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Parsimonious Modeling of Yield Curves, and . The Journal of Business, 60 (4): 473--489 (1987)The term structure of interest rates. Basic Books, New York, N.Y. u.a., (1972)A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the `business cycle', and . Journal of Monetary Economics, 7 (2): 151--174 (1981)Why are stock returns and volatility negatively correlated?, , and . Journal of Empirical Finance, 14 (1): 41--58 (January 2007)Does an intertemporal tradeoff between risk and return explain mean reversion in stock prices?, , and . Journal of Empirical Finance, 8 (4): 403--426 (September 2001)Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization, , and . Journal of Empirical Finance, 5 (2): 131--154 (June 1998)Gains in efficiency from joint estimation of systems of autoregressive-moving average processes. Journal of Econometrics, 4 (4): 331--348 (November 1976)A Markov model of heteroskedasticity, risk, and learning in the stock market, , and . Journal of Financial Economics, 25 (1): 3--22 (November 1989)Trends and random walks in macroeconmic time series: Some evidence and implications, and . Journal of Monetary Economics, 10 (2): 139 - 162 (1982)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)