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A Bayesian approach to counterfactual analysis of structural change
Kim, Chang-jin (contributor); Morley, James C. (contributor) - 2004 - [Elektronische Ressource], rev.
Persistent link: https://www.econbiz.de/10002496905
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The less volatile U.S. economy : a bayesian investigation of timing, Breadth, and potential explanations
Kim, Chang-jin (contributor); Nelson, Charles R. (contributor) - 2003 - [Elektronische Ressource].rev
Persistent link: https://www.econbiz.de/10001965242
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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
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Racial profiling or racist policing? : Bounds tests in aggregate data
Hernández-Murillo, Rubén (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002115973
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Strategic asset allocation and consumption decisions under multivariate regime switching
Guidolin, Massimo (contributor);  … - 2005
returns. We find evidence that four separate regimes - characterized as crash, slow growth, bull and recovery states - are …
Persistent link: https://www.econbiz.de/10002917579
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Pessimistic beliefs under rational learning : quantitative implications for the equity premium puzzle
Guidolin, Massimo (contributor) - 2005
is on a rational learning path concerning the real consumption growth process can generate high equity premia and low … risk-free interest rates. In fact, when the model is calibrated to U.S. consumption growth data, average risk premia and …
Persistent link: https://www.econbiz.de/10002917582
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The use of long-run restrictions for the identification of technology shocks
Francis, Neville (contributor);  … - 2003 - [Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001979869
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A leisurely reading of the life-cycle consumption data
Bullard, James Brian (contributor);  … - 2003 - [Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001982777
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Implied volatility from options on gold futures : do statistical forecasts add value or simply paint the lilly?
Neely, Christopher J. (contributor) - 2003 - [Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001982800