The Review of economics and statistics

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  Año 1999, Vol. 81, Número 4

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    EDITORS

    
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    TABLE OF CONTENTS

    
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    COVER

    
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    TITLE PAGE

    
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    BACK COVER

    
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    STOCHASTIC PERMANENT BREAKS

    Aaron D. Smith, Robert F. Engle

    págs. 553-574

    
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    Stochastic Permanent Breaks

    Robert F. Engle, Aaron D. Smith

    págs. 553-574

    
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    STOCHASTIC PERMANENT BREAKS

    Robert F. Engle, Aaron D. Smith

    págs. 553-574

    
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    Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series

    Marianne Baxter, Robert G. King

    págs. 575-593

    
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    MEASURING BUSINESS CYCLES: APPROXIMATE BAND-PASS FILTERS FOR ECONOMIC TIME SERIES

    Marianne Baxter, Robert G. King

    págs. 575-593

    
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    MEASURING BUSINESS CYCLES: APPROXIMATE BAND-PASS FILTERS FOR ECONOMIC TIME SERIES

    Robert G. King, Marianne Baxter

    págs. 575-593

    
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    The Grid Bootstrap and the Autoregressive Model

    Bruce E. Hansen

    págs. 594-607

    
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    THE GRID BOOTSTRAP AND THE AUTOREGRESSIVE MODEL

    Bruce E. Hansen

    págs. 594-607

    
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    THE GRID BOOTSTRAP AND THE AUTOREGRESSIVE MODEL

    págs. 594-607

    
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    Has the U.S. Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model

    Chang-Jin Kim, Charles R. Nelson

    págs. 608-616

    
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    HAS THE U.S. ECONOMY BECOME MORE STABLE? A BAYESIAN APPROACH BASED ON A MARKOV-SWITCHING MODEL OF THE BUSINESS CYCLE

    Chang-Jin Kim, Charles R. Nelson

    págs. 608-616

    
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    HAS THE U.S. ECONOMY BECOME MORE STABLE? A BAYESIAN APPROACH BASED ON A MARKOV-SWITCHING MODEL OF THE BUSINESS CYCLE

    Charles R. Nelson, Chang-Jin Kim

    págs. 608-616

    
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    Using Daily Range Data to Calibrate Volatility Diffusions and Extract the Forward Integrated

    Chien-Te Hsu, A. Ronald Gallant

    págs. 617-631

    
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    USING DAILY RANGE DATA TO CALIBRATE VOLATILITY DIFFUSIONS AND EXTRACT THE FORWARD INTEGRATED VARIANCE

    George Tauchen, Chien-Te Hsu, A. Ronald Gallant

    págs. 617-631

    
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    USING DAILY RANGE DATA TO CALIBRATE VOLATILITY DIFFUSIONS AND EXTRACT THE FORWARD INTEGRATED VARIANCE

    George Tauchen, Chien-Te Hsu, A. Ronald Gallant

    págs. 617-631

    
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    WHAT IS FRACTIONAL INTEGRATION?

    págs. 632-638

    
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    WHAT IS FRACTIONAL INTEGRATION?

    William R. Parke

    págs. 632-638

    
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    What is Fractional Integration?

    William R. Parke

    págs. 632-638

    
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    Conditional Forecasts in Dynamic Multivariate Models

    Tao Zha, Daniel F. Waggoner

    págs. 639-651

    
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    CONDITIONAL FORECASTS IN DYNAMIC MULTIVARIATE MODELS

    Tao Zha, Daniel F. Waggoner

    págs. 639-651

    
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    CONDITIONAL FORECASTS IN DYNAMIC MULTIVARIATE MODELS

    Tao Zha, Daniel F. Waggoner

    págs. 639-651

    
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    FINITE-SAMPLE PROPERTIES OF PERCENTILE AND PERCENTILE-t BOOTSTRAP CONFIDENCE INTERVALS FOR IMPULSE RESPONSES

    Lutz Kilian

    págs. 652-660

    
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    Finite-Sample Properties of Percentile and Percentile-t Bootstrap Confidence Intervals for Impulse

    Lutz Kilian

    págs. 652-660

    
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    FINITE-SAMPLE PROPERTIES OF PERCENTILE AND PERCENTILE- t BOOTSTRAP CONFIDENCE INTERVALS FOR IMPULSE RESPONSES

    págs. 652-660

    
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    Multivariate Density Forecast Evaluation and Calibration in Financial Risk Management: High

    Francis X. Diebold, Jinyong Hahn

    págs. 661-673