Narrow search
Showing 631 - 640 of 738
Cover Image
Testing for Mean Reversion in Heteroskedastic Data II : Autoregression Tests Based on Gibbs-Sampling-Augmented Randomization.
Kim, C-J; Nelson, C-R - Department of Economics, University of Washington - 1997
A decade ago Fama and French (1998) estimated that 40% variations in stock returns was predictable over horizons of 3-5 years, which they attributed to a mean reverting stationary component in prices. While it has been clear that the Depression and war years exert a strong influence on these...
Persistent link: https://www.econbiz.de/10005685385
Cover Image
A Quantitative Exploration of the Golden Age of European Growth: Structural Change, Public Investment, the Marshall Plan and Intra-European Trade.
Alvarez-Cuadrado, Francisco - Department of Economics, University of Washington
Persistent link: https://www.econbiz.de/10005685388
Cover Image
Bayesian and Classical Approaches to Instrumental Variable Regression
Kleibergen, Frank; Zivot, Eric - Department of Economics, University of Washington - 1998
Persistent link: https://www.econbiz.de/10005685389
Cover Image
Growth and Transitional Dynamics:The Post-war European Experience
Alvarez-Cuadrado, Francisco - Department of Economics, University of Washington
Persistent link: https://www.econbiz.de/10005685390
Cover Image
Bargaining in Families
Lundberg, Shelly; Pollak, Robert - Department of Economics, University of Washington - 1998
Persistent link: https://www.econbiz.de/10005685391
Cover Image
Long-Run PPP May Not Hold After All
Engel, Charles - Department of Economics, University of Washington - 1998
Persistent link: https://www.econbiz.de/10005685392
Cover Image
Gains from Trade with Overlapping Generations.
Kemp, M.C.; Wong, K.Y. - Department of Economics, University of Washington - 1992
Persistent link: https://www.econbiz.de/10005685393
Cover Image
Business-Cycle Filtering of Macroeconomic Data Via A Latent Business-Cycle Index
Dueker, Michael; Nelson, Charles - Department of Economics, University of Washington - 2006
Persistent link: https://www.econbiz.de/10005685394
Cover Image
Habit Formation, Catching Up with the Joneses, and Economic Growth
Alvarez-Cuadrado, Francisco; Monteiro, Goncalo; … - Department of Economics, University of Washington - 2004
Persistent link: https://www.econbiz.de/10005685395
Cover Image
Dynamic Gains from Trade and Industrialization
Wong, Kar-yiu; Yip, Chong K. - Department of Economics, University of Washington - 1998
Persistent link: https://www.econbiz.de/10005685396