Access Statistics for M Hashem Pesaran

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
A Bias-Adjusted LM Test of Error Cross Section Independence 1 6 22 83 4 23 82 317
A Decision Theoretic Approach to Forecast Evaluation 0 0 0 5 8 15 40 499
A Decision_Theoretic Approach to Forecast Evaluation 0 0 0 0 7 19 61 824
A Discrete-Time Version of Target Zone Models with Jumps 0 0 0 0 1 1 5 136
A Discrete-Time Version of Target Zone Models with Jumps 2 2 4 4 2 2 8 68
A Discrete-Time Version of Target Zone Models with Jumps 0 0 0 0 0 1 4 216
A Floor and Ceiling Model of U.S. Output 0 0 0 0 1 6 30 365
A Generalisation of the Non-Parametric Henriksson-Merton Test of Market Timing 0 0 0 0 3 30 127 1,228
A Generalised R2 Criterion for Regression Models Estimated by the Instrumental Variable Method 0 0 0 0 4 25 78 520
A Long-run Structural Macro-econometric Model of the UK 0 0 0 0 1 11 50 782
A Non-Nested Test of Level-Differenced versus Log-Differenced Stationary Models 0 0 0 0 2 10 32 335
A Pair-Wise Approach to Testing for Output and Growth Convergence 1 3 10 98 4 13 52 330
A Pair-Wise Approach to Testing for Output and Growth Convergence 1 2 9 63 2 4 24 173
A Pair-wise Approach to Testing for Output and Growth Convergence 5 11 40 170 9 23 87 470
A Recursive Modelling Approach to Predicting UK Stock Returns 10 20 50 527 13 29 83 910
A Recursive Modelling Approach to Predicting UK Stock Returns' 0 0 0 0 9 24 63 827
A Rejoinder: On the Policy Ineffectiveness Proposition and a Keynesian Alternative 0 1 3 125 0 4 19 387
A SIMPLE NON-PARAMETRIC TEST OF PREDICTIVE PERFORMANCE 0 0 0 6 12 36 119 1,640
A SIMPLE, NON-PARAMETRIC TEST OF PREDICTIVE PERFORMANCE 0 0 0 0 9 25 86 1,071
A SIMULATION APPROACH TO THE PROBLEM OF COMPUTING COX'S STATISTIC FOR TESTING NON-NESTED MODELS 0 0 0 0 5 9 33 515
A Simple Panel Unit Root Test in the Presence of Cross Section Dependence 50 126 452 1,659 143 364 1,211 4,150
A Spatio-Temporal Model of House Prices in the US 3 6 20 96 4 10 45 234
A Spatio-Temporal Model of House Prices in the US 9 34 102 292 24 76 279 740
A Spatio-Temporal Model of House Prices in the US 3 8 29 101 7 18 67 272
A Structural Cointegrating VAR Approach to Macroeconometric Modelling 0 0 0 0 16 42 108 2,309
A VECX Model of the Swiss Economy 1 11 44 50 5 16 84 112
A VECX* Model of the Swiss Economy 1 8 25 34 5 19 68 75
A long run structural macroeconometric model of the UK 3 21 111 640 7 36 180 938
A long run structural macroeconometric model of the UK (first version) 0 0 0 0 1 3 20 84
A structural cointegrating VAR approach to macroeconometric modelling 8 30 107 549 9 41 157 734
ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF U.S. UNEMPLOYMENT 0 0 0 0 0 1 5 341
ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF U.S. UNEMPLOYMENT 0 0 0 1 1 8 31 496
ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF US UNEMPLOYMENT 0 0 0 0 0 1 5 298
ASSET PRICE DYNAMICS AND AGGREGATION 0 0 0 0 0 3 8 161
Aggregation Bias and Labor Demand Equations for the U.K. Economy 0 1 8 111 0 5 31 345
Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns 1 2 9 89 3 6 26 285
Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns 0 0 6 28 1 1 15 122
Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns 1 1 3 74 1 2 11 130
An Analysis of the determination of Dutsche Mark/French Franc Exchange rate in a Discrete-Time Target-Zone Model 0 0 0 1 2 8 34 802
An Autoregressive Distributed Lag Modelling Approach to Cointegration Analysis 0 0 0 0 54 193 619 2,586
An Econometric Analysis of Exploration and Extraction of Oil in the U.K. Continental Shelf 0 1 10 92 2 5 23 175
Analytical and Numerical Solution of Finite-horizon Nonlinear Rational Expectations Models 0 0 0 0 0 6 33 1,034
Analytical and Numerical Solution of Multivariate Nonlinear Rational Expectations Models 0 1 3 45 2 8 24 169
Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination across Models and Observation Windows 1 1 4 36 4 7 23 56
Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination across Models and Observation Windows 0 0 0 5 1 2 17 59
Assessing forecast uncertainties in a VECX* model for Switzerland: an exercise in forecast combination across models and observation windows 0 0 10 39 0 3 35 80
Bayes Estimation of Short-run Coefficients in Dynamic Panel Data Models 0 0 0 0 16 42 149 983
