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Stochastic trends and short-run relationships between financial variables and real activity
Konishi, Toru - 1993
Persistent link: https://www.econbiz.de/10000856442
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Recent estimates of time-variation in the conditional variance and in the exchange risk premium
Frankel, Jeffrey A. - 1987
Persistent link: https://www.econbiz.de/10000730437
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On the existence and interpretation of a "unit root" in US GNP
DeLong, James Bradford; Summers, Lawrence Henry - 1988
Persistent link: https://www.econbiz.de/10000756186
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Consumer durables and inertial behavior : estimation and aggregation of (S,s) rules
Attanasio, Orazio P. - 1995
Persistent link: https://www.econbiz.de/10000552854
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The long-run US, UK real exchange rate
Engel, Charles; Kim, Chang-jin - 1996
Persistent link: https://www.econbiz.de/10000604986
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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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Sources of bias in women's wage equations : results using sibling data
Neumark, David; Korenman, Sanders - 1992
Persistent link: https://www.econbiz.de/10000136629
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Testing long run neutrality
King, Robert G.; Watson, Mark W. - 1992
Persistent link: https://www.econbiz.de/10000136752
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Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X.; Hahn, Jinyong; Tay, Anthony S. - 1998
Persistent link: https://www.econbiz.de/10000682409
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Regime switches in interest rates
Ang, Andrew; Bekaert, Geert - 1998
Persistent link: https://www.econbiz.de/10000660440