Access Statistics for Roberto S. Mariano

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Comparing Predictive Accuracy 7 23 111 1,149 18 52 197 2,508
Comparing predictive accuracy I: an asymptotic test 0 4 17 28 6 19 106 542
Constructing a Coincident Index of Business Cycles Without Assuming a One-Factor Model 0 0 0 0 3 11 48 197
Constructing a Coincident Index of Business Cycles without Assuming a One-factor Model 1 5 19 30 5 17 48 86
Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence 4 8 58 192 19 44 186 420
Direction-of-Change Forecasts for Asian Equity Markets Based on Conditional Variance, Skewness and Kurtosis Dynamics: Evidence from Hong Kong and Singapore 0 2 22 59 0 7 39 145
External Debt, Adjustment, and Growth 0 4 20 73 8 33 91 219
Finite-Sample Properties in Stochastic Predictors in Nonlinear Systems: Some Initial Results 0 0 0 0 0 1 3 5
Markov Switching Garch Models of Currency Crises in Southeast Asia 4 20 74 290 10 38 124 528
Markov switching GARCH models of currency turmoil in southeast Asia 4 10 36 78 10 23 94 192
Sustainable External Debt Levels: Estimates for Selected Asian Countries 3 10 29 65 5 18 59 134
Testing under non-standard conditions in frequency domain: with applications to Markov regime-switching models of exchange rates and federal funds rate 1 1 9 53 1 1 21 293
The PIDS-NEDA Annual Macroeconometric Model, Version 1989: A Summary 0 1 2 3 2 10 28 40
Underpriced Default Spread Exacerbates Market Crashes 0 1 9 35 12 32 91 188
Total Working Papers 24 89 406 2,055 99 306 1,135 5,497

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A new coincident index of business cycles based on monthly and quarterly series 1 18 45 252 6 36 144 817
Analytical Small-Sample Distribution Theory in Econometrics: The Simultaneous-Equations Case 3 4 17 64 10 14 53 308
Approximations to the Distribution Functions of Theil's K-Class Estimators 0 1 1 9 0 2 3 61
Approximations to the Distribution Functions of the Ordinary Least-Squares and Two-Stage Least-Squares Estimators in the Case of Two Included Endogenous Variables 0 0 2 16 0 0 7 119
Asymptotic Behavior of Predictors in a Nonlinear Simultaneous System 0 1 3 11 2 3 7 90
Bank lending and real estate in Asia: market optimism and asset bubbles 1 2 12 46 3 9 35 117
Comment 0 0 0 0 0 0 1 2
Comparing Predictive Accuracy 0 0 0 0 13 49 195 1,446
Comparing Predictive Accuracy 0 0 0 0 20 78 287 1,335
Complementarity and Conflict among Population and other Policies: Specifying an Economic-Demographic Model for a Developing Country 0 0 0 0 1 1 1 1
Finite Sample Properties of Instrumental Variable Estimators of Structural Coefficients 0 0 2 13 1 1 7 90
Markov switching GARCH models of currency turmoil in Southeast Asia 4 6 6 6 7 19 21 21
Measures of Deterministic Prediction Bias in Nonlinear Models 0 1 5 22 1 3 13 116
New tests of the life cycle and tax discounting hypotheses 0 0 2 4 2 2 7 15
Nonlinear and non-Gaussian state-space modeling with Monte Carlo simulations 0 4 13 46 2 6 27 129
Open vs. sealed-bid auctions: testing for revenue equivalence under Singapore's vehicle quota system 0 0 7 18 1 4 30 89
Prediction of Currency Crises: Case of Turkey 1 1 19 19 4 16 69 69
Prediction of currency crises: case of Turkey 2 2 16 89 9 22 107 387
Prediction, Filtering and Smoothing in Non-linear and Non-normal Cases Using Monte Carlo Integration 1 6 16 131 5 13 49 735
Residual-Based Procedures for Prediction and Estimation in a Nonlinear Simultaneous System 0 0 3 17 0 3 13 112
Some large-concentration-parameter asymptotics for the k-class estimators 0 0 9 11 1 2 16 21
Stock Market Returns and Economic Fundamentals in an Emerging Market: The Case of Korea 0 0 14 32 1 5 39 84
The Existence of Moments of the Ordinary Least Squares and Two-Stage Least Squares Estimators 0 2 3 35 0 2 11 216
Total Journal Articles 13 48 195 841 89 290 1,142 6,380

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Monetary policy approaches and implementation in Asia: the Philippines and Indonesia 1 2 4 4 4 12 22 22
Total Chapters 1 2 4 4 4 12 22 22

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Swedish Business School at Örebro University.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail .

Statistics updated 2008-10-02