-
1
-
-
0001162133
-
Tests for parameter instability and structural change with unknown change point
-
Andrews, Donald W.K. (1993). "Tests for Parameter Instability and Structural Change with Unknown Change Point." Econometrica 61, 821-856.
-
(1993)
Econometrica
, vol.61
, pp. 821-856
-
-
Andrews, D.W.K.1
-
2
-
-
0001715073
-
Are Phillips curves useful for forecasting inflation?
-
Federal Reserve Bank of Minneapolis
-
Atkeson, Andrew, and Lee E. Ohanian (2001). "Are Phillips Curves Useful for Forecasting Inflation?" Quarterly Review (Federal Reserve Bank of Minneapolis) 25, 2-11.
-
(2001)
Quarterly Review
, vol.25
, pp. 2-11
-
-
Atkeson, A.1
Ohanian, L.E.2
-
3
-
-
0346906789
-
Estimating and testing linear models with multiple structural changes
-
Bai, Jushan, and Pierre Perron (1998). "Estimating and Testing Linear Models with Multiple Structural Changes." Econometrica 66, 47-78.
-
(1998)
Econometrica
, vol.66
, pp. 47-78
-
-
Bai, J.1
Perron, P.2
-
4
-
-
33747053961
-
Has U.S. monetary policy changed? Evidence from drifting coefficients and real-time data
-
this issue
-
Boivin, Jean (2006). "Has U.S. Monetary Policy Changed? Evidence from Drifting Coefficients and Real-Time Data." Journal of Money, Credit, and Banking 38, 1149-1174, this issue.
-
(2006)
Journal of Money, Credit, and Banking
, vol.38
, pp. 1149-1174
-
-
Boivin, J.1
-
7
-
-
0006260747
-
Monetary policy rules and macroeconomic stability: Evidence and some theory
-
Clarida, Richard H, Jordi Gali, and Mark Gertler (2000). "Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory." Quarterly Journal of Economics 115, 147-180.
-
(2000)
Quarterly Journal of Economics
, vol.115
, pp. 147-180
-
-
Clarida, R.H.1
Gali, J.2
Gertler, M.3
-
8
-
-
0037403873
-
The out-of-sample success of term structure models as exchange rate predictors: A step beyond
-
Clarida, Richard H., Lucio Sarno, Mark P. Taylor, and Giorgio Valente (2003). "The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond." Journal of International Economics 60, 61-83.
-
(2003)
Journal of International Economics
, vol.60
, pp. 61-83
-
-
Clarida, R.H.1
Sarno, L.2
Taylor, M.P.3
Valente, G.4
-
9
-
-
0003047270
-
Tests of equal forecast accuracy and encompassing for nested models
-
Clark, Todd E., and Michael W. McCracken (2001). "Tests of Equal Forecast Accuracy and Encompassing for Nested Models." Journal of Econometrics 105, 85-110.
-
(2001)
Journal of Econometrics
, vol.105
, pp. 85-110
-
-
Clark, T.E.1
McCracken, M.W.2
-
11
-
-
29244443447
-
Evaluating direct multi-step forecasts
-
Clark, Todd E., and Michael W. McCracken (2005a). "Evaluating Direct Multi-Step Forecasts." Econometric Reviews 24, 369-404.
-
(2005)
Econometric Reviews
, vol.24
, pp. 369-404
-
-
Clark, T.E.1
McCracken, M.W.2
-
12
-
-
9544235204
-
The power of tests of predictive ability in the presence of structural breaks
-
Clark, Todd E., and Michael W. McCracken (2005b). "The Power of Tests of Predictive Ability in the Presence of Structural Breaks." Journal of Econometrics 124, 1-31.
-
(2005)
Journal of Econometrics
, vol.124
, pp. 1-31
-
-
Clark, T.E.1
McCracken, M.W.2
-
13
-
-
0001558661
-
Testing structural stability with endogenous breakpoint: A size comparison of analytic and bootstrap procedures
-
Diebold, Francis X., and Celia Chen (1996). "Testing Structural Stability with Endogenous Breakpoint: A Size Comparison of Analytic and Bootstrap Procedures." Journal of Econometrics 70, 221-241.
-
(1996)
Journal of Econometrics
, vol.70
, pp. 221-241
-
-
Diebold, F.X.1
Chen, C.2
-
15
-
-
33747031596
-
Optimally testing general breaking processes in linear time series models
-
forthcoming
-
Elliott, Graham, and Ulrich K. Muller (2003). "Optimally Testing General Breaking Processes in Linear Time Series Models." Review of Economic Studies, forthcoming.
