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Measuring real activity using a weekly economic index
Lewis, Daniel J.; Mertens, Karel; Stock, James H.; … - In: Journal of applied econometrics 37 (2022) 4, pp. 667-687
Persistent link: https://www.econbiz.de/10013332679
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US economic activity during the early weeks of the SARS-Cov-2 outbreak
Lewis, Daniel J.; Mertens, Karel; Stock, James H. - In: Covid economics : vetted and real-time papers (2020) 6, pp. 1-21
Persistent link: https://www.econbiz.de/10012215862
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HAR inference : recommendations for practice
Lazarus, Eben; Lewis, Daniel J.; Stock, James H.; … - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 4, pp. 541-559
Persistent link: https://www.econbiz.de/10012249208
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Discussion of Lazarus, Lewis, Stock, and Watson, "HAR inference: recommendations for practice"
West, Kenneth D. - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 4, pp. 560-562
Persistent link: https://www.econbiz.de/10012249369
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Comment on "HAR inference: recommendations for practice" by E. Lazarus, D.J. Lewis, J.H. Stock and M.W. Watson
Müller, Ulrich K. - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 4, pp. 563-564
Persistent link: https://www.econbiz.de/10012249374
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Comment [on "HAR inference: recommendations for practice"]
Sun, Yixiao - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 4, pp. 565-568
Persistent link: https://www.econbiz.de/10012249378
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Comment on "HAR inference: recommendations for practice"
Vogelsang, Timothy J. - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 4, pp. 569-573
Persistent link: https://www.econbiz.de/10012249381
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HAR inference : recommendations for practice : rejoinder
Lazarus, Eben; Lewis, Daniel J.; Stock, James H.; … - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 4, pp. 574-575
Persistent link: https://www.econbiz.de/10012249385
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VAR, error correction and pretest forecasts at long horizons
Stock, James H. - In: Oxford bulletin of economics and statistics 58 (1996) 4, pp. 685-701
Persistent link: https://www.econbiz.de/10001334929
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Confidence intervals for the largest autoregressive root in US macroeconomic time series
Stock, James H. - In: Journal of monetary economics 28 (1991) 3, pp. 435-459
Persistent link: https://www.econbiz.de/10001115721