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Estimating the innovation function from patent numbers : GMM on count panel data
Crépon, Bruno - In: Journal of applied econometrics 12 (1997) 3, pp. 243-263
Persistent link: https://www.econbiz.de/10001336081
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The measurement and behavior of uncertainty : evidence from the ECB Survey of Professional Forecasters
Abel, Joshua; Rich, Robert W.; Song, Joseph; Tracy, … - In: Journal of applied econometrics 31 (2016) 3, pp. 533-550
Persistent link: https://www.econbiz.de/10011642628
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On the real-time predictive content of financial condition indices for growth
Amburgey, Aaron J.; McCracken, Michael W. - In: Journal of applied econometrics 38 (2023) 2, pp. 137-163
Persistent link: https://www.econbiz.de/10014287960
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Estimating and forecasting the yield curve using a Markov switching dynamic Nelson and Siegel model
Hevia, Constantino; González Rozada, Martín; Sola, Martin - In: Journal of applied econometrics 30 (2015) 6, pp. 987-1009
Persistent link: https://www.econbiz.de/10011431680
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Reassessing the relative power of the yield spread in forecasting recessions
Croushore, Dean Darrell; Marsten, Katherine - In: Journal of applied econometrics 31 (2016) 6, pp. 1183-1191
Persistent link: https://www.econbiz.de/10011687424
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Anchoring the yield curve using survey expectations
Altavilla, Carlo; Giacomini, Raffaella; Ragusa, Giuseppe - In: Journal of applied econometrics 32 (2017) 6, pp. 1055-1068
Persistent link: https://www.econbiz.de/10011862313
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Long-run risks in the term structure of interest rates : estimation
Doh, Taeyoung - In: Journal of applied econometrics 28 (2013) 3, pp. 478-497
Persistent link: https://www.econbiz.de/10009756493
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Smooth dynamic factor analysis with application to the US term structure of interest rates
Jungbacker, Borus; Koopman, Siem Jan; Wel, Michel van der - In: Journal of applied econometrics 29 (2014) 1, pp. 65-90
Persistent link: https://www.econbiz.de/10010414251
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Information in the Yield curve : a macro-finance approach
Dewachter, Hans; Iania, Leonardo; Lyrio, Marco - In: Journal of applied econometrics 29 (2014) 1, pp. 42-64
Persistent link: https://www.econbiz.de/10010414258
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Monetary policy and exchange rate anomalies in set-identified SVARs : revisited
Rüth, Sebastian; Van der Veken, Wouter - In: Journal of applied econometrics 38 (2023) 7, pp. 1085-1092
Persistent link: https://www.econbiz.de/10014474414