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The Structural Break in the Equity Premium
Kim, Chang-Jin; Morley, James C.; Nelson, Charles R. - In: Journal of business & economic statistics : JBES ; a … 23 (2005) 2, pp. 181-191
Persistent link: https://www.econbiz.de/10008214399
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A Kalman filter approach to characterizing the Canadian term structure of interest rates
Gravelle, Toni; Morley, James C. - In: Applied financial economics 15 (2005) 10, pp. 691-706
Persistent link: https://www.econbiz.de/10007641402
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WHY ARE THE BEVERIDGE-NELSON AND UNOBSERVED-COMPONENTS DECOMPOSITIONS OF GDP SO DIFFERENT?
Morley, James C.; Nelson, Charles R.; Zivot, Eric - In: The review of economics and statistics 85 (2003) 2, pp. 235-243
Persistent link: https://www.econbiz.de/10006370041
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Does an intertemporal tradeoff between risk and return explain mean reversion in stock prices?
Kim, Chang-Jin; Morley, James C.; Nelson, Charles R. - In: Journal of empirical finance 8 (2001) 4, pp. 403-426
Persistent link: https://www.econbiz.de/10007238519
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THE ADJUSTMENT OF PRICES AND THE ADJUSTMENT OF THE EXCHANGE RATE - WORKING PAPER
Engel, Charles; Morley, James C. - 2001
Persistent link: https://www.econbiz.de/10006976823
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A state-space approach to calculating the Beveridge-Nelson decomposition
Morley, James C. - In: Economics letters 75 (2002) 1, pp. 123-128
Persistent link: https://www.econbiz.de/10006769534
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THE TWO INTERPRETATIONS OF THE BEVERIDGE???NELSON DECOMPOSITION
Morley, James C. - In: Macroeconomic dynamics 15 (2010) 3, pp. 419-440
Persistent link: https://www.econbiz.de/10009166339