-
(2003)
Review of Economic Studies
-
-
Elliott, G.1
Muller, U.K.2
-
16
-
-
0037322646
-
Monetary policy shifts and the stability of monetary policy models
-
Estrella, Arturo, and Jeffrey C. Fuhrer (2003). "Monetary Policy Shifts and the Stability of Monetary Policy Models." Review of Economics and Statistics 85, 94-104.
-
(2003)
Review of Economics and Statistics
, vol.85
, pp. 94-104
-
-
Estrella, A.1
Fuhrer, J.C.2
-
17
-
-
22544446229
-
When can we forecast inflation?
-
Federal Reserve Bank of Chicago
-
Fisher, Jonas D.M., C.T. Liu, and R. Zhou (2002). "When Can We Forecast Inflation?" Economic Perspectives (Federal Reserve Bank of Chicago) 26, 30-42.
-
(2002)
Economic Perspectives
, vol.26
, pp. 30-42
-
-
Fisher, J.D.M.1
Liu, C.T.2
Zhou, R.3
-
18
-
-
84888847942
-
The output gap and inflation-experience at the Bank of England
-
Fisher, Paul G., Lavan Mahadeva, and John D. Whitley (1997). "The Output Gap and Inflation-Experience at the Bank of England." BIS Conference Papers 4, 68-90.
-
(1997)
BIS Conference Papers
, vol.4
, pp. 68-90
-
-
Fisher, P.G.1
Mahadeva, L.2
Whitley, J.D.3
-
19
-
-
0032807497
-
Output gaps and monetary policy in the EMU area
-
Gerlach, Stefan, and Frank Smets (1999). "Output Gaps and Monetary Policy in the EMU Area." European Economic Review 43, 801-812.
-
(1999)
European Economic Review
, vol.43
, pp. 801-812
-
-
Gerlach, S.1
Smets, F.2
-
20
-
-
4344611743
-
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
-
Goncalves, Silvia, and Lutz Kilian (2004). "Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form." Journal of Econometrics 123, 89-120.
-
(2004)
Journal of Econometrics
, vol.123
, pp. 89-120
-
-
Goncalves, S.1
Kilian, L.2
-
21
-
-
0001601586
-
What is new-keynesian economics?
-
Gordon, Robert J. (1990). "What Is New-Keynesian Economics?" Journal of Economic Literature, 28, 1115-1171.
-
(1990)
Journal of Economic Literature
, vol.28
, pp. 1115-1171
-
-
Gordon, R.J.1
-
22
-
-
0032251520
-
Foundations of the goldilocks economy: Supply shocks and the time-varying NAIRU
-
Gordon, Robert J. (1998). "Foundations of the Goldilocks Economy: Supply Shocks and the Time-Varying NAIRU." Brookings Papers on Economic Activity, 297-333.
-
(1998)
Brookings Papers on Economic Activity
, pp. 297-333
-
-
Gordon, R.J.1
-
23
-
-
10844236603
-
Forecasting performance of information criteria with many macro series
-
Granger, C.W.J., and Yongil Jeon (2004). "Forecasting Performance of Information Criteria with Many Macro Series." Journal of Applied Statistics 31, 1227-1240.
-
(2004)
Journal of Applied Statistics
, vol.31
, pp. 1227-1240
-
-
Granger, C.W.J.1
Jeon, Y.2
-
24
-
-
0031542613
-
Approximate asymptotic P values for structural-change models
-
Hansen, Bruce E. (1997). "Approximate Asymptotic P Values for Structural-Change Models." Journal of Business and Economic Statistics 15, 60-67.
-
(1997)
Journal of Business and Economic Statistics
, vol.15
, pp. 60-67
-
-
Hansen, B.E.1
-
25
-
-
0001881458
-
Testing for structural change in conditional models
-
Hansen, Bruce E. (2000). "Testing for Structural Change in Conditional Models." Journal of Econometrics 97, 93-116.
-
(2000)
Journal of Econometrics
, vol.97
, pp. 93-116
-
-
Hansen, B.E.1
-
26
-
-
0040360986
-
Postwar U.S. business cycles: An empirical investigation
-
Hodrick, Robert J., and Edward C. Prescott (1997). "Postwar U.S. Business Cycles: an Empirical Investigation." Journal of Money, Credit, and Banking 29, 1-16.
