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Do estimated Taylor rules suffer from weak identification?
Urquiza, Juan I.; Murray, Christian J. - 2017 - This draft: September, 2017
Persistent link: https://www.econbiz.de/10011803115
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Pitfalls in the estimation of continuous time interest rate models : the case of the CIR model
Gouriéroux, Christian; Monfort, Alain - In: Annals of economics and statistics 109/110 (2013), pp. 25-61
Persistent link: https://www.econbiz.de/10009779723
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Least squares learning and the US Treasury bill rate
Mishra, Sagarika; Dhole, Sandip - In: Economic systems 38 (2014) 2, pp. 194-204
Persistent link: https://www.econbiz.de/10010459729
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Optimizing time-series forecasts for inflation and interest rates using simulation and model averaging
Jumah, Adusei; Kunst, Robert M. - 2008
Persistent link: https://www.econbiz.de/10003778880
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A bootstrap test for the comparison of nonlinear time series : with application to interest rate modelling
Dette, Holger (contributor); Weißbach, Rafael (contributor) - 2006
We study the drift of stationary diffusion processes in a time series analysis of the autoregression function. A marked empirical process measures the difference between the nonparametric regression functions of two time series. We bootstrap the distribution of a Kolmogorov-Smirnov-type test...
Persistent link: https://www.econbiz.de/10003355165
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Optimizing time-series forecasts for inflation and interest rates using simulation and model averaging
Jumah, Adusei; Kunst, Robert M. - 2008
Motivated by economic-theory concepts - the Fisher hypothesis and the theory of the term structure - we consider a …
Persistent link: https://www.econbiz.de/10009735355
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Multiple comparisons and joint significance in panel unit root testing with evidence on international interest rate linkage
Hassler, Uwe; Werkmann, Verena - In: Jahrbücher für Nationalökonomie und Statistik 234 (2014) 1, pp. 23-43
Persistent link: https://www.econbiz.de/10010232366
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Optimizing time-series forecasts for inflation and interest rates using simulation and model averaging
Jumah, Adusei; Kunst, Robert M. - In: Applied economics 48 (2016) 43/45, pp. 4366-4378
Persistent link: https://www.econbiz.de/10011640093
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Is interest rate uncertainty a predictor of investment volatility? : evidence from the wild bootstrap likelihood ratio approach
Olasehinde-Williams, Godwin; Özkan, Oktay - In: Journal of economics and finance : JEF 46 (2022) 3, pp. 507-521
Persistent link: https://www.econbiz.de/10013442205
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Is the Fisher effect asymmetric? : cointegration analysis and expectations measurement
Cushman, David O.; De Vita, Glauco; Trachanas, Emmanouil - In: International journal of finance & economics : IJFE 28 (2023) 4, pp. 3727-3748
Persistent link: https://www.econbiz.de/10014429167