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Testing for cointegration when some of the cointegrating vectors are known
Horvath, Michael T.K.; Watson, Mark W. - Federal Reserve Bank of Chicago - 1993
Persistent link: https://www.econbiz.de/10005410945
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Vector autoregressions and cointegration
Watson, Mark W. - Federal Reserve Bank of Chicago - 1993
Persistent link: https://www.econbiz.de/10005515116
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Measures of fit for calibrated models
Watson, Mark W. - Federal Reserve Bank of Chicago - 1991
Persistent link: https://www.econbiz.de/10005519118
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Evidence on structural instability in macroeconomic times series relations
Stock, James H.; Watson, Mark W. - Federal Reserve Bank of Chicago - 1994
Persistent link: https://www.econbiz.de/10005724340
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Sticky prices: new evidence from retail catalogs
Kashyap, Anil K. - Federal Reserve Bank of Chicago - 1991
Persistent link: https://www.econbiz.de/10005724374
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Variability and stationarity of term premia
DeGennaro, Ramon P.; Moser, James T. - Federal Reserve Bank of Chicago - 1989
Persistent link: https://www.econbiz.de/10005724787