| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Bayes estimates of the cyclical component in twentieth centruy US gross domestic product |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
| Beta-t-(E)GARCH |
10 |
28 |
88 |
88 |
17 |
49 |
119 |
119 |
| Computing Observation Weights for Signal Extraction and Filtering |
1 |
4 |
23 |
164 |
2 |
11 |
47 |
311 |
| Convergence and Cycles in the Euro Zone |
0 |
3 |
10 |
108 |
1 |
5 |
27 |
215 |
| Convergences of prices and rates of inflation |
2 |
3 |
19 |
104 |
3 |
8 |
49 |
222 |
| Cyclical Components in Economic Time Series: a Bayesian Approach |
0 |
4 |
12 |
258 |
4 |
12 |
42 |
617 |
| Cyclical components in economic time series |
0 |
2 |
8 |
264 |
1 |
5 |
20 |
646 |
| Cyclical components in economic time series: A Bayesian approach |
1 |
5 |
20 |
106 |
5 |
28 |
110 |
405 |
| Dynamic distributions and changing copulas |
4 |
14 |
87 |
87 |
10 |
30 |
89 |
89 |
| General Model-based Filters for Extracting Cycles and Trends in Economic Time Series |
6 |
16 |
60 |
688 |
10 |
37 |
129 |
1,403 |
| Growth, Cycles and Convergence in US Regional Time Series |
2 |
10 |
30 |
246 |
4 |
17 |
87 |
735 |
| Inflation convergence and divergence within the European Monetary Union |
1 |
5 |
30 |
210 |
2 |
19 |
76 |
508 |
| Measurement and Testing of Inequality from Time Series of Deciles with an Application to U.S. Wages |
0 |
0 |
4 |
48 |
2 |
2 |
22 |
129 |
| Messy Time Series: A Unified Approach - (Now published in Advances in Econometrics, 13 (1998)pp.103-143.) |
0 |
0 |
0 |
3 |
3 |
14 |
31 |
400 |
| Modeling the Phillips curve with unobserved components |
4 |
21 |
77 |
119 |
15 |
40 |
114 |
123 |
| Models for Converging Economies |
0 |
5 |
31 |
298 |
3 |
13 |
72 |
806 |
| Multivariate Unit Root Tests and Testing for Convergence |
5 |
18 |
54 |
419 |
10 |
30 |
110 |
774 |
| Quantiles, Expectiles and Splines |
6 |
20 |
61 |
137 |
13 |
34 |
110 |
227 |
| Quantiles, Expectiles and Splines |
0 |
1 |
16 |
70 |
2 |
8 |
48 |
117 |
| Seasonality in Dynamic Regression Models |
0 |
0 |
0 |
0 |
4 |
12 |
27 |
460 |
| Signal extraction and the formulation of unobserved components models |
2 |
15 |
59 |
406 |
7 |
26 |
101 |
1,061 |
| Statistics on Working Time Arrangements Based on Time-Use Survey Data |
1 |
4 |
23 |
158 |
9 |
33 |
167 |
852 |
| Stochastic Volatility |
3 |
14 |
67 |
108 |
4 |
22 |
104 |
829 |
| Stochastic Volatility |
3 |
13 |
75 |
1,817 |
6 |
30 |
126 |
4,103 |
| Stochastic Volatility |
0 |
0 |
0 |
3 |
1 |
10 |
63 |
1,058 |
| Stochastic Volatility |
0 |
0 |
0 |
8 |
4 |
22 |
145 |
2,305 |
| Testing for Drift in a Time Series |
4 |
9 |
57 |
483 |
18 |
56 |
188 |
1,145 |
| Testing for the Presence of a Random Walk in Series with Structural Breaks - (Now published in Journal of Time Series Analysis, 22 (2001), pp.127-150.) |
0 |
0 |
1 |
151 |
6 |
15 |
53 |
489 |
| Testing for trend |
9 |
21 |
63 |
195 |
18 |
46 |
159 |
321 |
| Tests of Common Stochastic Trends |
0 |
0 |
0 |
0 |
3 |
20 |
85 |
1,420 |
| Tests of time-invariance |
1 |
3 |
17 |
66 |
1 |
5 |
73 |
146 |
| Tests of time-invariance |
1 |
8 |
37 |
130 |
5 |
34 |
182 |
400 |
| Time-Varying Quantiles |
7 |
18 |
58 |
185 |
10 |
29 |
102 |
304 |
| Trend estimation, signal-noise ratios and the frequency of observations |
0 |
0 |
0 |
4 |
4 |
