| 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 |
4 |
12 |
35 |
35 |
14 |
45 |
75 |
75 |
| A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings |
0 |
10 |
49 |
49 |
5 |
21 |
61 |
61 |
| A Structured VAR under Changing Monetary Policy |
0 |
0 |
0 |
2 |
1 |
7 |
25 |
113 |
| Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression |
20 |
45 |
138 |
271 |
29 |
65 |
205 |
308 |
| An Empirical Analysis of the Changing Role of the German Bundesbank after 1983 |
0 |
0 |
0 |
0 |
1 |
4 |
18 |
116 |
| Changing Monetary Transmission Mechanisms within the EU |
0 |
0 |
0 |
0 |
3 |
7 |
25 |
224 |
| Cointegration and Identification in a Vector Time Series Model: An Application to the Demand for Money in Denmark |
0 |
0 |
0 |
0 |
2 |
8 |
24 |
92 |
| Controlling Inflation in a Cointegrated Vector Autoregressive Model with an Application to US Data |
7 |
15 |
50 |
559 |
10 |
24 |
82 |
1,236 |
| Controlling Inflation in a Cointergrated Vector Autoregressive Model with an Application to US Data |
0 |
1 |
6 |
150 |
1 |
4 |
16 |
341 |
| 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 |
6 |
37 |
76 |
279 |
| Do prices move together in the long run? An I(2) analysis of six price indices |
1 |
2 |
10 |
45 |
5 |
9 |
27 |
212 |
| Does it Matter How to Measure Aggregates? The Case of Monetary Transmission Mechanisms in the Euro Area |
2 |
4 |
15 |
40 |
5 |
16 |
60 |
103 |
| Domestic and Foreign Effects on Prices in an Open Economy |
0 |
0 |
0 |
0 |
4 |
12 |
39 |
139 |
| Dynamic Models and Structural Shift: Monetary Transmission Mechanisms in Italy before and after EMS |
1 |
2 |
9 |
124 |
3 |
10 |
28 |
354 |
| Explaining Cointegration Analysis: Part II |
32 |
85 |
287 |
2,287 |
64 |
174 |
561 |
3,868 |
| Extracting Information from the Data: A Popperian View on Empirical Macro |
2 |
6 |
36 |
256 |
4 |
15 |
62 |
503 |
| High Inflation, Hyperinflation and Explosive Roots. The Case of Yugoslavia |
3 |
8 |
44 |
445 |
9 |
37 |
167 |
1,766 |
| Hypothesis Testing for Cointegration Vectors: with Application to the Demand for Money in Denmark and Finland |
0 |
0 |
0 |
4 |
10 |
39 |
96 |
316 |
| Identification of the Long-Run and the Short-Run Structure: An Application to the ISLM Model |
0 |
0 |
0 |
7 |
27 |
96 |
305 |
1,019 |
| Inflation, Money Growth, and I(2) Analysis |
3 |
8 |
38 |
248 |
7 |
21 |
98 |
561 |
| Interest Rate and Price Linkages between the USA and Japan: Evidence from the Post-Bretton Woods Period |
0 |
1 |
12 |
315 |
2 |
12 |
46 |
1,736 |
| International Parity Relationships Between Germany and the United States: A Joint Modelling Approach |
4 |
5 |
15 |
135 |
6 |
21 |
59 |
467 |
| International Parity Relationships between Germany and the United States: A Joint Modelling Approach |
1 |
3 |
18 |
391 |
2 |
16 |
84 |
1,284 |
| Long-Run Relations in Australian Monetary Data |
0 |
0 |
0 |
3 |
1 |
1 |
8 |
169 |
| Long-run Relations in Australian Monetary Data |
0 |
0 |
0 |
0 |
3 |
8 |
20 |
87 |
| 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 |
5 |
13 |
33 |
113 |
| Model Based Seasonal Extraction with both Deterministic and Stochastic Seasonality: Some Simulation Results |
0 |
0 |
0 |
0 |
2 |
5 |
8 |
41 |
| Models and Relations in Economics and Econometrics |
4 |
10 |
33 |
412 |
7 |
21 |
64 |
805 |
| On the Design of Experiments when Data are Collected by Passive Observation |
0 |
0 |
0 |
0 |
4 |
11 |
51 |
172 |
| On the Duality between Long-run Relations and Common Trends in an Empirical Analysis of Aggregate Money Holdings |
0 |
0 |
0 |
0 |
3 |
7 |
15 |
52 |
| Some Structural Hypotheses in a Multivariate Cointegration Analysis of the Purchasing Power Parity and the Uncovered Interest Parity for UK |
0 |
0 |
0 |
1 |
34 |
92 |
192 |
474 |
| Stationary Disequilibrium Error Processes in the Danish Money Market. An Application of ML Cointegration |
0 |
0 |
0 |
0 |
3 |
7 |
19 |
72 |
| Taking a DSGE Model to the Data Meaningfully |
3 |
7 |
40 |
171 |
8 |
20 |
94 |
275 |
| Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate |
2 |
5 |
32 |
73 |
5 |
12 |
63 |
117 |
| Testing hypotheses in an I(2) model with applications to the persistent long swings in the Dmk/$ rate |
0 |
1 |
22 |
23 |
2 |
6 |
50 |
50 |
| The Balassa-Samuelson Effect and the Wage, Price and Unemployment Dynamics in Spain |
1 |
3 |
19 |
126 |
2 |
11 |
59 |
309 |
| The Balassa-Samuelsson effect and the wage, price and unemployment dynamics in Spain |
0 |
1 |
13 |
67 |
0 |
5 |
63 |
275 |
| The Effect of Joining the EMS: Monetary Transmission Mechanisms in Spain |
0 |
0 |
4 |
96 |
1 |
7 |
22 |
326 |
| The Financial Crisis and the Systemic Failure of Academic Economics |
21 |
52 |
58 |
58 |
26 |
76 |
84 |
84 |
| The Financial Crisis and the Systemic Failure of Academic Economics |
47 |
190 |
358 |
358 |
88 |
362 |
506 |
506 |
| The Financial Crisis and the Systemic Failure of Academic Economics |
11 |
53 |
129 |
129 |
20 |
89 |
106 |
106 |
| The Full Information Maximum Likelihood Procedure for Inference on Cointegration - with Applications |
0 |
0 |
0 |
2 |
27 |
94 |
202 |
492 |
| The PPP Puzzle: What the Data Tell when Allowed to Speak Freely |
4 |
9 |
48 |
108 |
8 |
20 |
91 |
153 |
| Unit Roots and the Demand for Cigarettes in Turkey: Pitfalls and Possibilities |
0 |
2 |
13 |
187 |
2 |
12 |
37 |
649 |
| VAR Modelling and Haavelmo's Probability Approach to Macroeconomic Modelling |
0 |
0 |
0 |
1 |
1 |
8 |
31 |
147 |
| Wage, Price and Unemployment Dynamics in the Spanish Transition to EMU Membership |
2 |
3 |
12 |
18 |
4 |
8 |
43 |
58 |
| Wage, Price, and Unemployment Dynamics and the Convergence to Purchasing Power Parity in the Euro Area |
1 |
4 |
23 |
243 |
3 |
19 |
73 |
493 |
| Wage, price and unemployment dynamics in the Spanish transition to EMU membership |
0 |
3 |
23 |
23 |
1 |
6 |
49 |
49 |
| Total Working Papers |
176 |
550 |
1,589 |
7,462 |
480 |
1,620 |
4,222 |
21,247 |