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Maximum likelihood estimation with HP filtered data : an invariance theorem
Cogley, Timothy - 1994
Persistent link: https://www.econbiz.de/10000905755
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Estimating dynamic rational expectations models when the trend specification is uncertain
Cogley, Timothy - 1996
Persistent link: https://www.econbiz.de/10000939630
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Output dynamics in real business cycle models
Cogley, Timothy; Nason, James Michael - 1993 - Rev
Persistent link: https://www.econbiz.de/10000895524
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A frequency decomposition of approximation errors in stochastic discount factor models
Cogley, Timothy - 1997
Persistent link: https://www.econbiz.de/10001362976
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Idiosyncratic risk and the equity premium : evidence from the consumer expenditure survey
Cogley, Timothy - 1998
Persistent link: https://www.econbiz.de/10001365764
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A simple adaptive measure of core inflation
Cogley, Timothy - 1998
Persistent link: https://www.econbiz.de/10001365788
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Panel evidence on the speed of convergence
Cogley, Timothy; Spiegel, Mark M. - 1997
Persistent link: https://www.econbiz.de/10001362958