Access Statistics for M Hashem Pesaran

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A Bias-Adjusted LM Test of Error Cross Section Independence 3 6 21 61 11 35 108 235
A Decision Theoretic Approach to Forecast Evaluation 0 0 5 5 3 16 70 459
A Decision_Theoretic Approach to Forecast Evaluation 0 0 0 0 5 22 58 763
A Discrete-Time Version of Target Zone Models with Jumps 0 0 0 0 0 1 12 131
A Discrete-Time Version of Target Zone Models with Jumps 0 0 0 0 0 1 8 60
A Discrete-Time Version of Target Zone Models with Jumps 0 0 0 0 1 4 12 212
A Floor and Ceiling Model of U.S. Output 0 0 0 0 1 7 24 335
A Generalisation of the Non-Parametric Henriksson-Merton Test of Market Timing 0 0 0 0 11 30 111 1,101
A Generalised R2 Criterion for Regression Models Estimated by the Instrumental Variable Method 0 0 0 0 12 29 79 442
A Long-run Structural Macro-econometric Model of the UK 0 0 0 0 2 11 63 732
A Non-Nested Test of Level-Differenced versus Log-Differenced Stationary Models 0 0 0 0 2 9 27 303
A Pair-Wise Approach to Testing for Output and Growth Convergence 0 2 19 88 6 16 69 278
A Pair-Wise Approach to Testing for Output and Growth Convergence 0 0 6 54 2 4 22 149
A Pair-wise Approach to Testing for Output and Growth Convergence 4 6 39 130 12 26 118 383
A Recursive Modelling Approach to Predicting UK Stock Returns 7 14 56 477 10 28 98 827
A Recursive Modelling Approach to Predicting UK Stock Returns' 0 0 0 0 4 15 55 764
A Rejoinder: On the Policy Ineffectiveness Proposition and a Keynesian Alternative 0 2 5 122 2 14 23 368
A SIMPLE NON-PARAMETRIC TEST OF PREDICTIVE PERFORMANCE 0 0 6 6 17 42 146 1,521
A SIMPLE, NON-PARAMETRIC TEST OF PREDICTIVE PERFORMANCE 0 0 0 0 11 21 87 985
A SIMULATION APPROACH TO THE PROBLEM OF COMPUTING COX'S STATISTIC FOR TESTING NON-NESTED MODELS 0 0 0 0 2 14 50 482
A Simple Panel Unit Root Test in the Presence of Cross Section Dependence 39 126 408 1,207 114 341 1,115 2,939
A Spatio-Temporal Model of House Prices in the US 2 4 27 76 8 17 94 189
A Spatio-Temporal Model of House Prices in the US 7 31 108 190 31 90 279 461
A Spatio-Temporal Model of House Prices in the US 2 4 22 72 8 17 85 205
A Structural Cointegrating VAR Approach to Macroeconometric Modelling 0 0 0 0 11 35 104 2,201
A VECX Model of the Swiss Economy 3 6 6 6 14 28 28 28
A VECX* Model of the Swiss Economy 9 9 9 9 7 7 7 7
A long run structural macroeconometric model of the UK 12 32 126 529 14 49 197 758
A long run structural macroeconometric model of the UK (first version) 0 0 0 0 1 4 18 64
A structural cointegrating VAR approach to macroeconometric modelling 11 33 122 442 18 52 185 577
ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF U.S. UNEMPLOYMENT 0 0 0 0 0 0 7 336
ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF U.S. UNEMPLOYMENT 0 0 1 1 2 18 57 465
ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF US UNEMPLOYMENT 0 0 0 0 0 2 13 293
ASSET PRICE DYNAMICS AND AGGREGATION 0 0 0 0 1 3 32 153
Aggregation Bias and Labor Demand Equations for the U.K. Economy 0 4 16 103 2 9 46 314
Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns 5 8 22 80 8 15 59 259
Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns 0 0 1 22 2 2 14 107
Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns 2 2 7 71 2 2 25 119
An Analysis of the determination of Dutsche Mark/French Franc Exchange rate in a Discrete-Time Target-Zone Model 0 0 1 1 5 19 54 768
An Autoregressive Distributed Lag Modelling Approach to Cointegration Analysis 0 0 0 0 56 160 542 1,967
An Econometric Analysis of Exploration and Extraction of Oil in the U.K. Continental Shelf 0 1 3 82 1 3 13 152
Analytical and Numerical Solution of Finite-horizon Nonlinear Rational Expectations Models 0 0 0 0 0 4 23 1,001
Analytical and Numerical Solution of Multivariate Nonlinear Rational Expectations Models 0 0 2 42 0 4 36 145
Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination across Models and Observation Windows 1 3 32 32 3 7 33 33
Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination across Models and Observation Windows 0 0 5 5 5 13 42 42
Assessing forecast uncertainties in a VECX* model for Switzerland: an exercise in forecast combination across models and observation windows 1 2 29 29 3 10 45 45
Bayes Estimation of Short-run Coefficients in Dynamic Panel Data Models 0 0 0 0 10 35 130 834
Bias Reduction in Estimating Long-run Relationships from Dynamic Heterogenous Panels 0 0 0 0 1 6 26 608
Bounds Testing Approaches to the Analysis of Long Run Relationships 13 41 122 373 24 69 199 682
Bounds Testing Approaches to the Analysis of Long-run Relationships 10 47 126 597 14 57 168 1,615
Choice Between Disaggregate and Aggregate Specifications Estimated by Instrumental Variable Methods 0 0 0 0 1 5 14 299
Cointegration and Direct Tests of the Rational Expectations Hypothesis 0 0 0 0 2 3 15 269
Cointegration and Speed of Convergence to Equilibrium 0 0 0 0 7 14 58 488
Computational Issues in the Estimation of Higher-Order Panel Vector Autoregressions 0 0 0 0 5 13 66 229
Cross-sectional Aggregation of Non-linear Models 0 0 0 0 5 15 39 627
Decision-Making in the Presence of Heterogeneous Information and Social Interactions 0 0 0 0 2 7 34 452
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Model 3 4 12 12 8 16 43 43
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 3 12 44 61 15 38 144 165
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 4 6 28 45 6 10 57 77
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 1 4 11 11 1 7 36 36
Diagnostics for IV Regressions 0 0 0 0 7 15 33 399
Dynamic Linear Models for Heterogeneous Panels 0 0 0 0 3 19 90 501
Dynamics of convergence to purchasing power parity in the World economy 0 0 0 0 1 2 39 295
ESTIMATING LIMITED-DEPENDENCE RATIONAL EXOECTATIONS MODELS 0 0 0 0 0 2 9 262
ESTIMATING LIMITED-DEPENDENT RATIONAL EXPECTATIONS MODELS 0 0 0 0 0 6 17 343
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 6 19 374
EXPECTATIONS IN ECONOMICS 0 0 0 0 4 22 54 458
Econometric Analysis of Aggregation in the Context of Linear Prediction Models 1 2 9 90 2 9 34 340
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks 3 20 88 88 7 33 54 54
Econometric Issues in the Analysis of Contagion 0 1 8 67 0 3 25 128
Econometric Issues in the Analysis of Contagion 1 3 15 111 2 6 34 243
Econometric Issues in the Analysis of Contagion 4 10 36 176 5 14 76 411
Econometrics: A Bird’s Eye View 1 10 63 392 2 19 95 461
Econometrics: A Bird’s Eye View 3 10 38 276 4 18 81 392
Econometrics: A Bird’s Eye View 4 6 32 114 5 16 88 138
Economic Trends and Macroeconomic Policies in Post-Revolutionary Iran 0 0 0 0 3 18 80 1,020
Economic Trends and Macroeconomic Policies in Post-revolutionary Iran 0 0 0 0 5 15 63 759
Economic and Statistical Measures of Forecast Accuracy 7 29 125 1,193 29 82 317 3,904
Equilibrium Asset Pricing Models and Predictability of Excess Returns 3 5 19 107 7 14 54 327
Estimating Limited-Dependent Rational Expectations Models: With an Application to Exchange Rate Determination in a Target Zone 0 1 3 47 0 2 12 185
Estimating Long-Run Relationships From Dynamic Heterogeneous Panels 0 0 0 0 18 39 129 746
Estimation and Inference In Short Panel Vector Autoregressions with Unit Roots And Cointegration 2 5 38 166 7 16 87 433
Estimation and Inference in Large Heterogeneous Panels with Cross Section Dependence 5 10 37 216 9 14 60 407
Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure 9 20 64 181 20 45 136 373
Estimation and Inference in Large Heterogenous Panels with Cross Section Dependence 0 1 16 94 2 6 33 172
Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration 6 14 57 529 12 27 119 953
Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration 8 23 82 565 13 40 163 1,503
Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration 0 0 0 0 3 12 63 395
Exchange Rate Unification, the Role of Markets and Planning in the Iranian Economic Reconstruction 0 0 0 0 1 4 11 268
