Access Statistics for M Hashem Pesaran

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A Bias-Adjusted LM Test of Error Cross Section Independence 0 3 9 142 2 12 48 525
A Decision_Theoretic Approach to Forecast Evaluation 0 0 0 0 0 2 18 929
A Discrete-Time Version of Target Zone Models with Jumps 0 0 0 0 1 1 3 157
A Discrete-Time Version of Target Zone Models with Jumps 0 0 0 10 0 0 1 89
A Discrete-Time Version of Target Zone Models with Jumps 0 0 0 0 0 1 2 240
A Floor and Ceiling Model of U.S. Output 0 0 0 0 4 5 19 422
A Generalisation of the Non-Parametric Henriksson-Merton Test of Market Timing 0 0 0 0 1 8 69 1,466
A Generalised R2 Criterion for Regression Models Estimated by the Instrumental Variable Method 0 0 0 0 7 14 54 659
A Long-run Structural Macro-econometric Model of the UK 0 0 0 0 1 4 23 884
A Non-Nested Test of Level-Differenced versus Log-Differenced Stationary Models 0 0 0 0 2 6 20 396
A Pair-Wise Approach to Testing for Output and Growth Convergence 4 6 11 129 6 11 38 472
A Pair-Wise Approach to Testing for Output and Growth Convergence 1 1 6 92 2 4 21 246
A Pair-wise Approach to Testing for Output and Growth Convergence 4 6 23 262 8 12 52 684
A Recursive Modelling Approach to Predicting UK Stock Returns 1 2 12 580 3 6 27 1,016
A Recursive Modelling Approach to Predicting UK Stock Returns' 0 0 0 0 6 9 47 998
A Rejoinder: On the Policy Ineffectiveness Proposition and a Keynesian Alternative 0 0 1 148 0 1 6 451
A SIMPLE NON-PARAMETRIC TEST OF PREDICTIVE PERFORMANCE 0 0 0 6 4 11 77 1,956
A SIMPLE, NON-PARAMETRIC TEST OF PREDICTIVE PERFORMANCE 0 0 0 0 4 11 70 1,293
A SIMULATION APPROACH TO THE PROBLEM OF COMPUTING COX'S STATISTIC FOR TESTING NON-NESTED MODELS 0 0 0 0 0 1 10 577
A Simple Panel Unit Root Test in the Presence of Cross Section Dependence 26 84 324 2,867 71 274 881 7,359
A Spatio-Temporal Model of House Prices in the US 1 5 15 143 7 39 73 391
A Spatio-Temporal Model of House Prices in the US 5 14 60 550 13 35 150 1,375
A Spatio-Temporal Model of House Prices in the US 0 0 1 138 0 1 17 388
A Structural Cointegrating VAR Approach to Macroeconometric Modelling 0 0 0 0 9 20 93 2,660
A VECX Model of the Swiss Economy 1 1 3 113 1 1 5 233
A VECX* Model of the Swiss Economy 3 8 30 112 5 21 70 262
A VECX* model of the Swiss economy 6 11 26 65 10 18 53 151
A long run structural macroeconometric model of the UK 12 22 74 940 20 41 133 1,429
A long run structural macroeconometric model of the UK (first version) 0 0 0 0 1 2 18 144
A structural cointegrating VAR approach to macroeconometric modelling 2 12 49 787 8 21 100 1,127
ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF U.S. UNEMPLOYMENT 0 0 0 0 0 0 4 351
ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF U.S. UNEMPLOYMENT 0 0 0 1 2 2 5 530
ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF US UNEMPLOYMENT 0 0 0 0 0 1 3 312
ASSET PRICE DYNAMICS AND AGGREGATION 0 0 0 0 1 2 5 173
Aggregation Bias and Labor Demand Equations for the U.K. Economy 1 1 5 126 1 1 15 386
Aggregation in Large Dynamic Panels 2 9 44 78 6 25 108 136
Aggregation in Large Dynamic Panels 2 6 33 41 5 15 65 82
Aggregation in Large Dynamic Panels 0 5 32 32 1 10 34 34
Aggregation in large dynamic panels 0 2 12 12 1 6 6 6
Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns 1 4 15 133 2 6 28 389
Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns 0 0 2 38 1 2 12 153
Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns 1 2 5 85 2 4 11 159
Alternative approaches to testing non-nested models with autocorrelated disturbances: an application to models of U.S. unemployment 0 0 0 1 0 0 1 9
An Analysis of the determination of Dutsche Mark/French Franc Exchange rate in a Discrete-Time Target-Zone Model 0 0 0 1 0 0 7 852
An Autoregressive Distributed Lag Modelling Approach to Cointegration Analysis 0 0 0 0 31 93 372 3,956
An Econometric Analysis of Exploration and Extraction of Oil in the U.K. Continental Shelf 0 0 5 111 0 1 8 212
Analytical and Numerical Solution of Finite-horizon Nonlinear Rational Expectations Models 0 0 0 0 0 1 19 1,097
Analytical and Numerical Solution of Multivariate Nonlinear Rational Expectations Models 0 1 4 53 0 1 6 195
Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination across Models and Observation Windows 0 2 3 48 2 10 17 88
Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination across Models and Observation Windows 0 1 1 10 0 2 13 83
Assessing forecast uncertainties in a VECX* model for Switzerland: an exercise in forecast combination across models and observation windows 0 0 0 47 0 1 3 112
Bayes Estimation of Short-run Coefficients in Dynamic Panel Data Models 0 0 0 0 4 9 52 1,173
Beyond the DSGE Straitjacket 5 15 71 71 9 24 140 140
Beyond the DSGE Straitjacket 4 12 238 242 8 24 172 177
Beyond the DSGE straightjacket 4 6 119 119 7 13 61 61
Bias Reduction in Estimating Long-run Relationships from Dynamic Heterogenous Panels 0 0 0 0 1 4 18 698
Bounds Testing Approaches to the Analysis of Long Run Relationships 44 107 288 1,182 72 186 509 2,011
Bounds Testing Approaches to the Analysis of Long-run Relationships 18 40 132 1,026 33 69 202 2,305
Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm Defaults 7 18 39 39 13 41 83 83
Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm Defaults 8 14 71 71 18 32 74 74
Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm Defaults 3 10 48 48 10 19 41 41
China's Emergence in the World Economy and Business Cycles in Latin America 6 23 89 89 18 52 145 145
China’s Emergence in the World Economy and Business Cycles in Latin America 5 10 50 50 11 19 79 79
China’s Emergence in the World Economy and Business Cycles in Latin America 2 9 21 21 7 19 19 19
Choice Between Disaggregate and Aggregate Specifications Estimated by Instrumental Variable Methods 0 0 0 0 5 6 12 339
Cointegration and Direct Tests of the Rational Expectations Hypothesis 0 0 0 0 1 5 13 316
Cointegration and Speed of Convergence to Equilibrium 0 0 0 0 6 12 51 684
Computational Issues in the Estimation of Higher-Order Panel Vector Autoregressions 0 0 0 0 1 12 30 343
Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market 3 7 30 110 5 13 59 183
Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market Crash 2 4 26 68 2 7 63 169
Cross-sectional Aggregation of Non-linear Models 0 0 0 0 3 6 36 762
Decision-Making in the Presence of Heterogeneous Information and Social Interactions 0 0 0 0 1 2 13 508
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Model 0 0 3 45 0 0 19 156
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 1 3 16 151 5 18 49 431
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 0 0 4 70 0 1 10 140
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 0 0 1 24 0 0 3 67
Diagnostics for IV Regressions 0 0 0 0 4 7 35 557
Dynamic Linear Models for Heterogeneous Panels 0 0 0 0 10 26 96 830
Dynamics of convergence to purchasing power parity in the World economy 0 0 0 0 0 0 9 325
ESTIMATING LIMITED-DEPENDENCE RATIONAL EXOECTATIONS MODELS 0 0 0 0 0 2 3 279
ESTIMATING LIMITED-DEPENDENT RATIONAL EXPECTATIONS MODELS 0 0 0 0 1 1 7 357
ESTIMATION OF SIMPLE CLASS OF MULTIVARIATE RATIONAL EXPECTATIONS MODELS: A TEST OF THE NEW CLASSICAL MODEL AT A SECTORAL LEVEL 0 0 0 0 1 2 7 398
EXPECTATIONS IN ECONOMICS 0 0 0 0 0 5 14 607
Econometric Analysis of Aggregation in the Context of Linear Prediction Models 2 3 11 134 3 6 24 431
Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit 3 7 20 49 5 11 44 79
Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit 2 5 12 18 5 11 34 64
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks 2 10 37 291 5 19 66 414
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7 0 1 5 157 4 8 25 286
Econometric Issues in the Analysis of Contagion 1 4 16 119 3 11 38 249
Econometric Issues in the Analysis of Contagion 0 1 10 139 1 4 33 322
Econometric Issues in the Analysis of Contagion 5 15 60 368 12 35 117 761
Econometric analysis of high dimensional VARs featuring a dominant unit 2 5 19 46 2 5 36 77
Econometrics: A Bird’s Eye View 2 10 36 525 7 25 76 697
Econometrics: A Bird’s Eye View 1 2 3 335 4 6 12 513
Econometrics: A Bird’s Eye View 1 2 4 171 2 3 9 266
Economic Trends and Macroeconomic Policies in Post-Revolutionary Iran 1 2 8 15 2 6 20 1,228
Economic Trends and Macroeconomic Policies in Post-revolutionary Iran 0 0 0 0 0 1 16 873
Economic and Statistical Measures of Forecast Accuracy 2 13 72 1,621 11 33 218 5,111
Equilibrium Asset Pricing Models and Predictability of Excess Returns 0 0 4 156 0 1 18 463
Estimating Limited-Dependent Rational Expectations Models: With an Application to Exchange Rate Determination in a Target Zone 0 0 1 56 0 0 4 209
Estimating Long-Run Relationships From Dynamic Heterogeneous Panels 0 0 0 0 12 36 133 1,249
Estimation and Inference In Short Panel Vector Autoregressions with Unit Roots And Cointegration 0 4 19 296 2 9 40 666
Estimation and Inference in Large Heterogeneous Panels with Cross Section Dependence 0 2 19 336 2 4 31 629
Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure 5 19 77 498 11 41 146 997
Estimation and Inference in Large Heterogenous Panels with Cross Section Dependence 1 1 3 131 1 3 13 270
Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration 2 5 22 669 3 11 41 1,244
Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration 6 18 55 860 13 41 128 2,061
Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration 1 1 9 15 1 1 32 538
Exchange Rate Unification, the Role of Markets and Planning in the Iranian Economic Reconstruction 0 0 0 0 2 3 6 305
Exploring the International Linkages of the Euro Area: A Global VAR Analysis 9 24 63 593 23 61 185 1,534
Exploring the International Linkages of the Euro Area: a Global VAR Analysis 1 5 22 173 3 14 43 351
Exploring the International Linkages of the Euro Area: a Global VAR Analysis 0 0 10 195 4 13 48 539
Exploring the International Linkages of the Euro Area: a Global VAR Analysis 0 1 7 160 1 6 22 371
Exploring the international linkages of the euro area - a global VAR analysis 1 4 16 144 8 21 39 360
Exponent of Cross-sectional Dependence: Estimation and Inference 6 30 30 30 17 40 40 40
Exponent of Cross-sectional Dependence: Estimation and Inference 3 5 5 5 10 17 19 19
Exponent of Cross-sectional Dependence: Estimation and Inference 1 7 7 7 3 11 11 11
