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~isPartOf:"Discussion papers / Research Seminar in International Economics, University of Michigan, School of Public Policy - Department of Economics"
~language:"eng"
~language:"nor"
~language:"srp"
~person:"Kilian, Lutz"
~subject:"EU-Staaten"
~subject:"Forecasting model"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Monetary policy"
~subject:"Portfolio selection"
~subject:"Schätzung"
~subject:"Statistische Verteilung"
~subject:"USA"
~subject:"United States"
~type:"book"
~type_genre:"Amtsdruckschrift"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
~type_genre:"Hochschulschrift"
~type_genre:"Non-commercial literature"
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Kilian, Lutz
Stern, Robert Mitchell
9
Deardorff, Alan V.
7
Brown, Drusilla K.
5
Levchenko, Andrei A.
5
Dominguez, Kathryn M.
4
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3
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2
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Discussion papers / Research Seminar in International Economics, University of Michigan, School of Public Policy - Department of Economics
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18
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8
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7
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5
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ECONIS (ZBW)
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1
A monetary explanation of the Great Stagflation of the 1970s
Barsky, Robert B.
(
contributor
);
Kilian, Lutz
(
contributor
)
-
2000
Persistent link: https://www.econbiz.de/10001444784
Saved in:
2
Exchange rates and fundamentals : what do we learn from long-horizon regressions?
Kilian, Lutz
(
contributor
)
-
1997
Persistent link: https://www.econbiz.de/10000972191
Saved in:
3
Size distortions of tests of the null hypothesis of stationarity : evidence and implications for the PPP debate
Caner, Mehmet
(
contributor
);
Kilian, Lutz
(
contributor
)
-
1999
Persistent link: https://www.econbiz.de/10001397820
Saved in:
4
Quantifying the half-life of deviations from PPP : the role of economic priors
Kilian, Lutz
(
contributor
);
Zha, Tao
(
contributor
)
-
1999
Persistent link: https://www.econbiz.de/10001413008
Saved in:
5
Why is it so difficult to beat the random walk forecast of exchange rates?
Kilian, Lutz
(
contributor
);
Taylor, Mark P.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001542915
Saved in:
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