| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| : A Risk Management Approach to Optimal Asset Allocation |
1 |
7 |
33 |
809 |
8 |
19 |
89 |
1,793 |
| A Risk Management Approach to Optimal Asset Allocation |
6 |
14 |
43 |
232 |
13 |
27 |
113 |
654 |
| An Asset Market Integration Test Based on Observable Macroeconomic Stochastic Discount Factors |
4 |
7 |
22 |
181 |
8 |
25 |
92 |
736 |
| An Empirical Investigation into the Causes of the Failure of the Monetary Model of the Exchange Rate |
1 |
2 |
5 |
98 |
1 |
2 |
11 |
648 |
| Asset Pricing with Observable Stochastic Discount Factors |
35 |
70 |
289 |
1,306 |
181 |
333 |
1,114 |
4,234 |
| Business Cycle Variability, Stock Market Variability, Asymmetries and the Risk Premium |
3 |
3 |
18 |
120 |
12 |
23 |
107 |
425 |
| Currency Substitution and Vehicle Currencies: Tests of Alternative Hypotheses for the Dollar, DM and Yen |
1 |
1 |
6 |
48 |
3 |
5 |
23 |
202 |
| Debt and Deficit Ceilings, and Sustainability of Fiscal Policies: An Intertemporal Analysis |
0 |
2 |
16 |
264 |
1 |
4 |
49 |
721 |
| Debt and deficit ceilings, and sustainability of fiscal policies: an intertemporal analysis |
3 |
8 |
44 |
343 |
7 |
16 |
91 |
757 |
| Dynamic Specification, the Long Run and the Estimation of Transformed Regression Models |
1 |
7 |
24 |
142 |
1 |
12 |
51 |
429 |
| EXCHANGE RATE DETERMINATION WITH BANK FINANCED INVESTMENT |
0 |
0 |
0 |
0 |
1 |
1 |
6 |
242 |
| Exchange Rate Determination with Bank-Financed Investment |
0 |
0 |
1 |
21 |
1 |
6 |
18 |
144 |
| Forecasting Inflation from the Term Structure |
0 |
0 |
0 |
0 |
1 |
2 |
11 |
331 |
| Global Asset Allocation with Time-varying Risk |
1 |
4 |
20 |
286 |
6 |
18 |
58 |
755 |
| How much nominal rigidity is there in the US economy? Testing a New Keynesian DSGE Model using indirect inference |
2 |
3 |
23 |
23 |
7 |
10 |
51 |
51 |
| Inflation prediction from the term structure: the Fisher equation in a multivariate SDF framework |
0 |
2 |
13 |
92 |
2 |
10 |
82 |
441 |
| International CAPM: Why Has it Failed? |
20 |
46 |
168 |
658 |
49 |
128 |
557 |
1,968 |
| Is the Euro Sustainable? |
0 |
3 |
26 |
99 |
2 |
8 |
80 |
191 |
| Is the Euro Sustainable? |
1 |
3 |
20 |
94 |
1 |
6 |
57 |
169 |
| Macroeconmic Sources of FOREX Risk |
5 |
9 |
50 |
722 |
11 |
42 |
201 |
2,628 |
| Macroeconomic Influences on Optimal Asset Allocation |
2 |
14 |
44 |
322 |
8 |
28 |
103 |
645 |
| Macroeconomic Shocks and the Domestic CAPM: Evidence from the UK Stock Market |
0 |
0 |
0 |
0 |
4 |
7 |
21 |
214 |
| Macroeconomic Sources of Equity Risk |
0 |
2 |
39 |
494 |
9 |
32 |
184 |
1,623 |
| Macroeconomic Sources of FOREX Risk |
6 |
12 |
52 |
339 |
12 |
33 |
161 |
1,021 |
| Macroeconomic Sources of Risk in the Term Structure |
3 |
5 |
12 |
82 |
3 |
8 |
31 |
174 |
