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Monetary policy rules with model and data uncertainty

Ghysels, Eric; Swanson, Norman R.; Callan, Myles - In: Southern economic journal 69 (2002) 2, pp. 239-265

Persistent link: https://www.econbiz.de/10001710469

Essays in econometrics : collected papers of Clive W.J. Granger

Ghysels, Eric (contributor); Granger, C. W. J. (honouree) - 2001

Persistent link: https://www.econbiz.de/10001568987

Changes in seasonal patterns : are they cyclical?

Canova, Fabio - In: Journal of economic dynamics & control 18 (1994) 6, pp. 1143-1171

Persistent link: https://www.econbiz.de/10001170702

Periodic autoregressive conditional heteroscedasticity

Bollerslev, Tim - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 2, pp. 139-160

Persistent link: https://www.econbiz.de/10001203173

Unit-root tests and the statistical pitfalls of seasonal adjustment : the case of US postwar real gross national product

Ghysels, Eric - In: Journal of business & economic statistics : JBES ; a … 8 (1990) 2, pp. 145-152

Persistent link: https://www.econbiz.de/10001086822

The Time-Series Linkages between US Fiscal Policy and Asset Prices

El Montasser, Ghassen - 2020

This paper studies the interplay of fiscal policy and asset price returns of the United States in a time-varying-parameter vector autoregressive model. Using annual data from 1890 to 2013, we study the effects of dynamic shocks to both fiscal policy and asset returns on asset returns and fiscal...

Persistent link: https://www.econbiz.de/10012856275