Similar Search Results

Predictions of short-term rates and the expectations hypothesis of the term structure of interest rates

Thornton, Daniel L. (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002115886

Are the dynamic linkages between the macroeconomy and asset prices time-varying

Guidolin, Massimo (contributor); Ono, Sadayuki (contributor) - 2005

Persistent link: https://www.econbiz.de/10003344538

Forecasts of US short-term interest rates : a flexible forecast combination approach

Guidolin, Massimo (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003344544

Market timing with aggregate and idiosyncratic stock volatilities

Guo, Hui (contributor); Higbee, Jason (contributor) - 2005 - rev.

Persistent link: https://www.econbiz.de/10003344908

A flexible finite-horizon identification of technology shocks

Francis, Neville (contributor); … - 2005 - Rev

Persistent link: https://www.econbiz.de/10003172790

A comparison of the real-time performance of business cycle dating methods

Chauvet, Marcelle (contributor); … - 2005

"This paper evaluates the ability of formal rules to establish U.S. business cycle turning point dates in real time. We consider two approaches, a nonparametric algorithm and a parametric Markov-switching dynamic-factor model. In order to accurately assess the real-time performance of these...