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Rational expectations, inflation and the nominal interest rate
Crockett, Jean A. - In: Journal of econometrics 83 (1998) 1, pp. 349-363
Persistent link: https://www.econbiz.de/10001336942
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The affine arbitrage-free class of Nelson-Siegel term structure models
Christensen, Jens H. E.; Diebold, Francis X.; … - In: Journal of econometrics 164 (2011) 1, pp. 4-20
Persistent link: https://www.econbiz.de/10009270418
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Forecasting the term structure of government bond yields
Diebold, Francis X.; Li, Canlin - In: Journal of econometrics 130 (2006) 2, pp. 337-364
Persistent link: https://www.econbiz.de/10003277971
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Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
Fan, Jianqing; Ke, Yuan; Liao, Yuan - In: Journal of econometrics 222 (2021) 1,2, pp. 269-294
Persistent link: https://www.econbiz.de/10012619418
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Increased correlation among asset classes : Are volatility or jumps to blame, or both?
Aït-Sahalia, Yacine; Xiu, Dacheng - In: Journal of econometrics 194 (2016) 2, pp. 205-219
Persistent link: https://www.econbiz.de/10011705106
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Predictable returns and asset allocation : should a skeptical investor time the market?
Wachter, Jessica; Warusawitharana, Missaka - In: Journal of econometrics 148 (2009) 2, pp. 162-178
Persistent link: https://www.econbiz.de/10003833758
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Are bond returns predictable with real-time macro data?
Huang, Dashan; Jiang, Fuwei; Li, Kunpeng; Tong, Guoshi; … - In: Journal of econometrics 237 (2023) 2,3, pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
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Testing exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren; Swensen, Anders Rygh - In: Journal of econometrics 93 (1999) 1, pp. 73-91
Persistent link: https://www.econbiz.de/10001406640
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Quasi-rational expectations, an alternative to fully rational expectations : an application to US beef cattle supply
Nerlove, Marc L. - In: Journal of econometrics 83 (1998) 1, pp. 129-161
Persistent link: https://www.econbiz.de/10001336950
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Another look at the identification of current rational-expectations models
Rayner, Janne - In: Journal of econometrics 47 (1991) 2, pp. 305-331
Persistent link: https://www.econbiz.de/10001099506