-
1
-
-
0037905686
-
A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables
-
Ang A., and Piazzesi M. A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables. Journal of Monetary Economics 50 (2003) 745-787
-
(2003)
Journal of Monetary Economics
, vol.50
, pp. 745-787
-
-
Ang, A.1
Piazzesi, M.2
-
2
-
-
34147107785
-
Productivity growth in the 1990s: technology, utilization, or adjustment?
-
Basu S., Fernald J., and Shapiro M. Productivity growth in the 1990s: technology, utilization, or adjustment?. Carnegie-Rochester Conference Series on Public Policy 55 (2001) 117-165
-
(2001)
Carnegie-Rochester Conference Series on Public Policy
, vol.55
, pp. 117-165
-
-
Basu, S.1
Fernald, J.2
Shapiro, M.3
-
3
-
-
34548856349
-
-
Baxter, M., King, R., 1990. Productive externalities and cyclical volatility. Working Paper 245, Rochester Center for Economic Research.
-
-
-
-
4
-
-
0036866084
-
An empirical characterization of the dynamic effects of changes in Government spending and taxes on output
-
Blanchard O.J., and Perotti R. An empirical characterization of the dynamic effects of changes in Government spending and taxes on output. Quarterly Journal of Economics 117 (2000) 1329-1368
-
(2000)
Quarterly Journal of Economics
, vol.117
, pp. 1329-1368
-
-
Blanchard, O.J.1
Perotti, R.2
-
5
-
-
0001097029
-
Habit persistence, asset returns, and the business cycle
-
Boldrin M., Christiano L., and Fisher J. Habit persistence, asset returns, and the business cycle. American Economic Review 91 (2001) 149-166
-
(2001)
American Economic Review
, vol.91
, pp. 149-166
-
-
Boldrin, M.1
Christiano, L.2
Fisher, J.3
-
6
-
-
0000893136
-
Factor-hoarding and the propagation of business-cycle shocks
-
Burnside C., and Eichenbaum M. Factor-hoarding and the propagation of business-cycle shocks. American Economic Review 86 (1996) 1154-1174
-
(1996)
American Economic Review
, vol.86
, pp. 1154-1174
-
-
Burnside, C.1
Eichenbaum, M.2
-
9
-
-
0008766361
-
Specification analysis of affine term structure models
-
Dai Q., and Singleton K. Specification analysis of affine term structure models. Journal of Finance 55 (2000) 1943-1978
-
(2000)
Journal of Finance
, vol.55
, pp. 1943-1978
-
-
Dai, Q.1
Singleton, K.2
-
10
-
-
38249015119
-
Productivity shocks and real business cycles
-
Evans C. Productivity shocks and real business cycles. Journal of Monetary Economics 29 (1992) 191-209
-
(1992)
Journal of Monetary Economics
, vol.29
, pp. 191-209
-
-
Evans, C.1
-
11
-
-
0002053074
-
Monetary policy and the term structure of nominal interest rates: evidence and theory
-
Evans C., and Marshall D. Monetary policy and the term structure of nominal interest rates: evidence and theory. Carnegie-Rochester Conference on Public Policy 49 (1998) 53-111
-
(1998)
Carnegie-Rochester Conference on Public Policy
, vol.49
, pp. 53-111
-
-
Evans, C.1
Marshall, D.2
-
12
-
-
34548846246
-
-
Evans, C., Marshall, D., 2006. Economic determinants of the nominal treasury yield curve. Federal Reserve Bank of Chicago Working Paper No. 2001-16, revised November 2006.
-
-
-
-
13
-
-
34548862713
-
-
Galí, J., Gertler, M., Lopez-Salido, D., 2001. Markups, gaps, and the welfare costs of business fluctuations. NBER Working Paper No. 8850.
-
-
-
-
14
-
-
0039862012
-
Macroeconomic fluctuations and the allocation of time
-
Hall R.E. Macroeconomic fluctuations and the allocation of time. Journal of Labor Economics 15 (1997) S223-S250
-
(1997)
Journal of Labor Economics
, vol.15
-
-
Hall, R.E.1
-
15
-
-
0003410290
-
-
Princeton University Press, Princeton
-
Hamilton J. Time Series Analysis (1994), Princeton University Press, Princeton
-
(1994)
Time Series Analysis
-
-
Hamilton, J.1
-
16
-
-
84993839850
-
Explorations into factors explaining money market returns
-
Knez P., Litterman R., and Scheinkman J. Explorations into factors explaining money market returns. Journal of Finance 49 (1994) 1861-1882
-
(1994)
Journal of Finance
, vol.49
, pp. 1861-1882
-
-
Knez, P.1
Litterman, R.2
Scheinkman, J.3
-
17
-
-
34548845164
-
-
Mulligan, C.B., 2002. A century of labor-leisure distortions. National Bureau of Economic Research Working Paper 8774.
-
-
-
-
18
-
-
0002925890
-
Monetary policy rules based on real-time data
-
Orphanides A. Monetary policy rules based on real-time data. American Economic Review 91 (2001) 964-985
-
(2001)
American Economic Review
, vol.91
, pp. 964-985
-
-
Orphanides, A.1
-
20
-
-
0036742601
-
Term structure evidence on interest rate smoothing and monetary policy inertia
-
Rudebusch G.D. Term structure evidence on interest rate smoothing and monetary policy inertia. Journal of Monetary Economics 49 (2002) 1161-1187
-
(2002)
Journal of Monetary Economics
, vol.49
, pp. 1161-1187
-
-
Rudebusch, G.D.1
-
21
-
-
0001090776
-
Error bands for impulse responses
-
Sims C., and Zha T. Error bands for impulse responses. Econometrica 67 (1999) 1113-1155
-
(1999)
Econometrica
, vol.67
, pp. 1113-1155
-
-
Sims, C.1
Zha, T.2
-
23
-
-
0345456128
-
Likelihood preserving normalization in multiple equation models
-
Waggoner D.F., and Zha T. Likelihood preserving normalization in multiple equation models. Journal of Econometrics 114 (2003) 329-347
-
(2003)
Journal of Econometrics
, vol.114
, pp. 329-347
-
-
Waggoner, D.F.1
Zha, T.2
-
25
-
-
0009240065
-
Block recursion and structural vector autoregressions
-
Zha T. Block recursion and structural vector autoregressions. Journal of Econometrics 90 (1999) 290-316
-
(1999)
Journal of Econometrics
, vol.90
, pp. 290-316
-
-
Zha, T.1
|