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A historical analysis of the Taylor curve

Olson, Eric; Enders, Walter - In: Journal of money, credit and banking : JMCB 44 (2012) 7, pp. 1285-1299

Persistent link: https://www.econbiz.de/10009693645

The time-varying correlation between uncertainty, output, and inflation : evidence from a DCC-GARCH model

Jones, Paul M.; Olson, Eric - In: Economics letters 118 (2013) 1, pp. 33-37

Persistent link: https://www.econbiz.de/10009706894

A reexamination of real stock returns, real interest rates, real activity, and inflation : evidence from a large data set

Jones, Paul; Olson, Eric; Wohar, Mark E. - In: The financial review : the official publication of the … 52 (2017) 3, pp. 405-433

Persistent link: https://www.econbiz.de/10011734605

Presidential approval and macroeconomic conditions : evidence from a nonlinear model

Choi, Seung-Whan; James, Patrick; Li, Yitan; Olson, Eric - In: Applied economics 48 (2016) 46/48, pp. 4558-4572

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Oil sentiment and the U.S. inflation premium

Alturki, Sultan; Olson, Eric - In: Energy economics 114 (2022), pp. 1-13

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The time-varying correlation between uncertainty, output, and inflation: Evidence from a DCC-GARCH model

Jones, Paul M.; Olson, Eric - In: Economics Letters 118 (2013) 1, pp. 33-37

Using a new uncertainty index from Baker et al. (2012), we evaluate the time-varying correlation between macroeconomic uncertainty, inflation, and output. Estimation results from a multivariate DCC-GARCH model reveal that the sign of the correlation between macroeconomic uncertainty and...

Persistent link: https://www.econbiz.de/10011041676