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The observable implications of self-fulfilling expectations

Hamilton, James D. - In: Journal of monetary economics 16 (1985) 3, pp. 353-373

Persistent link: https://www.econbiz.de/10001021875

The forecasting attributes of trend- and difference-stationary representations for macroeconomic time series

DeJong, David Neil - In: Journal of forecasting 13 (1994) 3, pp. 279-297

Persistent link: https://www.econbiz.de/10001157662

Estimating moving average parameters : classical pileups and Bayesian posteriors

DeJong, David Neil - In: Journal of business & economic statistics : JBES ; a … 11 (1993) 3, pp. 311-317

Persistent link: https://www.econbiz.de/10001146831

The temporal stability of dividends and stock prices : evidence from the likelihood function

DeJong, David Neil - In: The American economic review 81 (1991) 3, pp. 600-617

Persistent link: https://www.econbiz.de/10001107488

Identification failure in the intertemporal consumption CAPM

Neely, Christopher J.; Roy, Amlan; Whiteman, Charles H. - 1995

Persistent link: https://www.econbiz.de/10000930227

Supplanting the "Minnesota" prior : forecasting macroeconomic time series using real business cycle model priors

Ingram, Beth Fisher - In: Journal of monetary economics 34 (1994) 3, pp. 497-510

Persistent link: https://www.econbiz.de/10001175077

Rejoinder to Hendry

Faust, Jon - In: Carnegie Rochester conference series on public policy : … 47 (1997), pp. 191-195

Persistent link: https://www.econbiz.de/10001242078

General-to-specific procedures for fitting a data-admissible, theory-inspired, congruent, parsimonious, encompassing, weakly-exogenous, identified, structural model to the DGP : a...

Faust, Jon - In: Carnegie Rochester conference series on public policy : … 47 (1997), pp. 121-161

Persistent link: https://www.econbiz.de/10001242080

A daily view of yield spreads and short-term interest rate movements

Roberds, William - In: Journal of money, credit and banking : JMCB 28 (1996) 1, pp. 34-53

Persistent link: https://www.econbiz.de/10001199214

Asset Prices in a Time Series Model with Perpetually Disparately Informed, Competitive Traders

Kasa, Kenneth; Walker, Todd B.; Whiteman, Charles H. - Center for Applied Economics and Policy Research … - 2006

This paper develops a dynamic asset pricing model with persistent heterogeneous beliefs. The model features competitive traders who receive idiosyncratic signals about an underlying fundamentals process. We adapt Futia’s (1981) frequency domain methods to derive conditions on the fundamentals...

Persistent link: https://www.econbiz.de/10005727876