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Specification tests for time-varying coefficient models · Study

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ArticleSpecification tests for time-varying coefficient models

Zhonghao Fu2022

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Articlegreen2022

Specification tests for time-varying coefficient models

Zhonghao Fu · Yongmiao Hong · Liangjun Su · Xia Wang

13 citations·0/0 files stored·Journal of Econometrics

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Monetary Policy and Economic Impact Financial Risk and Volatility Modeling Diverse Scientific and Economic Studies

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References

1993Discretion versus policy rules in practice 1982Trends and random walks in macroeconmic time series 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction 2002Forecasting Using Principal Components From a Large Number of Predictors 1998Monetary policy rules in practice 2005Drifts and volatilities: monetary policies and outcomes in the post WWII US 2009Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy

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Year2022

Typearticle

Published2022-09-20

VenueJournal of Econometrics

ISSN-L0304-4076

Languageen

Citations13

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/j.jeconom.2022.08.001

openalex_workW4296770359

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