Exploring the International Linkages of the Euro Area: A Global VAR Analysis 6 11 69 232 22 39 311 744
Exploring the International Linkages of the Euro Area: a Global VAR Analysis 1 5 33 93 11 19 79 178
Exploring the International Linkages of the Euro Area: a Global VAR Analysis 1 7 34 118 9 25 85 362
Exploring the International Linkages of the Euro Area: a Global VAR Analysis 0 2 21 115 6 14 70 263
Exploring the international linkages of the euro area - a global VAR analysis 0 2 24 97 5 13 64 234
Firm Heterogeneity and Credit Risk Diversification 1 5 24 171 6 21 62 319
Forecast Uncertainties In Macroeconometric Modelling: An Application to the UK Economy 0 3 10 124 7 14 39 208
Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy 1 3 13 42 6 11 33 256
Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy 0 2 17 368 2 7 46 1,112
Forecast Uncertainties in Macroeconometric Models: An Application to the UK Economy 2 2 9 105 6 8 32 297
Forecast Uncertainties in Macroeconomics Modelling: An Application to the UK Economy 0 5 14 75 1 15 45 247
Forecasting Economic and Financial Variables with Global VARs 9 13 13 13 20 30 30 30
Forecasting Economic and Financial Variables with Global VARs 57 57 57 57 19 19 19 19
Forecasting Random Walks Under Drift Instability 30 30 30 30 12 12 12 12
Forecasting Random Walks Under Drift Instability 1 1 1 1 5 7 7 7
Forecasting Stock Returns 0 0 0 0 3 8 35 827
Forecasting Time Series Subject to Multiple Structural Breaks 0 2 10 127 4 9 32 319
Forecasting Time Series Subject to Multiple Structural Breaks 1 4 19 107 7 11 45 289
Forecasting Time Series Subject to Multiple Structural Breaks 3 11 61 324 10 30 126 675
Forecasting Time Series Subject to Multiple Structural Breaks 2 4 24 129 4 14 52 293
Forecasting Ultimate Resource Recovery 0 0 0 0 1 4 16 221
Forecasting economic and financial variables with global VARs 4 81 81 81 11 22 22 22
Forecasting the Swiss Economy Using VECX* Models: An Exercise in Forecast Combination Across Modelsand Observation Windows 0 14 14 14 4 13 13 13
General Diagnostic Tests for Cross Section Dependence in Panels 3 4 27 70 4 8 65 245
General Diagnostic Tests for Cross Section Dependence in Panels 2 12 58 252 8 24 148 624
General Diagnostic Tests for Cross Section Dependence in Panels 6 21 32 73 20 54 91 268
Generalised Impulse Response Analysis in Linear Multivariate Models 0 0 0 0 17 58 272 2,043
Global Business Cycles and Credit Risk 2 7 29 121 5 16 66 234
Global Business Cycles and Credit Risk 1 4 25 156 7 17 79 365
Growth and Convergence in a Multi-County empirical Stochastic Solow Model 0 0 2 2 6 25 63 492
Growth and Convergence: A Multi-Country Empirical Analysis of the Solow Growth Model 0 0 0 0 8 24 93 2,205
How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series? 0 1 8 141 2 6 26 161
How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series? 2 3 14 224 5 8 33 391
Identification of New Keynesian Phillips Curves from a Global Perspective 2 4 4 4 6 14 14 14
Identification of New Keynesian Phillips Curves from a Global Perspective 27 27 27 27 11 11 11 11
Identification of New Keynesian Phillips Curves from a Global Perspective 6 24 56 56 22 60 99 99
Identification of New Keynesian Phillips Curves from a global perspective 12 13 13 13 12 13 13 13
Infinite Dimensional VARs and Factor Models 3 5 20 20 8 20 44 44
Infinite Dimensional VARs and Factor Models 2 6 44 44 10 22 51 51
Infinite Dimensional VARs and Factor Models 2 2 2 2 7 9 9 9
Iranian Economy During the Pahlavi Era 0 0 0 0 7 16 39 721
Iranian Economy in the Twentieth Century: A Global Perspective 25 25 25 25 6 6 6 6
JOINT TEST OF NON-NESTED MODELS AND GENERAL ERRO SPECIFICATIONS 0 0 0 0 1 9 34 594
JOINT TESTS OF NON-NESTED MODLS AND GENERAL ERROR SPECIFICATIONS 0 0 0 0 17 35 101 784
Large Panels with Common Factors and Spatial Correlations 3 9 16 16 8 22 39 39
Large Panels with Common Factors and Spatial Correlations 5 6 47 47 15 26 65 65
