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Intuitive and reliable estimates of the output gap from a Beveridge-Nelson filter
Kamber, Güneş; Morley, James C.; Wong, Benjamin - In: The review of economics and statistics 100 (2018) 3, pp. 550-566
Persistent link: https://www.econbiz.de/10011882144
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Dividends, total cash flow to shareholders, and predictive return regressions
Robertson, Donald; Wright, Stephen - In: The review of economics and statistics 88 (2006) 1, pp. 91-99
Persistent link: https://www.econbiz.de/10003310682
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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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Efficient prediction of excess returns
Faust, Jon; Wright, Jonathan H. - In: The review of economics and statistics 93 (2011) 2, pp. 647-659
Persistent link: https://www.econbiz.de/10009161567
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Good volatility, bad volatility : signed jumps and the persistence of volatility
Patton, Andrew J.; Sheppard, Kevin - In: The review of economics and statistics 97 (2015) 3, pp. 683-697
Persistent link: https://www.econbiz.de/10011333073
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Testing the predictability of stock returns
Lanne, Markku - In: The review of economics and statistics 84 (2002) 3, pp. 407-415
Persistent link: https://www.econbiz.de/10001691395
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Multivariate density forecast evaluation and calibration in financial risk management : high-frequency returns on foreign exchange
Diebold, Francis X.; Hahn, Jinyong; Tay, Anthony S. A. - In: The review of economics and statistics 81 (1999) 4, pp. 661-673
Persistent link: https://www.econbiz.de/10001437391
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Decomposing productivity growth in the U. S. computer industry
Chun, Hyunbae; Nadiri, Mohammed Ishaq - In: The review of economics and statistics 90 (2008) 1, pp. 174-180
Persistent link: https://www.econbiz.de/10003690075
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Trends in U. S. wage inequality : revising the revisionists
Autor, David H.; Katz, Lawrence F.; Kearney, Melissa … - In: The review of economics and statistics 90 (2008) 2, pp. 300-323
Persistent link: https://www.econbiz.de/10003699468
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Inter-industry strategic R&D and supplier-demander relationships
Chang, Andrew C. - In: The review of economics and statistics 95 (2013) 2, pp. 491-499
Persistent link: https://www.econbiz.de/10009763725