Bias Reduction in Estimating Long-run Relationships from Dynamic Heterogenous Panels 0 0 0 0 2 10 27 635
Bounds Testing Approaches to the Analysis of Long Run Relationships 14 49 155 528 20 73 233 915
Bounds Testing Approaches to the Analysis of Long-run Relationships 14 33 113 710 18 51 174 1,789
Choice Between Disaggregate and Aggregate Specifications Estimated by Instrumental Variable Methods 0 0 0 0 3 8 14 313
Cointegration and Direct Tests of the Rational Expectations Hypothesis 0 0 0 0 3 8 13 282
Cointegration and Speed of Convergence to Equilibrium 0 0 0 0 5 11 35 523
Computational Issues in the Estimation of Higher-Order Panel Vector Autoregressions 0 0 0 0 2 9 30 259
Cross-sectional Aggregation of Non-linear Models 0 0 0 0 2 12 35 662
Decision-Making in the Presence of Heterogeneous Information and Social Interactions 0 0 0 0 2 4 13 465
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Model 2 6 13 25 2 7 42 85
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 4 12 25 86 10 29 86 251
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 1 3 7 52 3 6 21 98
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 0 1 4 15 1 3 8 44
Diagnostics for IV Regressions 0 0 0 0 4 12 44 443
Dynamic Linear Models for Heterogeneous Panels 0 0 0 0 10 38 90 591
Dynamics of convergence to purchasing power parity in the World economy 0 0 0 0 0 1 6 301
ESTIMATING LIMITED-DEPENDENCE RATIONAL EXOECTATIONS MODELS 0 0 0 0 0 1 6 268
ESTIMATING LIMITED-DEPENDENT RATIONAL EXPECTATIONS MODELS 0 0 0 0 0 1 4 347
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 1 6 380
EXPECTATIONS IN ECONOMICS 0 0 0 0 4 13 54 512
Econometric Analysis of Aggregation in the Context of Linear Prediction Models 0 3 8 98 0 3 16 356
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks 6 17 62 150 9 30 114 168
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7 2 8 19 123 3 12 32 207
Econometric Issues in the Analysis of Contagion 5 7 16 83 6 11 35 163
Econometric Issues in the Analysis of Contagion 1 2 6 117 4 5 21 264
Econometric Issues in the Analysis of Contagion 3 14 49 225 10 23 92 503
Econometrics: A Bird’s Eye View 1 8 34 426 4 14 59 520
Econometrics: A Bird’s Eye View 3 11 35 311 5 18 65 457
Econometrics: A Bird’s Eye View 2 8 22 136 5 17 54 192
Economic Trends and Macroeconomic Policies in Post-Revolutionary Iran 0 0 0 0 11 26 89 1,109
Economic Trends and Macroeconomic Policies in Post-revolutionary Iran 0 0 0 0 2 9 49 808
Economic and Statistical Measures of Forecast Accuracy 10 43 138 1,331 25 102 333 4,237
Equilibrium Asset Pricing Models and Predictability of Excess Returns 3 8 20 127 9 19 45 372
Estimating Limited-Dependent Rational Expectations Models: With an Application to Exchange Rate Determination in a Target Zone 0 1 3 50 0 2 8 193
Estimating Long-Run Relationships From Dynamic Heterogeneous Panels 0 0 0 0 14 41 160 906
Estimation and Inference In Short Panel Vector Autoregressions with Unit Roots And Cointegration 2 10 42 208 4 16 67 500
Estimation and Inference in Large Heterogeneous Panels with Cross Section Dependence 6 12 41 257 11 21 73 480
Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure 10 19 60 241 14 36 124 497
Estimation and Inference in Large Heterogenous Panels with Cross Section Dependence 0 1 11 105 5 12 40 212
Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration 3 14 56 585 12 38 107 1,060
Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration 5 15 76 641 10 28 132 1,635
Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration 0 0 0 0 2 6 39 434
Exchange Rate Unification, the Role of Markets and Planning in the Iranian Economic Reconstruction 0 0 0 0 0 3 15 283
Exploring the International Linkages of the Euro Area: A Global VAR Analysis 13 37 102 334 24 68 198 942
Exploring the International Linkages of the Euro Area: a Global VAR Analysis 1 5 25 118 6 19 57 235
Exploring the International Linkages of the Euro Area: a Global VAR Analysis 3 13 31 149 4 20 68 430
Exploring the International Linkages of the Euro Area: a Global VAR Analysis 1 6 23 138 2 12 53 316
Exploring the international linkages of the euro area - a global VAR analysis 1 5 18 115 4 14 49 283
Firm Heterogeneity and Credit Risk Diversification 1 2 24 195 3 9 52 371
Forecast Uncertainties In Macroeconometric Modelling: An Application to the UK Economy 0 3 13 137 2 7 35 243
Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy 0 2 9 51 0 7 29 285
Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy 3 7 21 389 3 13 42 1,154
Forecast Uncertainties in Macroeconometric Models: An Application to the UK Economy 0 1 4 109 0 2 16 313
Forecast Uncertainties in Macroeconomics Modelling: An Application to the UK Economy 0 3 17 92 5 24 75 322
Forecasting Economic and Financial Variables with Global VARs 2 8 38 51 11 21 105 135
Forecasting Economic and Financial Variables with Global VARs 4 13 67 124 10 26 151 170
Forecasting Random Walks Under Drift Instability 3 8 50 80 7 19 89 101
Forecasting Random Walks Under Drift Instability 1 3 20 21 4 8 49 56
Forecasting Random Walks under Drift Instability 3 26 31 31 11 30 31 31
Forecasting Stock Returns 0 0 0 0 2 8 58 885
Forecasting Time Series Subject to Multiple Structural Breaks 0 1 9 136 1 5 32 351
Forecasting Time Series Subject to Multiple Structural Breaks 0 1 5 112 2 3 17 306
Forecasting Time Series Subject to Multiple Structural Breaks 8 15 52 376 13 31 105 780
Forecasting Time Series Subject to Multiple Structural Breaks 0 2 8 137 3 8 23 316
Forecasting Ultimate Resource Recovery 0 0 0 0 1 5 17 238
Forecasting economic and financial variables with global VARs 3 16 55 136 6 32 108 130
Forecasting the Swiss Economy Using VECX* Models: An Exercise in Forecast Combination Across Modelsand Observation Windows 0 2 14 28 4 11 52 65
General Diagnostic Tests for Cross Section Dependence in Panels 1 3 16 86 3 15 47 292
General Diagnostic Tests for Cross Section Dependence in Panels 7 19 64 316 20 49 142 766
General Diagnostic Tests for Cross Section Dependence in Panels 8 27 86 159 15 53 200 468
Generalised Impulse Response Analysis in Linear Multivariate Models 0 0 0 0 25 82 300 2,343
Global Business Cycles and Credit Risk 0 6 19 140 2 11 49 283
Growth and Convergence in a Multi-County empirical Stochastic Solow Model 0 0 0 2 3 6 49 541
Growth and Convergence: A Multi-Country Empirical Analysis of the Solow Growth Model 0 0 0 0 8 52 135 2,340
How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series? 4 13 22 163 4 18 35 196
How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series? 0 1 9 233 0 1 16 407
Identification of New Keynesian Phillips Curves from a Global Perspective 1 3 16 20 4 6 44 58
Identification of New Keynesian Phillips Curves from a Global Perspective 2 8 26 53 5 20 62 73
Identification of New Keynesian Phillips Curves from a Global Perspective 2 9 39 95 2 13 81 180
Identification of New Keynesian Phillips Curves from a global perspective 1 6 16 29 2 10 42 55
Infinite Dimensional VARs and Factor Models 1 4 19 39 2 8 44 88
Infinite Dimensional VARs and Factor Models 5 11 31 75 13 27 110 161
Infinite Dimensional VARs and Factor Models 1 1 6 8 3 4 25 34
Infinite-dimensional VARs and factor models 3 10 38 38 9 17 29 29
Iranian Economy During the Pahlavi Era 0 0 0 0 1 4 27 748
Iranian Economy in the Twentieth Century: A Global Perspective 6 31 133 158 16 60 213 219
JOINT TEST OF NON-NESTED MODELS AND GENERAL ERRO SPECIFICATIONS 0 0 0 0 1 8 22 616
JOINT TESTS OF NON-NESTED MODLS AND GENERAL ERROR SPECIFICATIONS 0 0 0 0 1 6 23 807
Large Panels with Common Factors and Spatial Correlations 0 2 6 22 1 5 17 56
Large Panels with Common Factors and Spatial Correlations 6 12 47 94 11 24 103 168
Large Panels with Common Factors and Spatial Correlations 3 7 21 40 3 12 49 95
Learning, Structural Instability and Present Value Calculations 0 0 4 37 11 16 33 137
Learning, Structural Instability and Present Value Calculations 1 2 15 102 3 7 76 524
Learning, Structural Instability and Present Value Calculations 0 1 3 38 1 5 14 132
Learning, structural instability and present value calculations 1 6 20 112 4 20 72 330
Learning, structural instability and present value calculations 1 2 4 23 3 10 26 116
Life and Work of John Richard Nicholas Stone, 1913-1991 0 0 3 177 5 12 41 2,360
Life-Cycle Models and Cross-Country Analysis of Saving 0 2 11 193 1 4 28 497
Limited-Dependaent Rational Expectations Models with Future Expectations 0 0 0 0 0 1 10 265
Limited-Dependent Rational Expectations Models with Stochastic Thresholds 0 0 0 0 1 1 7 117
Limited-dependent rational expectations models with jumps 0 0 4 15 0 1 7 353
Long Run Macroeconomic Relations in the Global Economy 2 11 41 177 12 55 168 419
Long Run Macroeconomic Relations in the Global Economy 0 3 13 73 1 9 44 178
