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Choosing the best volatility models : the model confidence set approach
Hansen, Peter Reinhard; Lunde, Asger; Nason, James Michael - In: Oxford bulletin of economics and statistics 65 (2003) suppl, pp. 839-861
Persistent link: https://www.econbiz.de/10001860213
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Impulse dynamics and propagation mechanisms in a real business cycle model
Cogley, Timothy; Nason, James M. - In: Economics Letters 43 (1993) 1, pp. 77-81
Persistent link: https://www.econbiz.de/10005257646
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Choosing the Best Volatility Models: The Model Confidence Set Approach
Hansen, Peter Reinhard; Lunde, Asger; Nason, James M. - In: Oxford bulletin of economics and statistics 65 (2003), pp. 839-862
Persistent link: https://www.econbiz.de/10006431521
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The long-horizon regression approach to monetary neutrality: how should the evidence be interpreted?
Coe, Patrick J.; Nason, James M. - In: Economics Letters 78 (2003) 3, pp. 351-356
Persistent link: https://www.econbiz.de/10005175047