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The stochastic volatility in mean model with time-varying parameters : an application to inflation modeling
Chan, Joshua - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 1, pp. 17-28
Persistent link: https://www.econbiz.de/10011704092
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Behavioral heterogeneity in U.S. inflation dynamics
Cornea-Madeira, Adriana; Hommes, Cars H.; Massaro, Domenico - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 2, pp. 288-300
Persistent link: https://www.econbiz.de/10012176631
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Real-time inflation forecasting in a changing world
Groen, Jan J. J.; Paap, Richard; Ravazzolo, Francesco - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 1, pp. 29-44
Persistent link: https://www.econbiz.de/10009715102
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Estimating potential output, core inflation, and the NAIRU as latent variables
Doménech, Rafael; Gómez, Víctor - In: Journal of business & economic statistics : JBES ; a … 24 (2006) 3, pp. 354-365
Persistent link: https://www.econbiz.de/10003349368
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Consistent significance testing for nonparametric regression
Racine, Jeffrey - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 3, pp. 369-376
Persistent link: https://www.econbiz.de/10001222709
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A continuous-time arbitrage-pricing model with stochastic volatility and jumps
Ho, Mun S. - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 1, pp. 31-43
Persistent link: https://www.econbiz.de/10001203183
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Evidence on structural instability in macroeconomic time series relations
Stock, James H. - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 1, pp. 11-30
Persistent link: https://www.econbiz.de/10001203186
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Can economic time series be differenced to stationarity?
Leybourne, Stephen James - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 4, pp. 435-446
Persistent link: https://www.econbiz.de/10001209345
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Joint variance-ratio tests of the martingale hypothesis for exchange rates
Fong, Wai-mun - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 1, pp. 51-59
Persistent link: https://www.econbiz.de/10001214311
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Comparing predictive accuracy
Diebold, Francis X. - In: Journal of business & economic statistics : JBES ; a … 13 (1995) 3, pp. 253-263
Persistent link: https://www.econbiz.de/10001182358