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The stochastic coefficients approach to econometric modeling, part II: description and motivation

Swamy, P.A.V.B.; Conway, Roger K.; Leblanc, Michael R. - Federal Reserve Board (Board of Governors of the … - 1988

Persistent link: https://www.econbiz.de/10005721024

The stochastic coefficients approach to econometric modeling, part III: estimation, stability testing, and prediction

Swamy, P.A.V.B.; Conway, Roger K.; LeBlanc, Michael R. - Federal Reserve Board (Board of Governors of the … - 1988

Persistent link: https://www.econbiz.de/10005721066

The stochastic coefficients approach to econometric modeling, part 1: a critique of fixed coefficients models

Swamy, P.A.V.B.; Conway, Roger K.; LeBlanc, Michael R. - Federal Reserve Board (Board of Governors of the … - 1988

Persistent link: https://www.econbiz.de/10005721198

Co-integration: is it a property of the real world?

Swamy, P.A.V.B.; Muehlen, Peter von zur; Mehta, J.S. - Federal Reserve Board (Board of Governors of the … - 1989

Persistent link: https://www.econbiz.de/10005720992

A general method of deriving the efficiencies of banks from a profit function

Swamy, P.A.V.B.; Akhavein, Jalal D.; Taubman, Stephen B. - Federal Reserve Board (Board of Governors of the … - 1994

Persistent link: https://www.econbiz.de/10005720995

Exchange rate episodes and the passthrough of exchange rates to import prices

Swamy, P.A.V.B.; Thurman, Stephan S. - Federal Reserve Board (Board of Governors of the … - 1993

Persistent link: https://www.econbiz.de/10005721076

On a problem in identifying linear parametric models

Swamy, P.A.V.B.; Muehlen, Peter von zur - Federal Reserve Board (Board of Governors of the … - 1988

Persistent link: https://www.econbiz.de/10005721177

Modeling buffer stock money - an appraisal

Swamy, P.A.V.B.; Tavlas, George S. - Federal Reserve Board (Board of Governors of the … - 1988

Persistent link: https://www.econbiz.de/10005721212

Solving an empirical puzzle in the capital asset pricing model

Leusner, John; Akhavein, Jalal D.; Swamy, P.A.V.B. - Federal Reserve Board (Board of Governors of the … - 1996

A long standing puzzle in the Capital Asset Pricing Model (CAPM) has been the inability of empirical work to validate it. This paper presents a new approach to estimating the CAPM, taking into account the differences between observable and expected returns for risky assets and for the market...

Persistent link: https://www.econbiz.de/10005393738

Is it possible to find an econometric law that works well in explanation and prediction? The case of Australian money demand

Swamy, P.A.V.B.; Tavlas, George S. - Federal Reserve Board (Board of Governors of the … - 1990

Persistent link: https://www.econbiz.de/10005393801