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Abstract Views |
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12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Bias-Adjusted LM Test of Error Cross Section Independence |
2 |
3 |
8 |
275 |
4 |
8 |
19 |
948 |
| A Bias-Corrected CD Test for Error Cross-Sectional Dependence in Panel Data Models with Latent Factors |
2 |
3 |
3 |
6 |
2 |
5 |
12 |
19 |
| A Bias-Corrected CD Test for Error Cross-Sectional Dependence in Panel Data Models with Latent Factors |
3 |
3 |
5 |
11 |
6 |
9 |
18 |
49 |
| A Bias-Corrected Method of Moments Approach to Estimation of Dynamic Short-T Panels |
0 |
0 |
0 |
56 |
0 |
1 |
3 |
75 |
| A Counterfactual Economic Analysis of COVID-19 Using a Threshold Augmented Multi-Country Model |
0 |
0 |
0 |
27 |
0 |
1 |
4 |
125 |
| A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model |
0 |
0 |
2 |
84 |
1 |
2 |
6 |
519 |
| A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model |
0 |
0 |
0 |
16 |
1 |
1 |
5 |
105 |
| A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model |
0 |
0 |
1 |
25 |
0 |
0 |
1 |
119 |
| A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model |
0 |
0 |
1 |
10 |
0 |
0 |
1 |
109 |
| A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model |
0 |
9 |
51 |
712 |
3 |
23 |
146 |
2,298 |
| A Decision_Theoretic Approach to Forecast Evaluation |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
1,059 |
| A Discrete-Time Version of Target Zone Models with Jumps |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
195 |
| A Discrete-Time Version of Target Zone Models with Jumps |
0 |
0 |
0 |
18 |
2 |
2 |
2 |
148 |
| A Discrete-Time Version of Target Zone Models with Jumps |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
302 |
| A Floor and Ceiling Model of U.S. Output |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
580 |
| A Generalisation of the Non-Parametric Henriksson-Merton Test of Market Timing |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1,845 |
| A Generalised R2 Criterion for Regression Models Estimated by the Instrumental Variable Method |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
962 |
| A Long-run Structural Macro-econometric Model of the UK |
0 |
0 |
0 |
0 |
1 |
1 |
5 |
1,081 |
| A Multi-Country Approach to Forecasting Output Growth Using PMIs |
0 |
0 |
0 |
19 |
0 |
1 |
3 |
106 |
| A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
14 |
| A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices |
0 |
0 |
0 |
72 |
1 |
2 |
3 |
207 |
| A Non-Nested Test of Level-Differenced versus Log-Differenced Stationary Models |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
464 |
| A One-Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models |
0 |
0 |
0 |
47 |
1 |
1 |
4 |
73 |
| A Pair-Wise Approach to Testing for Output and Growth Convergence |
0 |
0 |
0 |
149 |
0 |
0 |
1 |
598 |
| A Pair-Wise Approach to Testing for Output and Growth Convergence |
0 |
0 |
1 |
110 |
0 |
0 |
7 |
360 |
| A Pair-wise Approach to Testing for Output and Growth Convergence |
0 |
0 |
0 |
356 |
0 |
0 |
4 |
1,027 |
| A Recursive Modelling Approach to Predicting UK Stock Returns |
0 |
0 |
0 |
625 |
1 |
1 |
1 |
1,163 |
| A Recursive Modelling Approach to Predicting UK Stock Returns' |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1,165 |
| A Rejoinder: On the Policy Ineffectiveness Proposition and a Keynesian Alternative |
0 |
0 |
0 |
151 |
0 |
0 |
0 |
487 |
| A Residual-based Threshold Method for Detection of Units that are Too Big to Fail in Large Factor Models |
0 |
0 |
0 |
29 |
0 |
0 |
1 |
68 |
| A SIMPLE NON-PARAMETRIC TEST OF PREDICTIVE PERFORMANCE |
0 |
0 |
0 |
6 |
2 |
3 |
10 |
2,245 |
| A SIMPLE, NON-PARAMETRIC TEST OF PREDICTIVE PERFORMANCE |
0 |
0 |
0 |
0 |
4 |
6 |
20 |
1,925 |
| A SIMULATION APPROACH TO THE PROBLEM OF COMPUTING COX'S STATISTIC FOR TESTING NON-NESTED MODELS |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
752 |
| A Simple Panel Unit Root Test in the Presence of Cross Section Dependence |
2 |
5 |
28 |
3,981 |
16 |
38 |
149 |
11,407 |
| A Spatio-Temporal Model of House Prices in the US |
0 |
0 |
0 |
777 |
1 |
1 |
6 |
2,175 |
| A Spatio-Temporal Model of House Prices in the US |
0 |
0 |
0 |
188 |
1 |
1 |
3 |
618 |
| A Spatio-Temporal Model of House Prices in the US |
0 |
0 |
0 |
162 |
3 |
4 |
7 |
632 |
| A Spatiotemporal Equilibrium Model of Migration and Housing Interlinkages |
0 |
0 |
0 |
33 |
0 |
1 |
6 |
51 |
| A Spatiotemporal Equilibrium Model of Migration and Housing Interlinkages |
0 |
0 |
0 |
26 |
0 |
1 |
4 |
28 |
| A Structural Cointegrating VAR Approach to Macroeconometric Modelling |
0 |
0 |
0 |
0 |
2 |
3 |
6 |
3,166 |
| A Two Stage Approach to Spatiotemporal Analysis with Strong and Weak Cross-Sectional Dependence |
0 |
0 |
1 |
98 |
1 |
1 |
4 |
262 |
| A Two Stage Approach to Spatiotemporal Analysis with Strong and weak cross Sectional Dependence |
0 |
1 |
2 |
107 |
0 |
2 |
6 |
234 |
| A VECX Model of the Swiss Economy |
0 |
0 |
0 |
143 |
1 |
1 |
1 |
354 |
| A VECX* Model of the Swiss Economy |
0 |
0 |
0 |
193 |
1 |
1 |
1 |
515 |
| A VECX* model of the Swiss economy |
0 |
1 |
1 |
94 |
1 |
2 |
2 |
293 |
| A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
155 |
| A long run structural macroeconometric model of the UK |
1 |
1 |
4 |
1,215 |
2 |
2 |
11 |
2,069 |
| A long run structural macroeconometric model of the UK (first version) |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
230 |
| A multi-country approach to forecasting output growth using PMIs |
0 |
0 |
0 |
58 |
1 |
2 |
3 |
146 |
| A multiple testing approach to the regularisation of large sample correlation matrices |
0 |
0 |
0 |
33 |
2 |
2 |
3 |
78 |
| A one-covariate at a time, multiple testing approach to variable selection in high-dimensional linear regression models |
0 |
0 |
0 |
59 |
1 |
1 |
5 |
169 |
| A structural cointegrating VAR approach to macroeconometric modelling |
0 |
0 |
1 |
919 |
1 |
1 |
3 |
1,423 |
| ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF U.S. UNEMPLOYMENT |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
405 |
| ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF U.S. UNEMPLOYMENT |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
585 |
| ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF US UNEMPLOYMENT |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
377 |
| ASSET PRICE DYNAMICS AND AGGREGATION |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
214 |
| Aggregation Bias and Labor Demand Equations for the U.K. Economy |
0 |
0 |
0 |
152 |
0 |
0 |
0 |
466 |
| Aggregation in Large Dynamic Panels |
0 |
0 |
0 |
115 |
1 |
1 |
1 |
267 |
| Aggregation in Large Dynamic Panels |
0 |
0 |
0 |
50 |
0 |
0 |
0 |
133 |
| Aggregation in Large Dynamic Panels |
0 |
0 |
0 |
110 |
1 |
1 |
1 |
313 |
| Aggregation in large dynamic panels |
0 |
0 |
0 |
27 |
0 |
0 |
0 |
125 |
| Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns |
0 |
0 |
1 |
135 |
0 |
0 |
2 |
309 |
| Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
20 |
| Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns |
0 |
0 |
0 |
157 |
0 |
1 |
1 |
496 |
| Alternative approaches to testing non-nested models with autocorrelated disturbances: an application to models of U.S. unemployment |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
34 |
| Alternative approaches to testing non-nested models with autocorrelated disturbances: an application to models of U.S. unemployment |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
5 |
| An Analysis of the determination of Dutsche Mark/French Franc Exchange rate in a Discrete-Time Target-Zone Model |
0 |
0 |
0 |
1 |
1 |
1 |
2 |
921 |
| An Augmented Anderson-Hsiao Estimator for Dynamic Short-T Panels |
0 |
0 |
0 |
63 |
0 |
0 |
0 |
144 |
| An Autoregressive Distributed Lag Modelling Approach to Cointegration Analysis |
0 |
0 |
0 |
0 |
27 |
83 |
329 |
8,618 |
| An Econometric Analysis of Exploration and Extraction of Oil in the U.K. Continental Shelf |
0 |
1 |
1 |
131 |
0 |
2 |
3 |
289 |
| An Empirical Growth Model for Major Oil Exporters |
0 |
0 |
0 |
144 |
0 |
0 |
0 |
415 |
| An Empirical Growth Model for Major Oil Exporters |
0 |
0 |
2 |
2 |
1 |
1 |
3 |
45 |
| An Empirical Growth Model for Major Oil Exporters |
0 |
0 |
0 |
301 |
3 |
4 |
6 |
756 |
| An Empirical Growth Model for Major Oil Exporters |
0 |
0 |
1 |
143 |
0 |
0 |
4 |
365 |
| An Exponential Class of Dynamic Binary Choice Panel Data Models with Fixed Effects |
0 |
0 |
0 |
49 |
0 |
0 |
1 |
206 |
| An Exponential Class of Dynamic Binary Choice Panel Data Models with Fixed Effects |
0 |
0 |
0 |
123 |
0 |
0 |
1 |
145 |
| Analytical and Numerical Solution of Finite-horizon Nonlinear Rational Expectations Models |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
1,198 |
| Analytical and Numerical Solution of Multivariate Nonlinear Rational Expectations Models |
0 |
0 |
0 |
61 |
1 |
2 |
2 |
234 |
| Arbitrage Pricing Theory, the Stochastic Discount Factor and Estimation of Risk Premia from Portfolios |
0 |
0 |
2 |
31 |
0 |
0 |
4 |
42 |
| Arbitrage pricing theory, the stochastic discount factor and estimation of risk premia in portfolios |
0 |
0 |
0 |
1 |
0 |
1 |
3 |
12 |
| Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination across Models and Observation Windows |
0 |
0 |
0 |
59 |
0 |
0 |
0 |
156 |
| Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination across Models and Observation Windows |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
134 |
| Assessing forecast uncertainties in a VECX* model for Switzerland: an exercise in forecast combination across models and observation windows |
0 |
0 |
0 |
50 |
1 |
1 |
1 |
168 |
| Bayes Estimation of Short-run Coefficients in Dynamic Panel Data Models |
0 |
0 |
0 |
0 |
2 |
5 |
13 |
1,697 |
| Beyond the DSGE Straitjacket |
0 |
0 |
0 |
153 |
0 |
0 |
0 |
385 |
| Beyond the DSGE Straitjacket |
0 |
0 |
0 |
394 |
1 |
3 |
5 |
605 |
