-
4
-
-
0000347869
-
Tests of separate families of hypothesis
-
University of California Press: Berkeley, CA
-
Cox DR. 1961. Tests of separate families of hypothesis. Proceedings of the 4th Berkeley Symposium, Vol. 1. University of California Press: Berkeley, CA, 105-123.
-
(1961)
Proceedings of the 4th Berkeley Symposium
, vol.1
, pp. 105-123
-
-
Cox, D.R.1
-
5
-
-
0040999135
-
Are expectations of inflation rational or is variation of the expected real interest rate unpredictable?
-
Dwyer G. 1981. Are expectations of inflation rational or is variation of the expected real interest rate unpredictable? Journal of Monetary Economics 8: 59-84.
-
(1981)
Journal of Monetary Economics
, vol.8
, pp. 59-84
-
-
Dwyer, G.1
-
6
-
-
0001264648
-
Estimating time varying risk premia in the term structure: The ARCH-M model
-
Engle RF, Lilien DM, Robins RP. 1987. Estimating time varying risk premia in the term structure: the ARCH-M model. Econometrica 55: 391-407.
-
(1987)
Econometrica
, vol.55
, pp. 391-407
-
-
Engle, R.F.1
Lilien, D.M.2
Robins, R.P.3
-
7
-
-
0001270892
-
Short-term interest rates as predictors of inflation
-
Fama EF. 1975. Short-term interest rates as predictors of inflation. American Economic Review 65: 269-282.
-
(1975)
American Economic Review
, vol.65
, pp. 269-282
-
-
Fama, E.F.1
-
11
-
-
0038262592
-
Inflation targeting: Theory and implications
-
Green JH. 1995. Inflation targeting: theory and implications. IMF Staff Papers 43: 779-795.
-
(1995)
IMF Staff Papers
, vol.43
, pp. 779-795
-
-
Green, J.H.1
-
12
-
-
84934350169
-
Uncovering financial market expectations of inflation
-
Hamilton JD. 1985. Uncovering financial market expectations of inflation. Journal of Political Economy 93: 1224-1241.
-
(1985)
Journal of Political Economy
, vol.93
, pp. 1224-1241
-
-
Hamilton, J.D.1
-
13
-
-
0000909365
-
Rational-expectations econometric analysis of changes in regime: An investigation of the term structure of interest rates
-
Hamilton JD. 1988. Rational-expectations econometric analysis of changes in regime: an investigation of the term structure of interest rates. Journal of Economic Dynamics and Control 12: 385-423.
-
(1988)
Journal of Economic Dynamics and Control
, vol.12
, pp. 385-423
-
-
Hamilton, J.D.1
-
14
-
-
0042258119
-
Likelihood evaluation for dynamic latent variable models
-
Amman HM, Beasley DA, Pau LF (eds). Kleuwer Academic Press: Dordrecht
-
Hendry DF, Richard J-F. 1992. Likelihood evaluation for dynamic latent variable models. In Computational Economics and Econometrics, Amman HM, Beasley DA, Pau LF (eds). Kleuwer Academic Press: Dordrecht.
-
(1992)
Computational Economics and Econometrics
-
-
Hendry, D.F.1
Richard, J.-F.2
-
15
-
-
0024830640
-
Bounded price variation and rational expectations in an endogenous switching model of the US corn market
-
Holt MT, Johnson SR. 1989. Bounded price variation and rational expectations in an endogenous switching model of the US corn market. Review of Economics and Statistics 71: 605-613.
-
(1989)
Review of Economics and Statistics
, vol.71
, pp. 605-613
-
-
Holt, M.T.1
Johnson, S.R.2
-
17
-
-
0001213803
-
Discrete parameter variation: Efficient estimation of a switching regression model
-
Kiefer NM. 1978. Discrete parameter variation: efficient estimation of a switching regression model. Econometrica 46: 427-434.
-
(1978)
Econometrica
, vol.46
, pp. 427-434
-
-
Kiefer, N.M.1
-
18
-
-
0001353625
-
Impulse response analysis in non-linear multivariate models
-
Koop G, Pesaran MH, Potter SM. 1996. Impulse response analysis in non-linear multivariate models. Journal of Econometrics 74: 119-147.
-
(1996)
Journal of Econometrics
, vol.74
, pp. 119-147
-
-
Koop, G.1
Pesaran, M.H.2
Potter, S.M.3
-
19
-
-
84986405666
-
Simulation-based estimation of models with lagged latent variables
-
Laroque G, Salanié B. 1993. Simulation-based estimation of models with lagged latent variables. Journal of Applied Econometrics 8: 119-133.
-
(1993)
Journal of Applied Econometrics
, vol.8
, pp. 119-133
-
-
Laroque, G.1
Salanié, B.2
-
20
-
-
0000718214
-
Switching regression models with imperfect sample separation: With an application to cartel stability
-
Lee L-F, Porter R. 1984. Switching regression models with imperfect sample separation: with an application to cartel stability. Econometrica 52: 391-418.
-
(1984)
Econometrica
, vol.52
, pp. 391-418
-
-
Lee, L.-F.1
Porter, R.2
-
21
-
-
0001353597
-
On the use of simulated frequencies to approximate choice probabilities
-
Manski C, McFadden D (eds). MIT Press: Cambridge
-
Lerman S, Manski C. 1981. On the use of simulated frequencies to approximate choice probabilities. In Structural Analysis of Discrete Data with Econometric Applications, Manski C, McFadden D (eds). MIT Press: Cambridge.
