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Analysing yield spread and output dynamics in an endogenous Markov switching regression framework
Bhar, Ramaprasad; Hamori, Shigeyuki - In: Asia-Pacific financial markets 14 (2007) 1/2, pp. 141-156
Persistent link: https://www.econbiz.de/10003609540
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Reconciling cyclical movements in the marginal value of time and the marginal product of labor
Hall, Robert Ernest - In: Journal of political economy 117 (2009) 2, pp. 281-323
Persistent link: https://www.econbiz.de/10003856173
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Volatility transmission of swap spreads among the US, Japan and the UK : a cross-correlation function approach
Toyoshima, Yuki; Hamori, Shigeyuki - In: Applied financial economics 22 (2012) 10/12, pp. 849-862
Persistent link: https://www.econbiz.de/10009625006
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Causality-in-mean and causality-in-variance among electricity prices, crude oil prices, and yen-US dollar exchange rates in Japan
Nakajima, Tadahiro; Hamori, Shigeyuki - In: Research in international business and finance 26 (2012) 3, pp. 371-386
Persistent link: https://www.econbiz.de/10009615925
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Volatility transmission between Japan, UK and USA in daily stock returns
Tanizaki, Hisashi; Hamori, Shigeyuki - In: Empirical economics : a journal of the Institute for … 36 (2009) 1, pp. 27-54
Persistent link: https://www.econbiz.de/10003804532
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Measuring response of output growth to changes in yield spread in a state switching framework
Bhar, Ramaprasad; Hamori, Shigeyuki - In: Journal of economic and social measurement 33 (2008) 4, pp. 221-239
Persistent link: https://www.econbiz.de/10003842363
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How much do we understand about the modern recession?
Hall, Robert Ernest - In: Brookings papers on economic activity : BPEA (2007) 2, pp. 13-30
Persistent link: https://www.econbiz.de/10003654911
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Job loss, job finding, and unemployment in the US economy over the past fifty years
Hall, Robert Ernest - In: NBER macroeconomics annual 20 (2006), pp. 101-137
Persistent link: https://www.econbiz.de/10003350360
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Stock returns and real activity : new evidence from the United States and Japan
Hamori, Shigeyuki; Anderson, David A.; Hamori, Naoko - In: Quarterly journal of business and economics : QJBE 41 (2002) 3/4, pp. 95-114
Persistent link: https://www.econbiz.de/10002073325
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Employment efficiency and sticky wages : evidence from flows in the labor market
Hall, Robert Ernest - In: The review of economics and statistics 87 (2005) 3, pp. 398-407
Persistent link: https://www.econbiz.de/10003086352