-
(1997)
Journal of Money, Credit, and Banking
, vol.29
, pp. 1-16
-
-
Hodrick, R.J.1
Prescott, E.C.2
-
27
-
-
11344278864
-
In-sample or out-of-sample tests of predictability? Which one should we use?
-
Inoue, Atsushi, and Lutz Kilian (2004). "In-Sample or Out-of-Sample Tests of Predictability? Which One Should We Use?" Econometric Reviews 23, 371-402.
-
(2004)
Econometric Reviews
, vol.23
, pp. 371-402
-
-
Inoue, A.1
Kilian, L.2
-
28
-
-
0032275731
-
Small-sample confidence intervals for impulse response functions
-
Kilian, Lutz (1998a). "Small-Sample Confidence Intervals for Impulse Response Functions." Review of Economics and Statistics 80, 218-230.
-
(1998)
Review of Economics and Statistics
, vol.80
, pp. 218-230
-
-
Kilian, L.1
-
29
-
-
0000321514
-
Accounting for lag order uncertainty in autoregressions: The endogenous lag order bootstrap algorithm
-
Kilian, Lutz (1998b). "Accounting for Lag Order Uncertainty in Autoregressions: the Endogenous Lag Order Bootstrap Algorithm." Journal of Time Series Analysis 19, 531-548.
-
(1998)
Journal of Time Series Analysis
, vol.19
, pp. 531-548
-
-
Kilian, L.1
-
31
-
-
84952173852
-
Estimating potential output as a latent variable
-
Kuttner, Kenneth N. (1994). "Estimating Potential Output as a Latent Variable." Journal of Business and Economic Statistics 12, 361-368.
-
(1994)
Journal of Business and Economic Statistics
, vol.12
, pp. 361-368
-
-
Kuttner, K.N.1
-
33
-
-
29144462885
-
A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series
-
forthcoming
-
Marcellino, Massimiliano, James H. Stock, and Mark W. Watson (2004). "A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series." Journal of Econometrics, forthcoming.
-
(2004)
Journal of Econometrics
-
-
Marcellino, M.1
Stock, J.H.2
Watson, M.W.3
-
34
-
-
0001413344
-
Exchange rates and fundamentals: Evidence on long-horizon predictability
-
Mark, Nelson C. (1995). "Exchange Rates and Fundamentals: Evidence on Long-Horizon Predictability." American Economic Review 85, 201-218.
-
(1995)
American Economic Review
, vol.85
, pp. 201-218
-
-
Mark, N.C.1
-
35
-
-
1842762401
-
An optimizing IS-LM specification for monetary policy and business cycle analysis
-
McCallum, Bennett T., and Edward Nelson (1999). "An Optimizing IS-LM Specification for Monetary Policy and Business Cycle Analysis." Journal of Money, Credit, and Banking 31, 296-316.
-
(1999)
Journal of Money, Credit, and Banking
, vol.31
, pp. 296-316
-
-
McCallum, B.T.1
Nelson, E.2
-
37
-
-
33846907054
-
Empirical exchange rate models of the seventies: Do they fit out of sample?
-
Meese, Richard A., and Kenneth Rogoff (1983). "Empirical Exchange Rate Models of the Seventies: Do They Fit Out of Sample?" Journal of International Economics 14, 3-24.
-
(1983)
Journal of International Economics
, vol.14
, pp. 3-24
-
-
Meese, R.A.1
Rogoff, K.2
-
38
-
-
0000706085
-
A simple, positive semi-definite, hetero-skedasticity and autocorrelation consistent covariance matrix
-
Newey, Whitney K., and Kenneth D. West (1987). "A Simple, Positive Semi-definite, Hetero-skedasticity and Autocorrelation Consistent Covariance Matrix." Econometrica 55, 703-708.
-
(1987)
Econometrica
, vol.55
, pp. 703-708
-
-
Newey, W.K.1
West, K.D.2
-
39
-
-
0038521546
-
The quest for prosperity without inflation
-
Orphanides, Athanasios (2003). "The Quest for Prosperity Without Inflation." Journal of Monetary Economics 50, 633-663.
-
(2003)
Journal of Monetary Economics
, vol.50
, pp. 633-663
-
-
Orphanides, A.1
-
40
-
-
22544482931
-
The reliability of inflation forecasts based on output gap estimates in real time
-
Orphanides, Athanasios, and Simon van Norden (2005). "The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time." Journal of Money, Credit, and Banking 37, 583-601.