Firm Heterogeneity and Credit Risk Diversification 1 6 15 251 3 14 44 527
Forecast Uncertainties In Macroeconometric Modelling: An Application to the UK Economy 1 1 4 149 3 3 8 280
Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy 0 1 5 67 1 4 17 328
Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy 6 6 21 432 9 11 39 1,247
Forecast Uncertainties in Macroeconometric Models: An Application to the UK Economy 0 0 1 117 1 2 4 335
Forecast Uncertainties in Macroeconomics Modelling: An Application to the UK Economy 2 5 18 152 5 12 47 515
Forecasting Economic and Financial Variables with Global VARs 3 19 48 186 7 37 107 434
Forecasting Economic and Financial Variables with Global VARs 0 3 8 177 1 6 29 337
Forecasting Random Walks Under Drift Instability 0 1 4 136 2 8 31 266
Forecasting Random Walks Under Drift Instability 0 0 0 24 0 0 0 68
Forecasting Random Walks under Drift Instability 1 2 7 61 1 4 16 129
Forecasting Stock Returns 0 0 0 0 2 9 47 994
Forecasting Time Series Subject to Multiple Structural Breaks 0 2 6 158 0 4 17 412
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 3 129 3 3 13 347
Forecasting Time Series Subject to Multiple Structural Breaks 1 1 20 503 6 14 61 1,077
Forecasting Time Series Subject to Multiple Structural Breaks 0 2 8 169 0 5 15 394
Forecasting Ultimate Resource Recovery 0 0 0 0 2 4 16 274
Forecasting economic and financial variables with global VARs 3 9 31 243 7 22 79 396
Forecasting the Swiss Economy Using VECX* Models: An Exercise in Forecast Combination Across Modelsand Observation Windows 1 4 19 82 1 8 36 182
General Diagnostic Tests for Cross Section Dependence in Panels 0 2 17 149 3 12 45 449
General Diagnostic Tests for Cross Section Dependence in Panels 7 20 87 576 18 53 198 1,311
General Diagnostic Tests for Cross Section Dependence in Panels 10 23 113 451 27 65 288 1,190
Generalised Impulse Response Analysis in Linear Multivariate Models 0 0 0 0 13 48 228 3,186
Global Business Cycles and Credit Risk 0 2 12 191 3 7 41 434
Global Business Cycles and Credit Risk 0 0 4 191 2 5 25 502
Growth and Convergence in a Multi-Country Empirical Stochastic Solow Model 1 2 15 26 2 7 37 69
Growth and Convergence in a Multi-County empirical Stochastic Solow Model 0 0 0 2 0 0 5 594
Growth and Convergence: A Multi-Country Empirical Analysis of the Solow Growth Model 0 0 0 0 6 9 50 2,550
How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series? 0 0 5 192 2 7 23 286
How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series? 0 1 7 258 0 4 13 463
Identification of New Keynesian Phillips Curves from a Global Perspective 1 1 7 46 2 4 35 131
Identification of New Keynesian Phillips Curves from a Global Perspective 2 2 4 74 3 4 20 148
Identification of New Keynesian Phillips Curves from a Global Perspective 1 1 14 167 3 8 52 382
Identification of New Keynesian Phillips Curves from a global perspective 0 1 3 40 3 6 25 113
Infinite Dimensional VARs and Factor Models 0 3 5 51 1 8 21 135
Infinite Dimensional VARs and Factor Models 2 6 14 133 5 10 47 330
Infinite Dimensional VARs and Factor Models 0 0 5 25 1 5 18 91
Infinite-dimensional VARs and factor models 1 4 19 114 7 17 53 216
Iranian Economy During the Pahlavi Era 0 0 0 0 2 8 27 837
Iranian Economy in Twentieth Century: A Global Perspective 3 4 19 34 3 7 47 73
Iranian Economy in the Twentieth Century: A Global Perspective 1 6 26 305 10 21 63 546
JOINT TEST OF NON-NESTED MODELS AND GENERAL ERRO SPECIFICATIONS 0 0 0 0 1 1 10 638
JOINT TESTS OF NON-NESTED MODLS AND GENERAL ERROR SPECIFICATIONS 0 0 0 0 0 2 6 842
Large Panels with Common Factors and Spatial Correlations 0 1 11 60 0 6 35 139
Large Panels with Common Factors and Spatial Correlations 1 7 37 188 2 13 82 430
Large Panels with Common Factors and Spatial Correlations 1 5 19 104 2 8 45 221
Learning, Structural Instability and Present Value Calculations 1 2 4 56 3 6 30 245
Learning, Structural Instability and Present Value Calculations 0 0 3 114 1 1 11 587
Learning, Structural Instability and Present Value Calculations 0 0 1 44 0 1 11 163
Learning, structural instability and present value calculations 0 1 4 134 0 2 17 395
Learning, structural instability and present value calculations 0 0 0 26 2 3 19 167
Life-Cycle Models and Cross-Country Analysis of Saving 1 1 3 202 2 4 9 524
Limited-Dependaent Rational Expectations Models with Future Expectations 0 0 0 0 0 0 5 282
Limited-Dependent Rational Expectations Models with Stochastic Thresholds 0 0 0 0 0 1 4 134
Limited-dependent rational expectations models with jumps 0 0 6 28 0 3 19 398
Long Run Macroeconomic Relations in the Global Economy 0 9 27 266 3 20 71 729
Long Run Macroeconomic Relations in the Global Economy 1 1 3 82 3 5 21 237
Long Run Macroeconomic Relations in the Global Economy 0 2 6 77 2 6 28 247
Long Run Macroeconomic Relations in the Global Economy 1 1 4 43 2 4 21 145
Long run macroeconomic relations in the global economy 0 0 5 67 0 4 19 161
Long-Run Structural Modelling 7 19 76 681 15 36 140 1,123
Long-Run Structural Modelling 0 0 0 0 1 6 35 416
Lumpy Price Adjustments, A Microeconometric Analysis 1 3 10 78 3 9 45 273
