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Does the macroeconomy predict UK asset returns in a nonlinear fashion? : comprehensive out-of-sample evidence
Guidolin, Massimo; Hyde, Stuart; McMillan, David G.; … - In: Oxford bulletin of economics and statistics 76 (2014) 4, pp. 510-535
Persistent link: https://www.econbiz.de/10010474888
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The equity premium and structural breaks
Pástor, Ľuboš; Stambaugh, Robert F. - 2000
Persistent link: https://www.econbiz.de/10001493300
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The econometrics of ultra-high frequency data
Engle, Robert F. - 1996
Persistent link: https://www.econbiz.de/10000613076
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Diffusion indexes
Stock, James H.; Watson, Mark W. - 1998
Persistent link: https://www.econbiz.de/10000674170
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Nonlinearities and fractional integration in the US unemployment rate
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Oxford bulletin of economics and statistics 69 (2007) 4, pp. 521-544
Persistent link: https://www.econbiz.de/10003506541
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Periodic unobserved cycles in seasonal time series with an application to US unemployment
Koopman, Siem Jan; Ooms, Marius; Hindrayanto, Irma - In: Oxford bulletin of economics and statistics 71 (2009) 5, pp. 683-713
Persistent link: https://www.econbiz.de/10003875192
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Semiparametric estimates for monetary policy effects : string theory revisited
Angrist, Joshua D.; Jordà, Òscar; Kuersteiner, Guido M. - 2013
Persistent link: https://www.econbiz.de/10010126659
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DSGE model-based forecasting of non-modelled variables
Schorfheide, Frank; Sill, D. Keith; Kryshko, Maxym - 2009
Persistent link: https://www.econbiz.de/10003827739
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Time-series evidence of the effect of the minimum wage on youth employment and unemployment
Borwn, Charles; Gilroy, Curtis; Kohen, Andrew - 1981
Persistent link: https://www.econbiz.de/10003256208
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Implications of dynamic factor models for VAR analysis
Stock, James H.; Watson, Mark W. - 2005
Persistent link: https://www.econbiz.de/10003029669