| 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 |
4 |
8 |
36 |
1 |
9 |
26 |
134 |
| A Non-parametric Approach to Pricing and Hedging Derivative Securities: With an Application to LIFFE Data |
1 |
1 |
6 |
81 |
1 |
2 |
13 |
294 |
| A Principal Components Analysis of Common Stochastic Trends in Heterogeneous Panel Data: Some Monte Carlo Evidence |
1 |
7 |
29 |
164 |
2 |
16 |
62 |
422 |
| A Proposed Framework for Monetary Policy |
0 |
0 |
1 |
13 |
0 |
0 |
4 |
51 |
| A Sequential Test for Structural Breaks in the Causal Linkages Between the G7 Short-Term Interest Rates |
0 |
0 |
4 |
50 |
0 |
3 |
23 |
168 |
| A Systems Approach to the Relationship between Consumption and Wealth |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
73 |
| A dynamic econometric model of the UK with rational expectations |
0 |
0 |
2 |
3 |
0 |
3 |
11 |
29 |
| A new look at economic convergence in Europe: a common factor approach |
1 |
4 |
16 |
16 |
4 |
13 |
41 |
41 |
| Aggregate demand and aggregate supply in UK regions |
0 |
0 |
0 |
0 |
1 |
5 |
5 |
5 |
| An Algorithm for the Solution of Stochastic Optimal Control Problems for Large Nonlinear Econometric Models |
0 |
0 |
6 |
53 |
1 |
1 |
15 |
194 |
| An Application of the Granger & Engle Two-Step Estimation Procedure to United Kingdom Aggregate Wage Data |
0 |
0 |
0 |
2 |
5 |
13 |
122 |
790 |
| An Application of the Stochastic GARCH-in-Mean Model to Risk Premia in the London Metal Exchange |
0 |
0 |
0 |
0 |
3 |
6 |
34 |
294 |
| 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 |
1 |
2 |
7 |
63 |
| An Investigation of the Long-run Properties of Aggregate Non-durable Consumers' Expenditure in the United Kingdom |
0 |
0 |
0 |
10 |
1 |
1 |
3 |
66 |
| Analysing Unstable Policy Prescriptions in Linear Difference Models with Rational Expectations |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
39 |
| Carbon abatement costs: an integrated approach for India |
0 |
2 |
2 |
2 |
0 |
2 |
5 |
5 |
| Cointegration and Changes in Regime: The Japanese Consumption Function |
0 |
2 |
14 |
208 |
1 |
3 |
30 |
548 |
| Cointegration in Recursive Systems |
0 |
0 |
6 |
38 |
0 |
0 |
18 |
230 |
| Combining density forecasts |
2 |
5 |
14 |
67 |
3 |
9 |
28 |
126 |
| Coordination and price shocks: an empirical analysis |
0 |
1 |
3 |
11 |
0 |
1 |
4 |
38 |
| Creating High-Frequency National Accounts with State-Space Modelling: A Monte Carlo Experiment |
0 |
0 |
0 |
0 |
2 |
8 |
37 |
188 |
| Detecting Periodically Collapsing Bubbles: A Markov-Switching Unit Root Test |
2 |
5 |
31 |
249 |
5 |
12 |
50 |
476 |
| Disequilibrium models with rational expectations: An application to the UK labour market |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
12 |
| Do Market Participants Learn? The Case of the Budapest Stock Exchange |
0 |
1 |
6 |
37 |
2 |
8 |
20 |
212 |
| E-equilibria and adaptive expectations: Output and inflation in the LBS model |
0 |
0 |
5 |
28 |
0 |
1 |
17 |
92 |
| Empirical Properties of the Black Market Zloty-Dollar Exchange Rate, 1955-1990 |
2 |
2 |
5 |
46 |
4 |
5 |
61 |
762 |
| Endogenous technical progress in fossil fuel demand: The case of France |
0 |
0 |
1 |
14 |
0 |
0 |
8 |
80 |
| Estimating the Uncertainty of the Simulation Properties of Large Nonlinear Econometric Models |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
42 |
| Evaluating policy feedback rules using the joint density function of a stochastic model |
1 |
1 |
3 |
15 |
1 |
1 |
9 |
75 |
| Evaluating the Gains to Cooperation in the G-3 |
0 |
0 |
2 |
5 |
0 |
0 |
4 |
13 |
| Evaluating, Comparing and Combining Density Forecasts Using the KLIC with an Application to the Bank of England and NIESR 'Fan' Charts of Inflation |
0 |
2 |
9 |
32 |
1 |
5 |
21 |
103 |
