| Title | Author(s) | |
|---|---|---|
A Note on the Dynamics of Persistence in US Inflation.Bank of Mexico Working Papers [View] (Paper: 2008-12, 07.08.2008) |
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How informative are macroeconomic risk forecasts? An examination of the Bank of England’s inflation forecastsDeutsche Bundesbank Discussion Papers [View] (Paper: 200814, 04.08.2008) |
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Statistical tests and estimators of the rank of a matrix and their applications in econometric modellingEuropean Central Bank Working papers [View] (Paper: 0850, 26.01.2008) |
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Testing for Cointegration Using the Johansen Methodology when Variables are Near-IntegratedBoard of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0915, 17.01.2008) |
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Optimality Tests for Multi-Horizon ForecastsBank of Mexico Working Papers [View] (Paper: 2007-14, 11.12.2007) |
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Does Benford’s law hold in economic research and forecasting?Deutsche Bundesbank Discussion Papers [View] (Paper: 200732, 10.12.2007) |
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A Residual-Based Cointegration Test for Near Unit Root VariablesBoard of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0907, 01.11.2007) |
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Financial contagion and tests using instrumental variablesNetherlands Bank DNB Working Papers [View] (Paper: 139, 26.06.2007) |
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Inflation Convergence and Divergence within the European Monetary UnionIJCB International Journal of Central Banking [View] (Paper: 07q2a4, 01.06.2007) |
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A Note on the Coefficient of Determination in Models with Infinite Variance VariablesBoard of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0895, 01.06.2007) |