Lumpy Price Adjustments: A Microeconometric Analysis 0 1 6 14 1 4 13 39
Lumpy Price Adjustments: A Microeconometric Analysis 0 0 2 29 3 4 23 111
Lumpy Price Adjustments: A Microeconometric Analysis 0 0 3 22 0 3 18 104
Lumpy price adjustments: a microeconometric analysis 0 2 15 68 1 6 42 222
Macroeconometric Modelling with a Global Perspective 2 3 14 129 4 7 34 288
Macroeconometric Modelling with a Global Perspective 0 5 15 182 3 14 44 410
Macroeconometric Modelling with a Global Perspective 7 19 72 488 10 30 130 1,081
Macroeconomic Dynamics and Credit Risk: A Global Perspective 3 8 20 477 6 13 46 1,033
Macroeconomic Dynamics and Credit Risk: A Global Perspective 7 20 56 890 18 58 173 1,840
Macroeconomic Dynamics and Credit Risk: A Global Perspective 0 3 24 298 3 9 50 639
Market Efficiency Today 1 3 9 224 1 6 20 452
Market Timing and Return Prediction under Model Instability 2 3 14 410 3 6 32 950
Maximum Likelihood Estimation of Fixed Effects Dynamic Panel Data Models Covering Short Time Periods 0 0 0 0 14 29 131 3,256
Model Averaging and Value-at-Risk Based Evaluation of Large Multi Asset Volatility Models for Risk Management 0 0 1 200 0 0 12 498
Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management 0 0 4 159 1 1 17 424
Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management 0 1 2 227 3 5 11 501
Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management 0 2 14 355 3 13 54 1,025
Model Averaging in Risk Management with an Application to Futures Markets 0 3 18 108 3 15 52 244
Model Averaging in Risk Management with an Application to Futures Markets 0 5 14 144 4 13 48 325
Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model 5 32 82 572 14 68 188 1,266
Modelling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model 6 13 54 484 9 35 113 1,087
Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution 0 1 7 89 2 5 23 170
Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution 0 3 4 163 0 5 14 294
Modelling regional interdependencies using a global error-correcting macroeconometric model 2 5 18 264 5 13 46 518
Monetary Policy Transmission and the Phillips Curve in a Global Context 3 5 12 131 3 9 36 295
Multivariate Linear Rational Expectations Models: Characterisation of the Nature of the Solutions and Their Fully Recursive Computation 0 0 0 0 6 11 51 827
Multivariate Rational Expectations Models and Macroeconomic Modelling: A Review and Some New Results 0 0 0 0 4 11 78 984
National and Global Macroeconometric Modelling Using GVAR 0 0 0 0 4 19 41 302
Neglected Heterogeneity and Dynamics in Cross-Country Savings Regressions 0 0 0 40 1 5 19 405
Neglected Heterogeneity and Dynamics in Cross-country Savings Regressions 1 7 27 379 6 20 62 1,326
New Directions in Applied Macroeconomic Modelling 0 0 0 0 3 4 26 269
Non-nested Hypothesis Testing: An Overview 24 56 177 1,282 134 337 937 4,418
Oil Exports and the Iranian Economy 2 9 38 101 3 23 101 174
Oil Exports and the Iranian Economy 2 8 19 69 3 15 52 174
Oil Exports and the Iranian Economy 1 6 19 97 6 17 72 236
Oil Exports and the Iranian Economy 0 5 45 129 4 17 66 227
Oil Investment in the North Sea 0 0 0 0 4 8 32 803
On Aggregation of Linear Dynamic Models 1 3 10 251 1 4 19 976
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 2 8 56 2 6 27 138
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 2 5 19 191 3 8 39 348
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 3 64 2 2 5 139
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 60 1 2 10 106
On Identification of Bayesian DSGE Models 4 10 55 55 4 13 62 62
On Identification of Bayesian DSGE Models 3 8 63 110 7 19 95 96
On Identification of Bayesian DSGE Models 0 1 17 17 1 5 43 43
On Identification of Bayesian DSGE Models* 0 5 40 40 2 13 45 45
On The Panel Unit Root Tests Using Nonlinear Instrumental Variables 0 0 12 244 2 3 32 685
Optimal Asset Allocation with Factor Models for Large Portfolios 0 3 11 101 2 11 45 270
Optimal Asset Allocation with Factor Models for Large Portfolios 1 3 24 240 5 19 89 628
Optimal Consumption Decisions under Social Interactions 0 0 0 0 1 3 6 980
Optimal Forecasts in the Presence of Structural Breaks 2 7 40 40 6 17 20 20
Optimal Forecasts in the Presence of Structural Breaks (Updated 14 November 2011) 4 12 81 81 5 19 56 56
Optimality and Diversifiability of Mean Variance and Arbitrage Pricing Portfolios 0 3 10 46 4 15 48 127
PERSISTENCE, COINTEGRATION AND AGGREGATION: A DISAGGREGATED ANALYSIS OF OUTPUT FLUCTUATIONS IN THE U.S. ECONOMY 0 0 0 0 1 5 12 473
PERSISTENCE, COINTEGRATION AND AGGREGATION: A DISAGGREGATED ANALYSIS OF OUTPUT FLUCTUATIONS IN THE US ECONOMY 0 0 0 0 1 3 7 323
Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures 1 2 6 71 2 5 23 285
Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures 1 1 7 131 1 5 25 513
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 2 3 3 45 5 6 9 99
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 1 1 9 49 1 3 20 111
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 1 1 9 40 2 6 25 122
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 1 10 78 2 6 24 151
Panels with Nonstationary Multifactor Error Structures 3 6 24 165 5 11 58 396
