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Exchange rates and fundamentals : a generalization
Nason, James Michael; Rogers, John H. - 2008
Persistent link: https://www.econbiz.de/10009269047
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Investment and the current account in the short run and the long run
Nason, James Michael; Rogers, John H. - 1999
Persistent link: https://www.econbiz.de/10001426980
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The present-value model of the current account has been rejected : round up the usual suspects
Nason, James Michael; Rogers, John H. - 2003
Persistent link: https://www.econbiz.de/10001746153
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Inflation and Professional Forecast Dynamics : An Evaluation of Stickiness, Persistence, and Volatility
Mertens, Elmar - 2018
This paper studies the joint dynamics of real-time U.S. inflation and average inflation predictions of the Survey of Professional Forecasters (SPF) based on sample ranging from 1968Q4 to 2017Q2. The joint data generating process (DGP) comprises an unobserved components (UC) model of inflation...
Persistent link: https://www.econbiz.de/10012922666