| Evolving Market Efficiency with an Application to Some Bulgarian Shares |
0 |
0 |
1 |
65 |
0 |
1 |
7 |
160 |
| Evolving Market Efficiency with an Application to Some Bulgarian Shares |
0 |
0 |
10 |
39 |
0 |
3 |
23 |
126 |
| Examining the first stages of market performance: a test for evolving market efficiency |
1 |
1 |
5 |
23 |
1 |
2 |
13 |
76 |
| Expectations Formation and the 1990s ERM Crisis/Formación de expectativas y crisis del S.M.E en la década de los noventa |
0 |
0 |
4 |
40 |
2 |
5 |
25 |
269 |
| Forecasting Economies in Transition: The Case of Romania |
0 |
0 |
0 |
0 |
0 |
5 |
14 |
153 |
| Forecasting employment: The role of forward-looking behaviour |
0 |
1 |
3 |
5 |
0 |
3 |
10 |
24 |
| Forecasting with a Rational Expectations Model of the UK: A Comment |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
41 |
| Forecasting with an Econometric Model: Some Recent Results Using the National Institute Model |
0 |
0 |
2 |
38 |
0 |
1 |
6 |
133 |
| Foreign Direct Investment in R&D and Exchange Rate Uncertainty |
3 |
8 |
12 |
12 |
5 |
12 |
17 |
17 |
| Foreign Exchange Market Efficiency and Cointegration |
3 |
7 |
39 |
469 |
6 |
27 |
116 |
1,238 |
| Foreign direct investment and exchange rate uncertainty in South-East Asia |
4 |
11 |
50 |
50 |
5 |
18 |
85 |
85 |
| Interest rate linkages: a Kalman filter approach to detecting structural change |
1 |
2 |
17 |
118 |
1 |
3 |
26 |
211 |
| Interest rate linkages: identifying structural relations |
0 |
2 |
10 |
39 |
1 |
6 |
23 |
134 |
| Irreducibility and Structural Cointegrating Relations: An Application to the G-7 Long-Term Interest Rates |
0 |
0 |
6 |
44 |
1 |
1 |
13 |
175 |
| Is the Bundesbank Different from Other Central Banks: A Study Based on P |
0 |
0 |
0 |
0 |
2 |
4 |
9 |
91 |
| Learning about monetary union: An analysis of bounded rational learning in European labor markets |
0 |
1 |
1 |
12 |
0 |
1 |
3 |
37 |
| Macroeconomics and a Bit More Reality |
0 |
3 |
6 |
57 |
0 |
4 |
12 |
157 |
| Manufacturing Stocks and Forward-Looking Expectations in the UK |
0 |
0 |
0 |
8 |
0 |
1 |
6 |
107 |
| Manufacturing Stocks: Expectations, Risk and Co-integration |
0 |
0 |
1 |
15 |
2 |
2 |
22 |
181 |
| Maximum Likelihood Estimation of Cointegration Vectors: An Example of the Johansen Procedure |
0 |
0 |
0 |
11 |
10 |
33 |
184 |
1,129 |
| Measuring Convergence of the EC Economies |
0 |
0 |
0 |
0 |
8 |
32 |
103 |
559 |
| Measuring Economic Convergence |
0 |
3 |
16 |
221 |
2 |
8 |
27 |
430 |
| Measuring Efficiency and Risk in the Major Bond Markets |
0 |
2 |
7 |
46 |
2 |
4 |
13 |
136 |
| Measuring Underlying Economic Activity |
0 |
2 |
4 |
29 |
5 |
13 |
42 |
212 |
| Measuring the Capital Stock in Russia: An Unobserved Component Model |
1 |
6 |
15 |
117 |
1 |
7 |
25 |
260 |
| Measuring the Correlation of Shocks Between the UK and the Core of Europe |
2 |
7 |
32 |
100 |
5 |
14 |
59 |
186 |
| Measuring the correlation of shocks between the EU15 and the new member countries |
0 |
2 |
7 |
13 |
1 |
3 |
14 |
26 |
| Model consistent learning and regime switching in the London Business School model |
0 |
0 |
2 |
24 |
0 |
0 |
7 |
73 |
| Modelling Asset Prices with Time-Varying Betas |
0 |
0 |
0 |
0 |
1 |
10 |
34 |
362 |
| Modelling Economic Policy Responses with an Application to the G3 |
0 |
2 |
5 |
5 |
0 |
3 |
6 |
6 |
| Modelling Structural Change Using the Kalman Filter |
0 |
0 |
0 |
0 |
1 |
1 |
23 |
286 |
| Modelling and forecasting UK public finances |
0 |
5 |
9 |
37 |
0 |
6 |
16 |
180 |
| Modelling economies in transition: an introduction |
0 |
0 |
5 |
76 |
0 |
1 |
8 |
156 |
| Modelling economies subject to structural change: The case of Germany |
0 |
0 |
2 |
18 |
0 |
0 |
6 |
51 |
