Trend Inflation and the Nature of Structural Breaks in the New Keynesian Phillips Curve
KIM, CHANG-JIN, MANOPIMOKE, PYM, NELSON, CHARLES R.
Published in Journal of money, credit and banking (01.03.2014)
Published in Journal of money, credit and banking (01.03.2014)
Get full text
Journal Article
A Bayesian Approach To Testing for Markov-Switching in Univariate and Dynamic Factor Models
Kim, Chang-Jin, Nelson, Charles R.
Published in International economic review (Philadelphia) (01.11.2001)
Published in International economic review (Philadelphia) (01.11.2001)
Get full text
Journal Article
Expectation horizon and the Phillips Curve: the solution to an empirical puzzle
Lee, Jaejoon, Nelson, Charles R.
Published in Journal of applied econometrics (Chichester, England) (01.01.2007)
Published in Journal of applied econometrics (Chichester, England) (01.01.2007)
Get full text
Journal Article
Spurious Inference in the GARCH (1,1) Model When It Is Weakly Identified
Ma, Jun, Startz, Richard, Nelson, Charles R
Published in Studies in nonlinear dynamics and econometrics (01.03.2007)
Published in Studies in nonlinear dynamics and econometrics (01.03.2007)
Get more information
Journal Article
Markov Regime Switching and Unit-Root Tests
Nelson, Charles R, Piger, Jeremy, Zivot, Eric
Published in Journal of business & economic statistics (01.10.2001)
Published in Journal of business & economic statistics (01.10.2001)
Get full text
Journal Article
The Structural Break in the Equity Premium
Kim, Chang-Jin, Morley, James C, Nelson, Charles R
Published in Journal of business & economic statistics (01.04.2005)
Published in Journal of business & economic statistics (01.04.2005)
Get full text
Journal Article
Intelligent Soil Compaction Technology: Results and a Roadmap Toward Widespread Use
Petersen, D., Siekmeier, John, Nelson, Charles, Peterson, Ryan
Published in Transportation research record (01.01.2006)
Published in Transportation research record (01.01.2006)
Get full text
Journal Article
A Markov model of heteroskedasticity, risk, and learning in the stock market
Turner, Christopher M., Startz, Richard, Nelson, Charles R.
Published in Journal of financial economics (01.11.1989)
Published in Journal of financial economics (01.11.1989)
Get full text
Journal Article