Large Panels with Common Factors and Spatial Correlations 1 4 19 19 5 12 46 46
Learning, Structural Instability and Present Value Calculations 0 1 6 33 1 4 26 104
Learning, Structural Instability and Present Value Calculations 1 6 27 87 17 54 165 448
Learning, Structural Instability and Present Value Calculations 1 2 6 35 3 7 27 118
Learning, structural instability and present value calculations 1 4 31 92 9 25 116 258
Learning, structural instability and present value calculations 1 1 3 19 5 5 30 90
Life and Work of John Richard Nicholas Stone, 1913-1991 1 2 8 174 10 15 59 2,319
Life-Cycle Models and Cross-Country Analysis of Saving 4 5 20 182 7 11 61 469
Limited-Dependaent Rational Expectations Models with Future Expectations 0 0 0 0 5 9 18 255
Limited-Dependent Rational Expectations Models with Stochastic Thresholds 0 0 0 0 2 2 6 110
Limited-dependent rational expectations models with jumps 0 2 5 11 1 6 17 346
Long Run Macroeconomic Relations in the Global Economy 3 14 81 136 11 34 180 251
Long Run Macroeconomic Relations in the Global Economy 0 4 38 60 7 14 99 134
Long Run Macroeconomic Relations in the Global Economy 2 7 38 44 13 24 98 116
Long Run Macroeconomic Relations in the Global Economy 0 0 13 27 3 4 42 81
Long run macroeconomic relations in the global economy 0 2 21 38 8 15 66 76
Long-Run Structural Modelling 10 33 86 331 11 48 136 523
Long-Run Structural Modelling 0 0 0 0 1 4 24 294
Lumpy Price Adjustments, A Microeconometric Analysis 2 6 19 26 5 18 76 91
Lumpy Price Adjustments: A Microeconometric Analysis 1 1 9 9 7 17 43 43
Lumpy Price Adjustments: A Microeconometric Analysis 0 0 3 12 3 11 34 45
Lumpy price adjustments: a microeconometric analysis 0 1 8 32 3 11 49 100
Macroeconometric Modelling with a Global Perspective 0 0 17 78 5 9 49 177
Macroeconometric Modelling with a Global Perspective 0 5 21 118 4 12 53 230
Macroeconometric Modelling with a Global Perspective 3 9 62 224 13 30 174 547
Macroeconomic Dynamics and Credit Risk: A Global Perspective 2 6 56 372 6 17 95 808
Macroeconomic Dynamics and Credit Risk: A Global Perspective 5 11 69 629 12 30 149 1,236
Macroeconomic Dynamics and Credit Risk: A Global Perspective 5 11 37 186 11 21 77 402
Market Efficiency Today 4 8 38 152 10 22 79 282
Market Timing and Return Prediction under Model Instability 0 4 43 335 3 18 104 754
Maximum Likelihood Estimation of Fixed Effects Dynamic Panel Data Models Covering Short Time Periods 0 0 0 0 25 70 217 2,541
Model Averaging and Value-at-Risk Based Evaluation of Large Multi Asset Volatility Models for Risk Management 3 8 36 173 5 22 87 396
Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management 1 6 20 118 5 19 66 289
Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management 1 5 17 179 6 20 56 374
Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management 2 5 31 273 4 12 98 779
Model Averaging in Risk Management with an Application to Futures Markets 2 9 9 9 7 30 30 30
Model Averaging in Risk Management with an Application to Futures Markets 36 36 36 36 23 23 23 23
Model Instability and Choice of Observation Window 2 4 18 158 6 19 57 382
Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model 3 8 56 305 13 28 124 700
Modelling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model 5 11 34 266 16 35 102 667
Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution 0 5 56 56 4 16 73 73
Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution 3 9 83 83 7 26 116 116
Modelling regional interdependencies using a global error-correcting macroeconometric model 7 12 32 184 18 27 92 328
Monetary Policy Transmission and the Phillips Curve in a Global Context 3 5 48 48 8 21 90 90
Multivariate Linear Rational Expectations Models: Characterisation of the Nature of the Solutions and Their Fully Recursive Computation 0 0 0 0 9 19 63 607
Multivariate Rational Expectations Models and Macroeconomic Modelling: A Review and Some New Results 0 0 0 0 8 24 113 612
