| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A CHI-SQUARE TEST FOR UNIT ROOT |
0 |
0 |
0 |
0 |
5 |
14 |
60 |
142 |
| A COINTEGRATION APPROACH TO ESTIMATING PREFERENCE PARAMETERS |
0 |
0 |
0 |
1 |
2 |
6 |
16 |
181 |
| A Consistent Test for the Null of Stationarity Against the Alternative of Unit Root |
0 |
0 |
0 |
0 |
1 |
4 |
8 |
152 |
| A Empirical Investigation of Exchange Rates and the Term Structure of Interest Rates |
0 |
0 |
5 |
104 |
1 |
1 |
7 |
188 |
| A SPECIFICATION TEST FOR A MODEL OF ENGEL'S LAW AND SAVING |
0 |
0 |
0 |
0 |
0 |
0 |
9 |
188 |
| A Spurious Regression Approach to Estimating Structural Parameters |
0 |
0 |
8 |
60 |
1 |
3 |
33 |
286 |
| A Spurious Regression Approach to Estimating Structural Parameters |
0 |
3 |
4 |
8 |
1 |
5 |
11 |
32 |
| A Theory of Exchange Rates and the Term Structure of Interest Rates |
0 |
0 |
6 |
186 |
3 |
3 |
15 |
341 |
| A Theory of Exchange Rates and the Term Structure of Interest Rates |
5 |
16 |
51 |
522 |
19 |
44 |
173 |
1,343 |
| A Time Series Analysis of Real Wages, Consumption, and Asset returns Under Optimal Libor Contrecting: A Cointegration-Euler Equation Approach |
0 |
0 |
0 |
1 |
1 |
6 |
15 |
279 |
| AGGREGATION OF INTRATEMPORAL PREFERENCES UNDER COMPLETE MARKET |
0 |
0 |
0 |
1 |
0 |
1 |
1 |
77 |
| An Introduction to the Generalized Method of Moments |
0 |
0 |
0 |
4 |
7 |
24 |
98 |
1,168 |
| CCR: A User Guide |
0 |
0 |
0 |
1 |
2 |
13 |
28 |
259 |
| Consumption, Income, and Cointegration Further Analysis |
0 |
0 |
0 |
1 |
2 |
5 |
13 |
163 |
| Decreasing Relative Risk Aversion and Tests of Risk Sharing |
1 |
5 |
13 |
94 |
3 |
8 |
45 |
287 |
| Decreasing Relative Risk Aversion and Tests of Risk Sharing |
7 |
16 |
53 |
508 |
29 |
52 |
184 |
1,854 |
| Dynamic Seemingly Unrelated Cointegrating Regression |
3 |
10 |
31 |
362 |
16 |
36 |
107 |
983 |
| Dynamic Seemingly Unrelated Cointegrating Regression |
0 |
4 |
17 |
37 |
0 |
6 |
31 |
86 |
| ENGEL'S LAW AND COINTEGRATION |
0 |
0 |
0 |
0 |
4 |
14 |
38 |
393 |
| ENGEL'S LAW AND SAVING |
0 |
0 |
0 |
0 |
0 |
0 |
17 |
471 |
| Inference in Cointegrated Models Using VAR Prewhitening to Estimate Shortrun Dynamics |
0 |
0 |
0 |
1 |
0 |
4 |
19 |
148 |
| Long-run real exchange rate changes and the properties of the variance of k-differences |
0 |
4 |
12 |
40 |
1 |
8 |
65 |
169 |
| Measuring Intertemporal Substitution: The Role of Durable Goods |
0 |
0 |
0 |
0 |
2 |
6 |
35 |
490 |
| Money Demand in Japan and the Liquidity Trap |
0 |
1 |
8 |
18 |
1 |
2 |
21 |
45 |
| Purchasing Power Parity for Traded and Non-traded Goods: A Structural Error Correction Model Approach |
0 |
0 |
0 |
3 |
10 |
27 |
161 |
698 |
| Risk Sharing in Village India: the Rule of Decreasing Relative Risk Aversion |
1 |
3 |
13 |
158 |
5 |
15 |
44 |
642 |
| Saving Behavior in Low- and Middle -Income Developing Countries: A Comparison |
0 |
0 |
0 |
0 |
3 |
7 |
45 |
408 |
| Saving Behavior in Low- and Middle-Income Developing Countries: A Comparison |
7 |
15 |
70 |
100 |
17 |
34 |
147 |
231 |
| Seemingly Unrelated Canonical Cointegrating Regressions |
0 |
0 |
0 |
0 |
4 |
11 |
36 |
355 |
| Structural Error Correction Models: Instrumental Variables Methods and Application to an Exchange Rate Model |
0 |
2 |
8 |
129 |
1 |
5 |
14 |
318 |
| Structural Error Correction Models: Instrumental Variables Methods and an application to an exchange rate model |
12 |
31 |
168 |
899 |
38 |
105 |
554 |
2,753 |
| Structural Spurious Regressions and A Hausman-type Cointegration Test |
1 |
5 |
19 |
127 |
2 |
11 |
53 |
413 |
| The Distortionary Effects of Inflation: An Empirical Investigation |
1 |
4 |
11 |
101 |
3 |
8 |
23 |
491 |
| The Effects of Monetary Policy Shocks on Exchange Rates: A Structural Vector Error Correction Model Approach |
0 |
0 |
10 |
173 |
4 |
6 |
29 |
344 |
| The Exchange Rate and the Term Structure of Interest Rates in Mexico |
1 |
