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Inflation and stock prices
Jaffe, Jeffrey F.; Mandelker, Gershon; Bodie, Zvi - In: The journal of finance : the journal of the American … 31 (1976) 2, pp. 447-487
Persistent link: https://www.econbiz.de/10003059789
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Macroeconomic time-series, business cycles and macroeconomic policies
Stulz, René M.; Wasserfallen, Walter; Nelson, Charles R. - In: Understanding monetary regimes, (pp. 9-53). 1985
Persistent link: https://www.econbiz.de/10002884679
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Markov regime switching and unit-root tests
Nelson, Charles R.; Piger, Jeremy Max; Zivot, Eric - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 4, pp. 404-415
Persistent link: https://www.econbiz.de/10001646353
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The great depression and output persistence
Murray, Christian J.; Nelson, Charles R. - In: Journal of money, credit and banking : JMCB 34 (2002) 4, pp. 1090-1098
Persistent link: https://www.econbiz.de/10001710472
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A Bayesian approach to testing for Markov-switching in univariate and dynamic factor models
Kim, Chang-jin; Nelson, Charles R. - In: International economic review 42 (2001) 4, pp. 989-1013
Persistent link: https://www.econbiz.de/10001624477
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Does an intertemporal tradeoff between risk and return explain mean reversion in stock prices?
Kim, Chang-jin; Morley, James C.; Nelson, Charles R. - In: Journal of empirical finance 8 (2001) 4, pp. 403-426
Persistent link: https://www.econbiz.de/10001607064
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Why are the Beveridge-Nelson and unobserved-components decompositions of GDP so different?
Morley, James C.; Nelson, Charles R.; Zivot, Eric - In: The review of economics and statistics 85 (2003) 2, pp. 235-243
Persistent link: https://www.econbiz.de/10001762029
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A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the 'business cycle
Beveridge, Stephen; Nelson, Charles R. - In: Journal of monetary economics 7 (1981) 2, pp. 151-174
Persistent link: https://www.econbiz.de/10001907850
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The ex ante prediction performance of the St. Louis and FRB-MIT-PENN econometric models and some results on composite predictors
Cooper, J. Phillip; Nelson, Charles R. - In: Journal of money, credit and banking : JMCB 7 (1975) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10002026172
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Ex post and ex ante predictive performance
Cooper, J. Phillip - In: Development of the monetary sector, prediction and …, (pp. 97-120). 1974
Persistent link: https://www.econbiz.de/10002026186