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Adjustment lags versus information lags : a test of alternative explanations of the Phillips curve phenomenon
Nelson, Charles R. - In: Journal of money, credit and banking : JMCB 13 (1981) 1, pp. 1-11
Persistent link: https://www.econbiz.de/10002568185
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[Besprechung von:] Cooper, J. Phillip: Development of the monetary sector, prediction and policy analysis in the FRB-MIT-Penn model. Lexington/Mass., London 1974
Nelson, Charles R. - In: Journal of economic literature 13 (1975) 3, pp. 915-917
Persistent link: https://www.econbiz.de/10002568229
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A critique of some recent empirical research on the explanation of the term structure of interest rates : comment
Nelson, Charles R. - In: Journal of political economy 78 (1970) 4, pp. 764-767
Persistent link: https://www.econbiz.de/10002568267
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Estimation of term premiums from average yield differentials in the term structure of interest rates
Nelson, Charles R. - In: Econometrica : journal of the Econometric Society, an … 40 (1972) 2, pp. 277-287
Persistent link: https://www.econbiz.de/10002568275
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The first-order moving average process : identification, estimation and prediction
Nelson, Charles R. - In: Journal of econometrics 2 (1974), pp. 121-141
Persistent link: https://www.econbiz.de/10002568284
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Gains in efficiency from joint estimation of systems of autoregressive-moving average processes
Nelson, Charles R. - In: Journal of econometrics 4 (1976) 4, pp. 331-348
Persistent link: https://www.econbiz.de/10002568293
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Inflation and capital budgeting
Nelson, Charles R. - In: The journal of finance : the journal of the American … 31 (1976) 3, pp. 923-931
Persistent link: https://www.econbiz.de/10002568370
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The interpretation of R2 in autoregressivemoving average time series models
Nelson, Charles R. - In: The American statistician : a publication of the … 30 (1976) 4, pp. 175-180
Persistent link: https://www.econbiz.de/10002568376
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The prediction performance of the FRB-MIT-PENN model of the U.S. economy
Nelson, Charles R. - In: The American economic review 62 (1972) 5, pp. 902-917
Persistent link: https://www.econbiz.de/10002568396
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Rational expectations and the estimation of econometric models
Nelson, Charles R. - In: International economic review 16 (1975) 3, pp. 555-561
Persistent link: https://www.econbiz.de/10002568404