| Beyond the DSGE straightjacket |
0 |
0 |
0 |
157 |
0 |
1 |
1 |
211 |
| Bias Reduction in Estimating Long-run Relationships from Dynamic Heterogenous Panels |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
815 |
| Big Data Analytics: A New Perspective |
0 |
0 |
0 |
23 |
0 |
1 |
1 |
91 |
| Big Data Analytics: A New Perspective |
0 |
0 |
0 |
35 |
0 |
0 |
2 |
96 |
| Big data analytics: a new perspective |
0 |
0 |
1 |
219 |
0 |
0 |
4 |
290 |
| Bounds Testing Approaches to the Analysis of Long Run Relationships |
1 |
5 |
19 |
1,797 |
3 |
12 |
63 |
3,474 |
| Bounds Testing Approaches to the Analysis of Long-run Relationships |
1 |
2 |
4 |
1,616 |
3 |
6 |
17 |
4,059 |
| Business Cycle Effects of Credit Shocks in a DSGE Model with Firm Defaults |
0 |
0 |
2 |
247 |
1 |
2 |
13 |
489 |
| Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm Defaults |
0 |
0 |
0 |
125 |
0 |
0 |
0 |
398 |
| Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm Defaults |
0 |
0 |
1 |
122 |
0 |
1 |
2 |
254 |
| Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm Defaults |
0 |
0 |
0 |
103 |
0 |
0 |
1 |
347 |
| COVID-19 Time-Varying Reproduction Numbers Worldwide: An Empirical Analysis of Mandatory and Voluntary Social Distancing |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
40 |
| COVID-19 Time-varying Reproduction Numbers Worldwide: An Empirical Analysis of Mandatory and Voluntary Social Distancing |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
34 |
| COVID-19 Time-varying Reproduction Numbers Worldwide: An Empirical Analysis of Mandatory and Voluntary Social Distancing |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
11 |
| Causal Effects of the Fed's Large-Scale Asset Purchases on Firms' Capital Structure |
0 |
1 |
1 |
14 |
0 |
1 |
3 |
15 |
| Causal effects of the Fed's large-scale asset purchases on firms' capital structure |
0 |
1 |
1 |
31 |
3 |
4 |
11 |
39 |
| Causal effects of the Fed's large-scale asset purchases on firms' capital structure |
0 |
1 |
2 |
8 |
2 |
3 |
9 |
20 |
| China's Emergence in the World Economy and Business Cycles in Latin America |
0 |
0 |
1 |
303 |
0 |
0 |
1 |
1,065 |
| China's Emergence in the World Economy and Business Cycles in Latin America |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
31 |
| China's emergence in the world economy and business cycles in Latin America |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| China’s Emergence in the World Economy and Business Cycles in Latin America |
0 |
0 |
0 |
58 |
0 |
1 |
2 |
198 |
| China’s Emergence in the World Economy and Business Cycles in Latin America |
0 |
0 |
1 |
94 |
0 |
0 |
2 |
227 |
| China’s Emergence in the World Economy and Business Cycles in Latin America |
0 |
0 |
0 |
108 |
0 |
1 |
2 |
306 |
| Choice Between Disaggregate and Aggregate Specifications Estimated by Instrumental Variable Methods |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
456 |
| Climate Change and Economic Activity: Evidence from U.S. States |
0 |
0 |
0 |
23 |
0 |
1 |
1 |
21 |
| Climate Change and Economic Activity: Evidence from U.S. States |
0 |
0 |
1 |
19 |
0 |
0 |
1 |
20 |
| Climate Change and Economic Activity: Evidence from U.S. States |
0 |
1 |
18 |
148 |
4 |
7 |
37 |
342 |
| Climate change and economic activity: Evidence from US states |
0 |
0 |
2 |
21 |
0 |
0 |
6 |
43 |
| Climate change and economic activity: evidence from US states |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
| Cointegration and Direct Tests of the Rational Expectations Hypothesis |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
376 |
| Cointegration and Speed of Convergence to Equilibrium |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
922 |
| Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors |
2 |
3 |
7 |
249 |
3 |
4 |
18 |
478 |
| Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors |
1 |
1 |
4 |
188 |
1 |
1 |
7 |
404 |
| Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Quantile Regression Models |
0 |
0 |
0 |
125 |
3 |
5 |
11 |
314 |
| Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors |
0 |
0 |
0 |
128 |
7 |
9 |
12 |
508 |
| Computational Issues in the Estimation of Higher-Order Panel Vector Autoregressions |
0 |
0 |
0 |
0 |
3 |
3 |
5 |
509 |
| Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market |
0 |
0 |
0 |
148 |
0 |
0 |
0 |
292 |
| Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market Crash |
0 |
0 |
0 |
109 |
1 |
1 |
2 |
318 |
| Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing |
0 |
0 |
0 |
162 |
2 |
2 |
2 |
281 |
| Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing |
0 |
0 |
0 |
285 |
2 |
2 |
2 |
754 |
| Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing |
0 |
0 |
1 |
89 |
0 |
0 |
2 |
242 |
| Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing |
0 |
0 |
0 |
677 |
0 |
1 |
6 |
1,765 |
| Country-Specific Oil Supply Shocks and the Global Economy: A Counterfactual Analysis |
0 |
0 |
3 |
55 |
0 |
0 |
4 |
127 |
| Country-Specific Oil Supply Shocks and the Global Economy: A Counterfactual Analysis |
1 |
1 |
1 |
4 |
1 |
1 |
1 |
51 |
| Country-Specific Oil Supply Shocks and the Global Economy: A Counterfactual Analysis |
0 |
1 |
1 |
41 |
0 |
2 |
3 |
175 |
| Country-Specific Oil Supply Shocks and the Global Economy: a Counterfactual Analysis |
0 |
0 |
0 |
35 |
0 |
0 |
0 |
42 |
| Country-specific oil supply shocks and the global economy: a counterfactual analysis |
1 |
2 |
2 |
80 |
1 |
2 |
4 |
217 |
| Cross-sectional Aggregation of Non-linear Models |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
942 |
| Debt, Inflation and Growth - Robust Estimation of Long-Run Effects in Dynamic Panel Data Models |
0 |
0 |
2 |
202 |
1 |
2 |
9 |
645 |
| Debt, Inflation and Growth: Robust Estimation of Long-Run Effects in Dynamic Panel Data Models |
0 |
0 |
0 |
119 |
0 |
0 |
4 |
247 |
| Debt, Inflation and Growth: Robust Estimation of Long-Run Effects in Dynamic Panel Data Models |
0 |
0 |
0 |
12 |
1 |
1 |
1 |
56 |
| Debt, inflation and growth robust estimation of long-run effects in dynamic panel data models |
0 |
3 |
6 |
246 |
2 |
9 |
35 |
636 |
| Decision-Making in the Presence of Heterogeneous Information and Social Interactions |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
576 |
| Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models |
0 |
2 |
2 |
258 |
0 |
3 |
5 |
995 |
| Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models |
0 |
0 |
0 |
36 |
1 |
1 |
4 |
156 |
| Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models |
0 |
0 |
1 |
99 |
1 |
1 |
7 |
270 |
| Diagnostics for IV Regressions |
0 |
0 |
0 |
0 |
1 |
1 |
5 |
718 |
| Double-question Survey Measures for the Analysis of Financial Bubbles and Crashes |
0 |
0 |
0 |
14 |
0 |
0 |
1 |
59 |
| Double-question Survey Measures for the Analysis of Financial Bubbles and Crashes |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
33 |
| Dynamic Linear Models for Heterogeneous Panels |
0 |
0 |
0 |
0 |
1 |
4 |
17 |
1,456 |
| Dynamics of convergence to purchasing power parity in the World economy |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
371 |
| ESTIMATING LIMITED-DEPENDENCE RATIONAL EXOECTATIONS MODELS |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
316 |
| ESTIMATING LIMITED-DEPENDENT RATIONAL EXPECTATIONS MODELS |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
387 |
| 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 |
1 |
1 |
425 |
| EXPECTATIONS IN ECONOMICS |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
670 |
| Econometric Analysis of Aggregation in the Context of Linear Prediction Models |
0 |
0 |
0 |
147 |
0 |
0 |
1 |
519 |
| Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit |
0 |
0 |
0 |
73 |
0 |
0 |
1 |
189 |
| Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit |
0 |
0 |
0 |
72 |
1 |
1 |
2 |
282 |
| Econometric Analysis of Production Networks with Dominant Units |
0 |
0 |
1 |
45 |
0 |
0 |
1 |
57 |
| Econometric Analysis of Production Networks with Dominant Units |
0 |
0 |
1 |
44 |
0 |
0 |
1 |
124 |
| Econometric Analysis of Structural Systems with Permanent and Transitory Shocks |
0 |
0 |
3 |
518 |
0 |
1 |
6 |
880 |
| Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7 |
0 |
0 |
1 |
173 |
0 |
0 |
2 |
366 |
| Econometric Issues in the Analysis of Contagion |
0 |
0 |
0 |
160 |
1 |
1 |
1 |
424 |
| Econometric Issues in the Analysis of Contagion |
0 |
0 |
1 |
134 |
2 |
2 |
4 |
382 |
| Econometric Issues in the Analysis of Contagion |
0 |
0 |
0 |
496 |
1 |
1 |
3 |
1,126 |
| Econometric analysis of high dimensional VARs featuring a dominant unit |
0 |
0 |
0 |
105 |
0 |
0 |
1 |
235 |
| Econometrics: A Bird's Eye View |
0 |
0 |
0 |
380 |
0 |
0 |
3 |
675 |
| Econometrics: A Bird’s Eye View |
0 |
0 |
1 |
207 |
0 |
0 |
2 |
463 |
| Econometrics: A Bird’s Eye View |
1 |
1 |
2 |
683 |
1 |
2 |
10 |
1,273 |
| Economic Trends and Macroeconomic Policies in Post-revolutionary Iran |
0 |
0 |
0 |
0 |
2 |
3 |
6 |
1,074 |
| Economic and Statistical Measures of Forecast Accuracy |
1 |
1 |
3 |
1,795 |
2 |
3 |
8 |
5,802 |
| Equilibrium Asset Pricing Models and Predictability of Excess Returns |
1 |
1 |
1 |
173 |
1 |
1 |
2 |
536 |
| Estimating Limited-Dependent Rational Expectations Models: With an Application to Exchange Rate Determination in a Target Zone |
0 |
0 |
0 |
67 |
0 |
0 |
0 |
253 |
| Estimating Long-Run Relationships From Dynamic Heterogeneous Panels |
0 |
0 |
0 |
0 |
5 |
10 |
28 |
2,182 |
| Estimation and Inference In Short Panel Vector Autoregressions with Unit Roots And Cointegration |
0 |
0 |
2 |
435 |
1 |
1 |
6 |
1,229 |
| Estimation and Inference in Large Heterogeneous Panels with Cross Section Dependence |
0 |
0 |
2 |
400 |
1 |
1 |
9 |
856 |
| Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure |
0 |
3 |
6 |
1,033 |
2 |
10 |
20 |
2,392 |
| Estimation and Inference in Large Heterogenous Panels with Cross Section Dependence |
0 |
0 |
0 |
150 |
1 |
3 |
5 |
426 |
| Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration |
