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Interest rates and money in the measurement of monetary policy
Belongia, Michael T.; Ireland, Peter N. - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 2, pp. 255-269
Persistent link: https://www.econbiz.de/10011390033
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Regime switching in interest rates
Ang, Andrew; Bekaert, Geert - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 2, pp. 163-182
Persistent link: https://www.econbiz.de/10001660371
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Markov-switching and stochastic volatility diffusion models of short-term interest rates
Smith, Daniel R. - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 2, pp. 183-197
Persistent link: https://www.econbiz.de/10001660372
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Exogeneity, cointegration, and economic policy analysis
Ericsson, Neil R. - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 4, pp. 370-387
Persistent link: https://www.econbiz.de/10001251809
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Locally stationary quantile regression for inflation and interest rates
Xu, Zhuying; Kim, Seonjin; Zhao, Zhibiao - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 838-851
Persistent link: https://www.econbiz.de/10013534562
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Forecasting the volatility of Australian stock returns : do common factors help?
Anderson, Heather M.; Vahid, Farshid - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 1, pp. 76-90
Persistent link: https://www.econbiz.de/10003410168
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Estimating end-use demand : a Bayesian approach
Bauwens, Luc - In: Journal of business & economic statistics : JBES ; a … 12 (1994) 2, pp. 221-231
Persistent link: https://www.econbiz.de/10001167109
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Modeling inflation in Australia
De Brouwer, Gordon J. - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 4, pp. 433-449
Persistent link: https://www.econbiz.de/10001251802
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Out-of-sample performance of discrete-time spot interest rate models
Hong, Yongmiao; Li, Haitao; Zhao, Feng - In: Journal of business & economic statistics : JBES ; a … 22 (2004) 4, pp. 457-473
Persistent link: https://www.econbiz.de/10002374062
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Bayesian estimation of stochastic discount factors
Gordon, Stephen F. - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 4, pp. 412-420
Persistent link: https://www.econbiz.de/10001209350