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New techniques to extract market expectations from financial instruments
Söderlind, Paul; Svensson, Lars E. O. - 1996
Persistent link: https://www.econbiz.de/10000618379
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Modeling fluctuations in the global demand for commodities
Kilian, Lutz; Zhou, Xiaoqing - 2017
Persistent link: https://www.econbiz.de/10011752131
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Monetary policy with flexible exchange rates and forward interest rates as indicators
Svensson, Lars E. O. - 1994
Persistent link: https://www.econbiz.de/10013422078
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Forward interest rates as indicators of inflation expectations
Söderlind, Paul - 1995
Persistent link: https://www.econbiz.de/10013422155
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Dispersion and volatility in stock returns : an empirical investigation
Campbell, John Y. - 1998
Persistent link: https://www.econbiz.de/10013422598
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The generalized dynamic factor model : identification and estimation
Forni, Mario (contributor) - 1999
Persistent link: https://www.econbiz.de/10013422950
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Reference cycles : the NBER methodology revisited
Forni, Mario (contributor) - 2000
Persistent link: https://www.econbiz.de/10013423029
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The generalized dynamic factor model : representation theory
Forni, Mario - 2000
Persistent link: https://www.econbiz.de/10013423117
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The generalized dynamic factor model : one-sided estimation and forecasting
Forni, Mario; Hallin, Marc; Lippi, Marco; Reichlin, Lucrezia - 2002
Persistent link: https://www.econbiz.de/10013424011
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House price dynamics, optimal ltv limits and the liquidity trap
Ferrero, Andrea; Harrison, Richard; Nelson, Benjamin F. - 2018
Persistent link: https://www.econbiz.de/10012111632