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2. Fractional integration and cointegration in US financial time series data. (2014). Gil-Alana, Luis ; Caporale, Guglielmo Maria.
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3. Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks. (2014). MORANA, CLAUDIO.
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1. A review of the Dividend Discount Model: from deterministic to stochastic models. (2020). de Blasis, Riccardo ; D'Amico, Guglielmo.
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2. International Financial Markets. (2019). Saglio, Sophie ; Sanhaji, Bilel ; Guerreiro, David ; Goutte, Stéphane ; Chevallier, Julien.
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3. Forecasting base metal prices with the Chilean exchange rate. (2019). Pincheira, Pablo ; Hardy, Nicolas ; Brown, Pablo Pincheira.
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4. Transmission of US monetary policy into the Canadian economy: A structural cointegration analysis. (2015). Barakchian, Mahdi S..
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5. Speculative Asset Prices (Nobel Prize Lecture). (2014). Shiller, Robert.
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6. Bubbles and crises: The role of house prices and credit. (2014). Kragh-Sørensen, Kasper ; Anundsen, Andre ; Kragh-Sorensen, Kasper ; Gerdrup, Karsten ; Hansen, Frank.
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7. Testing for rational speculative bubbles in the Brazilian residential real-estate market. (2014). de Oliveira, Marcelo M. ; Alexandre C. L. Almeida, .
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9. Unpredictability in Economic Analysis, Econometric Modeling and Forecasting. (2013). Mizon, Grayham E. ; Hendry, David.
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10. Are Recent Increases of Residential Property Prices in Vienna and Austria Justified by Fundamentals?. (2013). Schneider, Martin.
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11. Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions. (2013). Taylor, Robert ; Rahbek, Anders ; Cavaliere, Giuseppe ; Boswijk, H. Peter ; A. M. Robert Taylor, .
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12. The Spanish term structure of interest rates revisited: Cointegration with multiple structural breaks, 1974–2010. (2013). Prats, Maria ; Navarro-Ibáñez, Manuel ; Esteve, Vicente ; Navarro-Ibaez, Manuel.
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13. Detecting bubbles in Hong Kong residential property market. (2013). Yu, Jun ; Yiu, Matthew S. ; Jin, LU.
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14. The Expectations Hypothesis of the Term Structure of LIBOR US Dollar Interest Rates. (2012). Milobedzki, Pawel .
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15. Testing the Expectations Hypothesis on Corporate Bond Yields. (2010). Azar, Samih Antoine.
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16. On a Numerical and Graphical Technique for Evaluating some Models Involving Rational Expectations. (2009). Johansen, Soren ; Swensen, Anders Rygh.
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17. Estimation of quasi-rational DSGE monetary models. (2009). Fanelli, Luca.
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18. Rational Bubbles in the Korea Stock Market? Further Evidence based on Nonlinear and Nonparametric Cointegration Tests. (2008). Chang, Tsangyao ; Liu, Wen-Chi.
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19. The expectations hypothesis of the term structure in the Euro area:. (2008). Tamarit, Cecilio ; Ordóñez, Javier ; Camarero, Mariam ; Ordoez, Javier.
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20. Expectations hypotheses tests at Long Horizons. (2007). Rossi, Barbara.
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21. Stock Prices and Dividends in Taiwans Stock Market: Evidence Based on Time-Varying Present Value Model. (2007). Chen, Yahn-Shir ; Chang, Hsu-Ling ; Su, Chi-Wei.
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22. Bayesian estimation of cointegrating thresholds in the term structure of interest rates. (2006). Balcombe, Kelvin.
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23. A test for rational bubbles in the NASDAQ stock index: A fractionally integrated approach. (2005). Gil-Alana, Luis ; Cuñado, Juncal ; de Gracia, Perez F. ; Cunado, J..
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24. Tests of the expectations hypothesis: Resolving the anomalies when the short-term rate is the federal funds rate. (2005). Thornton, Daniel.
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25. Rational bubbles or persistent deviations from market fundamentals?. (2005). Serletis, Apostolos ; Koustas, Zisimos.
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26. The term structure of interest rates with nonlinear adjustment: Evidence from a unit root test in the nonlinear STAR framework. (2005). Maki, Daiki.
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27. Term structure linkages surrounding the Plaza and Louvre accords: Evidence from Euro-rates and long-memory components. (2004). Shoesmith, Gary ; Patel, Ajay.
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28. Time-varying excess returns on UK government bonds: A non-linear approach. (2004). Milas, Costas ; Lekkos, Ilias.
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29. International macroeconomic fluctuations and the current account. (2003). Hoffmann, Mathias.
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30. Long-Term Trends and Short-Run Dynamics in International Stock Markets. (2001). Harissis, Harilaos ; Staikouras S., ; Mesomeris S., ; Harissis H., .
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31. Value at risk models for Dutch bond portfolios. (2000). Vlaar, Peter.
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32. Structural Breaks in the Cointegrated Vector Autoregressive Model. (2000). Hansen, Peter.
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33. General Equilibrium Macroeconomic Models and Superior Information. (2000). Normandin, Michel ; Boileau, Martin.
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34. An analysis of the relationship between international bond markets. (2000). Lekkos, Ilias ; Clare, Andrew.
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35. The Feldstein-Horioka puzzle and a new measure of international capital mobility. (1999). .
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36. International macroeconomic fluctuations and the current account. (1999). .
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37. Table of Contents, List of Contributors, and Introduction to NONLINEAR TIME SERIES ANALYSIS OF ECONOMIC AND FINANCIAL DATA, Kluwer Academic Press, edited. (1998). Rothman, Philip.
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38. Credit spreads and interest rates : a cointegration approach. (1998). Rolph, Douglas ; Morris, Charles ; Neal, Robert.
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39. Stochastic trends and cointegration in the market for equities. (1998). Ackert, Lucy ; Racine, Marie D..
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40. Are Australias Current Account Deficits Excessive?. (1998). Cashin, Paul.
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41. Violations of the `Rules of the Game and the Credibility of the Classical Gold Standard, 1880-1914. (1997). MacDonald, Ronald ; Bordo, Michael.
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42. Rational Expectations in a VAR with Markov Switching. (1997). Blix, Mårten.
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43. The Permanent Income Hypothesis Revisited. Reconciling Evidence from Aggregate Data with the Representative Consumer Behaviour,. (1997). Molana, Hassan ; Malley, Jim.
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44. Cointegration and long-horizon forecasting. (1997). Diebold, Francis.
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46. Moving endpoints and the internal consistency of agents ex ante forecasts. (1996). Kozicki, Sharon.
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48. Moving Endpoints in Macrofinance. (). Kozicki, Sharon.
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49. Asset prices in Chile: facts and fads.. (). Soto, Raimundo ; Morandé, Felipe ; Bergoeing, Raphael ; Morande, Felipe.
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50. Extracting Information from Asset Prices: the Methodology of EMU Calculators. (). Tabellini, Guido ; Iacone, Fabrizio ; Giavazzi, Francesco ; Favero, Carlo.
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