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Peso problem explanations for term structure anomalies
Bekaert, Geert; Hodrick, Robert J.; Marshall, David Aaron - In: Journal of monetary economics 48 (2001) 2, pp. 241-270
Persistent link: https://www.econbiz.de/10001610860
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Modeling long-run behavior with the fractional ARIMA model
Sowell, Fallaw - In: Journal of monetary economics 29 (1992) 2, pp. 277-302
Persistent link: https://www.econbiz.de/10001123002
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On the adjustment matrix in error correction models
Rossana, Robert J. - In: Journal of monetary economics 42 (1998) 2, pp. 427-444
Persistent link: https://www.econbiz.de/10001249300
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Asymmetric persistence in GDP? : A deeper look at depth
Hess, Gregory D. - In: Journal of monetary economics 40 (1997) 3, pp. 535-554
Persistent link: https://www.econbiz.de/10001231050
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The Hamilton model with a general autoregressive component : estimation and comparison with other models of economic time series
Lam, Pok-sang - In: Journal of monetary economics 26 (1990) 3, pp. 409-432
Persistent link: https://www.econbiz.de/10001102486
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The zero lower bound and estimation accuracy
Atkinson, Tyler; Richter, Alexander W.; Throckmorton, … - In: Journal of monetary economics 115 (2020), pp. 249-264
Persistent link: https://www.econbiz.de/10012383697
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On DeJong and Whiteman's Bayesian inference for the unit root model
Sowell, Fallaw - In: Journal of monetary economics 28 (1991) 2, pp. 255-263
Persistent link: https://www.econbiz.de/10001115230
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Time series decomposition and measurement of business cycles, trends and growth cycles
Zarnowitz, Victor; Ozyildirim, Ataman - In: Journal of monetary economics 53 (2006) 7, pp. 1717-1739
Persistent link: https://www.econbiz.de/10003381924
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Long-run bulls and bears
Albuquerque, Rui; Eichenbaum, Martin S.; Papanikolaou, … - In: Journal of monetary economics 76 (2015), pp. 21-36
Persistent link: https://www.econbiz.de/10011488090
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Cross-sectional heterogeneity and the persistence of aggregate fluctuations
Michelacci, Claudio - In: Journal of monetary economics 51 (2004) 7, pp. 1321-1352
Persistent link: https://www.econbiz.de/10002388569