exchange rates and fundamentals : what do we learn from long-horizon regressions?

Kilian, Lutz (contributor) - 1997

Persistent link: https://www.econbiz.de/10000972191

Quantifying the half-life of deviations from PPP : the role of economic priors

Kilian, Lutz (contributor); Zha, Tao (contributor) - 1999

Persistent link: https://www.econbiz.de/10001413008

How useful is bagging in forecasting economic time series? : A case study of US CPI inflation

Inoue, Atsushi; Kilian, Lutz - 2005

Persistent link: https://www.econbiz.de/10003187611

Do actions speak louder than words? : Household expectations of inflation based on micro consumption data

Inoue, Atsushi (contributor); Kilian, Lutz (contributor); … - 2006

Survey data on household expectations of inflation are routinely used in economic analysis, yet it is not clear to what extent households are able to articulate their expectations in survey interviews. We propose an alternative approach to recovering households’ implicit expectations of...