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Maximum-likelihood estimation of fractional cointegration with and application to US and Canadian bond rates
Dueker, Michael - In: The review of economics and statistics 80 (1998) 3, pp. 420-426
Persistent link: https://www.econbiz.de/10001245211
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The volatility of long-term bond returns : persistent interest shocks and time-varying risk premiums
Osterrieder, Daniela; Schotman, Peter C. - In: The review of economics and statistics 99 (2017) 5, pp. 884-895
Persistent link: https://www.econbiz.de/10011781305
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On seasonal cycles, unit roots, and mean shifts
Franses, Philip Hans - In: The review of economics and statistics 80 (1998) 2, pp. 231-245
Persistent link: https://www.econbiz.de/10001240839
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Demographic structure and asset returns
Poterba, James M. - In: The review of economics and statistics 83 (2001) 4, pp. 565-584
Persistent link: https://www.econbiz.de/10001627206
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Scaling factors in estimation of time-nonseparable utility functions
Ni, Shawn X. - In: The review of economics and statistics 79 (1997) 2, pp. 234-240
Persistent link: https://www.econbiz.de/10001222423
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Arbitrage and the savings behavior of state governments
Metcalf, Gilbert E. - In: The review of economics and statistics 72 (1990) 3, pp. 390-396
Persistent link: https://www.econbiz.de/10001093170
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Secular economic changes and bond yields
Feunou, Bruno; Fontaine, Jean-Sébastien - In: The review of economics and statistics 105 (2023) 2, pp. 408-424
Persistent link: https://www.econbiz.de/10014295668
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A tale of two effects
Evans, Paul D.; Wang, Xiaojun - In: The review of economics and statistics 90 (2008) 1, pp. 147-157
Persistent link: https://www.econbiz.de/10003689903
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Can self-control explain avoiding free money? : evidence from interest-free student loans
Cadena, Brian C.; Keys, Benjamin J. - In: The review of economics and statistics 95 (2013) 4, pp. 1117-1129
Persistent link: https://www.econbiz.de/10010231023
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The effects of usury laws : evidence from the online loan market
Rigbi, Oren - In: The review of economics and statistics 95 (2013) 4, pp. 1238-1248
Persistent link: https://www.econbiz.de/10010231852