0 |
0 |
1 |
738 |
1 |
1 |
4 |
1,516 |
| Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration |
0 |
0 |
0 |
1,008 |
1 |
3 |
5 |
2,552 |
| Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration |
0 |
0 |
8 |
88 |
0 |
2 |
24 |
862 |
| Estimation and inference for spatial models with heterogeneous coefficients: an application to U.S. house prices |
0 |
1 |
4 |
119 |
0 |
1 |
7 |
215 |
| Estimation and inference in spatial models with dominant units |
0 |
0 |
1 |
43 |
0 |
0 |
4 |
106 |
| Estimation of Time-invariant Effects in Static Panel Data Models |
0 |
1 |
2 |
54 |
0 |
1 |
9 |
186 |
| Exchange Rate Unification, the Role of Markets and Planning in the Iranian Economic Reconstruction |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
345 |
| Exploring the International Linkages of the Euro Area: A Global VAR Analysis |
0 |
0 |
0 |
687 |
0 |
0 |
1 |
1,976 |
| Exploring the International Linkages of the Euro Area: a Global VAR Analysis |
0 |
0 |
1 |
205 |
0 |
0 |
3 |
603 |
| Exploring the International Linkages of the Euro Area: a Global VAR Analysis |
0 |
0 |
0 |
241 |
0 |
1 |
5 |
764 |
| Exploring the International Linkages of the Euro Area: a Global VAR Analysis |
0 |
0 |
1 |
229 |
1 |
1 |
4 |
646 |
| Exploring the international linkages of the euro area: a global VAR analysis |
0 |
0 |
0 |
179 |
1 |
1 |
1 |
593 |
| Exponent of Cross-sectional Dependence for Residuals |
0 |
0 |
0 |
34 |
1 |
1 |
2 |
79 |
| Exponent of Cross-sectional Dependence: Estimation and Inference |
0 |
0 |
0 |
74 |
0 |
0 |
0 |
227 |
| Exponent of Cross-sectional Dependence: Estimation and Inference |
0 |
0 |
0 |
148 |
1 |
1 |
2 |
313 |
| Exponent of Cross-sectional Dependence: Estimation and Inference |
0 |
0 |
1 |
54 |
1 |
1 |
5 |
222 |
| Exponent of cross-sectional dependence for residuals |
0 |
0 |
0 |
11 |
0 |
0 |
2 |
46 |
| Factor Strengths, Pricing Errors, and Estimation of Risk Premia |
0 |
0 |
1 |
33 |
1 |
2 |
11 |
72 |
| Firm Heterogeneity and Credit Risk Diversification |
0 |
0 |
0 |
284 |
0 |
0 |
0 |
684 |
| Forecast Uncertainties In Macroeconometric Modelling: An Application to the UK Economy |
0 |
0 |
0 |
165 |
0 |
0 |
1 |
419 |
| Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy |
0 |
0 |
0 |
95 |
0 |
0 |
1 |
440 |
| Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy |
0 |
0 |
0 |
473 |
0 |
0 |
0 |
1,410 |
| Forecast Uncertainties in Macroeconomics Modelling: An Application to the UK Economy |
0 |
0 |
2 |
212 |
1 |
2 |
4 |
713 |
| Forecasting 2024 US Presidential Election by States Using County Level Data: Too Close to Call |
0 |
1 |
26 |
26 |
0 |
8 |
65 |
65 |
| Forecasting 2024 US Presidential Election by States Using County Level Data: Too Close to Call |
0 |
5 |
5 |
5 |
1 |
2 |
9 |
9 |
| Forecasting Economic and Financial Variables with Global VARs |
0 |
0 |
0 |
313 |
1 |
1 |
5 |
924 |
| Forecasting Economic and Financial Variables with Global VARs |
0 |
0 |
1 |
209 |
1 |
1 |
3 |
536 |
| Forecasting Random Walks Under Drift Instability |
0 |
0 |
0 |
161 |
1 |
3 |
4 |
405 |
| Forecasting Random Walks Under Drift Instability |
0 |
0 |
0 |
28 |
0 |
0 |
0 |
126 |
| Forecasting Stock Returns |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1,150 |
| Forecasting Time Series Subject to Multiple Structural Breaks |
0 |
0 |
1 |
201 |
1 |
1 |
3 |
550 |
| Forecasting Time Series Subject to Multiple Structural Breaks |
0 |
0 |
0 |
169 |
0 |
0 |
0 |
525 |
| Forecasting Time Series Subject to Multiple Structural Breaks |
0 |
0 |
0 |
167 |
2 |
2 |
2 |
495 |
| Forecasting Time Series Subject to Multiple Structural Breaks |
0 |
0 |
0 |
625 |
0 |
2 |
15 |
1,558 |
| Forecasting Ultimate Resource Recovery |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
376 |
| Forecasting With Panel Data: Estimation Uncertainty Versus Parameter Heterogeneity |
0 |
0 |
1 |
16 |
1 |
1 |
4 |
18 |
| Forecasting economic and financial variables with global VARs |
0 |
0 |
0 |
336 |
0 |
0 |
4 |
675 |
| Forecasting the Swiss Economy Using VECX* Models: An Exercise in Forecast Combination Across Models and Observation Windows |
0 |
0 |
0 |
121 |
0 |
0 |
1 |
328 |
| Forecasting with panel data: Estimation uncertainty versus parameter heterogeneity |
1 |
2 |
27 |
27 |
3 |
5 |
35 |
35 |
| Forecasting with panel data: estimation uncertainty versus parameter heterogeneity |
0 |
0 |
0 |
2 |
0 |
2 |
5 |
18 |
| Forecasting with panel data: estimation uncertainty versus parameter heterogeneity |
0 |
1 |
2 |
77 |
3 |
6 |
11 |
51 |
| General Diagnostic Tests for Cross Section Dependence in Panels |
2 |
2 |
8 |
1,205 |
5 |
9 |
54 |
3,658 |
| General Diagnostic Tests for Cross Section Dependence in Panels |
2 |
4 |
11 |
328 |
4 |
15 |
57 |
1,124 |
| General Diagnostic Tests for Cross Section Dependence in Panels |
11 |
26 |
97 |
2,200 |
52 |
159 |
625 |
7,647 |
| Generalised Impulse Response Analysis in Linear Multivariate Models |
0 |
0 |
0 |
0 |
2 |
5 |
40 |
4,249 |
| Global Business Cycles and Credit Risk |
0 |
0 |
0 |
212 |
1 |
1 |
2 |
546 |
| Global Business Cycles and Credit Risk |
0 |
0 |
1 |
206 |
0 |
0 |
2 |
617 |
| Growth and Convergence in a Multi-Country Empirical Stochastic Solow Model |
0 |
0 |
1 |
78 |
1 |
2 |
7 |
312 |
| Growth and Convergence in a Multi-County empirical Stochastic Solow Model |
0 |
0 |
0 |
2 |
2 |
2 |
3 |
739 |
| Growth and Convergence: A Multi-Country Empirical Analysis of the Solow Growth Model |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
2,780 |
| Half-panel jackknife fixed effects estimation of panels with weakly exogenous regressor |
0 |
0 |
0 |
49 |
0 |
2 |
9 |
147 |
| Heterogeneous Autoregressions in Short T Panel Data Models |
0 |
0 |
2 |
4 |
0 |
3 |
6 |
11 |
| Heterogeneous Autoregressions in Short T Panel Data Models |
0 |
0 |
1 |
1 |
0 |
0 |
2 |
6 |
| Heterogeneous Autoregressions in Short T Panel Data Models |
0 |
0 |
1 |
30 |
0 |
1 |
3 |
23 |
| High-Dimensional Forecasting with Known Knowns and Known Unknowns |
0 |
0 |
17 |
18 |
1 |
1 |
18 |
20 |
| High-Dimensional Forecasting with Known Knowns and Known Unknowns |
0 |
0 |
27 |
27 |
0 |
0 |
17 |
17 |
| High-dimensional forecasting with known knowns and known unknowns |
0 |
0 |
26 |
34 |
0 |
0 |
23 |
30 |
| How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series? |
0 |
0 |
0 |
277 |
0 |
0 |
1 |
591 |
| How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series? |
0 |
0 |
0 |
224 |
0 |
0 |
1 |
480 |
| How to Detect Network Dependence in Latent Factor Models? A Bias-Corrected CD Test |
0 |
0 |
1 |
7 |
0 |
3 |
5 |
16 |
| How to Detect Network Dependence in Latent Factor Models? A Bias-Corrected CD Testy |
0 |
1 |
12 |
45 |
1 |
6 |
76 |
142 |
| Identification and Estimation of Categorical Random Coefficient Models |
0 |
0 |
0 |
7 |
1 |
1 |
4 |
11 |
| Identification and Estimation of Categorical Random Coefficient Models |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
21 |
| Identification and Estimation of Categorical Random Coeficient Models |
0 |
0 |
0 |
19 |
0 |
0 |
3 |
35 |
| Identification of New Keynesian Phillips Curves from a Global Perspective |
0 |
0 |
0 |
66 |
1 |
1 |
2 |
254 |
| Identification of New Keynesian Phillips Curves from a Global Perspective |
0 |
0 |
1 |
225 |
0 |
0 |
2 |
607 |
| Identification of New Keynesian Phillips Curves from a Global Perspective |
0 |
0 |
1 |
96 |
0 |
1 |
6 |
288 |
| Identification of new Keynesian Phillips Curves from a global perspective |
0 |
1 |
2 |
55 |
1 |
3 |
5 |
235 |
| Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR |
1 |
1 |
1 |
25 |
1 |
1 |
1 |
106 |
| Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR |
2 |
3 |
8 |
155 |
3 |
8 |
46 |
373 |
| Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR |
0 |
0 |
0 |
37 |
0 |
0 |
2 |
96 |
| Identifying Global and National Output and Fiscal Policy ShocksUsing a GVAR |
0 |
0 |
1 |
15 |
0 |
0 |
1 |
37 |
| Identifying global and national output and fiscal policy shocks using a GVAR |
0 |
0 |
0 |
34 |
0 |
0 |
1 |
55 |
| Identifying the Effects of Sanctions on the Iranian Economy Using Newspaper Coverage |
0 |
0 |
1 |
24 |
2 |
4 |
24 |
121 |
| Identifying the Effects of Sanctions on the Iranian Economy using Newspaper Coverage |
0 |
0 |
0 |
36 |
1 |
2 |
9 |
113 |
| Identifying the Effects of Sanctions on the Iranian Economy using Newspaper Coverage |
0 |
0 |
0 |
4 |
1 |
1 |
1 |
16 |
| Infinite Dimensional VARs and Factor Models |
0 |
0 |
0 |
33 |
1 |
1 |
1 |
199 |
| Infinite Dimensional VARs and Factor Models |
0 |
0 |
0 |
70 |
1 |
1 |
1 |
267 |
| Infinite Dimensional VARs and Factor Models |
0 |
0 |
0 |
165 |
0 |
0 |
4 |
529 |
| Infinite-dimensional VARs and factor models |
0 |
0 |
0 |
152 |
1 |
2 |
4 |
413 |
| Iranian Economy During the Pahlavi Era |
0 |
0 |
0 |
0 |
3 |
4 |
11 |
1,132 |
| Iranian Economy in Twentieth Century: A Global Perspective |
0 |
0 |
6 |
98 |
0 |
2 |
21 |
275 |
| Iranian Economy in the Twentieth Century: A Global Perspective |
0 |
1 |
7 |
484 |
0 |
3 |
16 |
1,083 |
| Is There a Debt-threshold Effect on Output Growth? |
0 |
1 |
4 |
158 |
0 |
1 |
6 |
438 |
| Is There a Debt-threshold Effect on Output Growth? |
0 |
0 |
1 |
88 |
2 |
3 |
14 |
249 |
| Is there a Debt-Threshold Effect on Output Growth? |
1 |
1 |
1 |
96 |
1 |
2 |
6 |
289 |
| Is there a debt-threshold effect on output growth? |
0 |
0 |
4 |
160 |
1 |
2 |
8 |
384 |
| JOINT TEST OF NON-NESTED MODELS AND GENERAL ERRO SPECIFICATIONS |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
897 |
| JOINT TESTS OF NON-NESTED MODLS AND GENERAL ERROR SPECIFICATIONS |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
883 |
| Land Use Regulations, Migration and Rising House Price Dispersion in the U.S |
0 |
0 |
1 |
70 |
0 |
0 |
2 |
95 |
| Large Panel Data Models with Cross-Sectional Dependence: A Survey |
0 |
0 |
0 |
240 |
1 |
1 |
3 |
553 |
| Large Panels with Common Factors and Spatial Correlations |
0 |
0 |
0 |
74 |
1 |
2 |
3 |
251 |
