| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Bivariate Duration Model of the Joint Retirement Decisions of Married Couples |
0 |
0 |
0 |
4 |
2 |
12 |
71 |
882 |
| Approximate Distributions in Essentially Linear Models |
0 |
0 |
0 |
0 |
0 |
2 |
11 |
347 |
| Approximate Distributions in Essentially Linear Models |
0 |
0 |
3 |
53 |
0 |
2 |
10 |
419 |
| Equilibrium Search with Human Capital Accumulation |
0 |
0 |
0 |
0 |
1 |
4 |
17 |
368 |
| Financial Panel Data, Local Cuts, and Orthogeodesic Models |
0 |
0 |
2 |
3 |
0 |
1 |
11 |
16 |
| Forecasting Exchange Rate Volatility in the Presence of Jumps |
5 |
12 |
40 |
43 |
13 |
43 |
153 |
167 |
| Interest Rate Dynamics and Consistent Forward Rate Curves |
0 |
5 |
36 |
51 |
2 |
12 |
112 |
152 |
| Interest Rate Dynamics and Consistent Forward Rate Curves |
4 |
16 |
61 |
1,214 |
16 |
50 |
185 |
3,812 |
| Investment in Human Capital versus Differences in Company Productivity Levels: Specification and Estimation of Equilibrium Search Models for Denmark |
0 |
0 |
4 |
5 |
1 |
3 |
21 |
31 |
| Labor Mobility in Bolivia: On-the-job Search Behavior of Private and Public Sector Employees |
3 |
4 |
15 |
51 |
5 |
11 |
56 |
224 |
| Latent Utility Shocks in a Structural Empirical Asset Pricing Model |
0 |
0 |
1 |
21 |
1 |
2 |
15 |
77 |
| Long Memory in Stock Market Volatility and the Volatility-in-Mean Effect: The FIEGARCH-M Model |
2 |
4 |
49 |
101 |
2 |
5 |
113 |
160 |
| Market Power in Power Markets: Evidence from Forward Prices of Electricity |
1 |
6 |
35 |
105 |
3 |
15 |
78 |
133 |
| Movilidad Laboral en Bolivia: Una Comparación entre Empleados del Sector Público y Privado |
2 |
4 |
10 |
33 |
11 |
22 |
64 |
246 |
| On the Job Search and the Wage Distribution |
0 |
0 |
0 |
78 |
3 |
8 |
20 |
708 |
| On the Job Search and the Wage Distribution |
0 |
2 |
10 |
99 |
6 |
11 |
38 |
263 |
| Optimal inference in dynamic models with conditional moment restrictions |
1 |
2 |
8 |
21 |
3 |
9 |
24 |
36 |
| Panel Data, Local Cuts, and Orthogeodesic Models |
0 |
0 |
0 |
0 |
1 |
1 |
6 |
595 |
| Panel Data, Local Cuts, and Orthogeodesic Models |
1 |
1 |
1 |
23 |
1 |
1 |
3 |
56 |
| Public Finance Effects in an Equilibrium Search Model with Differences in Company Productivity Levels: An Application to Danish Data |
1 |
2 |
2 |
3 |
1 |
3 |
18 |
22 |
| Semiparametric Analysis of Stationary Fractional Cointegration and the Implied-Realized Volatility Relation in High-Frequency Options Data |
2 |
4 |
21 |
262 |
3 |
10 |
68 |
1,012 |
| Semiparametric Inference in a GARCH-in-Mean Model |
2 |
4 |
25 |
51 |
2 |
9 |
53 |
76 |
| Simulated Moment Methods for Empirical Equivalent Martingale Measures |
1 |
1 |
9 |
14 |
1 |
3 |
30 |
46 |
| THE EXACT LIKELIHOOD FUNCTION FOR AN EMPIRICAL JOB SEARCH MODEL |
0 |
0 |
0 |
0 |
2 |
2 |
8 |
167 |
| The Asset Pricing Approach to the Rate of Return to Human Capital: An Equilibrium Search Framework for Denmark |
0 |
0 |
4 |
8 |
0 |
1 |
11 |
21 |
| The Effect of Long Memory in Volatility on Stock Market Fluctuations |
3 |
5 |
18 |
22 |
5 |
9 |
50 |
64 |
| The Effects of Pension System on Retirement and Government Finances: Predictions Using Danish Data on Married Couples |
0 |
0 |
0 |
0 |
6 |
15 |
35 |
882 |
| The Equilibrium Search Model with Productivity Dispersion and Structural Unemployment: an Application to Danish Data |
0 |
0 |
0 |
0 |
2 |
5 |
21 |
657 |
| The Impact of Aid on Recipient Behavior: A Micro-Level Dynamic Analysis of Remittances, Schooling, Work, Consumption, Investment and Social Mobility in Nicaragua |
0 |
2 |
21 |
116 |
5 |
16 |
62 |
300 |
| The Implied-Realized Volatility Relation with Jumps in Underlying Asset Prices |
6 |
20 |
84 |
86 |
21 |
68 |
264 |
274 |
| The Information Content of Treasury Bond Options Concerning Future Volatility and Price Jumps |
3 |
14 |
60 |
65 |
29 |
84 |
323 |
340 |
| The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets |
4 |
9 |
39 |
147 |
6 |
19 |
111 |
342 |
| The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets |
7 |
22 |
165 |
199 |
25 |
66 |
471 |
516 |
| Udviklingslinier i Oekonometrien |
0 |
1 |
3 |
48 |
0 |
1 |
6 |
622 |
| Total Working Papers |
48 |
140 |
726 |
2,926 |
179 |
525 |
2,539 |
14,033 |