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Essays on consumption and expected returns
Yogo, Motohiro - 2004
Persistent link: https://www.econbiz.de/10003387664
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Identifying long-run risks : a Bayesian mixed-frequency approach
Schorfheide, Frank; Song, Dongho; Yaron, Amir - 2014 - This version: June 24, 2014
Persistent link: https://www.econbiz.de/10010484306
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Identifying long-run risks : a Bayesian mixed-frequency approach
Schorfheide, Frank; Song, Dongho; Yaron, Amir - 2014
Persistent link: https://www.econbiz.de/10010392642
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Forecasting with the almost ideal demand system / evidence from some alternative dynamic specifications
Chambers, Marcus J. - In: Applied economics 29 (1997) 7, pp. 935-943
Persistent link: https://www.econbiz.de/10001224835
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Model selection and forecasting ability of theory-constrained food demand systems
Kastens, Terry L. - In: American journal of agricultural economics 78 (1996) 2, pp. 301-312
Persistent link: https://www.econbiz.de/10001203431
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Non-linear dynamics and predictable forecast errors : an application to the OECD forecasts for Germany
Antzulatos, Angelos A. (contributor);  … - 2003
Persistent link: https://www.econbiz.de/10001756414
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Generating market elasticity estimates using cross-sectional first-choice and second-choice data
Bordley, Robert F. - In: Journal of business & economic statistics : JBES ; a … 7 (1989) 1, pp. 141-146
Persistent link: https://www.econbiz.de/10001090218
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Non-linear dynamics and predictable forecast errors : an application to the OECD forecasts for Germany
Antzulatos, Angelos A. - 2003
Persistent link: https://www.econbiz.de/10013430530
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The irrational economist : making decisions in a dangerous world
Michel-Kerjan, Erwann (ed.); Slovic, Paul (contributor) - 2010 - 1. ed.
Persistent link: https://www.econbiz.de/10003890001
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Diagnosis and prediction of market rebounds in financial markets
Yan, Wanfeng; Woodard, Ryan; Sornette, Didier - 2010
We introduce the concept of “negative bubbles” as the mirror image of standard financial bubbles, in which positive feedback mechanisms may lead to transient accelerating price falls. To model these negative bubbles, we adapt the Johansen-Ledoit-Sornette (JLS) model of rational expectation...
Persistent link: https://www.econbiz.de/10003979508