| Large Panels with Common Factors and Spatial Correlations |
0 |
0 |
0 |
252 |
1 |
2 |
5 |
734 |
| Large Panels with Common Factors and Spatial Correlations |
0 |
0 |
0 |
137 |
3 |
3 |
3 |
378 |
| Large panel data models with cross-sectional dependence: a survey |
2 |
3 |
7 |
253 |
10 |
15 |
45 |
565 |
| Large panels with common factors and spatial correlation |
0 |
0 |
1 |
17 |
0 |
2 |
6 |
127 |
| Learning, Structural Instability and Present Value Calculations |
0 |
0 |
0 |
55 |
0 |
0 |
0 |
245 |
| Learning, Structural Instability and Present Value Calculations |
0 |
0 |
0 |
61 |
1 |
1 |
2 |
325 |
| Learning, Structural Instability and Present Value Calculations |
0 |
0 |
0 |
138 |
3 |
3 |
4 |
704 |
| Learning, structural instability and present value calculations |
0 |
0 |
0 |
31 |
0 |
1 |
1 |
266 |
| Learning, structural instability and present value calculations |
0 |
1 |
1 |
145 |
0 |
1 |
9 |
519 |
| Life-Cycle Models and Cross-Country Analysis of Saving |
0 |
0 |
0 |
223 |
0 |
0 |
0 |
599 |
| Limited-Dependaent Rational Expectations Models with Future Expectations |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
339 |
| Limited-Dependent Rational Expectations Models with Stochastic Thresholds |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
187 |
| Limited-dependent rational expectations models with jumps |
0 |
0 |
0 |
41 |
0 |
0 |
0 |
488 |
| Long Run Macroeconomic Relations in the Global Economy |
0 |
0 |
0 |
97 |
0 |
1 |
2 |
376 |
| Long Run Macroeconomic Relations in the Global Economy |
0 |
0 |
0 |
100 |
0 |
0 |
1 |
370 |
| Long Run Macroeconomic Relations in the Global Economy |
0 |
0 |
0 |
50 |
0 |
0 |
2 |
297 |
| Long Run Macroeconomic Relations in the Global Economy |
0 |
0 |
0 |
340 |
0 |
0 |
1 |
1,052 |
| Long run macroeconomic relations in the global economy |
0 |
0 |
0 |
84 |
0 |
0 |
0 |
292 |
| Long-Run Effects in Large Heterogenous Panel Data Models with Cross-Sectionally Correlated Errors |
0 |
1 |
6 |
86 |
0 |
2 |
11 |
228 |
| Long-Run Structural Modelling |
0 |
0 |
0 |
0 |
1 |
2 |
8 |
704 |
| Long-Run Structural Modelling |
0 |
0 |
1 |
1,000 |
1 |
12 |
17 |
1,890 |
| Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis |
0 |
2 |
8 |
100 |
4 |
11 |
36 |
323 |
| Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis |
0 |
0 |
1 |
81 |
0 |
1 |
5 |
250 |
| Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis |
1 |
5 |
47 |
684 |
7 |
21 |
125 |
3,026 |
| Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis |
0 |
0 |
2 |
73 |
1 |
3 |
8 |
250 |
| Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis |
1 |
1 |
1 |
22 |
1 |
2 |
4 |
54 |
| Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis |
1 |
1 |
2 |
94 |
1 |
2 |
9 |
321 |
| Long-run effects in large heterogenous panel data models with cross-sectionally correlated errors |
0 |
1 |
4 |
217 |
1 |
3 |
9 |
454 |
| Long-term macroeconomic effects of climate change: A cross-country analysis |
1 |
1 |
2 |
87 |
1 |
1 |
3 |
182 |
| Lumpy Price Adjustments, A Microeconometric Analysis |
0 |
0 |
0 |
94 |
0 |
0 |
0 |
453 |
| Lumpy Price Adjustments: A Microeconometric Analysis |
0 |
0 |
0 |
29 |
0 |
0 |
0 |
228 |
| Lumpy Price Adjustments: A Microeconometric Analysis |
0 |
0 |
0 |
38 |
0 |
0 |
1 |
220 |
| Lumpy Price Adjustments: A Microeconometric Analysis |
0 |
0 |
0 |
40 |
1 |
2 |
2 |
191 |
| Lumpy price adjustments: a microeconometric analysis |
0 |
0 |
0 |
81 |
1 |
3 |
4 |
384 |
| Macroeconometric Modelling with a Global Perspective |
0 |
0 |
0 |
214 |
0 |
0 |
2 |
562 |
| Macroeconometric Modelling with a Global Perspective |
0 |
0 |
0 |
896 |
0 |
0 |
2 |
2,039 |
| Macroeconometric Modelling with a Global Perspective |
0 |
1 |
2 |
173 |
2 |
3 |
6 |
440 |
| Macroeconomic Dynamics and Credit Risk: A Global Perspective |
1 |
2 |
3 |
581 |
3 |
4 |
6 |
1,351 |
| Macroeconomic Dynamics and Credit Risk: A Global Perspective |
0 |
0 |
1 |
382 |
0 |
1 |
2 |
976 |
| Macroeconomic Dynamics and Credit Risk: A Global Perspective |
0 |
0 |
0 |
1,290 |
2 |
3 |
5 |
3,124 |
| Market Efficiency Today |
0 |
0 |
0 |
230 |
1 |
1 |
1 |
539 |
| Market Timing and Return Prediction under Model Instability |
0 |
0 |
4 |
508 |
0 |
0 |
4 |
1,208 |
| Market efficiency today |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
34 |
| Market timing and return prediction under model instability |
0 |
1 |
1 |
10 |
0 |
1 |
2 |
104 |
| Matching Theory and Evidence on Covid-19 Using a Stochastic Network SIR Model |
0 |
0 |
1 |
18 |
2 |
2 |
6 |
57 |
| Matching Theory and Evidence on Covid-19 using a Stochastic Network SIR Model |
0 |
0 |
0 |
50 |
0 |
0 |
3 |
124 |
| Matching Theory and Evidence on Covid-19 using a Stochastic Network SIR Model |
0 |
0 |
1 |
2 |
0 |
0 |
1 |
15 |
| Maximum Likelihood Estimation of Fixed Effects Dynamic Panel Data Models Covering Short Time Periods |
0 |
0 |
0 |
0 |
1 |
1 |
11 |
3,666 |
| Mean Group Estimation in Presence of Weakly Cross-Correlated Estimators |
0 |
0 |
0 |
43 |
0 |
1 |
2 |
49 |
| Measurement of Factor Strenght: Theory and Practice |
0 |
0 |
1 |
43 |
1 |
1 |
4 |
106 |
| Measurement of Factor Strength: Theory and Practice |
0 |
0 |
0 |
30 |
0 |
0 |
1 |
59 |
| Model Averaging and Value-at-Risk Based Evaluation of Large Multi Asset Volatility Models for Risk Management |
0 |
0 |
0 |
219 |
1 |
1 |
1 |
618 |
| Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management |
0 |
0 |
0 |
165 |
1 |
1 |
1 |
510 |
| Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management |
0 |
0 |
0 |
360 |
1 |
1 |
3 |
1,164 |
| Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management |
0 |
0 |
0 |
237 |
1 |
3 |
5 |
607 |
| Model Averaging in Risk Management with an Application to Futures Markets |
0 |
0 |
0 |
186 |
1 |
1 |
1 |
516 |
| Model Averaging in Risk Management with an Application to Futures Markets |
0 |
0 |
1 |
158 |
1 |
1 |
3 |
425 |
| Model Instability and Choice of Observation Window |
0 |
0 |
0 |
26 |
0 |
0 |
0 |
126 |
| Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model |
0 |
0 |
3 |
1,167 |
0 |
0 |
6 |
2,555 |
| Modelling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model |
0 |
0 |
4 |
651 |
1 |
2 |
21 |
1,557 |
| Modelling Regional Interdependencies using a Global Error-Correcting Macroeconometric Model |
0 |
1 |
4 |
57 |
0 |
2 |
7 |
184 |
| Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution |
0 |
0 |
0 |
124 |
0 |
0 |
0 |
284 |
| Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution |
0 |
0 |
0 |
178 |
0 |
1 |
3 |
396 |
| Modelling regional interdependencies using a global error-correcting macroeconometric model |
0 |
1 |
2 |
315 |
2 |
3 |
9 |
755 |
| Monetary Policy Transmission and the Phillips Curve in a Global Context |
0 |
0 |
4 |
174 |
0 |
0 |
7 |
440 |
| Multivariate Linear Rational Expectations Models: Characterisation of the Nature of the Solutions and Their Fully Recursive Computation |
0 |
0 |
0 |
0 |
0 |
3 |
4 |
1,055 |
| Multivariate Rational Expectations Models and Macroeconomic Modelling: A Review and Some New Results |
0 |
0 |
0 |
0 |
0 |
2 |
20 |
1,873 |
| National and Global Macroeconometric Modelling Using GVAR |
0 |
0 |
0 |
0 |
1 |
1 |
8 |
421 |
| Neglected Heterogeneity and Dynamics in Cross-country Savings Regressions |
0 |
0 |
3 |
472 |
1 |
1 |
10 |
1,636 |
| New Directions in Applied Macroeconomic Modelling |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
422 |
| Non-nested Hypothesis Testing: An Overview |
1 |
1 |
2 |
1,745 |
4 |
4 |
21 |
7,572 |
| Oil Exports and the Iranian Economy |
0 |
0 |
0 |
138 |
2 |
3 |
4 |
439 |
| Oil Exports and the Iranian Economy |
0 |
0 |
1 |
159 |
1 |
3 |
4 |
519 |
| Oil Exports and the Iranian Economy |
0 |
0 |
0 |
167 |
2 |
3 |
3 |
518 |
| Oil Exports and the Iranian Economy |
0 |
0 |
0 |
197 |
1 |
2 |
3 |
430 |
| Oil Investment in the North Sea |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
894 |
| Oil Investment in the North Sea |
0 |
0 |
0 |
0 |
2 |
2 |
3 |
29 |
| Oil Prices and the Global Economy: Is It Different This Time Around? |
0 |
0 |
0 |
56 |
0 |
0 |
0 |
92 |
| Oil Prices and the Global Economy: Is It Different This Time Around? |
0 |
0 |
0 |
18 |
0 |
0 |
1 |
58 |
| Oil Prices and the Global Economy: Is It Different This Time Around? |
0 |
0 |
0 |
76 |
0 |
0 |
1 |
127 |
| Oil Prices and the Global Economy: Is it Different this Time Around? |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
109 |
| Oil prices and the global economy: Is it different this time around? |
0 |
0 |
0 |
68 |
0 |
0 |
0 |
127 |
| Oil prices and the global economy: is it different this time around? |
0 |
0 |
0 |
98 |
0 |
0 |
1 |
172 |
| On Aggregation of Linear Dynamic Models |
0 |
0 |
0 |
275 |
0 |
0 |
2 |
1,089 |
| On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables |
0 |
0 |
0 |
104 |
1 |
1 |
1 |
252 |
| On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables |
0 |
0 |
0 |
235 |
0 |
0 |
1 |
462 |
| On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables |
0 |
0 |
0 |
67 |
1 |
2 |
2 |
214 |
| On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables |
0 |
0 |
0 |
70 |
1 |
1 |
1 |
200 |
| On Identification of Bayesian DSGE Models |
0 |
0 |
0 |
38 |
0 |
0 |
1 |
94 |
| On Identification of Bayesian DSGE Models |
0 |
0 |
0 |
93 |
0 |
0 |
0 |
181 |
| On Identification of Bayesian DSGE Models |
0 |
0 |
1 |
54 |
0 |
0 |
3 |
182 |
| On Identification of Bayesian DSGE Models |
0 |
0 |
0 |
210 |
0 |
0 |
1 |
362 |
| On Identification of Bayesian DSGE Models* |
0 |
0 |
0 |
70 |
0 |
1 |
1 |
170 |
| On The Panel Unit Root Tests Using Nonlinear Instrumental Variables |
0 |
0 |
0 |
282 |
0 |
0 |
7 |
847 |
| One Hundred Years of Oil Income and the Iranian Economy: A Curse or a Blessing? |
0 |
0 |
2 |
170 |
0 |
1 |
6 |
677 |
| One Hundred Years of Oil Income and the Iranian Economy: A Curse or a Blessing? |
0 |
0 |
0 |
5 |
1 |
1 |
2 |
50 |
| One Hundred Years of Oil Income and the Iranian Economy: A curse or a Blessing |
1 |
1 |
1 |
219 |
3 |
3 |
6 |
479 |
