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Modeling the ECU against the US dollar : a structural monetary interpretation
Funding La Cour, Lisbeth; MacDonald, Ronald - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 4, pp. 436-450
Persistent link: https://www.econbiz.de/10001521509
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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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Likelihood-based cointegration analysis in panels of vector error-correction models
Groen, Jan J. J.; Kleibergen, Frank - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 2, pp. 295-318
Persistent link: https://www.econbiz.de/10001760364
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The effect of dependence on European market risk : a nonparametric time varying approach
Ascorbebeitia, Jone; Ferreira, Eva; Orbe-Mandaluniz, Susan - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 913-923
Persistent link: https://www.econbiz.de/10013534579
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Are statistical reporting agencies getting it right? Data rationality and business cycle asymmetry
Swanson, Norman R.; Dijk, Dick van - In: Journal of business & economic statistics : JBES ; a … 24 (2006) 1, pp. 24-42
Persistent link: https://www.econbiz.de/10003279768
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Idiosyncratic volatility, stock market volatility, and expected stock returns
Guo, Hui; Savickas, Robert - In: Journal of business & economic statistics : JBES ; a … 24 (2006) 1, pp. 43-56
Persistent link: https://www.econbiz.de/10003279769
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A note on common cycles, common trends and convergence
Carvalho, Vasco M.; Harvey, Andrew C.; Trimbur, Thomas - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 1, pp. 12-20
Persistent link: https://www.econbiz.de/10003410120
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Market-based measures of monetary policy expectations
Gürkaynak, Refet S.; Sack, Brian; Swanson, Eric T. - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 2, pp. 201-212
Persistent link: https://www.econbiz.de/10003463638
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Dynamic factors and the source of momentum profits
Yao, Tong - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 2, pp. 211-226
Persistent link: https://www.econbiz.de/10003675698
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Cromwell's rule and the role of the prior in the economic metric : an application to the portfolio allocation problem
Roskelley, Kenneth D. - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 2, pp. 227-236
Persistent link: https://www.econbiz.de/10003675716