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Applications of the Kalman filter to revisions in monthly retail sales estimates
Conrad, William; Corrado, Carol - Federal Reserve Board (Board of Governors of the … - 1978
Persistent link: https://www.econbiz.de/10005724021
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The dynamics of exchange rate volatility: a multivariate latent factor ARCH model
Diebold, Francis X.; Nerlove, Marc - Federal Reserve Board (Board of Governors of the … - 1986
Persistent link: https://www.econbiz.de/10005724022
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Multiple time series containing unobserved components
Porter, Richard D. - Federal Reserve Board (Board of Governors of the … - 1975
Persistent link: https://www.econbiz.de/10005724023
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Deviations from random-walk behavior: tests based on the variance-time function
Diebold, Francis X. - Federal Reserve Board (Board of Governors of the … - 1987
Persistent link: https://www.econbiz.de/10005724024
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Asymmetric information, bank lending, and implicit contracts: a stylized model of continuing relationships
Sharpe, Steven A. - Federal Reserve Board (Board of Governors of the … - 1987
Persistent link: https://www.econbiz.de/10005724025
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Relative efficiencies of a competitor of Hoerl and Kennard's ridge regression estimator
Swamy, P.A.V.B.; Mehta, J.S.; Rappoport, P.N. - Federal Reserve Board (Board of Governors of the … - 1975
Persistent link: https://www.econbiz.de/10005724026
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Bargains and ripoffs: a model of monopolistically competitive price dispersion
Salop, Steven; Stiglitz, Joseph - Federal Reserve Board (Board of Governors of the … - 1977
Persistent link: https://www.econbiz.de/10005724027
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Estimation of the permanent and transitory component of an economic variable with an application to M1
Maravall, Agustin - Federal Reserve Board (Board of Governors of the … - 1976
Persistent link: https://www.econbiz.de/10005724028
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On Keynesian dynamics
Johnson, Lewis - Federal Reserve Board (Board of Governors of the … - 1975
Persistent link: https://www.econbiz.de/10005724029
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The micromechanics of the federal funds market: implications for day- of- the-week effects in fund rate variability
Spindt, Paul A.; Hoffmeister, J. Ronald - Federal Reserve Board (Board of Governors of the … - 1987
Persistent link: https://www.econbiz.de/10005724030