| Optimal Asset Allocation with Factor Models for Large Portfolios |
0 |
0 |
0 |
151 |
0 |
0 |
0 |
508 |
| Optimal Asset Allocation with Factor Models for Large Portfolios |
0 |
0 |
0 |
307 |
0 |
0 |
3 |
914 |
| Optimal Consumption Decisions under Social Interactions |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1,112 |
| Optimal Forecasts in the Presence of Structural Breaks (Updated 14 November 2011) |
0 |
0 |
0 |
147 |
0 |
0 |
0 |
187 |
| Optimality and Diversifiability of Mean Variance and Arbitrage Pricing Portfolios |
0 |
0 |
1 |
79 |
0 |
0 |
2 |
300 |
| PERSISTENCE, COINTEGRATION AND AGGREGATION: A DISAGGREGATED ANALYSIS OF OUTPUT FLUCTUATIONS IN THE U.S. ECONOMY |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
540 |
| PERSISTENCE, COINTEGRATION AND AGGREGATION: A DISAGGREGATED ANALYSIS OF OUTPUT FLUCTUATIONS IN THE US ECONOMY |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
399 |
| Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures |
0 |
0 |
0 |
166 |
1 |
1 |
2 |
666 |
| Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures |
0 |
0 |
0 |
90 |
0 |
0 |
1 |
416 |
| Panel Unit Root Tests in the Presence of a Multifactor Error Structure |
0 |
0 |
0 |
76 |
0 |
0 |
1 |
305 |
| Panel Unit Root Tests in the Presence of a Multifactor Error Structure |
0 |
0 |
0 |
80 |
0 |
0 |
3 |
320 |
| Panel Unit Root Tests in the Presence of a Multifactor Error Structure |
0 |
0 |
0 |
85 |
2 |
2 |
6 |
277 |
| Panel Unit Root Tests in the Presence of a Multifactor Error Structure |
0 |
0 |
0 |
131 |
0 |
0 |
1 |
370 |
| Panels with Nonstationary Multifactor Error Structures |
0 |
0 |
0 |
52 |
0 |
0 |
1 |
221 |
| Panels with Nonstationary Multifactor Error Structures |
0 |
0 |
0 |
78 |
0 |
0 |
1 |
309 |
| Panels with Nonstationary Multifactor Error Structures |
0 |
0 |
0 |
233 |
0 |
0 |
0 |
640 |
| Panels with Nonstationary Multifactor Error Structures |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
27 |
| Panels with nonstationary multifactor error structures |
0 |
0 |
1 |
17 |
1 |
1 |
5 |
98 |
| Planning and Macroeconomic Stabilization in Iran |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
508 |
| Planning and Macroeconomic Stabilization in Iran |
0 |
0 |
0 |
48 |
0 |
1 |
5 |
142 |
| Pooled Bewley Estimator of Long Run Relationships in Dynamic Heterogenous Panels |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
3 |
| Pooled Bewley Estimator of Long-Run Relationships in Dynamic Heterogenous Panels |
0 |
0 |
3 |
39 |
1 |
1 |
5 |
38 |
| Pooled Estimation of Long-run Relationships in Dynamic Heterogeneous Panels |
0 |
0 |
0 |
0 |
9 |
24 |
70 |
2,305 |
| Pooled Mean Group Estimation of Dynamic Heterogeneous Panels |
4 |
12 |
66 |
5,755 |
11 |
37 |
226 |
14,836 |
| Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors |
0 |
0 |
0 |
23 |
0 |
2 |
5 |
96 |
| Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors |
0 |
0 |
1 |
11 |
1 |
3 |
12 |
84 |
| Predictability of Asset Returns and the Efficient Market Hypothesis |
0 |
0 |
0 |
185 |
1 |
1 |
2 |
289 |
| Predictability of Asset Returns and the Efficient Market Hypothesis |
0 |
0 |
0 |
357 |
0 |
1 |
1 |
936 |
| Predictability of Asset Returns and the Efficient Market Hypothesis |
0 |
0 |
0 |
75 |
0 |
7 |
10 |
262 |
| Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients |
0 |
0 |
3 |
83 |
0 |
1 |
10 |
248 |
| Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients |
0 |
0 |
0 |
4 |
0 |
1 |
1 |
41 |
| RATIONAL EXPECTATIONS IN DISAGGREGATED MODELS: AN EMPIRICAL ANALYSIS OF OPEC'S BEHAVIOR |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
463 |
| Random Coefficient Panel Data Models |
0 |
0 |
0 |
1,101 |
1 |
1 |
2 |
2,630 |
| Random Coefficient Panel Data Models |
0 |
0 |
3 |
735 |
1 |
1 |
10 |
1,454 |
| Random Coefficient Panel Data Models |
0 |
0 |
2 |
1,991 |
0 |
1 |
14 |
4,520 |
| Random Coefficient Panel Data Models |
0 |
0 |
0 |
460 |
0 |
0 |
3 |
1,135 |
| Real Time Econometrics |
0 |
0 |
0 |
90 |
1 |
1 |
1 |
315 |
| Real Time Econometrics |
0 |
0 |
0 |
82 |
1 |
1 |
2 |
287 |
| Real Time Econometrics |
0 |
0 |
0 |
211 |
0 |
0 |
0 |
583 |
| Real Time Econometrics |
0 |
0 |
0 |
368 |
0 |
1 |
2 |
772 |
| Reflections on "Testing for Unit Roots in Heterogeneous Panels" |
0 |
0 |
2 |
114 |
0 |
0 |
3 |
72 |
| Reflections on “Testing for Unit Roots in Heterogeneous Panels” |
0 |
0 |
0 |
41 |
0 |
1 |
2 |
16 |
| Regional Heterogeneity and U.S. Presidential Elections |
0 |
0 |
0 |
28 |
0 |
0 |
1 |
171 |
| Regional Heterogeneity and U.S. Presidential Elections |
0 |
1 |
1 |
21 |
0 |
1 |
5 |
32 |
| Revisiting the Great Ratios Hypothesis |
0 |
0 |
0 |
6 |
0 |
0 |
2 |
9 |
| Revisiting the Great Ratios Hypothesis |
0 |
0 |
2 |
3 |
1 |
1 |
3 |
13 |
| Revisiting the Great Ratios Hypothesis |
0 |
0 |
1 |
54 |
0 |
0 |
1 |
20 |
| Revisiting the Great Ratios Hypothesis |
0 |
0 |
0 |
31 |
1 |
1 |
2 |
32 |
| Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models |
0 |
0 |
0 |
75 |
1 |
2 |
2 |
213 |
| Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models |
0 |
0 |
2 |
26 |
0 |
0 |
2 |
116 |
| Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models |
0 |
0 |
0 |
21 |
0 |
0 |
1 |
124 |
| Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Models |
0 |
0 |
0 |
81 |
0 |
1 |
1 |
185 |
| Scope for Cost Minimization in Public Debt Management: the Case of the UK |
0 |
0 |
1 |
345 |
0 |
0 |
1 |
1,995 |
| Scope for Credit Risk Diversification |
0 |
0 |
0 |
122 |
0 |
0 |
0 |
650 |
| Scope for Credit Risk Diversification |
0 |
0 |
0 |
283 |
0 |
0 |
0 |
1,027 |
| Signs of Impact Effects in Time Series Regression Models |
1 |
1 |
2 |
80 |
2 |
2 |
3 |
208 |
| Small Sample Properties of Forecasts From Autoregressive Models Under Structural Breaks |
0 |
0 |
1 |
111 |
1 |
1 |
5 |
454 |
| Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks |
0 |
0 |
0 |
178 |
3 |
3 |
5 |
550 |
| Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks |
0 |
0 |
0 |
244 |
1 |
2 |
2 |
773 |
| Social Distancing, Vaccination and Evolution of COVID-19 Transmission Rates in Europe |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
15 |
| Social Distancing, Vaccination and Evolution of COVID-19 Transmission Rates in Europe |
0 |
0 |
0 |
6 |
2 |
2 |
3 |
14 |
| Social Distancing, Vaccination and Evolution of Covid-19 Transmission Rates in Europe |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
4 |
| Solution of Multivariate Linear Rational Expectations Models and Large Sparse Linear Systems |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
1,284 |
| Spatial and Temporal Diffusion of House Prices in the UK |
0 |
0 |
1 |
154 |
2 |
2 |
4 |
402 |
| Spatial and Temporal Diffusion of House Prices in the UK |
0 |
0 |
1 |
62 |
1 |
1 |
2 |
188 |
| Spatial and Temporal Diffusion of House Prices in the UK |
0 |
0 |
0 |
51 |
1 |
1 |
2 |
257 |
| Spatial and Temporal Diffusion of House Prices in the UK |
0 |
0 |
0 |
404 |
2 |
2 |
5 |
960 |
| Stochastic Growth |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
1,170 |
| Structural Analysis of Cointegrating VARs |
0 |
0 |
0 |
0 |
1 |
3 |
14 |
1,529 |
| Structural Analysis of Vector Error Correction Models with Exogenous I(1) Variables |
0 |
0 |
0 |
0 |
1 |
1 |
13 |
1,977 |
| Structural Econometric Estimation of the Basic Reproduction Number for Covid-19 Across U.S. States and Selected Countries |
0 |
0 |
0 |
7 |
0 |
0 |
2 |
13 |
| Structural Econometric Estimation of the Basic Reproduction Number for Covid-19 Across U.S. States and Selected Countries |
0 |
0 |
1 |
5 |
0 |
0 |
2 |
10 |
| Structural Econometric Estimation of the Basic Reproduction Number for Covid-19 across U.S. States and Selected Countries |
0 |
0 |
0 |
6 |
2 |
2 |
2 |
7 |
| Structural analysis of vector error correction models with exogenous I(1) variables |
0 |
0 |
1 |
933 |
0 |
3 |
4 |
2,166 |
| Structural analysis of vector error correction models with exogenous I(1) variables |
0 |
0 |
0 |
4 |
1 |
1 |
6 |
497 |
| Supply, Demand and Monetary Policy Shocks in a Multi-Country New Keynesian Model |
0 |
0 |
1 |
341 |
0 |
0 |
2 |
1,029 |
| Supply, demand and monetary policy shocks in a multi-country New Keynesian Model |
0 |
0 |
0 |
183 |
2 |
2 |
7 |
456 |
| Survey Expectations |
0 |
1 |
2 |
535 |
1 |
3 |
9 |
1,122 |
| Survey Expectations |
0 |
0 |
0 |
77 |
0 |
0 |
1 |
314 |
| Survey Expectations |
0 |
0 |
0 |
477 |
0 |
0 |
3 |
2,063 |
| THE IRANIAN FOREIGN EXCHANGE POLICY AND THE BLACK MARKET FOR DOLLARS |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1,053 |
| THE STATISTICAL AND ECONOMIC SIGNIFICANCE OF THE PREDICTABILITY OF EXCESS RETURNS ON COMMON STOCKS |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
660 |
| THE STATISTICAL AND ECONOMIC SIGNIFICANCE OF THE PREDICTABILITY OF EXESS RETURNS ON COMMON STOCKS |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
547 |
| Testing CAPM with a Large Number of Assets |
0 |
1 |
1 |
152 |
0 |
2 |
7 |
442 |
| Testing CAPM with a Large Number of Assets |
0 |
2 |
4 |
125 |
1 |
3 |
13 |
322 |
| Testing CAPM with a Large Number of Assets (Updated 28th March 2012) |
0 |
0 |
0 |
275 |
0 |
0 |
2 |
702 |
| Testing Dependence Among Serially Correlated Multi-category Variables |
0 |
0 |
0 |
191 |
1 |
1 |
4 |
762 |
| Testing Dependence among Serially Correlated Multi-Category Variables |
0 |
0 |
0 |
74 |
1 |
2 |
2 |
311 |
| Testing Dependence among Serially Correlated Multi-category Variables |
0 |
0 |
0 |
52 |
1 |
1 |
1 |
256 |
| Testing Slope Homogeneity in Large Panels |
0 |
0 |
0 |
158 |
1 |
2 |
8 |
847 |
| Testing Slope Homogeneity in Large Panels |
1 |
1 |
3 |
311 |
4 |
5 |
14 |
1,115 |
| Testing Slope Homogeneity in Large Panels |
0 |
0 |
1 |
288 |
1 |
2 |
6 |
1,012 |
| Testing Weak Cross-Sectional Dependence in Large Panels |
0 |
0 |
0 |
154 |
0 |
1 |
8 |
511 |
| Testing Weak Cross-Sectional Dependence in Large Panels |
0 |
0 |
0 |
53 |
0 |
0 |
2 |
228 |
| Testing Weak Cross-Sectional Dependence in Large Panels |
0 |
0 |
0 |
185 |
2 |
2 |
5 |
393 |
| Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities |
0 |
0 |
0 |
25 |
1 |
1 |
2 |
78 |
| Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities |
0 |
0 |
0 |
151 |
0 |
0 |
0 |
225 |
| Testing for Unit Roots in Heterogeneous Panels |
0 |
0 |
0 |
0 |
4 |
12 |
43 |
3,076 |
| Testing for the 'Existence of a Long-run Relationship' |
0 |
0 |
0 |
0 |
15 |
53 |
217 |
5,491 |
| Tests of Policy Ineffectiveness in Macroeconometrics |
0 |
0 |
0 |
83 |
0 |
0 |
0 |
93 |
| Tests of Policy Ineffectiveness in Macroeconometrics |
0 |
0 |
0 |
82 |
0 |
0 |
1 |
183 |
| Tests of Policy Ineffectiveness in Macroeconometrics |
0 |
0 |
0 |
74 |
0 |
0 |
0 |
160 |
| Tests of Policy Interventions in DSGE Models |
0 |
0 |
1 |
70 |
0 |
0 |
5 |
109 |
| The Cost Efficiency of UK Debt Management: A Recursive Modelling Approach |
0 |
0 |
0 |
220 |
0 |
0 |
0 |
1,693 |
| The Cost Efficiency of UK Debt Management: A Recursive Modelling Approach |
0 |
0 |
0 |
95 |
0 |
0 |
0 |
623 |
| The Forecasing time series subject to multiple structure breaks |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
271 |
| The Interaction Between Theory and Observation in Economics |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
716 |
| The Natural Rate Hypothesis and its Testable Implications |
0 |
0 |
0 |
0 |
1 |
1 |
12 |
616 |
| The Role of Economic Theory in Modelling the Long Run |
0 |
0 |
0 |
0 |
1 |
2 |
10 |
2,375 |
| The Role of Factor Strength and Pricing Errors for Estimation and Inference in Asset Pricing Models |
0 |
0 |
1 |
53 |
1 |
1 |
4 |
110 |
| The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification |
0 |
0 |
0 |
81 |
0 |
0 |
0 |
339 |
| The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification |
0 |
0 |
0 |
190 |
0 |
0 |
0 |
633 |
| The Role of Pricing Errors in Linear Asset Pricing Models with Strong, Semi-Strong, and Latent Factors |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
15 |
| The Role of Pricing Errors in Linear Asset Pricing Models with Strong, Semi-strong, and Latent Factors |
0 |
0 |
0 |
42 |
0 |
0 |
2 |
55 |
| The Role of Sectoral Interactions in Wage Determination in the UK Economy |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
396 |
| The Use of Recursive Model Selection Strategies in Forecasting Stock Returns |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
723 |
| Theory and Evidence in Economics |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
335 |
| Theory and Practice of GVAR Modeling |
0 |
0 |
1 |
183 |
0 |
1 |
6 |
620 |
| Theory and Practice of GVAR Modeling |
1 |
1 |
1 |
69 |
3 |
4 |
4 |
227 |
| Theory and practice of GVAR modeling |
0 |
0 |
0 |
285 |
1 |
1 |
4 |
441 |
| To Pool or not to Pool: Revisited |
0 |
0 |
0 |
68 |
0 |
0 |
0 |
42 |
| To Pool or not to Pool: Revisited |
0 |
0 |
1 |
67 |
0 |
0 |
2 |
148 |
| Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with Interactive Effects |
0 |
0 |
0 |
41 |
0 |
0 |
3 |
145 |
| Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with interactive effects |
0 |
0 |
0 |
109 |
1 |
1 |
2 |
128 |
| Trimmed Mean Group Estimation of Average Effects in Ultra Short T Panels under Correlated Heterogeneity |
0 |
0 |
1 |
5 |
0 |
1 |
4 |
14 |
| Trimmed Mean Group Estimation of Average Treatment Effects in Ultra Short T Panels under Correlated Heterogeneity |
0 |
0 |
1 |
3 |
0 |
0 |
2 |
7 |
| Trimmed Mean Group Estimation of Average Treatment Effects in Ultra Short T Panels under Correlated Heterogeneity |
0 |
0 |
0 |
17 |
0 |
2 |
4 |
20 |
| Two-Step, Instrumental Variable and Maximum Likelihood Estimation of Multivariate Rational Expectations Models |
0 |
0 |
1 |
294 |
0 |
0 |
1 |
1,080 |
| Uncertainty and Economic Activity: A Global Perspective |
0 |
1 |
1 |
238 |
2 |
4 |
11 |
731 |
| Uncertainty and Economic Activity: A Global Perspective |
1 |
1 |
3 |
13 |
1 |
2 |
23 |
97 |
| Uncertainty and Economic Activity: A Global Perspective |
0 |
0 |
2 |
101 |
0 |
0 |
2 |
172 |
| Uncertainty and Economic Activity: A Multi-Country Perspective |
0 |
0 |
0 |
20 |
1 |
2 |
5 |
90 |
| Uncertainty and Economic Activity: A Multi-Country Perspective |
0 |
0 |
1 |
55 |
1 |
1 |
8 |
151 |
| Uncertainty and Economic Activity: A Multi-Country Perspective |
0 |
0 |
0 |
16 |
0 |
1 |
2 |
92 |
| Uncertainty and Irreversible Investment an Empirical Analysis of Development of Oil Fields in the UKCS |
0 |
0 |
0 |
3 |
2 |
3 |
4 |
15 |
| Uncertainty and Irreversible Investment: An Empirical Analysis of Development of Oilfields on the UKCS |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
475 |
| Uncertainty and economic activity: a multi-country perspective |
0 |
2 |
4 |
50 |
0 |
3 |
5 |
92 |
| Unit Roots and Cointegration in Panels |
0 |
0 |
0 |
1,339 |
2 |
4 |
9 |
2,908 |
| Unit Roots and Cointegration in Panels |
0 |
0 |
0 |
334 |
1 |
1 |
3 |
743 |
| Unit Roots and Cointegration in Panels |
0 |
0 |
1 |
1,122 |
0 |
6 |
10 |
2,139 |
| Unit roots and cointegration in panels |
0 |
0 |
1 |
233 |
0 |
2 |
9 |
679 |
| Variable Selection and Forecasting in High Dimensional Linear Regressions with Structural Breaks |
0 |
0 |
0 |
18 |
2 |
2 |
3 |
37 |
| Variable Selection and Inference for Multi-period Forecasting Problems |
0 |
0 |
0 |
62 |
0 |
0 |
0 |
211 |
| Variable Selection and Inference for Multi-period Forecasting Problems |
0 |
0 |
0 |
95 |
0 |
0 |
1 |
245 |
| Variable Selection and Inference for Multi-period Forecasting Problems |
0 |
0 |
0 |
101 |
0 |
0 |
0 |
194 |
| Variable Selection in High Dimensional Linear Regressions with Parameter Instability |
0 |
0 |
2 |
21 |
1 |
2 |
7 |
19 |
| Variable Selection in High Dimensional Linear Regressions with Parameter Instability |
0 |
0 |
0 |
13 |
1 |
2 |
3 |
18 |
| Variable Selection in High Dimensional Linear Regressions with Parameter Instability |
0 |
0 |
0 |
37 |
0 |
1 |
4 |
52 |
| Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution |
0 |
0 |
1 |
142 |
0 |
0 |
1 |
372 |
| Voluntary and Mandatory Social Distancing: Evidence on COVID-19 Exposure Rates from Chinese Provinces and Selected Countries |
0 |
0 |
0 |
45 |
0 |
0 |
0 |
76 |
| Voluntary and Mandatory Social Distancing: Evidence on COVID-19 Exposure Rates from Chinese Provinces and Selected Countries |
0 |
0 |
1 |
6 |
1 |
1 |
2 |
31 |
| Voluntary and Mandatory Social Distancing: Evidence on COVID-19 Exposure Rates from Chinese Provinces and Selected Countries |
0 |
0 |
0 |
33 |
1 |
1 |
1 |
110 |
| Voluntary and Mandatory Social Distancing: Evidence on Covid-19 Exposure Rates from Chinese Provinces and Selected Countries |
0 |
0 |
0 |
28 |
0 |
0 |
1 |
181 |
| Weak and Strong Cross Section Dependence and Estimation of Large Panels |
0 |
0 |
0 |
87 |
1 |
2 |
4 |
286 |
| Weak and Strong Cross Section Dependence and Estimation of Large Panels |
0 |
0 |
0 |
119 |
2 |
2 |
4 |
365 |
| Weak and strong cross section dependence and estimation of large panels |
0 |
0 |
1 |
81 |
1 |
2 |
6 |
300 |
| What if the UK had Joined the Euro in 1999? An Empirical Evaluation Using a Global VAR |
0 |
0 |
0 |
135 |
0 |
0 |
1 |
396 |
| What if the UK had Joined the Euro in 1999? An Empirical Evaluation using a Global VAR |
0 |
0 |
0 |
182 |
2 |
2 |
2 |
568 |
| What if the UK has Joined the Euro in 1999? An Empirical Evaluation using a Global VAR |
0 |
0 |
0 |
222 |
0 |
1 |
1 |
632 |
| Total Working Papers |
57 |
157 |
812 |
90,708 |
503 |
1,143 |
4,467 |
341,526 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| 4 The Role of Theory in Applied Econometrics |
0 |
1 |
1 |
2 |
0 |
1 |
2 |
11 |
| A Bayesian analysis of linear regression models with highly collinear regressors |
0 |
0 |
0 |
5 |
0 |
0 |
3 |
44 |
| A Critique of the Proposed Tests of the Natural Rate-Rational Expectations Hypothesis |
0 |
0 |
0 |
34 |
1 |
2 |
2 |
127 |
| A Duration Model of Irreversible Oil Investment: Theory and Empirical Evidence |
0 |
0 |
0 |
220 |
1 |
1 |
7 |
868 |
| A Generalized R[superscript]2 Criterion for Regression Models Estimated by the Instrumental Variables Method |
0 |
0 |
2 |
67 |
0 |
0 |
3 |
306 |
| A Long run structural macroeconometric model of the UK |
0 |
0 |
0 |
546 |
0 |
3 |
13 |
1,247 |
| A One Covariate at a Time, Multiple Testing Approach to Variable Selection in High‐Dimensional Linear Regression Models |
1 |
1 |
1 |
30 |
1 |
2 |
5 |
112 |
| A Recursive Modelling Approach to Predicting UK Stock Returns |
0 |
0 |
0 |
373 |
0 |
1 |
3 |
875 |
| A Simple Nonparametric Test of Predictive Performance |
0 |
0 |
0 |
0 |
2 |
4 |
26 |
2,739 |
| A Two‐Stage Approach to Spatio‐Temporal Analysis with Strong and Weak Cross‐Sectional Dependence |
0 |
1 |
2 |
29 |
1 |
2 |
9 |
112 |
| A bias-adjusted LM test of error cross-section independence |
0 |
0 |
0 |
202 |
4 |
10 |
33 |
1,002 |
| A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model |
0 |
0 |
2 |
26 |
0 |
0 |
7 |
83 |
| A floor and ceiling model of US output |
0 |
0 |
3 |
307 |
1 |
1 |
6 |
726 |
| A generalization of the non-parametric Henriksson-Merton test of market timing |
0 |
0 |
1 |
595 |
0 |
1 |
7 |
1,395 |
| A multi-country approach to forecasting output growth using PMIs |
0 |
0 |
1 |
22 |
1 |
1 |
5 |
116 |
| A multiple testing approach to the regularisation of large sample correlation matrices |
0 |
1 |
3 |
15 |
1 |
2 |
11 |
64 |
| A pair-wise approach to testing for output and growth convergence |
0 |
1 |
4 |
349 |
0 |
1 |
11 |
805 |
| A proof of the asymptotic validity of a test for perfect aggregation |
0 |
0 |
0 |
12 |
1 |
1 |
2 |
63 |
| A simple panel unit root test in the presence of cross-section dependence |
2 |
10 |
55 |
2,109 |
26 |
68 |
253 |
6,063 |
| A simulation approach to the problem of computing Cox's statistic for testing nonnested models |
0 |
0 |
0 |
95 |
0 |
0 |
0 |
258 |
| A spatio-temporal model of house prices in the USA |
0 |
1 |
15 |
305 |
4 |
7 |
47 |
977 |
| A spatiotemporal equilibrium model of migration and housing interlinkages |
0 |
0 |
1 |
2 |
0 |
0 |
4 |
12 |
