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Disambiguation of "Nelson, Charles R."

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Parsimonious Modeling of Yield Curves

, and . The Journal of Business, 60 (4): 473--489 (1987)

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Nelson Siao

Fritz Nelson

Nelson Kilpp

Nelson Noroozi

Nelson Valdivia

 

Other publications of authors with the same name

Trends and random walks in macroeconmic time series: Some evidence and implications, and . Journal of Monetary Economics, 10 (2): 139 - 162 (1982)A Markov model of heteroskedasticity, risk, and learning in the stock market, , and . Journal of Financial Economics, 25 (1): 3--22 (November 1989)The zero-information-limit condition and spurious inference in weakly identified models, and . Journal of Econometrics, 138 (1): 47--62 (May 2007)The first-order moving average process : Identification, estimation and prediction. Journal of Econometrics, 2 (2): 121--141 (July 1974)Spurious trend and cycle in the state space decomposition of a time series with a unit root. Journal of Economic Dynamics and Control, 12 (2-3): 475--488 (00 1988)Long-Term Behavior of Yield Curves, and . The Journal of Financial and Quantitative Analysis, 23 (1): 105--110 (1988)New measures of the output gap based on the forward-looking new Keynesian Phillips curve, and . Journal of Monetary Economics, 54 (2): 498--511 (March 2007)Testing for mean reversion in heteroskedastic data II: Autoregression tests based on Gibbs-sampling-augmented randomization, and . Journal of Empirical Finance, 5 (4): 385--396 (October 1998)Estimation of a forward-looking monetary policy rule: A time-varying parameter model using ex post data, and . Journal of Monetary Economics, 53 (8): 1949--1966 (November 2006)Gains in efficiency from joint estimation of systems of autoregressive-moving average processes. Journal of Econometrics, 4 (4): 331--348 (November 1976)