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Common business cycles and volatilities in US states and MSAs : the role of economic uncertainty
Gupta, Rangan; Ma, Jun; Risse, Marian; Wohar, Mark E. - In: Journal of macroeconomics 57 (2018), pp. 317-337
Persistent link: https://www.econbiz.de/10012127992
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Can learning explain boom-bust cycles in asset prices? : an application to the US housing boom
Caines, Colin - In: Journal of macroeconomics 66 (2020), pp. 1-25
Persistent link: https://www.econbiz.de/10012433824
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Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets
Teterin, Pavel; Brooks, Robert; Enders, Walter - In: Journal of empirical finance 38 (2016), pp. 22-36
Persistent link: https://www.econbiz.de/10011663220
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The meta-Phillips Curve : modelling U.S. inflation in the presence of regime change
Aristidou, Chrystalleni - In: Journal of macroeconomics 57 (2018), pp. 367-379
Persistent link: https://www.econbiz.de/10012128006
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Great moderation or "will o' the wisp"? : a time-frequency decomposition of GDP for the US and UK
Crowley, Patrick M.; Hughes Hallett, Andrew - In: Journal of macroeconomics 44 (2015), pp. 82-97
Persistent link: https://www.econbiz.de/10011570305
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Market proxies as factors in linear asset pricing models : still living with the roll critique
Prono, Todd - In: Journal of empirical finance 31 (2015), pp. 36-53
Persistent link: https://www.econbiz.de/10011489332
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Time-variations in commodity price jumps
Diewald, Laszlo; Prokopczuk, Marcel; Wese Simen, Chardin - In: Journal of empirical finance 31 (2015), pp. 72-84
Persistent link: https://www.econbiz.de/10011489343
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Modelling internal devaluation experiences in Europe : rational or learning agents?
Angelini, Elena; Dieppe, A.; Pierluigi, B. - In: Journal of macroeconomics 43 (2015), pp. 81-92
Persistent link: https://www.econbiz.de/10011507000
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Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty
Qiu, Yue; Wang, Zongrun; Xie, Tian; Zhang, Xinyu - In: Journal of empirical finance 62 (2021), pp. 179-201
Persistent link: https://www.econbiz.de/10012693338
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Forward inflation expectations : evidence from inflation caps and floors
Chipeniuk, Karsten O.; Walker, Todd B. - In: Journal of macroeconomics 70 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10013274669