-
1
-
-
84935379173
-
Money, Unemployment and Inflation
-
Benderly, J., and Zwick, B. 1985. “Money, Unemployment and Inflation,” Review of Economics and Statistics 67:139-43.
-
(1985)
Review of Economics and Statistics
, vol.67
, pp. 139-143
-
-
Benderly, J.1
Zwick, B.2
-
3
-
-
42449156579
-
Generalized Autoregressive Conditional Heteroskedasticity
-
Bollerslev, T. 1986. “Generalized Autoregressive Conditional Heteroskedasticity,” Journal of Econometrics 31:307–27.
-
(1986)
Journal of Econometrics
, vol.31
, pp. 307-327
-
-
Bollerslev, T.1
-
4
-
-
34848900983
-
ARCH Modeling in Finance: A Review of the Theory and Empirical Evidence
-
Bollerslev, T., Chou, R.Y., and Kroner, K.F. 1992. “ARCH Modeling in Finance: A Review of the Theory and Empirical Evidence,” Journal of Econometrics 52:5–59.
-
(1992)
Journal of Econometrics
, vol.52
, pp. 5-59
-
-
Bollerslev, T.1
Chou, R.Y.2
Kroner, K.F.3
-
5
-
-
0003410292
-
-
Englewood Cliffs, NJ.: Prentice-Hall
-
Box, G.E.P., Jenkins, G.M., and Reinsel, G.C. 1994. Time Series Analysis: Forecasting and Control. Englewood Cliffs, NJ.: Prentice-Hall.
-
(1994)
Time Series Analysis: Forecasting and Control.
-
-
Box, G.E.P.1
Jenkins, G.M.2
Reinsel, G.C.3
-
6
-
-
84977707412
-
An Empirical Comparison of Alternative Models of the Short-Term Interest Rate
-
Chan, K.R., Karolyi, G.A., Longstaff, F.A., and Sanders, A.B. 1992. “An Empirical Comparison of Alternative Models of the Short-Term Interest Rate,” Journal of Finance 47: 1209–27.
-
(1992)
Journal of Finance
, vol.47
, pp. 1209-1227
-
-
Chan, K.R.1
Karolyi, G.A.2
Longstaff, F.A.3
Sanders, A.B.4
-
8
-
-
21344484851
-
Wage Growth and the Inflationary Process: A Reexamination
-
Darrat, A. F. 1994. “Wage Growth and the Inflationary Process: A Reexamination,” Southern Economic Journal 61:181-90.
-
(1994)
Southern Economic Journal
, vol.61
, pp. 181-190
-
-
Darrat, A.F.1
-
9
-
-
85011216129
-
Autoregressive Conditional Heteroskedasticity with Estimates of the Variance of U.K. Inflation
-
Engle, R. F. 1982. “Autoregressive Conditional Heteroskedasticity with Estimates of the Variance of U.K. Inflation,” Econometrica 50:987–1008.
-
(1982)
Econometrica
, vol.50
, pp. 987-1008
-
-
Engle, R.F.1
-
10
-
-
0001005120
-
Estimates of the Variance of U.S. Inflation Based upon the ARCH Model
-
Engle, R. F. 1983. “Estimates of the Variance of U.S. Inflation Based upon the ARCH Model,” Journal of Money, Credit and Banking 15:286–301.
-
(1983)
Journal of Money, Credit and Banking
, vol.15
, pp. 286-301
-
-
Engle, R.F.1
-
11
-
-
38149145051
-
Modelling Real Interest Rates
-
Evans, L. T., Keef, S. P., and Okunev, J. 1994. “Modelling Real Interest Rates,” Journal of Banking and Finance 18:153-65.
-
(1994)
Journal of Banking and Finance
, vol.18
, pp. 153-165
-
-
Evans, L.T.1
Keef, S.P.2
Okunev, J.3
-
12
-
-
84993907289
-
Do Expected Shifts in Inflation Affect Estimates of the Long-Run Fisher Relation?
-
Evans, M. D. D., and Lewis, K. K. 1995. “Do Expected Shifts in Inflation Affect Estimates of the Long-Run Fisher Relation?” Journal of Finance 50:225–53.
-
(1995)
Journal of Finance
, vol.50
, pp. 225-253
-
-
Evans, M.D.D.1
Lewis, K.K.2
-
14
-
-
0002899226
-
Stochastic Life Contingencies with Solvency Considerations
-
Frees, E. W. 1990. “Stochastic Life Contingencies with Solvency Considerations,” Transactions of the Society of Actuaries 42:91–148.
-
(1990)
Transactions of the Society of Actuaries
, vol.42
, pp. 91-148
-
-
Frees, E.W.1
-
16
-
-
0012154158
-
Forecasting Inflation Using Interest-Rate and Time-Series Models: Some International Evidence
-
Hafer, R. W., and Hein, S. E. 1990. “Forecasting Inflation Using Interest-Rate and Time-Series Models: Some International Evidence,” Journal of Business 63:1–17.
-
(1990)
Journal of Business
, vol.63
, pp. 1-17
-
-
Hafer, R.W.1
Hein, S.E.2
-
18
-
-
0025691163
-
Wage Rigidity in the United States: The Role of Price Expectations
-
Hebbink, G. E., and Swank, O. H. 1990. “Wage Rigidity in the United States: The Role of Price Expectations,” Applied Economics 22:1019–28.
