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Citations for "Two-step two-stage least squares estimation in models with rational expectations" by Cumby, Robert E. & Huizinga, John & Obstfeld, Maurice
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Cited by (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.): Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2002.
"Instrumental variables and GMM: Estimation and testing ,"
Boston College Working Papers in Economics
545, Boston College Department of Economics, revised 14 Feb 2003.
[Downloadable!]
Other versions:
Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2002.
"Instrumental variables and GMM: Estimation and testing ,"
North American Stata Users' Group Meetings 2003
05, Stata Users Group.
[Downloadable!] Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2002.
"Instrumental variables and GMM: Estimation and testing ,"
United Kingdom Stata Users' Group Meetings 2003
02, Stata Users Group.
[Downloadable!] Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2003.
"Instrumental variables and GMM: Estimation and testing ,"
Stata Journal ,
StataCorp LP, vol. 3(1), pages 1-31, March.
[Downloadable!] John Huizinga & Frederic S. Mishkin, 1985.
"Inflation and Real Interest Rates on Assets with Different Risk Characteristics ,"
NBER Working Papers
1333, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Robert J. Hodrick & Sanjay Srivastava, 1983.
"An Investigation of Risk and Return in Forward Foreign Exchange ,"
NBER Working Papers
1180, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Palm, F.C. & Nijman, Th., 1984.
"Consistent estimation using proxy-variables in models with unobserved variables ,"
Serie Research Memoranda
0012, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
[Downloadable!]
Peter R. Hartley & Joseph A. Whitt, Jr., 1997.
"Macroeconomic fluctuations in Europe: demand or supply, permanent or temporary? ,"
Working Paper
97-14, Federal Reserve Bank of Atlanta.
[Downloadable!]
Frederic S. Mishkin & John Simon, 1997.
"An Empirical Examination of the Fisher Effect in Australia ,"
NBER Working Papers
5080, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Frederic S Mishkin & John Simon, 1994.
"An Empirical Examination of the Fisher Effect in Australia ,"
RBA Research Discussion Papers
rdp9410, Reserve Bank of Australia.
[Downloadable!] Mishkin, Frederic S & Simon, John, 1995.
"An Empirical Examination of the Fisher Effect in Australia ,"
The Economic Record ,
The Economic Society of Australia, vol. 71(214), pages 217-29, September.
Behzad T. Diba & Seonghwan Oh, 1988.
"Have Money-Stock Fluctuations Had a Liquidity Effect on Expected Real Interest Rates ,"
UCLA Economics Working Papers
534, UCLA Department of Economics.
[Downloadable!]
Lars Peter Hansen, 2007.
"Beliefs, Doubts and Learning: Valuing Economic Risk ,"
NBER Working Papers
12948, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Kenneth D. West, 1995.
"Another Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator ,"
NBER Technical Working Papers
0183, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Bruno Ducoudré, 2005.
"Fiscal policy and interest rates ,"
Documents de Travail de l'OFCE
2005-08, Observatoire Francais des Conjonctures Economiques (OFCE).
[Downloadable!]
Matti Virén, 1986.
"Estimating the Output Effects of Energy Price and Real Interest Rate Shocks: A Cross-Country Study ,"
Swiss Journal of Economics and Statistics (SJES) ,
Swiss Society of Economics and Statistics (SSES), vol. 122(IV), pages 627-639, December.
[Downloadable!]
Funke, Michael, 2005.
"Inflation in mainland China – modelling a roller coaster ride ,"
BOFIT Discussion Papers
6/2005, Bank of Finland, Institute for Economies in Transition.
[Downloadable!]
Other versions: Sebastian Edwards, 1981.
"Floating Excahnge Rates, Exectations and New Information ,"
UCLA Economics Working Papers
227, UCLA Department of Economics.
[Downloadable!]
Richard Meese & Kenneth S. Rogoff, 1985.
"Was it real? : the exchange rate-interest differential relation, 1973 - 1984 ,"
International Finance Discussion Papers
268, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions:
Richard Meese & Kenneth Rogoff, 1989.
"Was it Real? The Exchange Rate-Interest Differential Relation, 1973-1984 ,"
NBER Working Papers
1732, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Meese, Richard & Rogoff, Kenneth, 1986.