Panels with Nonstationary Multifactor Error Structures 0 0 11 69 1 3 33 187
Panels with Nonstationary Multifactor Error Structures 0 0 1 28 0 2 6 97
Panels with Nonstationary Multifactor Error Structures 0 1 4 35 0 3 13 106
Planning and Macroeconomic Stabilization in Iran 0 0 0 0 0 3 15 431
Planning and Macroeconomic Stabilization in Iran 1 2 11 15 2 6 29 43
Pooled Estimation of Long-run Relationships in Dynamic Heterogeneous Panels 0 0 0 0 6 21 84 1,514
Pooled mean group estimation of dynamic heterogeneous panels 25 100 432 2,663 72 243 995 5,215
Predictability of Asset Returns and the Efficient Market Hypothesis 6 12 44 153 11 29 103 172
Predictability of Asset Returns and the Efficient Market Hypothesis 1 5 22 130 4 11 45 95
Predictability of Asset Returns and the Efficient Market Hypothesis 0 6 14 32 1 11 30 69
RATIONAL EXPECTATIONS IN DISAGGREGATED MODELS: AN EMPIRICAL ANALYSIS OF OPEC'S BEHAVIOR 0 0 0 0 0 0 4 426
Random Coefficient Panel Data Models 6 19 91 1,003 15 47 212 2,239
Random Coefficient Panel Data Models 16 44 183 1,506 27 102 367 3,105
Random Coefficient Panel Data Models 1 2 6 442 2 4 20 998
Random Coefficient Panel Data Models 1 11 31 657 4 19 61 1,185
Real Time Econometrics 0 1 3 76 1 3 11 227
Real Time Econometrics 1 3 9 187 1 8 44 487
Real Time Econometrics 0 3 14 312 2 7 29 569
Real Time Econometrics 1 1 6 75 1 3 15 217
Scope for Cost Minimization in Public Debt Management: the Case of the UK 0 1 7 309 11 21 266 1,642
Scope for Credit Risk Diversification 2 4 18 257 7 17 93 810
Scope for Credit Risk Diversification 1 3 6 102 6 13 54 499
Small Sample Properties of Forecasts From Autoregressive Models Under Structural Breaks 0 1 3 96 3 5 15 342
Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks 0 0 8 212 4 8 57 603
Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks 0 0 2 136 1 1 13 349
Solution of Multivariate Linear Rational Expectations Models and Large Sparse Linear Systems 0 0 0 0 5 11 40 1,068
Spatial and Temporal Diffusion of House Prices in the UK 0 1 1 43 0 3 12 54
Spatial and Temporal Diffusion of House Prices in the UK 0 0 3 28 1 7 25 83
Spatial and Temporal Diffusion of House Prices in the UK 1 3 19 88 1 5 41 152
Spatial and Temporal Diffusion of House Prices in the UK 4 11 44 115 8 22 100 251
Stochastic Growth 0 0 0 0 0 16 41 966
Structural Analysis of Cointegrating VARs 0 0 0 0 8 21 67 1,161
Structural Analysis of Vector Error Correction Models with Exogenous I(1) Variables 0 0 0 0 7 26 107 1,509
Structural analysis of vector error correction models exogenous i(1) variables 11 27 102 671 23 68 212 1,500
Structural analysis of vector error correction models with exogenous I(1) variables (first version) 0 0 0 4 1 2 9 362
Supply, Demand and Monetary Policy Shocks in a Multi-Country New Keynesian Model 4 12 53 130 10 32 124 273
Supply, demand and monetary policy shocks in a multi-country New Keynesian Model 2 9 34 92 7 20 73 121
Survey Expectations 1 5 25 251 3 11 74 458
Survey Expectations 1 5 49 217 7 20 150 662
Survey Expectations 2 4 8 59 2 6 20 193
THE IRANIAN FOREIGN EXCHANGE POLICY AND THE BLACK MARKET FOR DOLLARS 0 0 0 0 3 5 16 966
THE STATISTICAL AND ECONOMIC SIGNIFICANCE OF THE PREDICTABILITY OF EXCESS RETURNS ON COMMON STOCKS 0 0 0 0 0 1 10 600
THE STATISTICAL AND ECONOMIC SIGNIFICANCE OF THE PREDICTABILITY OF EXESS RETURNS ON COMMON STOCKS 0 0 0 0 0 2 4 488
Testing CAPM with a Large Number of Assets 4 28 28 28 10 27 27 27
Testing CAPM with a Large Number of Assets (Updated 28th March 2012) 11 17 17 17 19 35 35 35
Testing Dependence Among Serially Correlated Multi-category Variables 2 5 10 135 3 10 41 521
Testing Dependence among Serially Correlated Multi-Category Variables 1 2 3 45 1 5 13 181
Testing Dependence among Serially Correlated Multi-category Variables 0 0 3 32 2 4 16 153
Testing Slope Homogeneity in Large Panels 2 3 20 222 4 10 59 744
Testing Slope Homogeneity in Large Panels 2 3 11 127 5 8 42 623
Testing Slope Homogeneity in Large Panels 0 2 10 91 4 8 27 276
Testing Weak Cross-Sectional Dependence in Large Panels 4 37 37 37 12 30 30 30
Testing for Unit Roots in Heterogeneous Panels 0 0 0 0 10 32 113 1,678
Testing for the 'Existence of a Long-run Relationship' 0 0 0 0 19 56 200 1,689
The Cost Efficiency of UK Debt Management: A Recursive Modelling Approach 0 0 6 73 1 3 22 501
The Cost Efficiency of UK Debt Management: A Recursive Modelling Approach 0 0 4 204 7 8 110 1,584
The Forecasing time series subject to multiple structure breaks 0 0 0 0 0 6 20 183
The Interaction Between Theory and Observation in Economics 0 0 0 0 4 8 31 472
The Natural Rate Hypothesis and its Testable Implications 0 0 0 0 2 4 10 529
The Role of Economic Theory in Modelling the Long Run 0 0 0 0 16 29 147 1,652
The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification 1 1 8 160 1 2 23 515
The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification 0 0 1 68 0 1 10 263
The Role of Sectoral Interactions in Wage Determination in the UK Economy 0 0 0 0 0 0 1 298
The Use of Recursive Model Selection Strategies in Forecasting Stock Returns 0 0 0 0 2 11 39 615