17 |
70 |
436 |
| Trends and cycles in economic time series: A Bayesian approach |
1 |
2 |
2 |
2 |
1 |
4 |
4 |
4 |
| Trends, Cycles and Convergence |
1 |
4 |
20 |
315 |
3 |
11 |
52 |
465 |
| When is a copula constant? A test for changing relationships |
4 |
9 |
49 |
49 |
6 |
21 |
56 |
56 |
| Total Working Papers |
79 |
279 |
1,158 |
7,497 |
217 |
776 |
3,061 |
23,702 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Beveridge-Nelson smoother |
4 |
6 |
15 |
73 |
8 |
11 |
28 |
145 |
| A Note on Common Cycles, Common Trends, and Convergence |
1 |
6 |
24 |
102 |
5 |
19 |
63 |
225 |
| A Note on the Efficiency of Kelejian's Method of Estimating Cobb-Douglas Type Functions with Multiplicative and Additive Errors |
1 |
1 |
2 |
15 |
1 |
3 |
9 |
95 |
| A comparison of the power of some tests for heteroskedasticity in the general linear model |
0 |
4 |
16 |
30 |
2 |
8 |
23 |
48 |
| A note on estimating and testing exogenous variable coefficient estimators in simultaneous equation models |
0 |
0 |
4 |
5 |
0 |
0 |
8 |
15 |
| Bayesian Analysis of Stochastic Volatility Models: Comment |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
76 |
| Computing observation weights for signal extraction and filtering |
2 |
6 |
18 |
50 |
3 |
8 |
31 |
110 |
| Computing the mean square error of unobserved components extracted by misspecified time series models |
3 |
10 |
21 |
21 |
16 |
57 |
98 |
98 |
| Continuous time autoregressive models with common stochastic trends |
3 |
5 |
12 |
34 |
4 |
6 |
21 |
71 |
| Convergence in the trends and cycles of Euro-zone income |
2 |
11 |
36 |
191 |
2 |
16 |
106 |
494 |
| Convergence of Prices and Rates of Inflation |
2 |
5 |
16 |
44 |
3 |
8 |
39 |
107 |
| Detrending, Stylized Facts and the Business Cycle |
4 |
22 |
96 |
600 |
10 |
42 |
179 |
1,990 |
| Diagnostic Checking of Unobserved-Components Time Series Models |
0 |
0 |
0 |
0 |
7 |
20 |
107 |
503 |
| Estimating Regression Models with Multiplicative Heteroscedasticity |
8 |
26 |
77 |
293 |
15 |
52 |
156 |
641 |
| Estimating integrated higher-order continuous time autoregressions with an application to money-income causality |
1 |
2 |
3 |
5 |
1 |
2 |
7 |
16 |
| Estimating the underlying change in unemployment in the UK |
0 |
2 |
11 |
26 |
1 |
6 |
26 |
60 |
| Estimation of an Asymmetric Stochastic Volatility Model for Asset Returns |
0 |
0 |
0 |
0 |
5 |
14 |
63 |
570 |
| Estimation of simultaneous equation models with stochastic trend components |
0 |
1 |
3 |
15 |
0 |
3 |
9 |
59 |
| FURTHER COMMENTS ON STATIONARITY TESTS IN SERIES WITH STRUCTURAL BREAKS AT UNKNOWN POINTS |
0 |
0 |
4 |
53 |
1 |
1 |
7 |
123 |
| Forecasting Economic Time Series with Structural and Box-Jenkins Models: A Case Study |
0 |
0 |
0 |
0 |
3 |
12 |
109 |
598 |
| Forecasting Economic Time Series with Structural and Box-Jenkins Models: A Case Study: Response |
0 |
0 |
0 |
0 |
0 |
5 |
15 |
278 |
| Forecasting and Interpolation Using Vector Autoregressions with Common Trends |
1 |
2 |
2 |
2 |
1 |
2 |
2 |
2 |
| General Model-Based Filters for Extracting Cycles and Trends in Economic Time Series |
0 |
2 |
14 |
156 |
1 |
6 |
38 |
365 |
| Growth, cycles and convergence in US regional time series |
1 |
3 |
7 |
36 |
2 |
5 |
19 |
114 |
| Inflation Convergence and Divergence within the European Monetary Union |
