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Forecasting in business and economics

Granger, C. W. J. - 1989 - 2. ed.

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Trends, cycles and convergence

Harvey, Andrew C. - 2002

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

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

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Harvey, Andrew C. - In: Journal of applied econometrics 8 (1993) 3, pp. 231-247

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Unit-root tests and asymmetric adjustment with an example using the term structure of interest rates

Enders, Walter - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 3, pp. 304-311

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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