-
(1990)
Applied Economics
, vol.22
, pp. 1019-1028
-
-
Hebbink, G.E.1
Swank, O.H.2
-
19
-
-
0039272312
-
‘Real Interest Rates and Inflation: An Ex-ante Empirical Analysis
-
Kandel, S., Ofer, A. R., and Sarib, O. 1996. “Real Interest Rates and Inflation: An Ex-ante Empirical Analysis,” Journal of Finance 51, no. 1:205–25.
-
(1996)
Journal of Finance
, vol.51
, Issue.1
, pp. 205-225
-
-
Kandel, S.1
Ofer, A.R.2
Sarib, O.3
-
20
-
-
84934443059
-
A Multivariate GARCH Model of International Transmissions of Stock Returns and Volatility: The Case of the United States and Canada
-
Karolyi, G. A. 1995. “A Multivariate GARCH Model of International Transmissions of Stock Returns and Volatility: The Case of the United States and Canada,” Journal of Business and Economic Statistics 13:11–25.
-
(1995)
Journal of Business and Economic Statistics
, vol.13
, pp. 11-25
-
-
Karolyi, G.A.1
-
21
-
-
21144478136
-
Unobserved-Component Time Series Models with Markov-Switching Heteroscedasticity: Changes in Regime and the Link between Inflation Rates and Inflation Uncertainty
-
Kim, C.-J. 1993. “Unobserved-Component Time Series Models with Markov-Switching Heteroscedasticity: Changes in Regime and the Link between Inflation Rates and Inflation Uncertainty,” Journal of Business and Economic Statistics 11:341–49.
-
(1993)
Journal of Business and Economic Statistics
, vol.11
, pp. 341-349
-
-
Kim, C.-J.1
-
22
-
-
0347277550
-
Examining Changes in Reserves Using Stochastic Interest Models
-
Lai, S. W., and Frees, E. W. 1995. “Examining Changes in Reserves Using Stochastic Interest Models,” Journal of Risk and Insurance 62:535–74.
-
(1995)
Journal of Risk and Insurance
, vol.62
, pp. 535-574
-
-
Lai, S.W.1
Frees, E.W.2
-
23
-
-
84952493522
-
Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts
-
Mcnees, S. K. 1986. “Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts,” Journal of Business & Economic Statistics 4:5–15.
-
(1986)
Journal of Business & Economic Statistics
, vol.4
, pp. 5-15
-
-
McNees, S.K.1
-
24
-
-
0000391879
-
Wage Growth and the Inflation Process: An Empirical Note
-
Mehra, Y. P. 1991. “Wage Growth and the Inflation Process: An Empirical Note,” American Economic Review 81:931–7.
-
(1991)
American Economic Review
, vol.81
, pp. 931-937
-
-
Mehra, Y.P.1
-
26
-
-
21844483840
-
Nonstationarity of Regressors and Tests on Real-Interest-Rate Behavior
-
Mishkin, F. S. 1995. “Nonstationarity of Regressors and Tests on Real-Interest-Rate Behavior,” Journal of Business and Economic Statistics 13:47–51.
-
(1995)
Journal of Business and Economic Statistics
, vol.13
, pp. 47-51
-
-
Mishkin, F.S.1
-
27
-
-
85011152198
-
Task Force Concludes Economic Variables Should Get More Attention
-
November
-
Perrott, G. 1995. “Task Force Concludes Economic Variables Should Get More Attention,” The Actuary 29, no. 9 (November):1.
-
(1995)
The Actuary
, vol.29
, Issue.9
, pp. 1
-
-
Perrott, G.1
-
28
-
-
84979407692
-
Multiple Prediction Intervals for Time Series: Comparison of Simultaneous and Marginal Intervals
-
Ravishanker, N., and Wu, L. S.-Y. 1991. “Multiple Prediction Intervals for Time Series: Comparison of Simultaneous and Marginal Intervals,” Journal of Forecasting 10:445-63.
-
(1991)
Journal of Forecasting
, vol.10
, pp. 445-463
-
-
Ravishanker, N.1
Wu, L.S.2
-
29
-
-
0023401163
-
Approximate Simultaneous Prediction Intervals for Multiple Forecasts
-
Ravishanker, N., Hochberg, Y., and Melnick, E. L. 1987. “Approximate Simultaneous Prediction Intervals for Multiple Forecasts,” Technometrics 29:371–76.
-
(1987)
Technometrics
, vol.29
, pp. 371-376
-
-
Ravishanker, N.1
Hochberg, Y.2
Melnick, E.L.3
-
31
-
-
0002025664
-
Stock Volatility and the Crash of87,”
-
Schwert, W. 1990. “Stock Volatility and the Crash of’87,” Review of Financial Studies 3:77–102.
-
(1990)
Review of Financial Studies
, vol.3
, pp. 77-102
-
-
Schwert, W.1
-
32
-
-
0000902340
-
Sampling the Future: A Bayesian Approach to Forecasting from Univariate Time Series Models
-
Thompson, P. A., and Miller, R. B. 1986. “Sampling the Future: A Bayesian Approach to Forecasting from Univariate Time Series Models,” Journal of Business and Economic Statistics 4:427–36.
-
(1986)
Journal of Business and Economic Statistics
, vol.4
, pp. 427-436
-
-
Thompson, P.A.1
Miller, R.B.2
-
33
-
-
45349112890
-
The Long-Run Relationship between Interest Rates and Inflation: Some Cross-Country Evidence
-
Viren, M. 1989. “The Long-Run Relationship between Interest Rates and Inflation: Some Cross-Country Evidence,” Journal of Banking and Finance 13:571–85.
-
(1989)
Journal of Banking and Finance
, vol.13
, pp. 571-585
-
-
Viren, M.1
|