Category:JAE 2019 (5)
Pages in category "JAE 2019 (5)"
The following 8 pages are in this category, out of 8 total.
A factor‐augmented vector autoregressive (FAVAR) approach for monetary policy: Replication of the empirical results in “measuring the effects of monetary policy” (JAE 2019)
Bubbles and crises: Replicating the Anundsen et al. (2016) results (JAE 2019)
Comovements and asymmetric tail dependence in state housing prices in the USA: A nonparametric approach (JAE 2019)
Does global inflation help forecast inflation in industrialized countries? (JAE 2019)
Expected market returns: SVIX, realized volatility, and the role of dividends (JAE 2019)
Heterogeneity in risk aversion and risk sharing regressions (JAE 2019)
Long‐run neutrality of demand shocks: Revisiting Blanchard and Quah (1989) with independent structural shocks (JAE 2019)
Testing for time variation in the natural rate of interest (JAE 2019)
Retrieved from "
Log in / create account
In the news
In the literature
What links here
This page was last modified on 3 August 2019, at 23:32.
This page has been accessed 19 times.