-
(1981)
Structural Analysis of Discrete Data with Econometric Applications
-
-
Lerman, S.1
Manski, C.2
-
22
-
-
0000883977
-
A method of simulated moments for estimation of discrete response models without numerical integration
-
McFadden D. 1989. A method of simulated moments for estimation of discrete response models without numerical integration. Econometrica 57: 995-1026.
-
(1989)
Econometrica
, vol.57
, pp. 995-1026
-
-
McFadden, D.1
-
24
-
-
45149137336
-
What does the term structure tell us about future inflation?
-
Mishkin FS. 1990. What does the term structure tell us about future inflation? Journal of Monetary Economics 25: 77-95.
-
(1990)
Journal of Monetary Economics
, vol.25
, pp. 77-95
-
-
Mishkin, F.S.1
-
26
-
-
0000326343
-
Censored regression models with unobserved stochastic censoring thresholds
-
Nelson FD. 1977. Censored regression models with unobserved stochastic censoring thresholds. Journal of Econometrics 6: 309-327.
-
(1977)
Journal of Econometrics
, vol.6
, pp. 309-327
-
-
Nelson, F.D.1
-
31
-
-
0000760068
-
A simulation approach to the problem of computing Cox's statistic for testing nonnested models
-
Pesaran MH, Pesaran B. 1993. A simulation approach to the problem of computing Cox's statistic for testing nonnested models. Journal of Econometrics 57: 377-392.
-
(1993)
Journal of Econometrics
, vol.57
, pp. 377-392
-
-
Pesaran, M.H.1
Pesaran, B.2
-
32
-
-
0030306130
-
Limited-dependent rational expectations models with stochastic thresholds
-
Pesaran MH, Ruge-Murcia FJ. 1996. Limited-dependent rational expectations models with stochastic thresholds. Economic Letters 51: 259-265.
-
(1996)
Economic Letters
, vol.51
, pp. 259-265
-
-
Pesaran, M.H.1
Ruge-Murcia, F.J.2
-
33
-
-
0038959158
-
Analysis of exchange rate target zones using a limited-dependent rational expectations model with jumps
-
Pesaran MH, Ruge-Murcia FJ. 1999. Analysis of exchange rate target zones using a limited-dependent rational expectations model with jumps. Journal of Business and Economic Statistics 17: 50-66.
-
(1999)
Journal of Business and Economic Statistics
, vol.17
, pp. 50-66
-
-
Pesaran, M.H.1
Ruge-Murcia, F.J.2
-
34
-
-
0000766548
-
Estimating limited-dependent rational expectations models: With an application to exchange rate determination in a target zone
-
Pesaran MH, Samiei H. 1992. Estimating limited-dependent rational expectations models: with an application to exchange rate determination in a target zone. Journal of Econometrics 53: 141-163.
-
(1992)
Journal of Econometrics
, vol.53
, pp. 141-163
-
-
Pesaran, M.H.1
Samiei, H.2
-
35
-
-
0037788586
-
Limited-dependent rational expectations models with future expectations
-
Pesaran MH, Samiei H. 1995. Limited-dependent rational expectations models with future expectations. Journal of Economic Dynamics and Control 19: 1325-1353.
-
(1995)
Journal of Economic Dynamics and Control
, vol.19
, pp. 1325-1353
-
-
Pesaran, M.H.1
Samiei, H.2
-
37
-
-
0002073593
-
On the asymptotic properties of estimators of models containing limited dependent variables
-
Robinson P. 1982. On the asymptotic properties of estimators of models containing limited dependent variables. Econometrica 50: 27-41.
-
(1982)
Econometrica
, vol.50
, pp. 27-41
-
-
Robinson, P.1
-
38
-
-
84977730667
-
Is the real interest rate stable?
-
Rose A. 1988. Is the real interest rate stable? Journal of Finance 43: 1095-1112.
-
(1988)
Journal of Finance
, vol.43
, pp. 1095-1112
-
-
Rose, A.1
-
39
-
-
84937291676
-
Credibility and changes in policy regime
-
Ruge-Murcia FJ. 1995. Credibility and changes in policy regime. Journal of Political Economy 103: 176-208.
-
(1995)
Journal of Political Economy
, vol.103
, pp. 176-208
-
-
Ruge-Murcia, F.J.1
-
40
-
-
0033305856
-
Government expenditure and the dynamics of high inflation
-
Ruge-Murcia FJ. 1999a. Government expenditure and the dynamics of high inflation. Journal of Development Economics 58: 333-358.
-
(1999)
Journal of Development Economics
, vol.58
, pp. 333-358
-
-
Ruge-Murcia, F.J.1
-
42
-
-
0000658263
-
Modeling expectations of bounded prices: An application to the market for corn
-
Shonkwiler J, Maddala G. 1985. Modeling expectations of bounded prices: an application to the market for corn. Review of Economics and Statistics 38: 634-641.
-
(1985)
Review of Economics and Statistics
, vol.38
, pp. 634-641
-
-
Shonkwiler, J.1
Maddala, G.2
-
43
-
-
0031256303
-
New techniques to extract market expectations from financial instruments
-
Söderlind P, Svensson LEO. 1997. New techniques to extract market expectations from financial instruments. Journal of Monetary Economics 40: 383-430.
-
(1997)
Journal of Monetary Economics
, vol.40
, pp. 383-430
-
-
Söderlind, P.1
Svensson, L.E.O.2
-
45
-
-
0002635004
-
Optimal inflation targets, conservative central banks, and linear inflation contracts
-
Svensson LEO. 1997. Optimal inflation targets, conservative central banks, and linear inflation contracts. American Economic Review 87: 98-114.
-
(1997)
American Economic Review
, vol.87
, pp. 98-114
-
-
Svensson, L.E.O.1
|