| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Forward Looking Model of the Exchange Rate |
0 |
1 |
3 |
28 |
2 |
3 |
7 |
106 |
| A Non-parametric Approach to Pricing and Hedging Derivative Securities: With an Application to LIFFE Data |
1 |
2 |
10 |
75 |
3 |
7 |
24 |
280 |
| A Principal Components Analysis of Common Stochastic Trends in Heterogeneous Panel Data: Some Monte Carlo Evidence |
1 |
6 |
20 |
133 |
3 |
12 |
46 |
354 |
| A Proposed Framework for Monetary Policy |
0 |
0 |
1 |
12 |
0 |
0 |
2 |
46 |
| A Sequential Test for Structural Breaks in the Causal Linkages Between the G7 Short-Term Interest Rates |
3 |
4 |
9 |
44 |
5 |
12 |
39 |
138 |
| A Systems Approach to the Relationship between Consumption and Wealth |
0 |
0 |
0 |
0 |
0 |
0 |
11 |
68 |
| A dynamic econometric model of the UK with rational expectations |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
17 |
| An Algorithm for the Solution of Stochastic Optimal Control Problems for Large Nonlinear Econometric Models |
0 |
1 |
4 |
47 |
1 |
2 |
13 |
177 |
| An Application of the Granger & Engle Two-Step Estimation Procedure to United Kingdom Aggregate Wage Data |
0 |
0 |
0 |
2 |
4 |
25 |
102 |
659 |
| An Application of the Stochastic GARCH-in-Mean Model to Risk Premia in the London Metal Exchange |
0 |
0 |
0 |
0 |
3 |
11 |
37 |
258 |
| An Investigation of Time Inconsistency and Optimal Policy Formulation in the Presence of Rational Expectations Using the National Institute's Model 7 |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
55 |
| An Investigation of the Long-run Properties of Aggregate Non-durable Consumers' Expenditure in the United Kingdom |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
62 |
| Analysing Unstable Policy Prescriptions in Linear Difference Models with Rational Expectations |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
35 |
| Cointegration and Changes in Regime: The Japanese Consumption Function |
1 |
5 |
15 |
192 |
2 |
14 |
50 |
512 |
| Cointegration in Recursive Systems |
1 |
1 |
8 |
32 |
2 |
5 |
20 |
211 |
| Combining density forecasts |
3 |
6 |
23 |
52 |
5 |
12 |
38 |
95 |
| Coordination and price shocks: an empirical analysis |
0 |
0 |
0 |
8 |
0 |
1 |
1 |
33 |
| Creating High-Frequency National Accounts with State-Space Modelling: A Monte Carlo Experiment |
0 |
0 |
0 |
0 |
1 |
3 |
30 |
145 |
| Detecting Periodically Collapsing Bubbles: A Markov-Switching Unit Root Test |
2 |
8 |
31 |
217 |
2 |
15 |
50 |
423 |
| Disequilibrium models with rational expectations: An application to the UK labour market |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
9 |
| Do Market Participants Learn? The Case of the Budapest Stock Exchange |
0 |
0 |
4 |
31 |
1 |
6 |
24 |
190 |
| E-equilibria and adaptive expectations: Output and inflation in the LBS model |
0 |
1 |
5 |
23 |
1 |
3 |
12 |
74 |
| Empirical Properties of the Black Market Zloty-Dollar Exchange Rate, 1955-1990 |
1 |
1 |
5 |
41 |
9 |
21 |
126 |
685 |
| Endogenous technical progress in fossil fuel demand: The case of France |
0 |
0 |
3 |
13 |
2 |
3 |
14 |
69 |
| Estimating the Uncertainty of the Simulation Properties of Large Nonlinear Econometric Models |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
37 |
| Evaluating policy feedback rules using the joint density function of a stochastic model |
0 |
0 |
2 |
12 |
1 |
3 |
20 |
63 |
| Evaluating the Gains to Cooperation in the G-3 |
1 |
2 |
3 |
3 |
1 |
3 |
8 |
8 |
