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Roughing it up : including jump components in the measurement, modeling, and forecasting of return volatility
Andersen, Torben; Bollerslev, Tim; Diebold, Francis X. - In: The review of economics and statistics 89 (2007) 4, pp. 701-720
Persistent link: https://www.econbiz.de/10003567164
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The effects of monetary policy shocks : evidence from the flow of funds
Christiano, Lawrence J. - In: The review of economics and statistics 78 (1996) 1, pp. 16-34
Persistent link: https://www.econbiz.de/10001334373
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Modelling the coherence in short-run nominal exchange rates : a multivariate generalized ARCH model
Bollerslev, Tim - In: The review of economics and statistics 72 (1990) 3, pp. 498-505
Persistent link: https://www.econbiz.de/10001093160
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Revisions in utilization-adjusted TFP and robust identification of news shocks
Kurmann, André; Sims, Eric R. - In: The review of economics and statistics 103 (2021) 2, pp. 216-235
Persistent link: https://www.econbiz.de/10012649770
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Are supply shocks contractionary at the ZLB? : evidence from utilization-adjusted TFP data
Garín, Julio; Lester, Robert; Sims, Eric R. - In: The review of economics and statistics 101 (2019) 1, pp. 160-175
Persistent link: https://www.econbiz.de/10012039391