Theory and Evidence in Economics 0 0 0 0 0 1 8 265
Two-Step, Instrumental Variable and Maximum Likelihood Estimation of Multivariate Rational Expectations Models 1 3 12 274 2 6 29 990
Uncertainty and Irreversible Investment: An Empirical Analysis of Development of Oilfields on the UKCS 0 0 0 0 2 5 10 392
Unit Roots and Cointegration in Panels 1 5 33 279 3 10 73 475
Unit Roots and Cointegration in Panels 4 6 41 743 9 16 86 1,109
Unit Roots and Cointegration in Panels 12 29 92 723 24 48 189 1,200
Unit roots and cointegration in panels 1 1 13 163 4 11 49 388
Variable Selection and Inference for Multi-period Forecasting Problems 1 2 6 43 1 5 16 104
Variable Selection and Inference for Multi-period Forecasting Problems 0 0 6 91 1 3 22 177
Variable Selection and Inference for Multi-period Forecasting Problems 0 0 0 90 1 1 8 132
Variable Selection, Estimation and Inference for Multi-period Forecasting Problems 1 7 20 81 4 18 62 120
Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution 0 2 13 102 3 10 31 209
Weak and Strong Cross Section Dependence and Estimation of Large Panels 0 3 10 69 1 8 28 120
Weak and Strong Cross Section Dependence and Estimation of Large Panels 0 3 5 44 4 10 21 86
Weak and Strong Cross Section Dependence and Estimation of Large Panels 1 4 15 68 4 11 45 158
What if the UK had Joined the Euro in 1999? An Empirical Evaluation Using a Global VAR 1 2 5 104 2 6 17 285
What if the UK had Joined the Euro in 1999? An Empirical Evaluation using a Global VAR 1 4 14 157 2 10 38 429
What if the UK has Joined the Euro in 1999? An Empirical Evaluation using a Global VAR 0 4 14 165 1 6 38 473
Total Working Papers 540 1,658 6,533 52,977 1,719 4,971 18,777 193,636
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Last month 3 months 12 months Total Last month 3 months 12 months Total
A Critique of the Proposed Tests of the Natural Rate-Rational Expectations Hypothesis 0 0 1 20 0 1 4 72
A Duration Model of Irreversible Oil Investment: Theory and Empirical Evidence 3 4 10 141 3 6 23 666
A Generalized R[superscript]2 Criterion for Regression Models Estimated by the Instrumental Variables Method 0 0 2 39 0 0 6 181
A Long run structural macroeconometric model of the UK 6 12 29 420 9 21 67 826
A Recursive Modelling Approach to Predicting UK Stock Returns 5 7 22 326 5 8 40 693
A Simple Nonparametric Test of Predictive Performance 0 0 0 0 9 29 132 2,123
A bias-adjusted LM test of error cross-section independence 3 6 18 86 6 13 43 318
A floor and ceiling model of US output 3 5 26 154 3 9 51 388
A generalization of the non-parametric Henriksson-Merton test of market timing 1 9 47 496 7 19 117 1,125
A pair-wise approach to testing for output and growth convergence 5 12 26 128 9 19 45 274
A proof of the asymptotic validity of a test for perfect aggregation 0 0 1 11 0 0 3 31
A simple panel unit root test in the presence of cross-section dependence 15 50 158 684 43 114 325 1,518
A simulation approach to the problem of computing Cox's statistic for testing nonnested models 0 1 5 74 0 4 13 178
A spatio-temporal model of house prices in the USA 5 6 31 31 11 18 79 84
A special issue in memory of John Denis Sargan: studies in empirical macroeconometrics 0 0 7 83 0 0 12 390
A unified approach to estimation and orthogonality tests in linear single-equation econometric models 0 0 2 34 0 1 4 82
Aggregation of linear dynamic models: an application to life-cycle consumption models under habit formation 2 3 3 29 2 3 7 110
An Alternative Econometric Approach to the Permanent Income Hypothesis: An International Comparison: A Comment 0 0 1 26 0 1 3 162
An Analysis of the Determination of Deutsche Mark/French Franc Exchange Rate in a Discrete-Time Target-Zone Model 0 0 1 32 3 6 13 261
An Econometric Analysis of Exploration and Extraction of Oil in the U.K. Continental Shelf 0 0 8 152 1 2 24 516
Analysis of Exchange-Rate Target Zones Using a Limited-Dependent Rational-Expectations Model with Jumps 0 0 0 0 1 1 1 247
Announcement 0 2 5 44 0 4 12 67
BEYOND THE DSGE STRAITJACKET-super-1 0 6 10 10 0 6 17 17
Bounds testing approaches to the analysis of level relationships 23 97 344 1,841 48 190 695 3,466
Choice between Disaggregate and Aggregate Specifications Estimated by Instrumental Variables Methods 0 0 0 0 1 2 7 393
Cointegration and speed of convergence to equilibrium 2 11 48 422 6 23 89 662
Comparison of Local Power of Alternative Tests of Non-Nested Regression Models 0 0 1 29 0 1 5 216
Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash 1 3 17 20 3 20 59 64
Consistency of short-term and long-term expectations 0 0 5 14 0 1 7 31
Costly Adjustment under Rational Expectations: A Generalization 0 1 3 21 0 1 6 190
Cross-sectional aggregation of non-linear models 1 3 15 76 3 6 31 184
Decision Making in the Presence of Heterogeneous Information and Social Interactions 0 0 0 0 1 1 8 230
Diagnostics for IV Regressions 0 1 5 150 3 4 13 268
ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION 3 9 41 203 5 16 66 325
Econometric Analysis of Aggregation in the Context of Linear Prediction Models 0 0 4 118 1 3 18 707
Econometric analysis of structural systems with permanent and transitory shocks 1 7 25 89 3 14 45 173
