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A classical view of the business cycle
Belongia, Michael T.; Ireland, Peter N. - 2019
Persistent link: https://www.econbiz.de/10012061335
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Implications of dynamic factor models for VAR analysis
Stock, James H.; Watson, Mark W. - 2005
Persistent link: https://www.econbiz.de/10003029669
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On the relationship between the conditional mean and volatility of stock returns : a latent VAR approach
Brandt, Michael W.; Kang, Qiang - 2002
Persistent link: https://www.econbiz.de/10001683143
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Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben; Bollerslev, Tim - 1997
Persistent link: https://www.econbiz.de/10000627888
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Modeling and forecasting realized volatility
Andersen, Torben (contributor) - 2001
Persistent link: https://www.econbiz.de/10001561837
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Monetary policy and asset valuation : evidence from a Markov-switching cay
Bianchi, Francesco; Lettau, Martin; Ludvigson, Sydney C. - 2016
Persistent link: https://www.econbiz.de/10011540476
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Letting different views about business cycles compete
Beaudry, Paul; Lucke, Bernd - 2009
Persistent link: https://www.econbiz.de/10003843611
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Diffusion indexes
Stock, James H.; Watson, Mark W. - 1998
Persistent link: https://www.econbiz.de/10000674170
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Bayesian variable selection for nowcasting economic time series
Scott, Steven L.; Varian, Hal R. - 2013
Persistent link: https://www.econbiz.de/10010205275
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Understanding uncertainty shocks and the role of black swans
Orlik, Anna; Veldkamp, Laura - 2014
Persistent link: https://www.econbiz.de/10010414287