| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Bayesian Model Averaging and exchange rate forecasts
|
Wright, Jonathan H.
|
|
2008
|
146 |
2 |
p. 329-341
13 p.
|
artikel
|
| 2 |
Editorial Board
|
|
|
2008
|
146 |
2 |
p. IFC-
1 p.
|
artikel
|
| 3 |
Efficient forecast tests for conditional policy forecasts
|
Faust, Jon
|
|
2008
|
146 |
2 |
p. 293-303
11 p.
|
artikel
|
| 4 |
Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments
|
Andrews, Donald W.K.
|
|
2008
|
146 |
2 |
p. 241-254
14 p.
|
artikel
|
| 5 |
Forecasting economic time series using targeted predictors
|
Bai, Jushan
|
|
2008
|
146 |
2 |
p. 304-317
14 p.
|
artikel
|
| 6 |
Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?
|
De Mol, Christine
|
|
2008
|
146 |
2 |
p. 318-328
11 p.
|
artikel
|
| 7 |
Global yield curve dynamics and interactions: A dynamic Nelson–Siegel approach
|
Diebold, Francis X.
|
|
2008
|
146 |
2 |
p. 351-363
13 p.
|
artikel
|
| 8 |
Introduction: Journal of Econometrics special issue honoring the research contributions of Charles R. Nelson
|
Cogley, Timothy
|
|
2008
|
146 |
2 |
p. 199-201
3 p.
|
artikel
|
| 9 |
Least-squares forecast averaging
|
Hansen, Bruce E.
|
|
2008
|
146 |
2 |
p. 342-350
9 p.
|
artikel
|
| 10 |
Markov-switching and the Beveridge–Nelson decomposition: Has US output persistence changed since 1984?
|
Kim, Chang-Jin
|
|
2008
|
146 |
2 |
p. 227-240
14 p.
|
artikel
|
| 11 |
Methods for inference in large multiple-equation Markov-switching models
|
Sims, Christopher A.
|
|
2008
|
146 |
2 |
p. 255-274
20 p.
|
artikel
|
| 12 |
Quality control for structural credit risk models
|
Andreou, Elena
|
|
2008
|
146 |
2 |
p. 364-375
12 p.
|
artikel
|
| 13 |
The Beveridge–Nelson decomposition in retrospect and prospect
|
Nelson, Charles R.
|
|
2008
|
146 |
2 |
p. 202-206
5 p.
|
artikel
|
| 14 |
The relationship between the Beveridge–Nelson decomposition and other permanent–transitory decompositions that are popular in economics
|
Oh, Kum Hwa
|
|
2008
|
146 |
2 |
p. 207-219
13 p.
|
artikel
|
| 15 |
Time series properties of ARCH processes with persistent covariates
|
Han, Heejoon
|
|
2008
|
146 |
2 |
p. 275-292
18 p.
|
artikel
|
| 16 |
Trend/cycle decomposition of regime-switching processes
|
Morley, James
|
|
2008
|
146 |
2 |
p. 220-226
7 p.
|
artikel
|
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