| A special issue in memory of John Denis Sargan: studies in empirical macroeconometrics |
0 |
0 |
2 |
88 |
0 |
0 |
3 |
435 |
| A unified approach to estimation and orthogonality tests in linear single-equation econometric models |
0 |
0 |
0 |
39 |
0 |
0 |
1 |
144 |
| AN EMPIRICAL GROWTH MODEL FOR MAJOR OIL EXPORTERS |
1 |
1 |
2 |
52 |
1 |
1 |
7 |
237 |
| Aggregation in large dynamic panels |
0 |
0 |
0 |
66 |
0 |
0 |
2 |
255 |
| Aggregation of linear dynamic models: an application to life-cycle consumption models under habit formation |
0 |
0 |
1 |
52 |
0 |
2 |
5 |
273 |
| An Alternative Econometric Approach to the Permanent Income Hypothesis: An International Comparison: A Comment |
0 |
0 |
1 |
39 |
0 |
1 |
3 |
204 |
| An Analysis of the Determination of Deutsche Mark/French Franc Exchange Rate in a Discrete-Time Target-Zone Model |
0 |
0 |
0 |
42 |
0 |
0 |
0 |
351 |
| An Econometric Analysis of Exploration and Extraction of Oil in the U.K. Continental Shelf |
0 |
2 |
2 |
211 |
0 |
2 |
2 |
684 |
| An augmented Anderson–Hsiao estimator for dynamic short-T panels† |
0 |
3 |
11 |
17 |
0 |
3 |
16 |
32 |
| Analysis of Exchange-Rate Target Zones Using a Limited-Dependent Rational-Expectations Model with Jumps |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
304 |
| Announcement |
0 |
0 |
0 |
49 |
0 |
0 |
3 |
135 |
| Arbitrage pricing theory, the stochastic discount factor and estimation of risk premia from portfolios |
1 |
1 |
1 |
1 |
1 |
1 |
4 |
5 |
| BEYOND THE DSGE STRAITJACKET-super-1 |
0 |
0 |
0 |
39 |
0 |
0 |
0 |
100 |
| Bounds testing approaches to the analysis of level relationships |
7 |
35 |
229 |
6,554 |
26 |
93 |
551 |
14,339 |
| China's Emergence in the World Economy and Business Cycles in Latin America |
2 |
2 |
4 |
220 |
3 |
5 |
18 |
761 |
| Choice between Disaggregate and Aggregate Specifications Estimated by Instrumental Variables Methods |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
460 |
| Climate change and economic activity: evidence from US states |
2 |
2 |
5 |
5 |
2 |
4 |
7 |
7 |
| Cointegration and speed of convergence to equilibrium |
0 |
1 |
13 |
713 |
0 |
4 |
50 |
1,476 |
| Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors |
3 |
11 |
49 |
758 |
19 |
44 |
172 |
2,081 |
| Common correlated effects estimation of heterogeneous dynamic panel quantile regression models |
0 |
0 |
2 |
25 |
1 |
2 |
9 |
71 |
| Comparison of Local Power of Alternative Tests of Non-Nested Regression Models |
0 |
0 |
0 |
39 |
0 |
1 |
1 |
280 |
| Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash |
0 |
0 |
0 |
46 |
1 |
1 |
3 |
220 |
| Consistency of short-term and long-term expectations |
0 |
0 |
0 |
19 |
1 |
2 |
2 |
70 |
| Constructing Multi-Country Rational Expectations Models |
0 |
1 |
1 |
31 |
0 |
2 |
3 |
121 |
| Correction to: Exponent of Cross-sectional Dependence for Residuals |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
6 |
| Costly Adjustment under Rational Expectations: A Generalization |
0 |
0 |
0 |
30 |
0 |
0 |
2 |
245 |
| Counterfactual analysis in macroeconometrics: An empirical investigation into the effects of quantitative easing |
1 |
2 |
6 |
120 |
5 |
8 |
26 |
390 |
| Country-specific oil supply shocks and the global economy: A counterfactual analysis |
1 |
1 |
2 |
66 |
1 |
3 |
8 |
194 |
| Cross-sectional aggregation of non-linear models |
0 |
0 |
0 |
133 |
0 |
0 |
2 |
346 |
| Cross‐Sectional Dependence in Panel Data Models: A Special Issue |
1 |
1 |
5 |
82 |
2 |
3 |
8 |
169 |
| DISTINGUISHED AUTHORS |
0 |
0 |
0 |
31 |
0 |
0 |
0 |
93 |
| Decision Making in the Presence of Heterogeneous Information and Social Interactions |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
289 |
| Detection of units with pervasive effects in large panel data models |
0 |
0 |
0 |
3 |
0 |
0 |
2 |
25 |
| Diagnostic Tests of Cross‐section Independence for Limited Dependent Variable Panel Data Models |
0 |
0 |
1 |
38 |
0 |
0 |
2 |
144 |
| Diagnostics for IV Regressions |
0 |
0 |
2 |
11 |
0 |
0 |
11 |
40 |
| Double-Question Survey Measures for the Analysis of Financial Bubbles and Crashes |
0 |
0 |
0 |
2 |
0 |
1 |
1 |
13 |
| ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION |
0 |
0 |
3 |
418 |
2 |
2 |
6 |
876 |
| Econometric Analysis of Aggregation in the Context of Linear Prediction Models |
0 |
0 |
0 |
147 |
0 |
0 |
0 |
839 |
| Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit |
0 |
0 |
1 |
69 |
3 |
5 |
11 |
187 |
| Econometric analysis of production networks with dominant units |
1 |
1 |
2 |
5 |
2 |
4 |
10 |
54 |
| Econometric analysis of structural systems with permanent and transitory shocks |
1 |
2 |
7 |
206 |
1 |
3 |
16 |
456 |
| Econometric issues in the analysis of contagion |
0 |
1 |
2 |
250 |
0 |
2 |
5 |
569 |
| Editorial statement |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
6 |
| Empirical Econometric Modelling of Food Consumption Using a New Informational Complexity Approach: Comments |
0 |
0 |
0 |
35 |
0 |
0 |
1 |
137 |
| Estimating limited-dependent rational expectations models with an application to exchange rate determination in a target zone |
0 |
0 |
1 |
36 |
0 |
0 |
2 |
165 |
| Estimating long-run relationships from dynamic heterogeneous panels |
6 |
15 |
86 |
3,683 |
19 |
51 |
245 |
6,934 |
| Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure |
4 |
10 |
26 |
883 |
11 |
21 |
72 |
2,255 |
| Estimation and inference for spatial models with heterogeneous coefficients: An application to US house prices |
1 |
3 |
13 |
51 |
1 |
6 |
33 |
142 |
| Estimation and inference in spatial models with dominant units |
0 |
0 |
0 |
8 |
0 |
1 |
5 |
29 |
| 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 |
1 |
114 |
| Estimation of time-invariant effects in static panel data models |
2 |
5 |
16 |
43 |
4 |
14 |
45 |
156 |
| Evaluation of macroeconometric models |
0 |
0 |
1 |
102 |
0 |
0 |
1 |
190 |
| 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 |
0 |
48 |
0 |
0 |
0 |
127 |
| Exploring the international linkages of the euro area: a global VAR analysis |
0 |
0 |
3 |
964 |
0 |
6 |
19 |
2,301 |
| Exponent of Cross-sectional Dependence for Residuals |
0 |
0 |
1 |
10 |
0 |
0 |
4 |
45 |
| Exponent of Cross‐Sectional Dependence: Estimation and Inference |
0 |
0 |
0 |
30 |
1 |
1 |
4 |
144 |
| Exponential class of dynamic binary choice panel data models with fixed effects |
0 |
0 |
0 |
4 |
1 |
1 |
2 |
45 |
| Firm heterogeneity and credit risk diversification |
0 |
0 |
0 |
58 |
0 |
0 |
0 |
222 |
| Forecast Combination Across Estimation Windows |
0 |
0 |
0 |
79 |
0 |
0 |
2 |
233 |
| Forecast Combination Across Estimation Windows |
0 |
1 |
2 |
20 |
0 |
1 |
6 |
92 |
| Forecast Uncertainties in Macroeconomic Modeling: An Application to the U.K. Economy |
0 |
0 |
2 |
39 |
1 |
1 |
4 |
156 |
| Forecasting Time Series Subject to Multiple Structural Breaks |
0 |
0 |
3 |
326 |
0 |
0 |
8 |
925 |
| Forecasting economic and financial variables with global VARs |
1 |
4 |
10 |
206 |
1 |
8 |
31 |
577 |
| Forecasting the Swiss economy using VECX models: An exercise in forecast combination across models and observation windows |
0 |
0 |
0 |
10 |
1 |
1 |
1 |
45 |
| Forecasting the Swiss economy using VECX models: An exercise in forecast combination across models and observation windows |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
5 |
| Forecasting ultimate resource recovery |
0 |
0 |
0 |
59 |
0 |
0 |
0 |
196 |
| Formation of Inflation Expectations in British Manufacturing Industries |
0 |
0 |
0 |
61 |
0 |
0 |
0 |
210 |
| General diagnostic tests for cross-sectional dependence in panels |
6 |
18 |
80 |
231 |
29 |
88 |
364 |
1,019 |
| Generalized impulse response analysis in linear multivariate models |
7 |
16 |
99 |
3,192 |
21 |
55 |
283 |
7,485 |
| Global and Partial Non-Nested Hypotheses and Asymptotic Local Power |
0 |
0 |
0 |
21 |
1 |
1 |
2 |
62 |
| Growth Empirics: A Panel Data Approach—A Comment |
0 |
0 |
1 |
421 |
1 |
1 |
7 |
1,062 |
| Growth and Convergence in Multi-country Empirical Stochastic Solow Model |
0 |
1 |
4 |
726 |
0 |
3 |
12 |
1,845 |
| Half‐panel jackknife fixed‐effects estimation of linear panels with weakly exogenous regressors |
1 |
3 |
4 |
13 |
3 |
5 |
12 |
58 |
| Heterogeneity and cross section dependence in panel data models: theory and applications introduction |
2 |
4 |
11 |
534 |
3 |
7 |
27 |
1,296 |
| How costly is it to ignore breaks when forecasting the direction of a time series? |
0 |
0 |
0 |
97 |
1 |
1 |
4 |
323 |
| Identification and estimation of categorical random coefficient models |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
8 |
| Identification of New Keynesian Phillips Curves from a Global Perspective |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
15 |
| Identification of New Keynesian Phillips Curves from a Global Perspective |
0 |
0 |
0 |
109 |
0 |
0 |
0 |
324 |
| Identification of rational expectations models |
0 |
0 |
1 |
103 |
1 |
2 |
5 |
205 |
| Identifying the effects of sanctions on the Iranian economy using newspaper coverage |
4 |
12 |
21 |
37 |
11 |
28 |
119 |
247 |
| Impulse response analysis in nonlinear multivariate models |
1 |
6 |
90 |
3,092 |
7 |
26 |
215 |
6,316 |
| In memory of Clive Granger: an advisory board member of the journal |
0 |
0 |
0 |
27 |
0 |
0 |
0 |
86 |
| Infinite-dimensional VARs and factor models |
0 |
1 |
5 |
141 |
1 |
2 |
8 |
412 |
| Inflation, Capital Gains and U.K. Personal Savings: 1953-1981 |
0 |
0 |
0 |
90 |
0 |
0 |
0 |
275 |
| Introducing a replication section |
0 |
1 |
2 |
64 |
0 |
1 |
5 |
265 |
| Is There a Debt-Threshold Effect on Output Growth? |
0 |
3 |
23 |
278 |
3 |
9 |
68 |
815 |
| Journal of Applied Econometrics Conference Sponsorship Grants |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
421 |
| Journal of Applied Econometrics Dissertation Prize |
0 |
0 |
0 |
138 |
0 |
1 |
1 |
469 |
| Journal of Applied Econometrics Dissertation Prize |
0 |
0 |
0 |
63 |
1 |
1 |
1 |
283 |
