Similar Search Results - EconBiz

Theoretical confidence level problems with confidence intervals for the spectrum of a time series

Faust, Jon - 1996

Persistent link: https://www.econbiz.de/10000612692

Optimal variance ratio tests for serial dependence and a test for mean reversion

Faust, Jon - 1989

Persistent link: https://www.econbiz.de/10000784967

Let’s twist again : a high-frequency event-study analysis of operation twist and its implications for QE2

Swanson, Eric T. - 2011

This paper undertakes a modern event-study analysis of Operation Twist and compares its effects to those that should be expected for the recent quantitative policy announced by the Federal Reserve, dubbed “QE2”. We first show that Operation Twist and QE2 are similar in magnitude. We identify...

Persistent link: https://www.econbiz.de/10008859074

Let's twist again : a high-frequency event-study analysis of operation twist and its implications for QE2

Swanson, Eric T. - In: Brookings papers on economic activity : BPEA (2011) 1, pp. 151-207

Persistent link: https://www.econbiz.de/10009310294

Weather-adjusting employment data

Boldin, Michael David; Wright, Jonathan H. - 2015

Persistent link: https://www.econbiz.de/10010502805

Unseasonal seasonals?

Wright, Jonathan H. - In: Brookings papers on economic activity : BPEA (2013) 2, pp. 65-126

Persistent link: https://www.econbiz.de/10010387872

Forecasting US inflation by Bayesian model averaging

Wright, Jonathan H. - 2003

Persistent link: https://www.econbiz.de/10001798633

Alternative variance-ratio tests using ranks and signs

Wright, Jonathan H. - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10001441577

Long memory in emerging market stock returns

Wright, Jonathan H. - 1999

Persistent link: https://www.econbiz.de/10001441771

Quantifying the non-stationarity in Irish real exchange rates

Wright, Jonathan H. - In: The economic and social review 25 (1993) 1, pp. 109-119

Persistent link: https://www.econbiz.de/10001159095

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