| Evaluating, Comparing and Combining Density Forecasts Using the KLIC with an Application to the Bank of England and NIESR 'Fan' Charts of Inflation |
0 |
3 |
6 |
23 |
2 |
9 |
29 |
80 |
| Evolving Market Efficiency with an Application to Some Bulgarian Shares |
1 |
1 |
6 |
64 |
2 |
3 |
17 |
152 |
| Evolving Market Efficiency with an Application to Some Bulgarian Shares |
1 |
1 |
10 |
29 |
5 |
10 |
44 |
101 |
| Examining the first stages of market performance: a test for evolving market efficiency |
0 |
1 |
4 |
18 |
1 |
3 |
16 |
60 |
| Expectations Formation and the 1990s ERM Crisis/Formación de expectativas y crisis del S.M.E en la década de los noventa |
0 |
2 |
7 |
35 |
2 |
14 |
50 |
236 |
| Forecasting Economies in Transition: The Case of Romania |
0 |
0 |
0 |
0 |
3 |
5 |
20 |
137 |
| Forecasting employment: The role of forward-looking behaviour |
0 |
1 |
1 |
2 |
0 |
2 |
4 |
13 |
| Forecasting with a Rational Expectations Model of the UK: A Comment |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
39 |
| Forecasting with an Econometric Model: Some Recent Results Using the National Institute Model |
0 |
0 |
4 |
36 |
1 |
1 |
11 |
126 |
| Foreign Exchange Market Efficiency and Cointegration |
2 |
8 |
74 |
427 |
6 |
28 |
211 |
1,116 |
| Interest rate linkages: a Kalman filter approach to detecting structural change |
1 |
5 |
33 |
99 |
3 |
16 |
61 |
179 |
| Interest rate linkages: identifying structural relations |
0 |
2 |
3 |
28 |
2 |
12 |
19 |
108 |
| Irreducibility and Structural Cointegrating Relations: An Application to the G-7 Long-Term Interest Rates |
0 |
1 |
9 |
38 |
1 |
10 |
30 |
160 |
| Is the Bundesbank Different from Other Central Banks: A Study Based on P |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
81 |
| Learning about monetary union: An analysis of bounded rational learning in European labor markets |
0 |
0 |
2 |
11 |
0 |
0 |
2 |
33 |
| Macroeconomics and a Bit More Reality |
0 |
2 |
10 |
50 |
0 |
4 |
22 |
143 |
| Manufacturing Stocks and Forward-Looking Expectations in the UK |
0 |
0 |
3 |
8 |
1 |
3 |
16 |
99 |
| Manufacturing Stocks: Expectations, Risk and Co-integration |
1 |
1 |
5 |
14 |
2 |
7 |
20 |
156 |
| Maximum Likelihood Estimation of Cointegration Vectors: An Example of the Johansen Procedure |
0 |
0 |
0 |
11 |
23 |
83 |
337 |
921 |
| Measuring Convergence of the EC Economies |
0 |
0 |
0 |
0 |
4 |
22 |
96 |
449 |
| Measuring Economic Convergence |
3 |
8 |
27 |
203 |
5 |
10 |
37 |
400 |
| Measuring Efficiency and Risk in the Major Bond Markets |
1 |
1 |
9 |
39 |
3 |
3 |
25 |
121 |
| Measuring Underlying Economic Activity |
0 |
0 |
3 |
25 |
0 |
3 |
14 |
163 |
| Measuring the Capital Stock in Russia: An Unobserved Component Model |
3 |
4 |
19 |
102 |
4 |
9 |
36 |
232 |
| Measuring the correlation of shocks between the EU15 and the new member countries |
0 |
2 |
6 |
6 |
0 |
4 |
11 |
11 |
| Model consistent learning and regime switching in the London Business School model |
0 |
2 |
5 |
21 |
1 |
6 |
18 |
64 |
| Modelling Asset Prices with Time-Varying Betas |
0 |
0 |
0 |
0 |
3 |
9 |
40 |
321 |
| Modelling Structural Change Using the Kalman Filter |
0 |
0 |
0 |
0 |
2 |
9 |
39 |
259 |
| Modelling and forecasting UK public finances |
0 |
2 |
9 |
27 |
1 |
6 |
29 |
161 |
| Modelling economies in transition: an introduction |
0 |
1 |
6 |
71 |
0 |
1 |
10 |
147 |
| Modelling economies subject to structural change: The case of Germany |
0 |
0 |
1 |
16 |
0 |
1 |
5 |
44 |
| Modelling the Sterling Effective Exchange Rate Using Expectations and Learning |