| Journal of Applied Econometrics distinguished authors |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
69 |
| Journal of Applied Econometrics distinguished authors |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
288 |
| Journal of applied econometrics distinguished authors |
0 |
0 |
1 |
50 |
0 |
0 |
4 |
222 |
| Journal of applied econometrics distinguished authors |
0 |
0 |
0 |
0 |
2 |
2 |
4 |
18 |
| Journal of applied econometrics scholars programme |
0 |
0 |
0 |
32 |
0 |
0 |
0 |
154 |
| LONG-RUN STRUCTURAL MODELLING |
0 |
1 |
4 |
266 |
0 |
1 |
10 |
769 |
| Large panels with common factors and spatial correlation |
1 |
6 |
19 |
264 |
3 |
11 |
44 |
764 |
| Learning, Structural Instability, and Present Value Calculations |
0 |
0 |
1 |
52 |
0 |
1 |
2 |
280 |
| Life and Work of John Richard Nicholas Stone 1913-1991 |
0 |
0 |
0 |
22 |
0 |
0 |
2 |
300 |
| Life-cycle consumption under social interactions |
0 |
0 |
0 |
62 |
1 |
2 |
2 |
227 |
| Limited-dependent rational expectations models with future expectations |
0 |
0 |
0 |
34 |
1 |
1 |
2 |
161 |
| Limited-dependent rational expectations models with stochastic thresholds |
0 |
0 |
0 |
36 |
1 |
1 |
2 |
157 |
| Long Run Macroeconomic Relations in the Global Economy |
0 |
0 |
0 |
192 |
1 |
1 |
1 |
579 |
| Long-term macroeconomic effects of climate change: A cross-country analysis |
3 |
10 |
38 |
124 |
11 |
35 |
146 |
350 |
| Lumpy Price Adjustments: A Microeconometric Analysis |
0 |
0 |
0 |
53 |
1 |
2 |
2 |
239 |
| Lumpy Price Adjustments: A Microeconometric Analysis |
0 |
1 |
1 |
10 |
0 |
1 |
2 |
114 |
| MACROECONOMETRIC MODELLING WITH A GLOBAL PERSPECTIVE* |
0 |
0 |
2 |
169 |
0 |
0 |
5 |
483 |
| Macroeconomic Dynamics and Credit Risk: A Global Perspective |
0 |
1 |
5 |
471 |
4 |
7 |
32 |
1,198 |
| March 2008 Announcement: Journal of Applied Econometrics Distinguished Authors |
0 |
0 |
0 |
20 |
1 |
1 |
1 |
123 |
| Market timing and return prediction under model instability |
0 |
2 |
10 |
297 |
0 |
8 |
21 |
745 |
| Matching theory and evidence on Covid‐19 using a stochastic network SIR model |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
13 |
| Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods |
2 |
5 |
29 |
1,142 |
8 |
14 |
61 |
2,574 |
| Mean group estimation in presence of weakly cross-correlated estimators |
0 |
0 |
1 |
9 |
1 |
1 |
5 |
46 |
| Measurement of factor strength: Theory and practice |
0 |
0 |
1 |
4 |
0 |
0 |
4 |
30 |
| Model averaging in risk management with an application to futures markets |
1 |
1 |
2 |
76 |
1 |
1 |
3 |
251 |
| Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model |
0 |
2 |
7 |
694 |
3 |
8 |
22 |
1,348 |
| Multivariate Linear Rational Expectations Models |
0 |
0 |
3 |
65 |
0 |
0 |
6 |
179 |
| Nonlinear Dynamics and Econometrics: An Introduction |
0 |
0 |
2 |
98 |
0 |
0 |
4 |
287 |
| Oil Export and the Economy of Iran (in Persian) |
0 |
0 |
2 |
12 |
0 |
0 |
3 |
43 |
| Oil exports and the Iranian economy |
0 |
2 |
6 |
82 |
0 |
5 |
14 |
273 |
| Oil investment in the North Sea |
0 |
0 |
0 |
93 |
0 |
0 |
0 |
325 |
| Oil prices and the global economy: Is it different this time around? |
0 |
1 |
3 |
167 |
0 |
3 |
16 |
354 |
| On Identification of Bayesian DSGE Models |
0 |
0 |
0 |
98 |
0 |
0 |
1 |
252 |
| On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Comments |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
153 |
| On the General Problem of Model Selection |
1 |
1 |
5 |
157 |
2 |
2 |
8 |
356 |
| On the Policy Ineffectiveness Proposition and a Keynesian Alternative: A Rejoinder |
0 |
0 |
0 |
85 |
0 |
0 |
2 |
354 |
| On the comprehensive method of testing non-nested regression models |
0 |
0 |
0 |
15 |
0 |
0 |
1 |
69 |
| On the interpretation of panel unit root tests |
0 |
0 |
0 |
123 |
1 |
4 |
8 |
344 |
| Optimal forecasts in the presence of structural breaks |
0 |
0 |
3 |
96 |
1 |
1 |
12 |
286 |
| Pairwise Tests of Purchasing Power Parity |
0 |
1 |
2 |
148 |
0 |
1 |
7 |
364 |
| Panel unit root tests in the presence of a multifactor error structure |
0 |
1 |
4 |
350 |
2 |
6 |
26 |
981 |
| Panels with non-stationary multifactor error structures |
1 |
1 |
10 |
266 |
2 |
5 |
29 |
726 |
| Persistence of Shocks and Their |
0 |
1 |
1 |
42 |
0 |
2 |
2 |
198 |
| Persistence profiles and business cycle fluctuations in a disaggregated model of U.K. output growth |
0 |
0 |
0 |
118 |
0 |
0 |
3 |
335 |
| Persistence, cointegration, and aggregation: A disaggregated analysis of output fluctuations in the U.S. economy |
0 |
1 |
1 |
107 |
0 |
1 |
5 |
259 |
| Pitfalls of testing non-nested hypotheses by the lagrange multiplier method |
0 |
0 |
0 |
26 |
0 |
0 |
1 |
141 |
| Pitfalls of testing non-nested hypotheses by the lagrange multiplier method |
0 |
0 |
0 |
16 |
0 |
0 |
1 |
98 |
| Predictability of Stock Returns: Robustness and Economic Significance |
2 |
4 |
18 |
1,071 |
2 |
4 |
35 |
2,033 |
| REAL-TIME ECONOMETRICS |
0 |
0 |
0 |
61 |
0 |
0 |
0 |
180 |
| Regional heterogeneity and U.S. presidential elections: Real-time 2020 forecasts and evaluation |
0 |
2 |
4 |
7 |
0 |
6 |
20 |
31 |
| Rejoinder |
0 |
0 |
0 |
14 |
0 |
1 |
1 |
73 |
| Rejoinder to comments on forecasting economic and financial variables with global VARs |
0 |
0 |
0 |
38 |
0 |
1 |
4 |
120 |
| Reprint of: Testing for unit roots in heterogeneous panels |
1 |
2 |
3 |
5 |
2 |
5 |
7 |
15 |
| Revisiting the Great Ratios Hypothesis |
0 |
0 |
2 |
5 |
0 |
1 |
11 |
19 |
| Rising Public Debt to GDP Can Harm Economic Growth |
0 |
1 |
6 |
118 |
2 |
5 |
20 |
376 |
| Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity |
0 |
1 |
2 |
70 |
1 |
3 |
9 |
201 |
| Selection of estimation window in the presence of breaks |
0 |
3 |
22 |
554 |
1 |
7 |
42 |
1,140 |
| Short T dynamic panel data models with individual, time and interactive effects |
0 |
1 |
3 |
5 |
1 |
2 |
8 |
15 |
| Signs of impact effects in time series regression models |
0 |
0 |
0 |
57 |
1 |
2 |
3 |
162 |
| Small sample properties of forecasts from autoregressive models under structural breaks |
0 |
0 |
2 |
136 |
0 |
2 |
18 |
480 |
| Social Distancing, Vaccination and Evolution of COVID-19 Transmission Rates in Europe |
0 |
0 |
0 |
0 |
1 |
5 |
6 |
14 |
| Solution of Nonlinear Rational Expectations Models with Applications to Finite-Horizon Life-Cycle Models of Consumption |
0 |
0 |
0 |
68 |
0 |
3 |
3 |
332 |
| Solution of finite-horizon multivariate linear rational expectations models and sparse linear systems |
0 |
1 |
1 |
59 |
0 |
2 |
5 |
184 |
| Stochastic Growth Models and Their Econometric Implications |
0 |
0 |
3 |
343 |
2 |
2 |
9 |
1,072 |
| Structural Analysis of Cointegrating VARs |
0 |
1 |
3 |
452 |
1 |
5 |
12 |
882 |
| Structural analysis of vector error correction models with exogenous I(1) variables |
1 |
5 |
20 |
754 |
3 |
9 |
54 |
1,671 |
| THEORY AND PRACTICE OF GVAR MODELLING |
2 |
2 |
4 |
95 |
2 |
4 |
17 |
324 |
| Testing Dependence Among Serially Correlated Multicategory Variables |
0 |
0 |
3 |
113 |
0 |
1 |
6 |
290 |
| Testing Non-Nested Nonlinear Regression Models |
0 |
0 |
0 |
179 |
0 |
0 |
1 |
528 |
| Testing Weak Cross-Sectional Dependence in Large Panels |
7 |
16 |
46 |
172 |
26 |
65 |
205 |
625 |
| Testing for Aggregation Bias in Linear Models |
0 |
0 |
3 |
142 |
0 |
0 |
4 |
454 |
| Testing for Structural Stability and Predictive Failure: A Review |
0 |
0 |
0 |
0 |
2 |
2 |
4 |
368 |
| Testing for unit roots in heterogeneous panels |
4 |
14 |
65 |
4,612 |
14 |
58 |
315 |
12,905 |
| Testing slope homogeneity in large panels |
5 |
10 |
37 |
727 |
12 |
32 |
140 |
1,947 |
| Tests of Policy Interventions in DSGE Models |
0 |
0 |
0 |
5 |
0 |
1 |
1 |
42 |
| Tests of non-nested linear regression models subject to linear restrictions |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
102 |
| Tests of non-nested regression models: Small sample adjustments and Monte Carlo evidence |
0 |
0 |
0 |
117 |
0 |
0 |
1 |
416 |
| The Cost Effectiveness of the UK's Sovereign Debt Portfolio |
0 |
0 |
0 |
34 |
0 |
0 |
0 |
191 |
| The Demand for Food in the United States and the Netherlands: A Systems Approach with the CBS Model: Comments |
0 |
0 |
0 |
30 |
0 |
1 |
1 |
184 |
| The Determinants of United Kingdom Import Prices-A Note |
0 |
0 |
0 |
21 |
0 |
0 |
1 |
150 |
| The J-test as a Hausman specification test |
0 |
0 |
0 |
77 |
0 |
0 |
1 |
250 |
| The Richard Stone Prize in Applied Econometrics |
0 |
0 |
0 |
39 |
0 |
0 |
1 |
143 |
| The Richard Stone Prize in Applied Econometrics |
0 |
0 |
0 |
40 |
1 |
1 |
3 |
251 |
| The Richard Stone Prize in Applied Econometrics |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
60 |
| The Role of Economic Theory in Modelling the Long Run |
0 |
1 |
9 |
609 |
2 |
5 |
29 |
1,513 |
| The Role of Sectoral Interactions in Wage Determination in the UK Economy |
0 |
0 |
0 |
120 |
0 |
0 |
1 |
399 |
| The Small Sample Problem of Truncation Remainders in the Estimation of Distributed Lag Models with Autocorrelated Errors |
0 |
0 |
1 |
36 |
0 |
0 |
2 |
216 |
| The role of theory in econometrics |
0 |
0 |
5 |
254 |
0 |
1 |
9 |
636 |
| The spatial and temporal diffusion of house prices in the UK |
0 |
0 |
6 |
227 |
1 |
4 |
21 |
704 |
| To Pool or Not to Pool: Revisited |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
38 |
| Uncertainty and Economic Activity: A Multicountry Perspective |
0 |
0 |
1 |
6 |
3 |
6 |
10 |
30 |
| Variable selection, estimation and inference for multi-period forecasting problems |
0 |
1 |
2 |
116 |
0 |
1 |
3 |
336 |
| Weak and strong cross‐section dependence and estimation of large panels |
1 |
1 |
2 |
126 |
3 |
5 |
12 |
408 |
| Weak and strong cross‐section dependence and estimation of large panels |
0 |
0 |
0 |
21 |
1 |
2 |
13 |
249 |
| What if the UK or Sweden had joined the euro in 1999? An empirical evaluation using a Global VAR |
0 |
0 |
1 |
190 |
0 |
1 |
2 |
539 |
| Total Journal Articles |
91 |
290 |
1,387 |
50,403 |
373 |
1,040 |
4,662 |
135,904 |
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