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Do markets learn to rationally expect US interest rates? : an anchoring approach
Prat, Georges; Uctum, Remzi - In: Applied economics 50 (2018) 59, pp. 6458-6480
Persistent link: https://www.econbiz.de/10012063437
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Quantification and characteristics of household inflation expectations in Switzerland
Rosenblatt-Wisch, Rina; Scheufele, Rolf - In: Applied economics 47 (2015) 25/27, pp. 2699-2716
Persistent link: https://www.econbiz.de/10010519624
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Expectation formation in the foreign exchange market : a time-varying heterogeneity approach using survey data
Prat, Georges; Uctum, Remzi - In: Applied economics 47 (2015) 34/36, pp. 3673-3695
Persistent link: https://www.econbiz.de/10011293469
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Non-nested tests of new classical versus Keynesian models : further evidence
Bryant, William D. A. - In: Applied economics 23 (1991) 2, pp. 385-390
Persistent link: https://www.econbiz.de/10001114649
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Shooting fish in the barrel? : Examining the standard test of the Lucas variability hypothesis
Christensen, Michael - In: Applied economics 23 (1991) 12, pp. 1811-1818
Persistent link: https://www.econbiz.de/10001132540
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Non-nested tests of three competing theories of business cycles
Chowdhury, Abdur R. - In: Applied economics 26 (1994) 5, pp. 527-534
Persistent link: https://www.econbiz.de/10001161918
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A bivariate Markov regime switching GARCH approach to estimate time varying minimum variance hedge ratios
Lee, Hsiang-tai; Yoder, Jonathan K. - In: Applied economics 39 (2007) 10/12, pp. 1253-1265
Persistent link: https://www.econbiz.de/10003511726
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Measuring the Chinese business cycle
Becker, Ralf; Wang, Yuanyuan - In: Applied economics 45 (2013) 28/30, pp. 3988-4003
Persistent link: https://www.econbiz.de/10010345805
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Regime switching and the (in) stability of the price-rent relationship : evidence from the US
Kim, J. R.; Chung, K. - In: Applied economics 46 (2014) 31/33, pp. 4041-4052
Persistent link: https://www.econbiz.de/10010421848
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Testing Markov switching models
Huang, Yu-lieh - In: Applied economics 46 (2014) 16/18, pp. 2047-2051
Persistent link: https://www.econbiz.de/10010413344