Narrow search
Showing 1 - 10 of 213
Cover Image
Measuring real activity using a weekly economic index
Lewis, Daniel J.; Mertens, Karel; Stock, James H.; … - In: Journal of applied econometrics 37 (2022) 4, pp. 667-687
Persistent link: https://www.econbiz.de/10013332679
Cover Image
HAR inference : recommendations for practice
Lazarus, Eben; Lewis, Daniel J.; Stock, James H.; … - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 4, pp. 541-559
Persistent link: https://www.econbiz.de/10012249208
Cover Image
Discussion of Lazarus, Lewis, Stock, and Watson, "HAR inference: recommendations for practice"
West, Kenneth D. - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 4, pp. 560-562
Persistent link: https://www.econbiz.de/10012249369
Cover Image
Comment on "HAR inference: recommendations for practice" by E. Lazarus, D.J. Lewis, J.H. Stock and M.W. Watson
Müller, Ulrich K. - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 4, pp. 563-564
Persistent link: https://www.econbiz.de/10012249374
Cover Image
Comment [on "HAR inference: recommendations for practice"]
Sun, Yixiao - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 4, pp. 565-568
Persistent link: https://www.econbiz.de/10012249378
Cover Image
Comment on "HAR inference: recommendations for practice"
Vogelsang, Timothy J. - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 4, pp. 569-573
Persistent link: https://www.econbiz.de/10012249381
Cover Image
HAR inference : recommendations for practice : rejoinder
Lazarus, Eben; Lewis, Daniel J.; Stock, James H.; … - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 4, pp. 574-575
Persistent link: https://www.econbiz.de/10012249385
Cover Image
Do monetary policy announcements shift household expectations?
Mertens, Karel; Lewis, Daniel J.; Makridis, Christos A. - 2020
Persistent link: https://www.econbiz.de/10012204153
Cover Image
Dynamic identification using system projections and instrumental variables
Lewis, Daniel J.; Mertens, Karel - 2022
Persistent link: https://www.econbiz.de/10013166921
Cover Image
Measuring real activity using a weekly economic index
Lewis, Daniel J.; Mertens, Karel; Stock, James H.; … - In: Journal of Applied Econometrics 37 (2021) 4, pp. 667-687
Persistent link: https://www.econbiz.de/10012632854