| Modelling the Sterling Effective Exchange Rate Using Expectations and Learning |
0 |
0 |
0 |
0 |
2 |
4 |
17 |
152 |
| Money and the Economics of Leon Walras |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
211 |
| Money and the Walrasian Utility Function |
0 |
0 |
2 |
22 |
0 |
0 |
8 |
62 |
| On the Solution of High Order, Symmetric, Difference Equations |
0 |
0 |
0 |
1 |
0 |
1 |
13 |
119 |
| On the Solution of Large Economic Models with Consistent Expectations |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
56 |
| On the identification of cointegrated systems in small samples: a modelling strategy with an application to UK wages and prices |
2 |
2 |
16 |
42 |
3 |
5 |
23 |
88 |
| Price and Quantity Responses to Cost and Demand Shocks |
0 |
0 |
0 |
1 |
1 |
3 |
12 |
92 |
| Production Constraints and the NAIRU |
0 |
3 |
6 |
8 |
1 |
10 |
37 |
56 |
| Rational bubbles during Poland's hyperinflation: Implications and empirical evidence |
0 |
3 |
19 |
98 |
5 |
14 |
73 |
291 |
| Rationality and Siegel's Paradox, the Importance of Coherency in Expectations |
0 |
0 |
0 |
10 |
0 |
1 |
31 |
713 |
| Robust optimal decisions with stochastic nonlinear economic systems |
0 |
0 |
6 |
25 |
0 |
0 |
12 |
68 |
| S.G.B. Henry: a memoir and a festschrift essay |
0 |
0 |
0 |
18 |
0 |
2 |
8 |
98 |
| Scarcity, energy and economic progress: by Ferdinand E. Banks 200 pp, [UK pound]10.50, Lexington books, Lexington, MA, 1978 |
0 |
0 |
3 |
26 |
1 |
4 |
16 |
142 |
| Shock Hunting: The Relative Importance of Industry-Specific, Region-Specific and Aggregate Shocks in the OECD Countries |
0 |
3 |
8 |
48 |
5 |
21 |
91 |
421 |
| Stabilizing energy related CO2 emissions for India |
0 |
0 |
4 |
37 |
0 |
0 |
12 |
138 |
| Sterling's Relationship with the Dollar and the Deutschemark: 1976-89 |
2 |
4 |
17 |
85 |
7 |
10 |
52 |
255 |
| Stylized Facts of the Business Cycle Revisited: A Structural Modelling Approach |
0 |
0 |
4 |
36 |
0 |
0 |
10 |
143 |
| Switching error-correction models of house prices in the United Kingdom |
0 |
0 |
15 |
84 |
1 |
5 |
37 |
200 |
| Testing a Discrete Switching Disequilibrium Model of the UK Labour Market |
0 |
0 |
4 |
17 |
0 |
2 |
9 |
94 |
| Testing for Common Cycles in Money, Nominal Income and Prices |
0 |
2 |
6 |
48 |
1 |
4 |
11 |
110 |
| The 1998 Russian crisis: could the exchange rate volatility have predicted it? |
0 |
4 |
14 |
120 |
3 |
7 |
31 |
325 |
| The Application of Stochastic Simulation Techniques to the National Institute's Model 7 |
0 |
0 |
0 |
0 |
0 |
2 |
8 |
99 |
| The Effect of Varying Length VAR Models on the Maximum Likelihood Estimates of Cointegrating Vectors |
0 |
0 |
0 |
0 |
3 |
6 |
26 |
162 |
| The Relevance of P-Star Analysis to UK Monetary Policy |
2 |
3 |
11 |
71 |
2 |
4 |
60 |
253 |
| The UK Labour Market; Expectations and Disequilibrium |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
63 |
| The use of prior regressions in the estimation of error correction models |
2 |
3 |
4 |
4 |
2 |
3 |
5 |
16 |
| Time inconsistency and optimal policy formulation in the presence of rational expectations |
0 |
1 |
1 |
11 |
1 |
2 |
4 |
36 |
| Transportation and energy in Santiago, Chile |
0 |
0 |
5 |
5 |
3 |
4 |
26 |
27 |
| Unemployment and the capital stock: a dynamic structural model of the UK supply side |
0 |
2 |
6 |
31 |
0 |
2 |
7 |
63 |
| Venture capitalists' decision criteria in new venture evaluation |
24 |
58 |
249 |
598 |
60 |
150 |
569 |
1,323 |
| Where Has All the Money Gone? Wealth and the Demand for Money in South Africa† |
1 |
1 |
3 |
3 |
5 |
12 |
31 |
31 |
| Would adopting the Australian dollar provide superior monetary policy in New Zealand? |
0 |
0 |
2 |
33 |
4 |
5 |
27 |
241 |
| Total Journal Articles |
58 |
191 |
849 |
4,393 |
212 |
647 |
2,965 |
19,280 |