Does correcting for heteroscedasticity help?
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- Frederic S. Mishkin, 1991. "Does Correcting for Heteroskedasticity Help?," NBER Technical Working Papers 0088, National Bureau of Economic Research, Inc.
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- Harald Grech, 2004. "What Do German Short-Term Interest Rates Tell Us About Future Inflation?," Working Papers 94, Oesterreichische Nationalbank (Austrian Central Bank).
- Kuo, Shew-Huei, 2000. "An examination of the evolving relationship between interest rates of different maturities in Japan, and test of the expectations hypothesis of the term structure to ascertain the feasibility of using," ISU General Staff Papers 2000010108000014910, Iowa State University, Department of Economics.
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- Yuzhakov, Vladimir (Южаков, Владимир) & Startsev, Y (Старцев, Я.), 2015. "Development of a Concept of an Interdisciplinary Research Program of Formation of Complex Methodologies and Techniques of Management Development in Public Administration [Разработка Концепции Межди," Published Papers mn37, Russian Presidential Academy of National Economy and Public Administration.
- Hamori, Shigeyuki & Tokihisa, Akira, 1997. "Testing for a unit root in the presence of a variance shift1," Economics Letters, Elsevier, vol. 57(3), pages 245-253, December.
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- Jeffrey A. Frankel & Cara S. Lown, 1994.
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- Jeffrey A. Frankel & Cara S. Lown, 1991. "An indicator of future inflation extracted from the steepness of the interest rate yield curve along its entire length," Research Paper 9122, Federal Reserve Bank of New York.
- Jeffrey A. Frankel & Cara S. Lown, 1991. "An Indicator of Future Inflation Extracted From the Steepness of the Interest Rate Yield Curve Along Its Entire Length," NBER Working Papers 3751, National Bureau of Economic Research, Inc.
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- Roman Matousek, 2001. "Transparency and Credibility of Monetary Policy in Transition Countries: The Case of the Czech Republic," Archive of Monetary Policy Division Working Papers 2001/37, Czech National Bank.
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