-
(2005)
Journal of Money, Credit, and Banking
, vol.37
, pp. 583-601
-
-
Orphanides, A.1
Van Norden, S.2
-
43
-
-
0345982186
-
An optimization-based econometric framework for the evaluation of monetary policy
-
Rotemberg, Julio J., and Michael Woodford (1997). "An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy." NBER Macroeconomics Annual 12, 297-346.
-
(1997)
NBER Macroeconomics Annual
, vol.12
, pp. 297-346
-
-
Rotemberg, J.J.1
Woodford, M.2
-
44
-
-
18144427889
-
Assessing the lucas critique in monetary policy models
-
Rudebusch, Glenn D. (2005) "Assessing the Lucas Critique in Monetary Policy Models." Journal of Money, Credit, and Banking 37, 245-272.
-
(2005)
Journal of Money, Credit, and Banking
, vol.37
, pp. 245-272
-
-
Rudebusch, G.D.1
-
45
-
-
0001813732
-
Policy rules for inflation targeting
-
edited by John B. Taylor, Chicago: University of Chicago Press
-
Rudebusch, Glenn D., and Lars E.O. Svensson (1999). "Policy Rules for Inflation Targeting." In Monetary Policy Rules, edited by John B. Taylor, pp. 203-246. Chicago: University of Chicago Press.
-
(1999)
Monetary Policy Rules
, pp. 203-246
-
-
Rudebusch, G.D.1
Svensson, L.E.O.2
-
47
-
-
0346507228
-
The NAIRU, unemployment and monetary policy
-
Staiger, Douglas, James H. Stock, and Mark W. Watson (1997). "The NAIRU, Unemployment and Monetary Policy." Journal of Economic Perspectives 11, 33-49.
-
(1997)
Journal of Economic Perspectives
, vol.11
, pp. 33-49
-
-
Staiger, D.1
Stock, J.H.2
Watson, M.W.3
-
48
-
-
12844251985
-
Comment on 'evolving post-world war II U.S. inflation dynamics'
-
Stock, James H. (2001). "Comment on 'Evolving Post-World War II U.S. Inflation Dynamics'." NBER Macroeconomics Annual 16, 379-387.
-
(2001)
NBER Macroeconomics Annual
, vol.16
, pp. 379-387
-
-
Stock, J.H.1
-
49
-
-
0030528942
-
Evidence on structural stability in macroeconomic time series relations
-
Stock, James H., and Mark W. Watson (1996). "Evidence on Structural Stability in Macroeconomic Time Series Relations." Journal of Business and Economic Statistics 14, 11-30.
-
(1996)
Journal of Business and Economic Statistics
, vol.14
, pp. 11-30
-
-
Stock, J.H.1
Watson, M.W.2
-
50
-
-
77956750491
-
Business cycle fluctuations in U.S. macroeconomic time series
-
edited by John B. Taylor and Michael Woodford, Amsterdam: Elsevier
-
Stock, James H., and Mark W. Watson (1999a). "Business Cycle Fluctuations in U.S. Macroeconomic Time Series." In Handbook of Macroeconomics, Vol. 1a, edited by John B. Taylor and Michael Woodford, pp. 3-64. Amsterdam: Elsevier.
-
(1999)
Handbook of Macroeconomics
, vol.1 A
, pp. 3-64
-
-
Stock, J.H.1
Watson, M.W.2
-
52
-
-
33846109529
-
Has the business cycle changed and why?
-
Stock, James H., and Mark W. Watson (2002). "Has the Business Cycle Changed and Why?" NBER Macroeconomics Annual 17, 159-218.
-
(2002)
NBER Macroeconomics Annual
, vol.17
, pp. 159-218
-
-
Stock, J.H.1
Watson, M.W.2
-
53
-
-
2442579426
-
Forecasting output and inflation: The role of asset prices
-
Stock, James H., and Mark W. Watson (2003). "Forecasting Output and Inflation: The Role of Asset Prices." Journal of Economic Literature 41, 788-829.
-
(2003)
Journal of Economic Literature
, vol.41
, pp. 788-829
-
-
Stock, J.H.1
Watson, M.W.2
-
54
-
-
0030353235
-
Asymptotic inference about predictive ability
-
West, Kenneth D. (1996). "Asymptotic Inference About Predictive Ability." Econometrica 64, 1067-1084.
-
(1996)
Econometrica
, vol.64
, pp. 1067-1084
-
-
West, K.D.1
|