Long Run Macroeconomic Relations in the Global Economy 2 4 16 60 5 15 56 172
Long Run Macroeconomic Relations in the Global Economy 0 1 8 35 2 5 21 102
Long run macroeconomic relations in the global economy 2 5 16 54 4 10 42 118
Long-Run Structural Modelling 6 33 87 418 11 43 144 667
Long-Run Structural Modelling 0 0 0 0 3 13 37 331
Lumpy Price Adjustments, A Microeconometric Analysis 2 5 19 45 2 11 55 146
Lumpy Price Adjustments: A Microeconometric Analysis 0 1 5 14 0 3 17 60
Lumpy Price Adjustments: A Microeconometric Analysis 0 0 2 14 1 1 13 58
Lumpy price adjustments: a microeconometric analysis 1 3 11 43 2 6 32 132
Macroeconometric Modelling with a Global Perspective 2 2 7 85 4 11 27 204
Macroeconometric Modelling with a Global Perspective 4 13 25 143 7 25 55 285
Macroeconometric Modelling with a Global Perspective 9 28 63 287 13 42 153 700
Macroeconomic Dynamics and Credit Risk: A Global Perspective 1 11 38 410 2 18 79 887
Macroeconomic Dynamics and Credit Risk: A Global Perspective 6 17 59 688 9 39 122 1,358
Macroeconomic Dynamics and Credit Risk: A Global Perspective 1 10 51 237 4 23 97 499
Market Efficiency Today 0 2 29 181 4 20 81 363
Market Timing and Return Prediction under Model Instability 4 7 28 363 8 23 83 837
Maximum Likelihood Estimation of Fixed Effects Dynamic Panel Data Models Covering Short Time Periods 0 0 0 0 13 66 244 2,785
Model Averaging and Value-at-Risk Based Evaluation of Large Multi Asset Volatility Models for Risk Management 0 0 13 186 0 4 50 446
Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management 1 1 14 132 6 22 62 351
Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management 1 9 24 203 3 18 63 437
Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management 4 10 32 305 7 20 73 852
Model Averaging in Risk Management with an Application to Futures Markets 0 2 22 31 5 11 54 84
Model Averaging in Risk Management with an Application to Futures Markets 3 6 52 88 12 28 123 146
Model Instability and Choice of Observation Window 0 3 10 168 5 13 36 418
Model Instability and Choice of Observation Window 0 3 5 5 1 6 11 11
Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model 5 19 50 355 15 48 116 816
Modelling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model 5 21 56 322 12 43 119 786
Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution 0 0 9 65 3 4 30 103
Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution 5 10 25 108 9 20 61 177
Modelling regional interdependencies using a global error-correcting macroeconometric model 2 8 30 214 4 15 58 386
Monetary Policy Transmission and the Phillips Curve in a Global Context 0 5 26 74 2 16 63 153
Multivariate Linear Rational Expectations Models: Characterisation of the Nature of the Solutions and Their Fully Recursive Computation 0 0 0 0 4 18 61 668
Multivariate Rational Expectations Models and Macroeconomic Modelling: A Review and Some New Results 0 0 0 0 5 24 106 718
National and Global Macroeconometric Modelling Using GVAR 0 0 0 0 6 23 64 182
Neglected Heterogeneity and Dynamics in Cross-Country Savings Regressions 0 0 0 40 1 9 45 351
Neglected Heterogeneity and Dynamics in Cross-country Savings Regressions 4 15 41 302 7 30 119 1,161
New Directions in Applied Macroeconomic Modelling 0 0 0 0 2 8 18 187
Non-nested Hypothesis Testing: An Overview 14 28 119 826 23 72 300 2,531
Oil Investment in the North Sea 0 0 0 0 1 12 34 687
On Aggregation of Linear Dynamic Models 0 3 11 222 5 13 31 918
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 2 7 32 0 3 17 75
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 4 13 30 109 10 26 70 181
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 1 3 15 55 1 7 37 119
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 4 13 54 0 6 25 81
On The Panel Unit Root Tests Using Nonlinear Instrumental Variables 2 10 33 181 6 24 71 546
Optimal Asset Allocation with Factor Models for Large Portfolios 2 9 50 50 4 17 115 116
Optimal Asset Allocation with Factor Models for Large Portfolios 9 24 95 105 18 58 206 211
Optimal Consumption Decisions under Social Interactions 0 0 0 0 0 5 17 935
PERSISTENCE, COINTEGRATION AND AGGREGATION: A DISAGGREGATED ANALYSIS OF OUTPUT FLUCTUATIONS IN THE U.S. ECONOMY 0 0 0 0 3 7 34 437
PERSISTENCE, COINTEGRATION AND AGGREGATION: A DISAGGREGATED ANALYSIS OF OUTPUT FLUCTUATIONS IN THE US ECONOMY 0 0 0 0 2 4 18 293
Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures 0 1 5 50 4 7 30 200
Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures 2 5 17 103 5 22 95 422
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 1 1 5 6 4 6 22 29
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 1 2 16 26 2 7 35 39
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 2 11 25 3 9 34 63
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 3 8 19 51 4 19 50 88
Panels with Nonstationary Multifactor Error Structures 6 10 22 90 8 20 61 232
Panels with Nonstationary Multifactor Error Structures 3 5 10 42 5 9 33 120
Panels with Nonstationary Multifactor Error Structures 0 0 2 24 1 3 16 75
Panels with Nonstationary Multifactor Error Structures 0 0 3 22 0 1 10 77
Planning and Macroeconomic Stabilization in Iran 0 0 0 0 3 10 38 394
Pooled Estimation of Long-run Relationships in Dynamic Heterogeneous Panels 0 0 0 0 5 22 177 1,257
Pooled mean group estimation of dynamic heterogeneous panels 46 143 404 1,335 73 229 704 2,510
Predictability of Stock Returns: Robustness and Economic Significance 0 0 0 5 12 26 94 1,105
RATIONAL EXPECTATIONS IN DISAGGREGATED MODELS: AN EMPIRICAL ANALYSIS OF OPEC'S BEHAVIOR 0 0 0 0 0 0 2 413
Random Coefficient Panel Data Models 18 53 143 679 33 109 320 1,471
Random Coefficient Panel Data Models 25 62 260 825 45 126 531 1,719
Random Coefficient Panel Data Models 5 11 43 394 10 23 83 901
Random Coefficient Panel Data Models 6 17 66 522 11 35 139 914
Real Time Econometrics 1 3 3 65 1 5 10 192
Real Time Econometrics 0 2 6 154 5 10 30 397
Real Time Econometrics 2 5 24 256 6 21 59 440
Real Time Econometrics 0 0 2 57 0 1 10 183
Scope for Cost Minimization in Public Debt Management: the Case of the UK 3 9 25 255 14 54 142 1,173
Scope for Credit Risk Diversification 3 10 21 195 10 29 68 551
Scope for Credit Risk Diversification 2 3 12 78 5 14 54 331
Small Sample Properties of Forecasts From Autoregressive Models Under Structural Breaks 2 6 14 74 8 21 48 247
Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks 2 5 11 172 5 15 30 470
Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks 1 4 17 116 6 13 41 279
Solution of Multivariate Linear Rational Expectations Models and Large Sparse Linear Systems 0 0 0 0 2 11 80 943
Stochastic Growth 0 0 0 0 3 10 47 865
Structural Analysis of Cointegrating VARs 0 0 0 0 5 22 69 973
Structural Analysis of Vector Error Correction Models with Exogenous I(1) Variables 0 0 0 0 11 47 147 1,166
Structural analysis of vector error correction models exogenous i(1) variables 11 34 109 256 28 73 218 651
Structural analysis of vector error correction models with exogenous I(1) variables (first version) 0 0 0 4 2 10 32 316
Survey Expectations 2 7 35 168 4 13 63 285
Survey Expectations 1 10 26 112 13 28 82 285
Survey Expectations 1 3 13 36 3 7 27 130
THE IRANIAN FOREIGN EXCHANGE POLICY AND THE BLACK MARKET FOR DOLLARS 0 0 0 0 4 5 44 919
THE STATISTICAL AND ECONOMIC SIGNIFICANCE OF THE PREDICTABILITY OF EXCESS RETURNS ON COMMON STOCKS 0 0 0 0 2 8 28 566
THE STATISTICAL AND ECONOMIC SIGNIFICANCE OF THE PREDICTABILITY OF EXESS RETURNS ON COMMON STOCKS 0 0 0 0 0 4 19 471
Testing Dependence Among Serially Correlated Multi-category Variables 2 7 25 72 8 37 115 309
Testing Dependence among Serially Correlated Multi-Category Variables 2 4 5 38 4 10 28 133
Testing Dependence among Serially Correlated Multi-category Variables 1 1 3 25 2 2 13 104
Testing Slope Homogeneity in Large Panels 6 11 26 153 7 25 80 526
Testing Slope Homogeneity in Large Panels 3 3 19 89 12 21 86 491
Testing Slope Homogeneity in Large Panels 0 2 7 61 3 12 28 196
Testing for Unit Roots in Heterogeneous Panels 0 0 0 0 8 21 125 1,319
Testing for the 'Existence of a Long-run Relationship' 0 0 0 0 9 39 151 1,138
The Cost Efficiency of UK Debt Management: A Recursive Modelling Approach 0 1 4 51 1 4 33 420
The Cost Efficiency of UK Debt Management: A Recursive Modelling Approach 0 1 8 191 2 7 51 1,421
The Forecasing time series subject to multiple structure breaks 0 0 0 0 1 3 29 124
The Interaction Between Theory and Observation in Economics 0 0 0 0 5 12 36 385
The Natural Rate Hypothesis and its Testable Implications 0 0 0 0 2 3 16 492
The Role of Economic Theory in Modelling the Long Run 0 0 0 0 12 28 100 1,236
The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification 3 7 21 123 9 17 73 385
