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Shocks, structures or monetary policies? : the Euro Area and US after 2001
Christiano, Lawrence J.; Motto, Roberto; Rostagno, Massimo - In: Journal of economic dynamics & control 32 (2008) 8, pp. 2476-2506
Persistent link: https://www.econbiz.de/10003745421
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Assessing monetary policy effects using daily federal funds futures contracts
Hamilton, James D. - In: Review / Federal Reserve Bank of St. Louis 90 (2008) 4, pp. 377-393
Persistent link: https://www.econbiz.de/10003764403
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Ambiguity in American monetary and fiscal policy
Sargent, Thomas J. - In: Japan and the world economy : international journal of … 18 (2006) 3, pp. 324-330
Persistent link: https://www.econbiz.de/10003340083
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Daily monetary policy shocks and new home sales
Hamilton, James D. - In: Journal of monetary economics 55 (2008) 7, pp. 1171-1190
Persistent link: https://www.econbiz.de/10003791628
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Causes and consequences of the oil shock of 2007-08
Hamilton, James D. - In: Brookings papers on economic activity : BPEA (2009) 1, pp. 215-283
Persistent link: https://www.econbiz.de/10003890384
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The research interests of Paul Newbold
Granger, C. W. J.; Leybourne, Stephen James - In: Econometric theory 25 (2009) 6, pp. 1460-1465
Persistent link: https://www.econbiz.de/10003904380
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Politics and efficiency of separating capital and ordinary government budgets
Bassetto, Marco; Sargent, Thomas J. - In: The quarterly journal of economics 121 (2006) 4, pp. 1167-1210
Persistent link: https://www.econbiz.de/10003406168
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On the consequences of demographic change for rates of returns to capital, and the distribution of wealth and welfare
Krueger, Dirk; Ludwig, Alexander - In: Journal of monetary economics 54 (2007) 1, pp. 49-87
Persistent link: https://www.econbiz.de/10003430061
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Testing for time series linearity
Harvey, David I.; Leybourne, Stephen James - In: The econometrics journal 10 (2007) 1, pp. 149-165
Persistent link: https://www.econbiz.de/10003451752
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Sources of variation in holding returns for fed funds futures contracts
Hamilton, James D.; Okimoto, Tatsuyoshi - In: The journal of futures markets 31 (2011) 3, pp. 205-229
Persistent link: https://www.econbiz.de/10008908404