National and Global Macroeconometric Modelling Using GVAR 0 0 0 0 4 11 49 118
Neglected Heterogeneity and Dynamics in Cross-Country Savings Regressions 0 0 0 40 5 12 49 306
Neglected Heterogeneity and Dynamics in Cross-country Savings Regressions 6 13 53 261 13 25 99 1,042
New Directions in Applied Macroeconomic Modelling 0 0 0 0 2 4 26 169
Non-nested Hypothesis Testing: An Overview 10 30 104 707 22 83 237 2,231
Oil Investment in the North Sea 0 0 0 0 3 14 38 653
On Aggregation of Linear Dynamic Models 0 1 10 211 3 9 31 887
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 1 4 17 25 4 12 38 58
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 2 5 33 79 5 13 75 111
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 1 4 18 40 8 25 62 82
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 1 4 14 41 4 8 39 56
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables. Working paper #7 3 9 55 104 5 21 105 175
On The Panel Unit Root Tests Using Nonlinear Instrumental Variables 1 4 23 148 5 20 72 475
Optimal Asset Allocation with Factor Models for Large Portfolios 0 0 0 0 1 1 1 1
Optimal Asset Allocation with Factor Models for Large Portfolios 10 10 10 10 5 5 5 5
Optimal Consumption Decisions under Social Interactions 0 0 0 0 1 4 17 918
PERSISTENCE, COINTEGRATION AND AGGREGATION: A DISAGGREGATED ANALYSIS OF OUTPUT FLUCTUATIONS IN THE U.S. ECONOMY 0 0 0 0 4 26 47 403
PERSISTENCE, COINTEGRATION AND AGGREGATION: A DISAGGREGATED ANALYSIS OF OUTPUT FLUCTUATIONS IN THE US ECONOMY 0 0 0 0 0 2 9 275
Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures 0 2 13 45 5 12 50 170
Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures 1 6 34 86 12 32 140 327
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 1 1 1 1 4 7 7 7
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 10 10 10 10 4 4 4 4
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 2 14 14 14 8 27 29 29
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 2 5 32 32 6 12 38 38
Panels with Nonstationary Multifactor Error Structures 4 6 24 68 9 13 66 171
Panels with Nonstationary Multifactor Error Structures 0 2 8 32 4 10 37 87
Panels with Nonstationary Multifactor Error Structures 0 0 4 22 5 8 22 59
Panels with Nonstationary Multifactor Error Structures 0 0 3 19 2 3 17 67
Planning and Macroeconomic Stabilization in Iran 0 0 0 0 2 4 21 356
Pooled Estimation of Long-run Relationships in Dynamic Heterogeneous Panels 0 0 0 0 13 39 136 1,080
Pooled mean group estimation of dynamic heterogeneous panels 24 109 351 931 51 189 648 1,806
Predictability of Stock Returns: Robustness and Economic Significance 0 0 5 5 12 28 126 1,011
RATIONAL EXPECTATIONS IN DISAGGREGATED MODELS: AN EMPIRICAL ANALYSIS OF OPEC'S BEHAVIOR 0 0 0 0 0 6 18 411
Random Coefficient Panel Data Models 13 41 182 536 32 89 366 1,151
Random Coefficient Panel Data Models 16 48 196 565 39 96 401 1,188
Random Coefficient Panel Data Models 3 11 71 351 8 36 168 818
Random Coefficient Panel Data Models 9 22 124 456 16 49 219 775
Real Time Econometrics 0 0 8 62 0 3 20 182
Real Time Econometrics 0 1 16 148 0 4 31 367
Real Time Econometrics 1 5 35 232 1 10 68 381
Real Time Econometrics 0 0 1 55 1 1 17 173
Scope for Cost Minimization in Public Debt Management: the Case of the UK 2 6 34 230 15 32 182 1,031
Scope for Credit Risk Diversification 1 1 15 174 5 13 53 483
Scope for Credit Risk Diversification 2 4 18 66 7 20 75 277
Small Sample Properties of Forecasts From Autoregressive Models Under Structural Breaks 0 0 15 60 2 5 35 199
Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks 2 4 20 161 5 11 51 440
Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks 0 0 8 99 6 7 34 238
Solution of Multivariate Linear Rational Expectations Models and Large Sparse Linear Systems 0 0 0 0 5 35 137 863
Stochastic Growth 0 0 0 0 5 13 45 818
Structural Analysis of Cointegrating VARs 0 0 0 0 3 20 87 904
Structural Analysis of Vector Error Correction Models with Exogenous I(1) Variables 0 0 0 0 13 39 146 1,019