The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification 0 1 5 64 5 7 29 224
The Role of Sectoral Interactions in Wage Determination in the UK Economy 0 0 0 0 1 7 25 269
The Use of Recursive Model Selection Strategies in Forecasting Stock Returns 0 0 0 0 4 11 29 513
Theory and Evidence in Economics 0 0 0 0 0 1 8 238
Two-Step, Instrumental Variable and Maximum Likelihood Estimation of Multivariate Rational Expectations Models 4 16 50 209 12 46 171 828
Uncertainty and Irreversible Investment: An Empirical Analysis of Development of Oilfields on the UKCS 0 0 0 0 0 1 10 361
Unit Roots and Cointegration in Panels 6 14 32 175 11 25 82 284
Unit Roots and Cointegration in Panels 7 23 63 497 9 35 117 640
Unit Roots and Cointegration in Panels 15 44 124 427 21 64 184 643
Unit roots and cointegration in panels 1 7 29 124 2 12 68 241
Variable Selection and Inference for Multi-period Forecasting Problems 1 3 4 4 1 4 6 6
Variable Selection and Inference for Multi-period Forecasting Problems 9 19 45 45 8 18 36 36
Variable Selection and Inference for Multi-period Forecasting Problems 0 11 57 57 5 16 37 37
Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution 2 3 15 44 3 5 32 96
What if the UK had Joined the Euro in 1999? An Empirical Evaluation Using a Global VAR 1 5 13 88 1 9 29 234
What if the UK had Joined the Euro in 1999? An Empirical Evaluation using a Global VAR 1 3 23 99 6 13 59 298
What if the UK has Joined the Euro in 1999? An Empirical Evaluation using a Global VAR 1 3 16 128 2 8 46 388
Total Working Papers 615 1,940 6,648 33,699 1,802 5,715 20,421 142,155
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
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 3 15 0 2 7 59
A Duration Model of Irreversible Oil Investment: Theory and Empirical Evidence 1 4 19 101 2 7 37 589
A Generalized R[superscript]2 Criterion for Regression Models Estimated by the Instrumental Variables Method 1 1 5 33 5 10 35 145
A Long run structural macroeconometric model of the UK 2 4 39 298 3 16 83 569
A Recursive Modelling Approach to Predicting UK Stock Returns 7 9 23 253 11 17 51 551
A Simple Nonparametric Test of Predictive Performance 0 0 0 0 15 65 257 1,698
A bias-adjusted LM test of error cross-section independence 4 13 32 34 7 37 112 120
A floor and ceiling model of US output 0 2 22 84 1 4 42 255
A generalization of the non-parametric Henriksson-Merton test of market timing 4 17 66 329 9 41 150 728
A non-nested test of level-differenced versus log-differenced stationary models 0 4 17 29 2 15 57 90
A pair-wise approach to testing for output and growth convergence 2 5 15 39 3 8 39 97
A proof of the asymptotic validity of a test for perfect aggregation 0 2 3 8 0 2 5 23
A simple panel unit root test in the presence of cross-section dependence 12 23 100 237 28 59 278 644
A simulation approach to the problem of computing Cox's statistic for testing nonnested models 1 1 12 50 2 4 25 137
A special issue in memory of John Denis Sargan: studies in empirical macroeconometrics 1 2 4 71 1 3 10 365
A unified approach to estimation and orthogonality tests in linear single-equation econometric models 0 2 5 26 1 5 10 67
Aggregation of linear dynamic models: an application to life-cycle consumption models under habit formation 1 1 6 25 4 4 17 95
An Alternative Econometric Approach to the Permanent Income Hypothesis: An International Comparison: A Comment 0 1 3 23 0 1 6 152
An Analysis of the Determination of Deutsche Mark/French Franc Exchange Rate in a Discrete-Time Target-Zone Model 0 1 3 27 3 6 27 224
An Econometric Analysis of Exploration and Extraction of Oil in the U.K. Continental Shelf 0 2 30 115 2 7 90 420
Analysis of Exchange-Rate Target Zones Using a Limited-Dependent Rational-Expectations Model with Jumps 0 0 0 0 0 2 9 230
Bounds testing approaches to the analysis of level relationships 27 83 290 984 49 149 459 1,813
Choice between Disaggregate and Aggregate Specifications Estimated by Instrumental Variables Methods 0 0 0 0 4 8 29 364
Cointegration and direct tests of the rational expectations hypothesis 3 5 9 21 4 8 17 38
Cointegration and speed of convergence to equilibrium 8 17 55 266 10 24 81 422
Comment 0 0 0 0 2 5 5 6
Comparison of Local Power of Alternative Tests of Non-Nested Regression Models 0 1 4 26 0 3 12 203
Consistency of short-term and long-term expectations 0 1 2 6 0 2 4 13