"Was it real? The exchange rate -- Interest differential relation: 1973-1984 ,"
Journal of Economic Dynamics and Control ,
Elsevier, vol. 10(1-2), pages 297-298, June.
[Downloadable!] (restricted) Joshua Hojvat Gallin, 1999.
"Net migration and state labor market dynamics ,"
Finance and Economics Discussion Series
1999-16, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Robert J. Hodrick & Sanjay Srivastava, 1985.
"Foreign Currency Futures ,"
NBER Working Papers
1743, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Ray C. Fair & Robert J. Shiller, 1989.
"The Informational Content of Ex Ante Forecasts ,"
NBER Working Papers
2503, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Ray C. Fair & Robert J. Shiller, 1988.
"The Informational Content of Ex Ante Forecasts ,"
Cowles Foundation Discussion Papers
857, Cowles Foundation, Yale University.
[Downloadable!] Fair, Ray C & Shiller, Robert J, 1989.
"The Informational Context of Ex Ante Forecasts ,"
The Review of Economics and Statistics ,
MIT Press, vol. 71(2), pages 325-31, May.
[Downloadable!] (restricted) Raul A. Feliz & John H. Welch, 1993.
"The credibility and performance of unilateral target zones: a comparison of the Mexican and Chilean cases ,"
Research Paper
9331, Federal Reserve Bank of Dallas.
[Downloadable!]
Ray C. Fair, 1984.
"The Use of Expected Future Variables in Macroeconometric Models ,"
Cowles Foundation Discussion Papers
718, Cowles Foundation, Yale University.
[Downloadable!]
Other versions: Sebastian Edwards, 1984.
"Floating Exchange Rates, Expectations and New Information ,"
NBER Working Papers
1064, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Donald W.K. Andrews & Ray C. Fair, 1989.
"Estimation of Polynomial Distributed Lags and Leads with End Point Constraints ,"
NBER Technical Working Papers
0079, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Clémentine Florens & Eric Jondeau & Hervé Le Bihan, 2001.
"Assessing GMM Estimates of the Federal Reserve Reaction Function ,"
Econometrics
0111003, EconWPA.
[Downloadable!]
Other versions: Kenneth A. Froot & Maurice Obstfeld, 1992.
"Intrinsic Bubbles: The Case of Stock Prices ,"
NBER Working Papers
3091, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Ray C. Fair & Robert J. Shiller, 1987.
"Econometric Modeling as Information Aggregation ,"
Cowles Foundation Discussion Papers
833R, Cowles Foundation, Yale University, revised Jan 1988.
[Downloadable!]
Other versions: Luca Fanelli, .
"Estimating Multi-Equational LQAC Models with I(1) Variables: a VAR Approach ,"
Economics Working Papers
1997-7, School of Economics and Management, University of Aarhus.
[Downloadable!]
Emmanuel Flachaire, 2005.
"More efficient tests robust to heteroskedasticity of unknown form ,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00175914_v1, HAL.
[Downloadable!]
Kenneth D. West, 1993.
"Inventory Models ,"
NBER Technical Working Papers
0143, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Martin S. Eichenbaum, 1990.
"Some Empirical Evidence on the Production Level and Production Cost Smoothing Models of Inventory Investment ,"
NBER Working Papers
2523, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Ignazio Angeloni & Alessandro Prati, 1996.
"The identification of liquidity effects in the EMS: Italy 1991–1992 ,"
Open Economies Review ,
Springer, vol. 7(3), pages 275-293, July.
[Downloadable!] (restricted)
Frank Smets, 1997.
"Financial asset prices and monetary policy: theory and evidence ,"
BIS Working Papers
47, Bank for International Settlements.
[Downloadable!]
Other versions: Robert E. Cumby & Maurice Obstfeld, 1984.
"Capital Mobility and the Scope for Sterilization: Mexico in the 1970s ,"
NBER Working Papers
0770, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Robert E. Cumby, 1987.
"Consumption Risk and International Asset Returns: Some Empirical Evidence ,"
NBER Working Papers
2383, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
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This page was last updated on 2009-12-9.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .