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2019
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Some Evidence on Secular Drivers of US Safe Real Rates
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American Economic Journal: Macroeconomics
|
A
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2
|
|
2019
|
Introduction
|
Journal of Money, Credit, and Banking
|
B
|
1
|
|
2018
|
Discussion of Lazarus, Lewis, Stock, and Watson, “HAR Inference: Recommendations for Practice”
|
Journal of Business & Economic Statistics
|
A
|
1
|
|
2014
|
Editors' Introduction
|
Journal of Money, Credit, and Banking
|
B
|
2
|
|
2014
|
A factor model for co-movements of commodity prices
|
Journal of International Money and Finance
|
B
|
2
|
|
2013
|
Special Issue Editors' Introduction
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Journal of Money, Credit, and Banking
|
B
|
2
|
|
2013
|
Special Issue Editors' Introduction
|
Journal of Money, Credit, and Banking
|
B
|
2
|
|
2012
|
Econometric analysis of present value models when the discount factor is near one
|
Journal of Econometrics
|
A
|
1
|
|
2012
|
Editor's Introduction October 2011
|
Journal of Money, Credit, and Banking
|
B
|
1
|
|
2011
|
Comment
|
Journal of Business & Economic Statistics
|
A
|
1
|
|
2010
|
Global Interest Rates, Currency Returns, and the Real Value of the Dollar
|
American Economic Review
|
S
|
2
|
|
2010
|
Editor's Introduction
|
Journal of Money, Credit, and Banking
|
B
|
2
|
|
2009
|
Editor's Introduction
|
Journal of Money, Credit, and Banking
|
B
|
1
|
|
2007
|
Model uncertainty and policy evaluation: Some theory and empirics
|
Journal of Econometrics
|
A
|
3
|
|
2007
|
Approximately normal tests for equal predictive accuracy in nested models
|
Journal of Econometrics
|
A
|
2
|
|
2007
|
Comment on Argia M. Sbordone "Inflation persistence: Alternative interpretations and policy implications"
|
Journal of Monetary Economics
|
A
|
1
|
|
2007
|
Editor's Introduction
|
Journal of Money, Credit, and Banking
|
B
|
1
|
|
2006
|
Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis
|
Journal of Econometrics
|
A
|
2
|
|
2005
|
Exchange Rates and Fundamentals
|
Journal of Political Economy
|
S
|
2
|
|
2004
|
Accounting for Exchange-Rate Variability in Present-Value Models When the Discount Factor Is Near 1
|
American Economic Review
|
S
|
2
|
|
2003
|
Policy Evaluation in Uncertain Economic Environments
|
Brookings Papers on Economic Activity
|
B
|
3
|
|
2002
|
Efficient GMM estimation of weak AR processes
|
Economics Letters
|
C
|
1
|
|
2001
|
Forecasting and empirical methods in finance and macroeconomics
|
Journal of Econometrics
|
A
|
2
|
|
2001
|
Encompassing tests when no model is encompassing
|
Journal of Econometrics
|
A
|
1
|
|
1997
|
Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator
|
Journal of Econometrics
|
A
|
1
|
|
1995
|
The predictive ability of several models of exchange rate volatility
|
Journal of Econometrics
|
A
|
2
|
|
1994
|
Automatic Lag Selection in Covariance Matrix Estimation
|
Review of Economic Studies
|
S
|
2
|
|
1994
|
Estimation and inference in the linear-quadratic inventory model
|
Journal of Economic Dynamics and Control
|
B
|
2
|
|
1994
|
Comments : Rational bubbles during Poland's hyperinflation: Implications and empirical evidence by M. Funke, S. Hall and M. Sola
|
European Economic Review
|
B
|
1
|
|
1993
|
A utility-based comparison of some models of exchange rate volatility
|
Journal of International Economics
|
A
|
3
|
|
1992
|
Erratum
|
Journal of Monetary Economics
|
A
|
1
|
|
1990
|
The Sources of Fluctuations in Aggregate Inventories and GNP
|
Quarterly Journal of Economics
|
S
|
1
|
|
1989
|
Estimation of linear rational expectations models, in the presence of deterministic terms
|
Journal of Monetary Economics
|
A
|
1
|
|
1988
|
On the Interpretation of Near Random-walk Behavior in GNP.
|
American Economic Review
|
S
|
1
|
|
1988
|
The insensitivity of consumption to news about income
|
Journal of Monetary Economics
|
A
|
1
|
|
1988
|
Integrated regressors and tests of the permanent-income hypothesis
|
Journal of Monetary Economics
|
A
|
2
|
|
1987
|
A note on the power of least squares tests for a unit root
|
Economics Letters
|
C
|
1
|
|
1987
|
A standard monetary model and the variability of the deutschemark-dollar exchange rate
|
Journal of International Economics
|
A
|
1
|
|
1987
|
A Specification Test for Speculative Bubbles
|
Quarterly Journal of Economics
|
S
|
1
|
|
1986
|
Full-versus limited-information estimation of a rational-expectations model: Some numerical comparisons
|
Journal of Econometrics
|
A
|
1
|
|
1986
|
A Variance Bounds Test of the Linear Quadratic Inventory Model.
|
Journal of Political Economy
|
S
|
1
|
|
1983
|
A note on the econometric use of constant dollar inventory series
|
Economics Letters
|
C
|
1
|