-
1
-
-
70350109058
-
Continuous time stochastic models and issues of aggregation over time
-
Z. Griliches and M. D. Intriligator, eds. (Amsterdam: North-Holland)
-
BERGSTROM, A. R., "Continuous Time Stochastic Models and Issues of Aggregation Over Time," in Z. Griliches and M. D. Intriligator, eds., Handbook of Econometrics, Vol. 2 (Amsterdam: North-Holland, 1984), 1145-212.
-
(1984)
Handbook of Econometrics
, vol.2
, pp. 1145-1212
-
-
Bergstrom, A.R.1
-
2
-
-
0010137396
-
Gaussian estimation of a continuous time model of demand for consumer durable goods with applications to demand in the United Kingdom, 1973-84
-
A. R. Bergstrom, ed. (Oxford: Oxford University Press)
-
_, AND M. J. CHAMBERS, "Gaussian Estimation of a Continuous Time Model of Demand for Consumer Durable Goods with Applications to Demand in the United Kingdom, 1973-84," in A. R. Bergstrom, ed., Continuous Time Econometric Modelling (Oxford: Oxford University Press, 1990), 279-319.
-
(1990)
Continuous Time Econometric Modelling
, pp. 279-319
-
-
Chambers, M.J.1
-
3
-
-
84986408962
-
The dynamics of exchange rate volatility: A multivariate latent factor ARCH model
-
DIEBOLD, F. X., AND M. NERLOVE, "The Dynamics of Exchange Rate Volatility: A Multivariate Latent Factor ARCH Model," Journal of Applied Econometrics 4 (1989), 1-21.
-
(1989)
Journal of Applied Econometrics
, vol.4
, pp. 1-21
-
-
Diebold, F.X.1
Nerlove, M.2
-
4
-
-
77956842194
-
Empirical research on nominal exchange rates
-
G. Grossman and K. Rogoff, eds. (Amsterdam: North-Holland)
-
FRANKEL, J. A., AND A. K. ROSE, "Empirical Research on Nominal Exchange Rates," in G. Grossman and K. Rogoff, eds., Handbook of International Economics, Vol. 3 (Amsterdam: North-Holland, 1995), 1689-729.
-
(1995)
Handbook of International Economics
, vol.3
, pp. 1689-1729
-
-
Frankel, J.A.1
Rose, A.K.2
-
5
-
-
0000345325
-
Exchange-rate dynamics under stochastic regime shifts: A unified approach
-
FROOT, K. A., AND M. OBSTFELD, "Exchange-Rate Dynamics Under Stochastic Regime Shifts: A Unified Approach," Journal of International Economics 31 (1991), 203-29.
-
(1991)
Journal of International Economics
, vol.31
, pp. 203-229
-
-
Froot, K.A.1
Obstfeld, M.2
-
6
-
-
0038875799
-
Testing the canonical model of exchange rates with unobservable fundamentals
-
GARDEAZABAL, J., M. REGÚLEZ, AND J. VÁZQUEZ, "Testing the Canonical Model of Exchange Rates with Unobservable Fundamentals," International Economic Review 38 (1997), 389-404.
-
(1997)
International Economic Review
, vol.38
, pp. 389-404
-
-
Gardeazabal, J.1
Regúlez, M.2
Vázquez, J.3
-
7
-
-
84992529786
-
Volatility and links between national stock markets
-
KING, M., E. SENTANA, AND S. WADHWANI, "Volatility and Links between National Stock Markets," Econometrica 62 (1994), 901-33.
-
(1994)
Econometrica
, vol.62
, pp. 901-933
-
-
King, M.1
Sentana, E.2
Wadhwani, S.3
-
8
-
-
0003556559
-
Exchange rates in a currency band: A sketch of the new approach
-
P. R. Krugman and M. Miller, eds. (Cambridge: Cambridge University Press)
-
KRUGMAN, P. R., "Exchange Rates in a Currency Band: A Sketch of the New Approach," in P. R. Krugman and M. Miller, eds., Exchange Rate Targets and Currency Bands (Cambridge: Cambridge University Press, 1992), 9-14.
-
(1992)
Exchange Rate Targets and Currency Bands
, pp. 9-14
-
-
Krugman, P.R.1
-
9
-
-
33845267448
-
Granger causality and the sampling of economic processes
-
forthcoming
-
McCRORIE, J. R., AND M. J. CHAMBERS, "Granger Causality and the Sampling of Economic Processes," Journal of Econometrics (forthcoming).
-
Journal of Econometrics
-
-
McCrorie, J.R.1
Chambers, M.J.2
-
10
-
-
33846907054
-
Empirical exchange rate models of the seventies: Do they fit out of sample?
-
MEESE, R. A., AND K. ROGOFF, "Empirical Exchange Rate Models of the Seventies: Do They Fit Out of Sample?" Journal of International Economics 14 (1983), 3-24.
-
(1983)
Journal of International Economics
, vol.14
, pp. 3-24
-
-
Meese, R.A.1
Rogoff, K.2
-
11
-
-
0036888014
-
Testing the monetary model of exchange rate determination: New evidence from a century of data
-
RAPACH, D. E., AND M. E. WOHAR, "Testing the Monetary Model of Exchange Rate Determination: New Evidence from a Century of Data," Journal of International Economics 58 (2002), 359-85.
-
(2002)
Journal of International Economics
, vol.58
, pp. 359-385
-
-
Rapach, D.E.1
Wohar, M.E.2
-
12
-
-
0001727688
-
Identification in parametric models
-
ROTHENBERG, T., "Identification in Parametric Models," Econometrica 39 (1971), 577-91.
-
(1971)
Econometrica
, vol.39
, pp. 577-591
-
-
Rothenberg, T.1
|