Econometric issues in the analysis of contagion 2 5 32 108 7 17 62 206
Empirical Econometric Modelling of Food Consumption Using a New Informational Complexity Approach: Comments 0 0 0 32 1 1 5 113
Estimating limited-dependent rational expectations models with an application to exchange rate determination in a target zone 0 0 0 28 1 1 1 109
Estimating long-run relationships from dynamic heterogeneous panels 23 83 295 1,409 38 129 447 2,037
Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure 6 18 57 257 15 34 104 559
Estimation of Simple Class of Multivariate Rational Expectations Models: A Test of the New Classical Model at a Sectoral Level 0 0 0 0 0 0 2 87
Evaluation of macroeconometric models 0 1 6 44 0 2 10 70
Exact Maximum Likelihood Estimation of a Regression Equation with a First-Order Moving-Average Error 0 0 1 25 0 0 5 151
Expenditure of oil revenue: An optimal control approach with application to the Iranian economy: H. Motamen, (Frances Pinter, London, 1979) pp. 189, [UK pound]12.50 1 1 3 28 1 1 6 74
Exploring the international linkages of the euro area: a global VAR analysis 10 32 95 450 15 55 177 879
Firm heterogeneity and credit risk diversification 2 4 7 41 2 5 18 103
Forecast Combination Across Estimation Windows 1 4 10 10 3 9 17 17
Forecast Uncertainties in Macroeconomic Modeling: An Application to the U.K. Economy 0 2 3 26 0 3 12 68
Forecasting Time Series Subject to Multiple Structural Breaks 0 8 30 223 3 18 83 587
Forecasting economic and financial variables with global VARs 3 15 33 71 4 24 62 152
Forecasting ultimate resource recovery 1 3 7 41 1 3 12 135
Formation of Inflation Expectations in British Manufacturing Industries 0 0 1 41 0 0 4 136
Generalized impulse response analysis in linear multivariate models 21 69 204 1,423 49 145 396 2,485
Global and Partial Non-Nested Hypotheses and Asymptotic Local Power 0 0 4 11 0 0 5 19
Growth Empirics: A Panel Data Approach- A Comment 3 7 34 373 6 14 67 843
Growth and Convergence in Multi-country Empirical Stochastic Solow Model 3 10 23 649 3 13 45 1,524
Heterogeneity and cross section dependence in panel data models: theory and applications introduction 5 7 33 347 9 18 91 748
How costly is it to ignore breaks when forecasting the direction of a time series? 0 2 9 66 0 5 16 178
Identification of New Keynesian Phillips Curves from a Global Perspective 2 5 16 61 5 14 50 147
Identification of rational expectations models 1 1 5 66 1 1 12 105
Impulse response analysis in nonlinear multivariate models 16 52 200 1,050 27 91 356 1,986
In memory of Clive Granger: an advisory board member of the journal 0 2 4 20 0 3 11 45
Infinite-dimensional VARs and factor models 5 10 29 29 8 22 57 57
Inflation, Capital Gains and U.K. Personal Savings: 1953-1981 0 5 11 71 1 7 18 209
Introducing a replication section 1 1 4 24 1 2 11 133
Journal of Applied Econometrics Conference Sponsorship Grants 0 0 0 0 4 5 13 370
Journal of Applied Econometrics Dissertation Prize 3 5 16 108 4 23 61 312
Journal of Applied Econometrics Dissertation Prize 0 3 6 52 1 4 17 189
Journal of Applied Econometrics distinguished authors 0 0 0 0 1 2 10 229
Journal of Applied Econometrics distinguished authors 0 0 0 0 1 6 6 6
Journal of applied econometrics distinguished authors 0 1 6 24 2 8 23 75
Journal of applied econometrics scholars programme 0 1 1 30 0 1 5 114
LONG-RUN STRUCTURAL MODELLING 4 6 32 146 5 9 49 301
Large panels with common factors and spatial correlation 2 11 50 52 2 19 112 117
Learning, Structural Instability, and Present Value Calculations 0 2 8 27 0 7 22 157
Life and Work of John Richard Nicholas Stone 1913-1991 0 0 2 18 0 2 12 199
Life-cycle consumption under social interactions 0 2 4 37 0 2 9 111
Limited-dependent rational expectations models with future expectations 0 0 5 25 0 2 10 114
Limited-dependent rational expectations models with stochastic thresholds 0 1 2 20 0 1 6 80
Long Run Macroeconomic Relations in the Global Economy 3 8 20 104 5 14 33 300
Lumpy Price Adjustments: A Microeconometric Analysis 0 3 6 6 3 7 16 16
MACROECONOMETRIC MODELLING WITH A GLOBAL PERSPECTIVE 3 13 22 98 8 23 53 275
Macroeconomic Dynamics and Credit Risk: A Global Perspective 1 12 31 183 7 20 62 397
Macroeconomic Policy in an Oil-exporting Economy with Foreign Exchange Controls 0 0 10 74 1 1 16 149
March 2008 Announcement: Journal of Applied Econometrics Distinguished Authors 0 0 0 17 0 1 7 77
Market timing and return prediction under model instability 2 6 25 230 4 10 57 524
Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods 7 14 65 459 8 31 111 804
Model averaging in risk management with an application to futures markets 0 2 7 44 9 16 37 126
Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model 3 11 56 297 7 28 98 470
Multivariate Linear Rational Expectations Models 0 1 6 22 1 2 10 38
Nonlinear Dynamics and Econometrics: An Introduction 0 1 10 88 0 4 15 225
Oil investment in the North Sea 2 3 3 71 2 3 15 244
On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Comments 0 1 1 21 0 1 4 127
On the General Problem of Model Selection 1 5 20 111 1 7 29 238