Costly Adjustment under Rational Expectations: A Generalization 0 0 2 14 0 1 7 175
Cross-sectional aggregation of non-linear models 1 4 11 42 2 6 25 103
Decision Making in the Presence of Heterogeneous Information and Social Interactions 0 0 0 0 0 5 11 195
Diagnostics for IV Regressions 0 4 20 113 0 4 34 213
ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION 6 17 34 71 8 23 45 95
Econometric Analysis of Aggregation in the Context of Linear Prediction Models 0 1 14 96 1 3 53 650
Econometric analysis of structural systems with permanent and transitory shocks 4 8 13 13 7 17 41 41
Econometric issues in the analysis of contagion 0 3 21 43 2 9 38 85
Empirical Econometric Modelling of Food Consumption Using a New Informational Complexity Approach: Comments 0 0 1 27 0 0 4 102
Estimating limited-dependent rational expectations models with an application to exchange rate determination in a target zone 0 1 5 22 0 1 11 99
Estimating long-run relationships from dynamic heterogeneous panels 21 73 217 699 26 91 302 997
Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure 5 10 29 106 12 23 82 285
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 2 8 79
Evaluation of macroeconometric models 3 3 11 26 3 4 15 39
Exact Maximum Likelihood Estimation of a Regression Equation with a First-Order Moving-Average Error 0 2 7 19 1 5 22 127
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 0 0 4 15 0 0 13 45
Exploring the international linkages of the euro area: a global VAR analysis 12 32 96 193 17 52 187 416
Firm heterogeneity and credit risk diversification 1 2 19 19 3 5 36 36
Forecast Uncertainties in Macroeconomic Modeling: An Application to the U.K. Economy 0 2 6 15 0 3 12 37
Forecasting Time Series Subject to Multiple Structural Breaks 4 9 41 118 10 28 112 323
Forecasting ultimate resource recovery 1 1 5 29 2 2 10 107
Formation of Inflation Expectations in British Manufacturing Industries 1 3 5 31 1 4 13 110
Generalized impulse response analysis in linear multivariate models 13 48 215 851 27 87 388 1,436
Global and Partial Non-Nested Hypotheses and Asymptotic Local Power 0 2 2 2 0 2 2 2
Growth Empirics: A Panel Data Approach- A Comment 2 12 53 298 6 23 112 682
Growth and Convergence in Multi-country Empirical Stochastic Solow Model 6 15 64 580 10 26 115 1,395
Heterogeneity and cross section dependence in panel data models: theory and applications introduction 5 24 91 206 11 45 180 438
How costly is it to ignore breaks when forecasting the direction of a time series? 0 3 9 43 3 6 18 122
Identification of rational expectations models 0 3 12 30 0 7 20 47
Impulse response analysis in nonlinear multivariate models 8 24 108 538 14 48 204 1,140
Inflation, Capital Gains and U.K. Personal Savings: 1953-1981 0 2 13 39 0 5 32 156
Introducing a replication section 0 0 3 13 0 0 6 105
Joint tests of non-nested models and general error specifications 0 0 3 4 0 2 13 19
Journal of Applied Econometrics Conference Sponsorship Grants 0 0 0 0 2 7 38 331
Journal of Applied Econometrics Dissertation Prize 9 12 32 32 18 39 81 81
Journal of Applied Econometrics Dissertation Prize 3 7 21 27 6 20 85 136
Journal of Applied Econometrics distinguished authors 0 0 0 0 1 1 7 209
Journal of applied econometrics scholars programme 0 0 2 26 0 0 5 95
LONG-RUN STRUCTURAL MODELLING 2 7 22 82 2 14 57 190
Learning, Structural Instability, and Present Value Calculations 1 1 3 8 3 7 60 86
Life and Work of John Richard Nicholas Stone 1913-1991 1 1 3 15 1 3 15 156
Life-cycle consumption under social interactions 0 2 5 24 2 4 11 85
Limited-dependent rational expectations models with future expectations 0 0 1 15 0 0 8 94
Limited-dependent rational expectations models with stochastic thresholds 0 0 0 12 0 1 5 61
Long Run Macroeconomic Relations in the Global Economy 0 11 23 51 3 21 79 163
MACROECONOMETRIC MODELLING WITH A GLOBAL PERSPECTIVE 2 4 20 47 3 9 54 159
Macroeconomic Dynamics and Credit Risk: A Global Perspective 3 5 47 101 5 17 100 218
Macroeconomic Policy in an Oil-exporting Economy with Foreign Exchange Controls 1 3 9 50 1 7 18 110
March 2008 Announcement: Journal of Applied Econometrics Distinguished Authors 0 2 9 12 1 5 35 53
Market timing and return prediction under model instability 2 4 25 169 3 6 63 399
Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods 5 16 61 280 5 22 94 502
Model averaging in risk management with an application to futures markets 1 2 3 3 1 2 4 4
Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model 8 23 69 122 13 41 110 209
Multivariate Linear Rational Expectations Models 0 0 0 0 1 1 1 1
Nonlinear Dynamics and Econometrics: An Introduction 1 3 9 59 1 4 13 180
Oil investment in the North Sea 1 4 6 48 1 7 12 189
On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Comments 0 0 0 18 0 1 8 115
On the General Problem of Model Selection 1 3 21 68 1 3 58 166
On the Policy Ineffectiveness Proposition and a Keynesian Alternative: A Rejoinder 0 3 10 73 0 5 18 276
On the comprehensive method of testing non-nested regression models 0 0 0 4 1 1 5 18
Persistence of Shocks and Their 0 1 4 32 0 2 10 106
Persistence profiles and business cycle fluctuations in a disaggregated model of U.K. output growth 1 4 11 48 2 13 50 149
Persistence, Seasonality and Trend in the UK Egg Production 0 0 0 4 0 3 10 158
Persistence, cointegration, and aggregation: A disaggregated analysis of output fluctuations in the U.S. economy 1 1 6 55 2 4 15 116
Pitfalls of testing non-nested hypotheses by the lagrange multiplier method 0 0 2 8 1 2 9 42
Pitfalls of testing non-nested hypotheses by the lagrange multiplier method 0 0 0 2 0 1 4 35
Predictability of Stock Returns: Robustness and Economic Significance 9 31 118 445 15 54 201 798
REAL-TIME ECONOMETRICS 0 1 1 9 1 3 3 20
Rejoinder 0 0 1 4 1 1 8 23
Selection of estimation window in the presence of breaks 8 11 29 64 10 16 59 135
Small sample properties of forecasts from autoregressive models under structural breaks 1 3 6 39 3 5 13 128
Solution of Nonlinear Rational Expectations Models with Applications to Finite-Horizon Life-Cycle Models of Consumption 1 1 4 43 1 2 8 257
Solution of finite-horizon multivariate linear rational expectations models and sparse linear systems 0 1 5 34 0 1 8 103
Stochastic Growth Models and Their Econometric Implications 3 7 32 209 5 19 100 646
Structural Analysis of Cointegrating VARs 4 10 36 303 6 17 62 533
Structural analysis of vector error correction models with exogenous I(1) variables 4 11 36 222 4 15 61 358
Testing Non-Nested Nonlinear Regression Models 0 6 27 122 0 11 61 364
Testing for Aggregation Bias in Linear Models 0 2 8 73 1 4 24 226
Testing for Structural Stability and Predictive Failure: A Review 0 0 0 0 0 8 27 197
Testing for unit roots in heterogeneous panels 22 46 166 1,018 36 98 345 1,809
Testing slope homogeneity in large panels 3 10 25 33 4 13 55 79
Tests of non-nested linear regression models subject to linear restrictions 0 0 0 6 0 5 10 44
Tests of non-nested regression models: Small sample adjustments and Monte Carlo evidence 0 3 20 56 3 15 76 185
The Cost Effectiveness of the UK's Sovereign Debt Portfolio 0 1 1 18 1 5 24 107
The Demand for Food in the United States and the Netherlands: A Systems Approach with the CBS Model: Comments 0 1 1 22 0 1 4 134
The Determinants of United Kingdom Import Prices-A Note 0 1 3 11 1 3 15 115
The Et Interview: Professor Sir Richard Stone 0 1 1 1 0 3 3 3
The J-test as a Hausman specification test 0 2 11 40 0 5 30 117
The Role of Economic Theory in Modelling the Long Run 2 7 25 145 5 15 54 381
The Role of Sectoral Interactions in Wage Determination in the UK Economy 2 3 7 39 3 7 27 211
The Role of Theory in Applied Econometrics 0 0 0 0 0 2 10 68
The Small Sample Problem of Truncation Remainders in the Estimation of Distributed Lag Models with Autocorrelated Errors 0 0 1 18 0 2 16 150
The role of theory in econometrics 1 3 11 76 2 5 31 194
What if the UK or Sweden had joined the euro in 1999? An empirical evaluation using a Global VAR 0 4 22 48 0 6 53 140
Total Journal Articles 270 794 2,922 12,008 516 1,667 6,655 32,435

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' 0 1 5 18 0 1 11 62
Survey Expectations 1 5 22 38 5 12 66 108
Total Chapters 1 6 27 56 5 13 77 170

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 27 82 466 27 126 341 1,500
GAUSS and Matlab codes for Multivariate Rational Expectations Models and Macroeconometric Modelling: A Review and Some New Results 9 24 75 544 14 43 182 1,379
GAUSS and Matlab codes for Solution of Finite-Horizon Multivariate Linear Rational Expectations Models and Sparse Linear Systems 3 14 71 428 16 67 273 1,742
Total Software Items 18 65 228 1,438 57 236 796 4,621

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 2009-07-03