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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
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Market liquidity after the financial crisis
Adrian, Tobias; Fleming, Michael J.; Shachar, Or; Vogt, Erik - 2017
Persistent link: https://www.econbiz.de/10011735065
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Monetary policy, financial conditions, and financial stability
Adrian, Tobias; Liang, Jean Nellie - 2016
Persistent link: https://www.econbiz.de/10011524342
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Pitfalls in estimating asymmetric effects of energy price shocks
Kilian, Lutz; Vigfusson, Robert J. - 2009
Persistent link: https://www.econbiz.de/10003848443
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Inside the crystal ball : new approaches to predicting the gasoline price at the pump
Baumeister, Christiane; Kilian, Lutz; Lee, Thomas - 2015
Persistent link: https://www.econbiz.de/10011346927
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Do high-frequency financial data help forecast oil prices? : the MIDAS touch at work
Baumeister, Christiane; Guérin, Pierre; Kilian, Lutz - 2013
Persistent link: https://www.econbiz.de/10010243731
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The role of oil price shocks in causing US recessions
Kilian, Lutz; Vigfusson, Robert J. - 2014
Persistent link: https://www.econbiz.de/10010382022
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Nonlinearity and flight-to-safety in the risk-return tradeoff for stocks and bonds
Adrian, Tobias; Crump, Richard K.; Vogt, Erik - 2016
Persistent link: https://www.econbiz.de/10011524447
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Regression based estimation of dynamic asset pricing models
Adrian, Tobias; Crump, Richard K.; Mönch, Emanuel - 2015
Persistent link: https://www.econbiz.de/10010509481
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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