| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Bootstrap Test of Cointegration Rank |
0 |
1 |
10 |
76 |
0 |
1 |
13 |
500 |
| A Comparison of Estimation Methods for Dynamic Factor Models of Large Dimensions |
8 |
22 |
79 |
516 |
29 |
55 |
165 |
870 |
| A New Nonparametric Test of Cointegration Rank |
0 |
0 |
6 |
133 |
20 |
20 |
32 |
285 |
| A Nonlinear Approach to Public Finance Sustainability in Latin America |
2 |
4 |
16 |
140 |
23 |
25 |
52 |
327 |
| A Note on Covariance Stationarity Conditions for Dynamic Random Coefficient Models |
2 |
3 |
4 |
98 |
3 |
6 |
14 |
329 |
| A Note on Joint Estimation of Common Cycles and Common Trends in Nonstationary Multivariate Systems |
0 |
1 |
7 |
117 |
20 |
21 |
30 |
193 |
| A Note on an Iterative Least Squares Estimation Method for ARMA and VARMA Models |
0 |
4 |
22 |
297 |
2 |
10 |
59 |
812 |
| A Radial Basis Function Artificial Neural Network Test for ARCH |
1 |
1 |
14 |
82 |
3 |
7 |
68 |
928 |
| A Radial Basis Function Artificial Neural Network Test for Neglected Nonlinearity |
3 |
4 |
20 |
143 |
6 |
17 |
63 |
1,692 |
| A test of m structural breaks under the unitroot hypothesis |
0 |
0 |
6 |
50 |
1 |
2 |
12 |
241 |
| An Automatic Leading Indicator of Economic Activity: Forecasting GDP growth for European Countries |
2 |
7 |
46 |
208 |
9 |
27 |
116 |
1,318 |
| An Investigation of Current Account Solvency in Latin America Using Non Linear Stationarity Tests |
2 |
5 |
16 |
120 |
22 |
26 |
43 |
304 |
| Bootstrap Statistical Tests of Rank Determination for System Identification |
0 |
2 |
4 |
91 |
3 |
9 |
28 |
487 |
| Cointegrating VAR models with endogenous I(0) variables: theoretical extensions and an application to UK monetary policy |
1 |
7 |
24 |
95 |
3 |
16 |
58 |
327 |
| Estimation and Inference in a Non-Linear State Space Model: Durable Consumption |
1 |
2 |
6 |
176 |
1 |
5 |
20 |
373 |
| Factor Analysis Using Subspace Factor Models: Some Theoretical Results and an Application to UK Inflation Forecasting |
1 |
3 |
12 |
154 |
22 |
25 |
43 |
331 |
| GLS Detrending for Nonlinear Unit Root Tests |
0 |
1 |
5 |
139 |
1 |
2 |
10 |
256 |
| Import prices and exchange rate pass-through: theory and evidence from the United Kingdom |
3 |
7 |
31 |
584 |
8 |
23 |
80 |
1,494 |
| Incorporating lag order selection uncertainty in parameter inference for AR models |
0 |
1 |
1 |
35 |
0 |
2 |
5 |
241 |
| Information Criteria, Model Selection Uncertainty and the Determination of Cointegration Rank |
1 |
1 |
8 |
49 |
1 |
3 |
23 |
354 |
| Measuring Conditional Persistence in Time Series |
6 |
18 |
46 |
224 |
16 |
45 |
147 |
562 |
| Model Selection Uncertainty and Dynamic Models |
0 |
2 |
7 |
37 |
1 |
4 |
12 |
202 |
| Model Selection in Threshold Models |
6 |
12 |
39 |
552 |
8 |
17 |
63 |
1,941 |
| Modelling Core Inflation for the UK Using a New Dynamic Factor Estimation Method and a Large Disaggregated Price Index Dataset |
0 |
5 |
21 |
167 |
2 |
8 |
33 |
379 |
| Non-Nested Models and the Likelihood Ratio Statistic: A Comparison of Simulation and Bootstrap Based Tests |
3 |
10 |
48 |
227 |
30 |
77 |
243 |
1,175 |
| Non-nested Models and the likelihood Ratio Statistic: A Comparison of Simulation and Bootstrap-based Tests |
4 |
7 |
20 |
294 |
18 |
26 |
103 |
947 |
| Rational expectations and fixed-event forecasts: an application to UK inflation |
0 |
1 |
7 |
89 |
3 |
10 |
39 |
345 |
| Testing for Neglected Nonlinearity in Long Memory Models |
0 |
0 |
4 |
134 |
1 |
1 |
13 |
242 |
| Testing for Structural Breaks in Nonlinear Dynamic Models Using Artificial Neural Network Approximations |
1 |
3 |
16 |
195 |
5 |
7 |
29 |
405 |
| Testing for a Unit Root against Nonlinear STAR Models |
0 |
2 |
22 |
125 |
0 |
6 |
37 |
484 |
| Tests of Rank in Reduced Rank Regression Models |
6 |
8 |
16 |
44 |
9 |
13 |
31 |
508 |
| The Forecasting Performance of the OECD Composite Leading Indicators for France, Germany,Italy and the UK |
5 |
13 |
32 |
128 |
8 |
30 |
82 |
869 |
| The Yen Real Exchange Rate May Be Stationary after All: Evidence from Nonlinear Unit-Root Tests |
2 |
5 |
21 |
222 |
4 |
13 |
88 |
725 |
| Threshold Models for Trended Time Series |
7 |
21 |
73 |
693 |
25 |
52 |
188 |
2,086 |
| Unit Root Testing against the Alternative Hypothesis of up to m Structural Breaks |
1 |
1 |
11 |
167 |
4 |
5 |
32 |
344 |
| Unit Root Tests in Three-Regime SETAR Models |
2 |
3 |
16 |
175 |
4 |
8 |
27 |
310 |
| Total Working Papers |
70 |
187 |
736 |
6,776 |
315 |
624 |
2,101 |
23,186 |
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