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Comments on "Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series : a re-examination

Novales, Alfonso - In: International journal of forecasting 21 (2005) 4, pp. 775-780

Persistent link: https://www.econbiz.de/10003150708

Macroeconomic and financial determinants of the volatility of corporate bond returns

Nieto Domenech, Belen; Novales, Alfonso; Rubio, Gonzalo - In: The quarterly journal of finance 5 (2015) 4, pp. 1-41

Persistent link: https://www.econbiz.de/10011414145

Reply: [Comments on "Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series : a re-examination]

Teräsvirta, Timo; Dijk, Dick van; Medeiros, Marcelo C. - In: International journal of forecasting 21 (2005) 4, pp. 781-783

Persistent link: https://www.econbiz.de/10003150710

Forecasting with money demand functions : the UK case

García-Ferrer, Antonio - In: Journal of forecasting 17 (1998) 2, pp. 125-145

Persistent link: https://www.econbiz.de/10001244491

Solving nonlinear rational expectations models : a stochastic equilibrium model of interest rates

Novales, Alfonso - In: Econometrica : journal of the Econometric Society, an … 58 (1990) 1, pp. 93-111

Persistent link: https://www.econbiz.de/10001084880

Descomposición de series temporales, con una aplicación a la oferta monetaria en España : comentarios y contestación

Espasa Terrades, Antoni (comment); Treadway, Arthur (comment) - 1987

Persistent link: https://www.econbiz.de/10000852174

Long-term swings and seasonality in energy markets

Moreno, Manuel; Novales, Alfonso; Platania, Federico - In: European journal of operational research : EJOR 279 (2019) 3, pp. 1011-1023

Persistent link: https://www.econbiz.de/10012102827

Disentangling permanent and transitory monetary shocks with a nonlinear taylor rule

Lafuente, Juan Angel; Monfort, Mercedes; Pérez, Rafaela; … - In: Economics : the open-access, open-assessment journal 15 (2021) 1, pp. 150-162

This article provides an estimation method to decompose monetary policy innovations into persistent and transitory components using the nonlinear Taylor rule proposed in Andolfatto, Hendry, and Moran (2008) [Are inflation expectations rational? Journal of Monetary Economics , 55 , 406-422]. To...

Persistent link: https://www.econbiz.de/10012887149