2 |
8 |
28 |
66 |
2 |
13 |
70 |
151 |
| Inter-fuel Substitution, Technical Change and the Demand for Energy in the UK Economy |
0 |
0 |
0 |
1 |
1 |
3 |
15 |
97 |
| Linear Regression in the Frequency Domain |
3 |
7 |
30 |
79 |
4 |
11 |
47 |
159 |
| Measurement and Testing of Inequality from Time Series of Deciles with an Application to U.S. Wages |
1 |
1 |
3 |
36 |
3 |
6 |
19 |
193 |
| Multivariate Stochastic Variance Models |
11 |
27 |
136 |
1,009 |
21 |
62 |
266 |
2,235 |
| On Comparing Regression Models in Levels and First Differences |
8 |
48 |
142 |
368 |
23 |
98 |
315 |
875 |
| Review of '4thought' |
1 |
1 |
3 |
25 |
2 |
2 |
8 |
67 |
| Seasonality Tests |
0 |
0 |
0 |
5 |
18 |
60 |
180 |
764 |
| Seasonality in Dynamic Regression Models |
0 |
4 |
18 |
235 |
0 |
7 |
59 |
865 |
| Seemingly Unrelated Time Series Equations and a Test for Homogeneity |
0 |
0 |
0 |
0 |
3 |
4 |
38 |
277 |
| Signal extraction and the formulation of unobserved components models |
0 |
0 |
0 |
4 |
14 |
48 |
180 |
1,112 |
| Stochastic Trends in Dynamic Regression Models: An Application to the Employment-Output Equations |
0 |
1 |
10 |
56 |
1 |
3 |
18 |
143 |
| Structural time series models in inventory control |
1 |
4 |
17 |
90 |
2 |
10 |
53 |
293 |
| TESTING FOR TREND |
2 |
7 |
10 |
10 |
4 |
16 |
23 |
23 |
| TESTS OF COMMON STOCHASTIC TRENDS |
2 |
9 |
26 |
27 |
2 |
12 |
31 |
31 |
| Testing against smooth stochastic trends |
1 |
4 |
14 |
219 |
10 |
20 |
71 |
892 |
| Testing for Contemporaneous Correlation of Disturbances in Systems of Regression Equations |
0 |
0 |
0 |
0 |
3 |
6 |
20 |
140 |
| Testing for Serial Correlation in Simultaneous Equation Models |
0 |
1 |
4 |
24 |
0 |
2 |
12 |
112 |
| Testing for a slowly changing level with special reference to stochastic volatility |
0 |
0 |
4 |
14 |
0 |
1 |
8 |
48 |
| Testing for functional misspecification in regression analysis |
1 |
3 |
29 |
59 |
3 |
17 |
64 |
140 |
| Testing for heteroscedasticity in simultaneous equation models |
0 |
0 |
5 |
14 |
0 |
0 |
6 |
24 |
| Testing for serial correlation in simultaneous equation models: Some further results |
0 |
1 |
4 |
7 |
0 |
1 |
10 |
19 |
| Testing in Unobserved Components Models |
0 |
0 |
0 |
1 |
7 |
20 |
55 |
262 |
| The Modeling and Seasonal Adjustment of Weekly Observations |
0 |
0 |
0 |
0 |
10 |
23 |
74 |
432 |
| The effects of seat belt legislation on British road casualities: A case study in structural modelling: A.C. Harvey and J. Durbing, Journal of the Royal Statistical Society, Series A 149 (1986) (in press) |
5 |
6 |
16 |
32 |
6 |
14 |
37 |
128 |
| Time Series Models for Count or Qualitative Observations |
0 |
0 |
0 |
0 |
4 |
11 |
75 |
261 |
| Time Series Models for Count or Qualitative Observations: Reply |
0 |
0 |
0 |
0 |
2 |
8 |
20 |
148 |
| Trends and Cycles in Macroeconomic Time Series |
0 |
0 |
0 |
0 |
11 |
27 |
113 |
518 |
| Trends and cycles in economic time series: A Bayesian approach |
2 |
12 |
40 |
74 |
2 |
14 |
55 |
114 |
| Trends, Cycles and Autoregressions |
1 |
8 |
38 |
131 |
2 |
13 |
53 |
214 |
| Unobserved component time series models with Arch disturbances |
6 |
16 |
82 |
342 |
10 |
30 |
135 |
554 |
| Total Journal Articles |
80 |
282 |
1,040 |
4,679 |
261 |
868 |
3,295 |
18,094 |
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