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Pitfalls in VAR based return d...
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260
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ECONIS (ZBW)
178
RePEc
95
OLC EcoSci
45
EconStor
3
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91
Measuring noise in the permanent income hypothesis
Engsted, Tom
-
2000
Persistent link: https://www.econbiz.de/10001493815
Saved in:
92
Evaluating the consumption-capital asset price model using Hansen-Jagannathan bounds : evidence from the UK
Engsted, Tom
- In:
International journal of finance & economics : IJFE
3
(
1998
)
4
,
pp. 291-302
Persistent link: https://www.econbiz.de/10001434229
Saved in:
93
Measures of fit for rational expectations models : a survey
Engsted, Tom
(
contributor
)
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001533125
Saved in:
94
Does the long-term interest rate predict future inflation? : A multi-country analysis
Engsted, Tom
- In:
The review of economics and statistics
77
(
1995
)
1
,
pp. 42-54
Persistent link: https://www.econbiz.de/10001180424
Saved in:
95
Money demand during hyperinflation : cointegration, rational expectations, and the importance of money demand shocks
Engsted, Tom
- In:
Journal of macroeconomics
20
(
1998
)
3
,
pp. 533-552
Persistent link: https://www.econbiz.de/10001245160
Saved in:
96
The monetary model of the exchange rate under hyperinflation : new encouraging evidence
Engsted, Tom
- In:
Economics letters
51
(
1996
)
1
,
pp. 37-44
Persistent link: https://www.econbiz.de/10001199686
Saved in:
97
Cointegration and Cagan's model of hyperinflation under rational expectations
Engsted, Tom
- In:
Journal of money, credit and banking : JMCB
25
(
1993
)
3
,
pp. 350-360
Persistent link: https://www.econbiz.de/10001150277
Saved in:
98
Evaluating the consumption-capital asset pricing model using Hansen-Jagannathan bounds : evidence from the UK
Engsted, Tom
-
1997
-
rev
Persistent link: https://www.econbiz.de/10000970101
Saved in:
99
The Danish equity premium
Engsted, Tom
-
1998
Persistent link: https://www.econbiz.de/10000981752
Saved in:
100
Measures of fit for rational expectations models : a survey
Engsted, Tom
-
1999
Persistent link: https://www.econbiz.de/10001453888
Saved in:
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