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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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Interpreting cointegrated models
Campbell, John Y.; Shiller, Robert J. - 1988
Persistent link: https://www.econbiz.de/10000753535
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VAR models as structural approximations
Fair, Ray C. - 1988
Persistent link: https://www.econbiz.de/10000753850
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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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Heteroskedasticity-consistent estimation of the variance-covariance matrix for the almost ideal demand system
Fuss, Melvyn Allan - 1987
Persistent link: https://www.econbiz.de/10000759870
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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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Taming the skew : higher-order moments in modeling asset price processes in finance
Das, Sanjiv R.; Sundaram, Rangarajan K. - 1997
Persistent link: https://www.econbiz.de/10000626665
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The comovements between real activity and prices at different business cycle frequences
Den Haan, Wouter J. - 1996
Persistent link: https://www.econbiz.de/10000588582
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Parametric and non-parametric approaches to price and tax reform
Deaton, Angus; Ng, Serena - 1996
Persistent link: https://www.econbiz.de/10000588628
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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