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Central bank macroeconomic forecasting during the global financial crisis : the European Central Bank and Federal Reserve Bank of New York experiences
Alessi, Lucia; Ghysels, Eric; Onorante, Luca; Peach, … - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 4, pp. 483-515
Persistent link: https://www.econbiz.de/10010488446
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Quality and prices
Nalebuff, Barry; Stiglitz, Joseph E. - 1982
Persistent link: https://www.econbiz.de/10000831374
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The effect of seasonal adjustment filters on tests for a unit root
Ghysels, Eric; Perron, Pierre - 1990
Persistent link: https://www.econbiz.de/10000809708
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Duopolies are more competitive than atomistic markets
Stiglitz, Joseph E. - 1984
Persistent link: https://www.econbiz.de/10000770133
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Seasonal extraction in the presence of feedback
Ghysels, Eric - In: Journal of business & economic statistics : JBES ; a … 5 (1987) 2, pp. 191-194
Persistent link: https://www.econbiz.de/10003559445
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JBES twentieth anniversary issue on the generalized method of moments
Ghysels, Eric (contributor); Hall, Alastair R. (contributor) - 2002
Persistent link: https://www.econbiz.de/10001705935
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Rolling-sample volatility estimators : some new theoretical, simulation, and empirical results
Andreou, Elena; Ghysels, Eric - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 3, pp. 363-376
Persistent link: https://www.econbiz.de/10001695282
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Some econometric recipes for high-frequency data cooking
Ghysels, Eric - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 2, pp. 154-163
Persistent link: https://www.econbiz.de/10001469563
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Periodic autoregressive conditional heteroscedasticity
Bollerslev, Tim - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 2, pp. 139-160
Persistent link: https://www.econbiz.de/10001203173
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Credit rationing in markets with imperfect information ; 1
Stiglitz, Joseph E. - 1980
Persistent link: https://www.econbiz.de/10000938829