| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings |
7 |
17 |
54 |
54 |
19 |
43 |
126 |
126 |
| A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings |
7 |
17 |
68 |
68 |
14 |
55 |
121 |
121 |
| A Structured VAR under Changing Monetary Policy |
0 |
0 |
0 |
2 |
3 |
9 |
29 |
124 |
| Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression |
10 |
27 |
129 |
306 |
16 |
54 |
210 |
373 |
| An Empirical Analysis of the Changing Role of the German Bundesbank after 1983 |
0 |
0 |
0 |
0 |
3 |
6 |
21 |
125 |
| Changing Monetary Transmission Mechanisms within the EU |
0 |
0 |
0 |
0 |
4 |
10 |
31 |
237 |
| Cointegration and Identification in a Vector Time Series Model: An Application to the Demand for Money in Denmark |
0 |
0 |
0 |
0 |
3 |
7 |
25 |
100 |
| Controlling Inflation in a Cointegrated Vector Autoregressive Model with an Application to US Data |
6 |
14 |
50 |
576 |
8 |
30 |
92 |
1,273 |
| Controlling Inflation in a Cointergrated Vector Autoregressive Model with an Application to US Data |
2 |
6 |
10 |
158 |
4 |
11 |
23 |
355 |
| Do Purchasing Power Parity and Uncovered Interest Rate Parity Hold in the Long Run? - An Example of Likelihood in a Multivariate Time-Series Model |
0 |
0 |
0 |
0 |
23 |
52 |
130 |
346 |
| Do prices move together in the long run? An I(2) analysis of six price indices |
1 |
4 |
10 |
51 |
3 |
11 |
33 |
228 |
| Does it Matter How to Measure Aggregates? The Case of Monetary Transmission Mechanisms in the Euro Area |
3 |
8 |
20 |
48 |
4 |
14 |
56 |
120 |
| Domestic and Foreign Effects on Prices in an Open Economy |
0 |
0 |
0 |
0 |
5 |
11 |
35 |
152 |
| Dynamic Models and Structural Shift: Monetary Transmission Mechanisms in Italy before and after EMS |
0 |
1 |
8 |
126 |
2 |
7 |
30 |
363 |
| Explaining Cointegration Analysis: Part II |
24 |
74 |
298 |
2,390 |
64 |
163 |
613 |
4,091 |
| Extracting Information from the Data: A Popperian View on Empirical Macro |
4 |
12 |
40 |
268 |
9 |
35 |
88 |
546 |
| High Inflation, Hyperinflation and Explosive Roots. The Case of Yugoslavia |
2 |
6 |
35 |
452 |
10 |
28 |
149 |
1,802 |
| Hypothesis Testing for Cointegration Vectors: with Application to the Demand for Money in Denmark and Finland |
0 |
0 |
0 |
4 |
11 |
35 |
116 |
359 |
| Identification of the Long-Run and the Short-Run Structure: An Application to the ISLM Model |
0 |
0 |
0 |
7 |
22 |
60 |
301 |
1,091 |
| Inflation, Money Growth, and I(2) Analysis |
8 |
13 |
42 |
264 |
26 |
45 |
116 |
618 |
| Interest Rate and Price Linkages between the USA and Japan: Evidence from the Post-Bretton Woods Period |
0 |
4 |
10 |
319 |
6 |
14 |
47 |
1,753 |
| International Parity Relationships Between Germany and the United States: A Joint Modelling Approach |
4 |
12 |
26 |
149 |
7 |
24 |
73 |
498 |
| International Parity Relationships between Germany and the United States: A Joint Modelling Approach |
2 |
3 |
12 |
394 |
7 |
13 |
61 |
1,298 |
| Long-Run Relations in Australian Monetary Data |
0 |
0 |
0 |
3 |
1 |
1 |
4 |
170 |
| Long-run Relations in Australian Monetary Data |
0 |
0 |
0 |
0 |
4 |
6 |
22 |
95 |
