Items where authors include "Golinski, Adam"

Article

Golinski, Adam orcid.org/0000-0001-8603-1171, Rodrigues Madeira, Joao Antonio orcid.org/0000-0002-7380-9009 and Rambaccussing, Dooruj (2024) Return Predictability, Dividend Growth and the Persistence of the Price-Dividend Ratio. International journal of forecasting. ISSN 0169-2070 (In Press)

Golinski, Adam orcid.org/0000-0001-8603-1171 and Spencer, Peter orcid.org/0000-0002-5595-5360 (2024) Unconventional monetary policies and the yield curve : Estimating non-affine term structure models with unspanned macro risk by factor extraction. Review of Asset Pricing Studies. pp. 119-152. ISSN 2045-9920

Golinski, Adam orcid.org/0000-0001-8603-1171 (2021) Monetary Policy at the Zero Lower Bound: Information in the Federal Reserve's Balance Sheet. European economic review. 103613. ISSN 0014-2921

Golinski, Adam orcid.org/0000-0001-8603-1171 and Spencer, Peter orcid.org/0000-0002-5595-5360 (2021) Estimating the term structure with linear regressions: Getting to the roots of the problem. Journal of Financial Econometrics. pp. 960-984. ISSN 1479-8409

Golinski, Adam orcid.org/0000-0001-8603-1171 and Spencer, Peter orcid.org/0000-0002-5595-5360 (2021) Modeling the Covid-19 Epidemic using Time Series Econometrics. Health Economics. ISSN 1057-9230 (In Press)

Golinski, Adam orcid.org/0000-0001-8603-1171 and Spencer, Peter orcid.org/0000-0002-5595-5360 (2017) The advantages of using excess returns to model the term structure. Journal of Financial Economics. pp. 163-181. ISSN 0304-405X

Golinski, Adam orcid.org/0000-0001-8603-1171 and Zaffaroni, Paolo (2016) Long Memory Affine Term Structure Models. Journal of Econometrics. pp. 33-56. ISSN 0304-4076