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Mean reversion in asset returns and time non-separable preferences
Zemčík, Petr - In: International review of economics & finance : IREF 10 (2001) 3, pp. 223-245
Persistent link: https://www.econbiz.de/10001600978
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Introductory business & economic forecasting
Newbold, Paul; Bos, Theodore - 1994 - 2. ed.
Persistent link: https://www.econbiz.de/10000887984
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A stochastic evaluation of the short-range economic assumptions in the 1994 OASDI trustees report
Foster, Richard S. - 1994
Persistent link: https://www.econbiz.de/10000893693
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Financial markets and the theory of chaos
Gilmore, Claire Gilbert - 1992
Persistent link: https://www.econbiz.de/10000896128
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An investigation of nonlinearities and chaos in exchange-rates
Ellis, Jennifer Mary - 1992
Persistent link: https://www.econbiz.de/10000896131
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Three essays in dynamic macroeconomics
Levy, Daniel C. - 1990
Persistent link: https://www.econbiz.de/10000863257
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A strategy for monetary policy using a multiple time series model
Fujihara, Roger Arnold - 1988
Persistent link: https://www.econbiz.de/10000829254
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The M2-competition : a budget related empirical forecasting study
Makridakis, Spyros G. (contributor) - 1992
Persistent link: https://www.econbiz.de/10000831914
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Estimating a multivariate ARMA model with mixed-frequency data : an application to forecasting US GNP at monthly intervals
Zadrozny, Peter A. - 1990
Persistent link: https://www.econbiz.de/10000797892