1 |
15 |
254 |
4 |
5 |
32 |
668 |
| The Gauss-Markov Theorem and Spurious Regressions |
1 |
6 |
23 |
240 |
13 |
26 |
103 |
1,017 |
| The Rate of Time Preference, The Intertemporal Elasticity of Substitution, and the leval of Wealth |
0 |
0 |
0 |
0 |
1 |
5 |
30 |
233 |
| Unit Roots In Macroeconomics: A Survey |
0 |
0 |
0 |
0 |
2 |
4 |
30 |
246 |
| Wealth-Varying Intertemporal Elasticities of Substitution Evidence from Panel and Aggregate Data |
0 |
0 |
0 |
1 |
2 |
7 |
19 |
140 |
| Total Working Papers |
40 |
126 |
545 |
4,134 |
210 |
541 |
2,369 |
18,682 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Time Series Analysis of Real Wages, Consumption, and Asset Returns |
0 |
2 |
15 |
125 |
2 |
4 |
25 |
361 |
| A chi-square test for a unit root |
0 |
1 |
7 |
27 |
1 |
3 |
25 |
183 |
| A cointegration approach to estimating preference parameters |
4 |
6 |
15 |
88 |
5 |
11 |
25 |
182 |
| A consistent test for the null of stationarity against the alternative of a unit root |
0 |
1 |
6 |
24 |
0 |
2 |
8 |
94 |
| Aggregation under Complete Markets |
1 |
3 |
10 |
112 |
3 |
6 |
34 |
561 |
| An Editors' Comment on "Lessons from the JMCB Archive" by B.D. McCullough, Kerry Anne McGeary, and Teresa D. Harrison |
1 |
1 |
7 |
24 |
1 |
1 |
20 |
89 |
| Consumption, income and cointegration |
0 |
0 |
3 |
24 |
0 |
0 |
4 |
55 |
| Cotrending and the stationarity of the real interest rate |
0 |
0 |
6 |
23 |
0 |
3 |
11 |
62 |
| Decreasing Relative Risk Aversion and Tests of Risk Sharing |
0 |
0 |
0 |
1 |
2 |
8 |
32 |
423 |
| Decreasing Relative Risk Aversion, Risk Sharing, and the Permanent Income Hypothesis |
2 |
4 |
16 |
39 |
3 |
5 |
20 |
66 |
| Dynamic Seemingly Unrelated Cointegrating Regressions |
1 |
4 |
20 |
99 |
2 |
9 |
56 |
322 |
| Efficiency bound calculations for a time series model, with conditional heteroskedasticity |
0 |
0 |
0 |
8 |
0 |
1 |
3 |
49 |
| Engel's Law and Cointegration |
2 |
6 |
23 |
275 |
6 |
19 |
95 |
1,915 |
| Growth in open economies: A comment |
0 |
0 |
1 |
6 |
0 |
0 |
4 |
32 |
| Intertemporal substitution and durable goods: long-run data |
2 |
3 |
11 |
19 |
3 |
6 |
28 |
105 |
| Measuring Intertemporal Substitution: The Role of Durable Goods |
3 |
12 |
50 |
181 |
6 |
19 |
96 |
405 |
| Money Demand in Japan and Nonlinear Cointegration |
1 |
2 |
15 |
33 |
2 |
5 |
29 |
74 |
| On the Granger Representation Theorem: a counter example? |
0 |
1 |
4 |
14 |
1 |
2 |
7 |
51 |
| Purchasing Power Parity for Traded and Non-traded Goods: A Structural Error Correction Model Approach |
0 |
4 |
28 |
64 |
0 |
7 |
57 |
218 |
| Rate Of Time Preference, Intertemporal Elasticity Of Substitution, And Level Of Wealth |
3 |
6 |
35 |
169 |
10 |
17 |
105 |
573 |
| Real exchange rates and nontradables: A relative price approach |
0 |
2 |
7 |
51 |
0 |
3 |
24 |
119 |
| Robust estimation for structural spurious regressions and a Hausman-type cointegration test |
1 |
4 |
15 |
26 |
2 |
6 |
26 |
50 |
| Structural Error Correction Models: A System Method for Linear Rational Expectations Models and an Application to an Exchange Rate Model |
0 |
2 |
16 |
36 |
5 |
11 |
57 |
97 |
| The Effects of Japanese Monetary Policy Shocks on Exchange Rates: A Structural Vector Error Correction Model Approach |
1 |
3 |
12 |
49 |
3 |
7 |
30 |
103 |
| The Indirect and Direct Substition Effects |
0 |
0 |
3 |
11 |
0 |
1 |
13 |
84 |
| The effects of monetary policy shocks on exchange rates: A structural vector error correction model approach |
0 |
0 |
9 |
36 |
2 |
4 |
18 |
105 |
| The exchange rate and the term structure of interest rates in Mexico |
0 |
0 |
3 |
32 |
1 |
3 |
15 |
144 |
| Wealth-varying intertemporal elasticities of substitution: Evidence from panel and aggregate data |
3 |
7 |
22 |
93 |
6 |
14 |
38 |
183 |
| Total Journal Articles |
25 |
74 |
359 |
1,689 |
66 |
177 |
905 |
6,705 |
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