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Are bond markets really overpriced : the case of the US
Clostermann, Jörg; Seitz, Franz - 2005
empirical part consists of a cointegration analysis with an error correction mechanism from the mid 80s until 2005. We are able …
Persistent link: https://www.econbiz.de/10012002995
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Time series analysis of the US term structure of interest rates using a Bayesian Markov switching cointegration model
Sugita, Katsuhiro - In: International journal of economics and finance 9 (2017) 3, pp. 49-56
Persistent link: https://www.econbiz.de/10011642177
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Bayes estimates of Markov trends in possibly cointegrated series : an application to US consumption and income
Paap, Richard; Dijk, Herman K. van - 1999
expansion periods.Since a linear combination of such series does not have to be a constant meanprocess, standard cointegration … there exist a cointegration relation between US percapita disposable income and consumption, after correction for …
Persistent link: https://www.econbiz.de/10011301165
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Forecasting US real private residential fixed investment using a large number of predictors
Aye, Goodness C.; Miller, Stephen M.; Gupta, Rangan; … - In: Empirical economics : a journal of the Institute for … 51 (2016) 4, pp. 1557-1580
Persistent link: https://www.econbiz.de/10011661835
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Forecasting with many predictors : is boosting a viable alternative?
Buchen, Teresa; Wohlrabe, Klaus - 2010
comparison methodology, we find that boosting is a serious competitor for forecasting US industrial production growth in the …
Persistent link: https://www.econbiz.de/10008757436
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Forecasting US real private residential fixed investment using a large number of predictors
Aye, Goodness C.; Gupta, Rangan; Miller, Stephen M.; … - 2014
Persistent link: https://www.econbiz.de/10010415549
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Machine learning predictions of housing market synchronization across US states : the role of uncertainty
Gupta, Rangan; Marfatia, Hardik A.; Pierdzioch, Christian; … - In: The journal of real estate finance and economics 64 (2022) 4, pp. 523-545
Persistent link: https://www.econbiz.de/10013170484
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Bayesian VARs of the U.S. economy before and during the pandemic
Sznajderska, Anna; Haug, Alfred Albert - In: Eurasian economic review : a journal in applied … 13 (2023) 2, pp. 211-236
Persistent link: https://www.econbiz.de/10014315631
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Is something really wrong with macroeconomics?
Reis, Ricardo - In: Oxford review of economic policy 34 (2018) 1/2, pp. 132-155
Persistent link: https://www.econbiz.de/10011952587
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Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors
Bennedsen, Mikkel; Hillebrand, Eric; Koopman, Siem Jan - 2019
Persistent link: https://www.econbiz.de/10012316908