0 |
0 |
0 |
0 |
4 |
10 |
31 |
134 |
| Money and the Economics of Leon Walras |
0 |
0 |
0 |
0 |
0 |
1 |
12 |
202 |
| Money and the Walrasian Utility Function |
0 |
1 |
5 |
20 |
1 |
2 |
6 |
53 |
| On the Solution of High Order, Symmetric, Difference Equations |
0 |
0 |
0 |
1 |
2 |
4 |
20 |
105 |
| On the Solution of Large Economic Models with Consistent Expectations |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
54 |
| On the identification of cointegrated systems in small samples: a modelling strategy with an application to UK wages and prices |
0 |
2 |
8 |
26 |
0 |
3 |
15 |
63 |
| Price and Quantity Responses to Cost and Demand Shocks |
0 |
0 |
0 |
1 |
0 |
3 |
12 |
78 |
| Rational bubbles during Poland's hyperinflation: Implications and empirical evidence |
0 |
4 |
19 |
77 |
6 |
16 |
53 |
212 |
| Rationality and Siegel's Paradox, the Importance of Coherency in Expectations |
0 |
0 |
0 |
10 |
7 |
12 |
20 |
677 |
| Robust optimal decisions with stochastic nonlinear economic systems |
0 |
3 |
5 |
19 |
0 |
5 |
15 |
55 |
| S.G.B. Henry: a memoir and a festschrift essay |
0 |
0 |
3 |
18 |
1 |
2 |
12 |
88 |
| Scarcity, energy and economic progress: by Ferdinand E. Banks 200 pp, [UK pound]10.50, Lexington books, Lexington, MA, 1978 |
1 |
2 |
6 |
23 |
3 |
8 |
53 |
121 |
| Shock Hunting: The Relative Importance of Industry-Specific, Region-Specific and Aggregate Shocks in the OECD Countries |
0 |
0 |
4 |
40 |
8 |
19 |
105 |
322 |
| Stabilizing energy related CO2 emissions for India |
1 |
1 |
4 |
32 |
2 |
4 |
25 |
121 |
| Sterling's Relationship with the Dollar and the Deutschemark: 1976-89 |
0 |
1 |
11 |
65 |
2 |
8 |
32 |
196 |
| Stylized Facts of the Business Cycle Revisited: A Structural Modelling Approach |
0 |
0 |
2 |
32 |
0 |
1 |
8 |
132 |
| Switching error-correction models of house prices in the United Kingdom |
1 |
1 |
8 |
67 |
3 |
8 |
22 |
158 |
| Testing a Discrete Switching Disequilibrium Model of the UK Labour Market |
0 |
0 |
2 |
13 |
0 |
0 |
5 |
84 |
| Testing for Common Cycles in Money, Nominal Income and Prices |
0 |
0 |
6 |
42 |
0 |
3 |
16 |
96 |
| The 1998 Russian crisis: could the exchange rate volatility have predicted it? |
0 |
5 |
23 |
103 |
1 |
8 |
50 |
287 |
| The Application of Stochastic Simulation Techniques to the National Institute's Model 7 |
0 |
0 |
0 |
0 |
1 |
1 |
11 |
89 |
| The Effect of Varying Length VAR Models on the Maximum Likelihood Estimates of Cointegrating Vectors |
0 |
0 |
0 |
0 |
1 |
10 |
36 |
132 |
| The Relevance of P-Star Analysis to UK Monetary Policy |
3 |
3 |
6 |
59 |
5 |
9 |
30 |
182 |
| The UK Labour Market; Expectations and Disequilibrium |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
60 |
| The use of prior regressions in the estimation of error correction models |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
10 |
| Time inconsistency and optimal policy formulation in the presence of rational expectations |
0 |
0 |
6 |
10 |
0 |
1 |
13 |
31 |
| Unemployment and the capital stock: a dynamic structural model of the UK supply side |
0 |
0 |
2 |
25 |
0 |
1 |
8 |
55 |
| Venture capitalists' decision criteria in new venture evaluation |
15 |
46 |
153 |
332 |
29 |
98 |
345 |
714 |
| Would adopting the Australian dollar provide superior monetary policy in New Zealand? |
0 |
0 |
4 |
31 |
1 |
4 |
48 |
213 |
| Total Journal Articles |
48 |
155 |
685 |
3,425 |
203 |
699 |
2,981 |
15,845 |
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