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Simulating stock returns under switching regimes - A new test of market efficiency

Meenagh, David; Minford, Patrick; Peel, David - In: Economics Letters 94 (2007) 2, pp. 235-239

Persistent link: https://www.econbiz.de/10005257667

The persistence in volatility of the US term premium 1970-1986

Tzavalis, Elias; Wickens, M. R. - In: Economics Letters 49 (1995) 4, pp. 381-389

Persistent link: https://www.econbiz.de/10005297204

A simple derivation of the limited information maximum likelihood estimator

Godfrey, L. G.; Wickens, M. R. - In: Economics Letters 10 (1982) 3-4, pp. 277-283

Persistent link: https://www.econbiz.de/10005362382

On the effectiveness of automatic stabilizers under rational expectations when there is partial current information

Minford, A. P. L.; Peel, D. A. - In: Economics Letters 11 (1983) 3, pp. 225-229

Persistent link: https://www.econbiz.de/10005275558

Terminal conditions as a means of ensuring unique solutions for rational expectations models with forward expectations

Minford, Patrick; Matthews, Kent; Marwaha, Satwant - In: Economics Letters 4 (1979) 2, pp. 117-120

Persistent link: https://www.econbiz.de/10005296230

The classical supply hypothesis and the observational equivalence of Classical and Keynesian models

Minford, Patrick; Peel, David - In: Economics Letters 4 (1979) 3, pp. 229-233

Persistent link: https://www.econbiz.de/10005296485

Ruling out unstable equilibria in New Keynesian models

Minford, Patrick; Srinivasan, Naveen - In: Economics Letters 112 (2011) 3, pp. 247-249

The Taylor rule is an incomplete description of monetary policy within a New Keynesian model. The NK model should be formulated with a money demand function and also embody a terminal condition on inflation explicitly designed to stop bubbles.

Persistent link: https://www.econbiz.de/10009249596

Dynamic predictive tests of a model under adaptive and rational expectations

Minford, Patrick; Ioannidis, Christos; Marwaha, Satwant - In: Economics Letters 11 (1983) 1-2, pp. 115-121

Persistent link: https://www.econbiz.de/10005175141

Are interest rate regressions evidence for a Taylor rule?

Minford, Patrick; Perugini, Francesco; Srinivasan, Naveen - In: Economics Letters 76 (2002) 1, pp. 145-150

Persistent link: https://www.econbiz.de/10005270403