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Disambiguation of "Nelson, Charles R."

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The term structure of interest rates

. Basic Books, New York, N.Y. u.a., (1972)

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Nelson Siao

Nelson Kilpp

Fritz Nelson

Nelson Noroozi

Nelson Valdivia

 

Other publications of authors with the same name

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)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)Parsimonious Modeling of Yield Curves, and . The Journal of Business, 60 (4): 473--489 (1987)Gains in efficiency from joint estimation of systems of autoregressive-moving average processes. Journal of Econometrics, 4 (4): 331--348 (November 1976)Why are stock returns and volatility negatively correlated?, , and . Journal of Empirical Finance, 14 (1): 41--58 (January 2007)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)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)