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Identification and estimation of Gaussian affine term structure models
Hamilton, James D.
;
Wu, Jing Cynthia
- In:
Journal of econometrics
168
(
2012
)
2
,
pp. 315-332
Persistent link: https://www.econbiz.de/10009969403
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The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment
HAMILTON, JAMES D.
;
WU, JING CYNTHIA
- In:
Journal of money, credit and banking : JMCB
44
(
2012
)
1
,
pp. 3-47
Persistent link: https://www.econbiz.de/10009827485
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3
Comment on Investigating nonlinearity
Hamilton, James D.
;
Bond, Dereck
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
9
(
2005
)
3
,
pp. 1-8
Persistent link: https://www.econbiz.de/10009949851
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4
Import prices and inflation
Hamilton, James D.
- In:
International journal of central banking : IJCB
8
(
2012
)
1
,
pp. 271-279
Persistent link: https://www.econbiz.de/10010029596
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5
IDENTIFICATION AND ESTIMATION OF GAUSSIAN AFFINE TERM STRUCTURE MODELS
Hamilton, James D
;
Wu, Jing Cynthia
-
2012
Persistent link: https://www.econbiz.de/10009836852
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6
THE EFFECTIVENESS OF ALTERNATIVE MONETARY POLICY TOOLS IN A ZERO LOWER BOUND ENVIRONMENT
Hamilton, James D
;
Wu, Jing Cynthia
-
2011
Persistent link: https://www.econbiz.de/10008998846
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7
TESTABLE IMPLICATIONS OF AFFINE TERM STRUCTURE MODELS
Hamilton, James D
;
Wu, Jing Cynthia
-
2011
Persistent link: https://www.econbiz.de/10009000135
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8
Correcting Estimation Bias in Dynamic Term Structure Models
Bauer, Michael D.
;
Rudebusch, Glenn D.
;
Wu, Jing Cynthia
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
3
,
pp. 454-468
Persistent link: https://www.econbiz.de/10009995985
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9
Measuring the Liquidity Effect
Hamilton, James D.
- In:
The American economic review
87
(
1997
)
1
,
pp. 80-97
Persistent link: https://www.econbiz.de/10007307018
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10
What Do the Leading Indicators Lead?
Hamilton, James D.
;
Perez-Quiros, Gabriel
- In:
The journal of business : B
69
(
1996
)
1
,
pp. 27-50
Persistent link: https://www.econbiz.de/10007317437
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