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1

Pennsylvania Public Utility Commission. Division of Conservation and Load Analysis., ed. Time-of-use-rates. The Division, 1990.

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2

Fernando, Alvarez. Time-varying risk, interest rates and exchange rates in general equilibrium. Federal Reserve Bank of Minneapolis, Research Dept., 2003.

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3

Guðmundsson, Guðmundur. Time series models of fishing mortality rates. Science Institute, University of Iceland, 1987.

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4

Trades Union Congress. Economic and Social Affairs Department. A cut in time: TUC economic assessment. TUC ESAD, 2002.

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5

Hördahl, Peter. Financial volatility and time-varying risk premia. Lund University, 1997.

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6

Clark, Todd E. Estimating equilibrium real interest rates in real time. Research Division, Federal Reserve Bank of Kansas City, 2004.

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7

Great Britain. Department of Employment. Statistics Division A4., ed. Time rates of wages and hours of work. Department of Employment, 1985.

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8

Hooker, Mark. The maturity structure of term premia with time-varying expected returns. Federal Reserve Bank of Boston, 1996.

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9

Sullivan, Michael A. Discrete-time continuous-state interest rate models. Office of the Comptroller of the Currency, 2000.

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10

Henricsson, Richard. Time varying parameters in exchange rate models. Lund University, 1997.

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11

Trehan, Bharat. Time varying equilibrium real rates and monetary policy analysis. Federal Reserve Bank of San Francisco, 2004.

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12

N, Morris J., British Medical Association, and British Cardiac Society, eds. Exercise in leisure time: Coronary attack and death rates. British Medical Association in association with the British Cardiac Society, 1990.

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13

G, Andersen Torben, and National Bureau of Economic Research., eds. Real-time price discovery in stock, bond, and foreign exchange markets. National Bureau of Economic Research, 2005.

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14

G, Andersen Torben, and National Bureau of Economic Research., eds. Real-time price discovery in stock, bond and foreign exchange markets. National Bureau of Economic Research, 2005.

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15

Aït-Sahalia, Yacine. Testing continuous-time models of the spot interest rate. National Bureau of Economic Research, 1995.

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16

Carlstrom, Charles T. Investment and interest rate policy: A discrete time analysis. Federal Reserve Bank of Cleveland, 2004.

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17

Organisation for Economic Co-operation and Development., ed. The determinants of real long-term interest rates: 17 countries pooled-time-series evidence. Organisation for Economic Co-operation and Development, 1995.

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18

Hooker, Mark A. The maturity structure of term premia with time-varying expected returns. Federal Reserve Bank of Boston, 1996.

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19

Chŏng, Chae-sik. Exchange rate volatilies and time-varying risk premium in East Asia. Korea Institute for International Economic Policy, 2004.

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20

Brewer, Elijah. Time aggregation, specification, and bank stock rates of return determination. College of Commerce and Business Administration,University of Illinois at Urbana-Champaign, 1986.

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21

Brewer, Elijah. Time aggregation, specification, and bank stock rates of return determination. College of Commerce and Business Administration,University of Illinois at Urbana-Champaign, 1986.

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22

Brewer, Elijah. Time aggregation, specification, and bank stock rates of return determination. College of Commerce and Business Administration,University of Illinois at Urbana-Champaign, 1986.

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23

Brewer, Elijah. Time aggregation, specification, and bank stock rates of return determination. College of Commerce and Business Administration,University of Illinois at Urbana-Champaign, 1986.

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24

Roberts, Gareth O. Quantitative bounds for convergence rates of continuous time Markov processes. University of Toronto, Dept. of Statistics, 1996.

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25

Brewer, Elijah. Time aggregation, specification, and bank stock rates of return determination. College of Commerce and Business Administration,University of Illinois at Urbana-Champaign, 1986.

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26

Fukao, Kyoji. International trade and investment under different rates of time preference. National Bureau of Economic Research, 1990.

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27

Campbell, John Y. Consumption, income, and interest rates: Reinterpreting the time series evidence. National Bureau of Economic Research, 1989.

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28

General Motors Corporation. Buick Motor Division., ed. 1992 Buick labor time guide. Buick Motor Division, General Motors Corp., 1992.

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29

Reisen, Helmut. Time-varying estimates on the openness of the capital account in Korea and Taiwan. Organisation for Economic Co-operation and Development, 1991.

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30

DeWald, Edward T. A time series analysis of U.S. Army enlisted force loss rates. Naval Postgraduate School, 1996.

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31

Heston, Steven L. Testing continuous time models of the term structure of interest rates. Yale University, School of Organization and Management, 1992.

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32

Cotterill, Charles H. E. Investment performance mathematics: Time weighted and dollar weighted rates of return. Metri-Star Press, 1996.

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33

Yamada, Tadashi. Crime rates versus labor market conditions: Theory and time-series evidence. National Bureau of Economic Research, 1991.

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34

Borenstein, Severin. Wealth transfers from implementing real-time retail electricity pricing. National Bureau of Economic Research, 2005.

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35

Borenstein, Severin. Wealth transfer from implementing real-time retail electricity pricing. National Bureau of Economic Research, 2005.

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36

Lo, Ingrid. An evaluation of MLE in a model of the nonlinear continuous-time short-term interest rate. Bank of Canada, 2005.

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37

Schich, Sebastian. What the yield curves say about inflation: Does it change over time? OECD, 1999.

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38

Patrick, Robert H. Estimating the customer-level demand for electricity under real-time market prices. National Bureau of Economic Research, 2001.

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39

Peel, D. The time series properties of unemployment rates: Linear versus non-linear alternatives. University College of Wales, Dept. of Economics and Agricultural Economics, 1992.

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40

Benninga, Simon. The equilibrium pricing of exchange rates and assets when trade takes time. Hebrew University of Jerusalem, Leonard Davis Institute of International Relations, 1987.

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41

Leon, H. L. Time-varying thresholds: An application to purchasing power parity. International Monetary Fund, IMF Institute, 2003.

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42

Park, Jae Won. Changing uncertainty and the time-varying risk premia in the term structure of nominal interest rates. INSEAD, 1990.

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43

Plantier, L. Christopher. Estimating a Taylor Rule for New Zealand with a time-varying neutral real rate. Reserve Bank of New Zealand, Economics Dept., 2002.

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44

Basdevant, Olivier. Estimating a time varying neutral real interest rate for New Zealand. Economics Dept., Reserve Bank of New Zealand, 2004.

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45

Ciccarelli, Matteo. The transmission mechanism of European monetary policy: Is there heterogeneity? Is it changing over time? International Monetary Fund, Policy Development and Review Department, 2002.

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46

Alessandro, Rebucci, and Banco de España. Servicio de Estudios, eds. The transmission mechanism of European monetary policy: Is there heterogeneity? Is it changing over time? Banco de España, 2001.

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47

Fornari, Fabio. A simple approach to the estimation of continuous time CEV stochastic volatility models of the short-term rate. Banca d'Italia, 2001.

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48

Schenkel, Mark. The effects of time-of-use electricity rates on New York dairy farms. Dept. of Agricultural, Resource, and Managerial Economics, College of Agricultural and Life Sciences, Cornell University, 1994.

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49

Schenkel, Mark. The effects of time-of-use electricity rates on New York dairy farms. Dept. of Agricultural, Resource, and Managerial Economics, College of Agricultural and Life Sciences, Cornell University, 1994.

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50

Oren, Shmuel S. Taʻarife aminut u-zeman be-mesheḳ ḥashmal. ha-Makhon le-meḥḳar ʻasaḳim be-Yiśraʼel, 1986.

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