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81
Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
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1997
Persistent link: https://www.econbiz.de/10000627888
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82
Measuring short-run inflation for central bankers
Cecchetti, Stephen G.
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1996
Persistent link: https://www.econbiz.de/10000609247
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83
The econometrics of ultra-high frequency data
Engle, Robert F.
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1996
Persistent link: https://www.econbiz.de/10000613076
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84
Interpreting spectral analyses in terms of time-domain models
Engle, Robert F.
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1974
Persistent link: https://www.econbiz.de/10000646437
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85
The band pass filter
Christiano, Lawrence J.
;
Fitzgerald, Terry J.
-
1999
Persistent link: https://www.econbiz.de/10001400285
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86
Measuring bubble expectations and investor confidence
Shiller, Robert J.
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1999
Persistent link: https://www.econbiz.de/10001375817
Saved in:
87
The concentration of job destruction
Hall, Robert E.
-
1999
Persistent link: https://www.econbiz.de/10001376956
Saved in:
88
On the interpretation of near random walk behavior in GNP
West, Kenneth D.
-
1987
Persistent link: https://www.econbiz.de/10000731627
Saved in:
89
Unit roots in macroeconomic time series : some critical issues
McCallum, Bennett T.
-
1993
Persistent link: https://www.econbiz.de/10000867499
Saved in:
90
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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