On the Policy Ineffectiveness Proposition and a Keynesian Alternative: A Rejoinder 0 0 2 81 0 0 3 300
On the comprehensive method of testing non-nested regression models 0 0 1 9 0 0 8 34
Pairwise Tests of Purchasing Power Parity 1 2 10 62 3 8 26 142
Panels with non-stationary multifactor error structures 6 17 51 56 11 31 103 115
Persistence of Shocks and Their 0 0 0 35 0 0 2 124
Persistence profiles and business cycle fluctuations in a disaggregated model of U.K. output growth 1 3 12 78 2 5 16 201
Persistence, cointegration, and aggregation: A disaggregated analysis of output fluctuations in the U.S. economy 1 4 9 73 1 7 17 152
Pitfalls of testing non-nested hypotheses by the lagrange multiplier method 0 0 8 19 0 0 20 75
Pitfalls of testing non-nested hypotheses by the lagrange multiplier method 0 0 8 12 0 0 11 54
Predictability of Stock Returns: Robustness and Economic Significance 10 22 71 692 21 49 134 1,206
REAL-TIME ECONOMETRICS 0 5 10 35 0 6 17 70
Rejoinder 0 0 1 7 0 0 4 34
Rejoinder to comments on forecasting economic and financial variables with global VARs 0 2 10 13 0 4 17 25
Selection of estimation window in the presence of breaks 5 13 37 186 10 31 92 367
Small sample properties of forecasts from autoregressive models under structural breaks 0 1 10 64 0 3 21 197
Solution of Nonlinear Rational Expectations Models with Applications to Finite-Horizon Life-Cycle Models of Consumption 0 1 1 57 0 3 6 281
Solution of finite-horizon multivariate linear rational expectations models and sparse linear systems 0 1 3 37 0 1 5 117
Stochastic Growth Models and Their Econometric Implications 2 7 33 276 7 17 74 834
Structural Analysis of Cointegrating VARs 2 6 25 384 5 12 44 677
Structural analysis of vector error correction models with exogenous I(1) variables 3 9 46 350 3 19 82 569
Testing Dependence Among Serially Correlated Multicategory Variables 2 6 10 32 2 10 22 84
Testing Non-Nested Nonlinear Regression Models 0 1 4 136 1 5 11 404
Testing for Aggregation Bias in Linear Models 0 2 2 91 3 6 22 283
Testing for Structural Stability and Predictive Failure: A Review 0 0 0 0 0 4 16 261
Testing for unit roots in heterogeneous panels 14 50 184 1,584 40 120 452 3,103
Testing slope homogeneity in large panels 3 8 27 112 6 16 44 220
Tests of non-nested linear regression models subject to linear restrictions 1 1 2 9 1 1 3 53
Tests of non-nested regression models: Small sample adjustments and Monte Carlo evidence 2 2 13 97 3 4 38 318
The Cost Effectiveness of the UK's Sovereign Debt Portfolio 0 1 4 27 0 2 6 126
The Demand for Food in the United States and the Netherlands: A Systems Approach with the CBS Model: Comments 0 0 0 25 0 2 4 142
The Determinants of United Kingdom Import Prices-A Note 0 1 2 15 0 1 2 124
The Et Interview: Professor Sir Richard Stone 0 0 1 8 0 0 1 27
The J-test as a Hausman specification test 1 1 7 57 3 3 16 158
The Richard Stone Prize in Applied Econometrics 0 0 2 28 0 2 14 80
The Richard Stone Prize in Applied Econometrics 0 0 4 18 5 10 31 55
The Role of Economic Theory in Modelling the Long Run 5 14 43 259 6 18 72 554
The Role of Sectoral Interactions in Wage Determination in the UK Economy 0 6 6 52 0 8 15 246
The Role of Theory in Applied Econometrics 0 0 0 0 0 1 3 99
The Small Sample Problem of Truncation Remainders in the Estimation of Distributed Lag Models with Autocorrelated Errors 1 2 6 26 2 6 15 169
The role of theory in econometrics 1 7 25 140 1 8 32 286
The spatial and temporal diffusion of house prices in the UK 4 5 23 23 7 15 53 55
Variable selection, estimation and inference for multi-period forecasting problems 0 7 14 14 0 15 48 48
Weak and strong cross‐section dependence and estimation of large panels 2 7 29 35 5 14 64 76
What if the UK or Sweden had joined the euro in 1999? An empirical evaluation using a Global VAR 2 3 8 105 5 14 32 277
Total Journal Articles 285 931 3,255 20,810 616 1,944 6,888 50,406

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Global and National Macroeconometric Modelling: A Long-Run Structural Approach 0 0 0 0 3 9 30 30
Global and National Macroeconometric Modelling: A Long-Run Structural Approach 0 0 0 0 2 10 24 24
Total Books 0 0 0 0 5 19 54 54

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Discussion of 'The Role of the Exchange Rate in Monetary Policy - the Experience of Other Countries' 1 1 7 34 1 1 8 87
Global Business Cycles and Credit Risk 0 1 7 42 3 8 31 101
Survey Expectations 3 9 38 138 4 16 73 331
Total Chapters 4 11 52 214 8 25 112 519

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
GAUSS and Matlab codes for Multivariate Linear Rational Expectations Models: Characterization of the Nature of the Solutions and Their Fully Recursive Computation 6 17 58 710 16 48 183 2,378
GAUSS and Matlab codes for Multivariate Rational Expectations Models and Macroeconometric Modelling: A Review and Some New Results 3 13 52 745 13 38 111 1,759
GAUSS and Matlab codes for Solution of Finite-Horizon Multivariate Linear Rational Expectations Models and Sparse Linear Systems 3 8 28 556 9 27 111 2,226
Total Software Items 12 38 138 2,011 38 113 405 6,363

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