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Is the real interest rate unstable? : Some new evidence
Lai, Kon-sun - In: Applied economics 29 (1997) 3, pp. 359-364
Persistent link: https://www.econbiz.de/10001220897
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Seasonal fractional components in macroeconomic time series
Gil-Alaña, Luis A. - In: Applied economics 36 (2004) 12, pp. 1265-1279
Persistent link: https://www.econbiz.de/10002127852
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Are consumers Ricardian when some are liquidity constrained? : Evidence for the United States
Rockerbie, Duane - In: Applied economics 29 (1997) 6, pp. 821-827
Persistent link: https://www.econbiz.de/10001222641
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How forecastable is consumption growth? : New evidence on the Hall random walk hypothesis
Viard, Alan D. - In: Applied economics 29 (1997) 11, pp. 1435-1446
Persistent link: https://www.econbiz.de/10001233232
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A forecasting model for food and other expenditures
Huang, Kuo S. - In: Applied economics 21 (1989) 9, pp. 1235-1246
Persistent link: https://www.econbiz.de/10001070836
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The predictability of industry portfolio returns
Li, Yuming; Lu, Weili; Zhong, Maosen - In: Applied economics 43 (2011) 22/24, pp. 2865-2881
Persistent link: https://www.econbiz.de/10009356666
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Consumption, money and excess returns
Schmeling, Maik - In: Applied economics 43 (2011) 19/21, pp. 2559-2563
Persistent link: https://www.econbiz.de/10009379690
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The nonlinear time series properties of unemployment rates : some further evidence
Peel, David - In: Applied economics 30 (1998) 2, pp. 287-294
Persistent link: https://www.econbiz.de/10001241289
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Segmented trend modelling of the US GNP series
Bianchi, Marco - In: Applied economics 28 (1996) 5, pp. 531-536
Persistent link: https://www.econbiz.de/10001201628
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On the number of common unit roots in the term structure of interest rates
Johnson, Paul A. - In: Applied economics 26 (1994) 8, pp. 815-820
Persistent link: https://www.econbiz.de/10001164715