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Comparing survey and rational measures of expected inflation : forecast performance and interest rate effects

Pearce, Douglas K. - In: Journal of money, credit and banking : JMCB 11 (1979) 4, pp. 447-456

Persistent link: https://www.econbiz.de/10002619369

An empirical analysis of expected stock price movements

Pearce, Douglas K. - In: Journal of money, credit and banking : JMCB 16 (1984) 3, pp. 317-327

Persistent link: https://www.econbiz.de/10002619377

The transmission of inflation between the United States and Canada : an empirical analysis

Pearce, Douglas K. - In: Journal of macroeconomics 55 (1983) 3, pp. 265-279

Persistent link: https://www.econbiz.de/10002619485

NONNESTED TESTING IN MODELS ESTIMATED VIA GENERALIZED METHOD OF MOMENTS

Hall, Alastair R.; Pelletier, Denis - In: Econometric Theory 27 (2011) 02, pp. 443-456

We analyze the limiting distribution of the Rivers and Vuong (2002, <italic>Econometrics Journal</italic> 5, 1–39) statistic for choosing between two competing dynamic models based on a comparison of generalized method of moments minimands. It is shown that (i) if both models are misspecified then the...

Persistent link: https://www.econbiz.de/10009002922

Professional forecasts of interest rates and exchange rates : evidence from the Wall Street Journal's panel of economists

Mitchell, Karlyn; Pearce, Douglas Kenneth - In: Journal of macroeconomics 29 (2007) 4, pp. 840-854

Persistent link: https://www.econbiz.de/10003586710

The impact of economic news on expected changes in monetary policy

Lapp, John S.; Pearce, Douglas Kenneth - In: Journal of macroeconomics 34 (2012) 2, pp. 362-379

Persistent link: https://www.econbiz.de/10009689392

Does a bias in FOMC policy directives help predict intermeeting policy changes?

Lapp, John S.; Pearce, Douglas Kenneth - In: Journal of money, credit and banking : JMCB 32 (2000) 3,1, pp. 435-441

Persistent link: https://www.econbiz.de/10001509274

Short-term inflation expectations : evidence from a monthly survey ; a note

Pearce, Douglas Kenneth - In: Journal of money, credit and banking : JMCB 19 (1987) 3, pp. 388-395

Persistent link: https://www.econbiz.de/10001028747

ARTICLES - Does a Bias in FOMC Policy Directives Help Predict Inter-Meeting Policy Changes?

Lapp, John S.; Pearce, Douglas K. - In: Journal of money, credit and banking : JMCB 32 (2000) 3, pp. 435-441

Persistent link: https://www.econbiz.de/10006662253

Professional forecasts of interest rates and exchange rates: Evidence from the Wall Street Journal’s panel of economists

Mitchell, Karlyn; Pearce, Douglas K. - In: Journal of macroeconomics 29 (2007) 4, pp. 840-854

Persistent link: https://www.econbiz.de/10007873411