| Long-run Relations in a Well Defined Statistical Model for the Data Generating Process. Cointegration Analysis of the PPP and the UIP Relations |
0 |
0 |
0 |
0 |
4 |
9 |
32 |
125 |
| Model Based Seasonal Extraction with both Deterministic and Stochastic Seasonality: Some Simulation Results |
0 |
0 |
0 |
0 |
2 |
4 |
13 |
46 |
| Models and Relations in Economics and Econometrics |
1 |
2 |
23 |
415 |
4 |
8 |
52 |
816 |
| On the Design of Experiments when Data are Collected by Passive Observation |
0 |
0 |
0 |
0 |
5 |
17 |
53 |
191 |
| On the Duality between Long-run Relations and Common Trends in an Empirical Analysis of Aggregate Money Holdings |
0 |
0 |
0 |
0 |
2 |
8 |
23 |
62 |
| Some Structural Hypotheses in a Multivariate Cointegration Analysis of the Purchasing Power Parity and the Uncovered Interest Parity for UK |
0 |
0 |
0 |
1 |
11 |
36 |
199 |
529 |
| Stationary Disequilibrium Error Processes in the Danish Money Market. An Application of ML Cointegration |
0 |
0 |
0 |
0 |
2 |
6 |
23 |
79 |
| Taking a DSGE Model to the Data Meaningfully |
8 |
22 |
55 |
200 |
14 |
32 |
100 |
315 |
| Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate |
3 |
9 |
31 |
84 |
6 |
19 |
64 |
141 |
| Testing hypotheses in an I(2) model with applications to the persistent long swings in the Dmk/$ rate |
1 |
5 |
17 |
30 |
3 |
11 |
51 |
67 |
| The Balassa-Samuelson Effect and the Wage, Price and Unemployment Dynamics in Spain |
0 |
3 |
15 |
130 |
5 |
13 |
47 |
324 |
| The Balassa-Samuelsson effect and the wage, price and unemployment dynamics in Spain |
0 |
0 |
6 |
68 |
2 |
4 |
38 |
282 |
| The Effect of Joining the EMS: Monetary Transmission Mechanisms in Spain |
0 |
1 |
1 |
97 |
3 |
10 |
25 |
337 |
| The Financial Crisis and the Systemic Failure of Academic Economics |
12 |
53 |
128 |
128 |
31 |
99 |
209 |
209 |
| The Financial Crisis and the Systemic Failure of Academic Economics |
91 |
302 |
716 |
716 |
186 |
555 |
1,147 |
1,147 |
| The Financial Crisis and the Systemic Failure of Academic Economics |
28 |
55 |
197 |
197 |
69 |
130 |
265 |
265 |
| The Full Information Maximum Likelihood Procedure for Inference on Cointegration - with Applications |
0 |
0 |
0 |
2 |
29 |
71 |
254 |
589 |
| The PPP Puzzle: What the Data Tell when Allowed to Speak Freely |
3 |
10 |
40 |
118 |
5 |
22 |
82 |
177 |
| Time to reject the privileging of economic theory over empirical evidence? A Reply to Lawson (2009) |
8 |
62 |
62 |
62 |
10 |
20 |
20 |
20 |
| Unit Roots and the Demand for Cigarettes in Turkey: Pitfalls and Possibilities |
1 |
2 |
13 |
191 |
5 |
11 |
40 |
664 |
| VAR Modelling and Haavelmo's Probability Approach to Macroeconomic Modelling |
0 |
0 |
0 |
1 |
7 |
13 |
35 |
163 |
| Wage, Price and Unemployment Dynamics in the Spanish Transition to EMU Membership |
0 |
1 |
6 |
19 |
0 |
6 |
30 |
64 |
| Wage, Price, and Unemployment Dynamics and the Convergence to Purchasing Power Parity in the Euro Area |
1 |
4 |
19 |
248 |
5 |
18 |
70 |
514 |
| Wage, price and unemployment dynamics in the Spanish transition to EMU membership |
0 |
1 |
12 |
25 |
1 |
5 |
37 |
55 |
| Total Working Papers |
237 |
750 |
2,153 |
8,371 |
689 |
1,871 |
5,461 |
23,545 |