| Macroeconomic Sources of Risk in the Term Structure |
2 |
4 |
9 |
94 |
5 |
11 |
28 |
192 |
| Measuring Fiscal Sustainability |
26 |
56 |
221 |
922 |
52 |
119 |
541 |
2,109 |
| Measuring Fiscal Sustainability |
2 |
5 |
16 |
55 |
4 |
8 |
33 |
126 |
| Measuring the Fiscal Stance |
8 |
23 |
89 |
180 |
24 |
90 |
291 |
548 |
| Measuring the Real and Nominal Macroeconomic Shocks and their International Transmission under Different Monetary Systems |
0 |
0 |
0 |
0 |
0 |
2 |
8 |
105 |
| Microeconomic Sources of Equity Risk |
0 |
0 |
5 |
108 |
2 |
9 |
45 |
364 |
| National Insolvency: A Test of the US Intertemporal Budget Constraint |
1 |
3 |
12 |
76 |
3 |
8 |
57 |
336 |
| Non-Parametric Estimates of the Foreign Exchange and Equity Risk Premia and Tests of Market Efficiency |
0 |
0 |
2 |
34 |
0 |
1 |
6 |
126 |
| Optimal International Asset Allocation and Home Bias |
3 |
11 |
48 |
647 |
9 |
31 |
115 |
1,700 |
| Optimal Monetary Policy using a VAR |
3 |
12 |
40 |
40 |
6 |
19 |
56 |
56 |
| Rational Expectations and Exchange Rate Dynamics |
3 |
9 |
69 |
665 |
5 |
13 |
127 |
2,422 |
| Reconciling the Evidence on the Alternative Versions of the Rational Expectations Hypothesis of the Term Structure |
0 |
0 |
0 |
0 |
0 |
1 |
12 |
142 |
| THE ASYMMETRIC EFFECT OF THE BUSINESS CYCLE ON THE RELATION BETWEEN STOCK MARKET RETURNS AND THEIR VOLATILITY |
0 |
1 |
12 |
148 |
4 |
8 |
29 |
375 |
| Testing a DSGE Model of the EU Using Indirect Inference |
0 |
1 |
13 |
13 |
0 |
1 |
8 |
8 |
| Testing a DSGE model of the EU using indirect inference |
2 |
2 |
19 |
41 |
3 |
5 |
38 |
87 |
| Testing a DSGE model of the EU using indirect inference |
4 |
9 |
25 |
45 |
9 |
18 |
63 |
68 |
| The Asymmetric Effect of the Business Cycle on the Equity Premium (This is an extensively revised version of earlier paper No. 06/04) |
2 |
4 |
29 |
86 |
6 |
17 |
70 |
214 |
| The Asymmetric Effect of the Business Cycle on the Realtion between Stock Market Returns and their Volatility |
2 |
3 |
12 |
134 |
5 |
14 |
53 |
402 |
| The Equity Premium and the Business Cycle: the Role of Demand and Supply Shocks |
5 |
10 |
34 |
34 |
7 |
18 |
61 |
61 |
| The Estimation of Linear Models with Future Rational Expectations by Efficient and Instrumental Variable Methods |
2 |
4 |
10 |
42 |
3 |
7 |
18 |
143 |
| The New Consensus in Monetary Policy: Is the NKM fit for the purpose of inflation targeting? |
4 |
12 |
55 |
192 |
9 |
28 |
120 |
460 |
| The Persistence in Volatility of the US Term Premium 1970-1986 |
0 |
0 |
0 |
0 |
2 |
2 |
12 |
212 |
| The Rational Expectations Hypothesis of the Term Structure: reconciling the evidence |
0 |
0 |
0 |
0 |
0 |
1 |
14 |
230 |
| The asymmetric effect of the business cycle on the relation between stock market returns and their volatility |
1 |
2 |
9 |
49 |
2 |
7 |
25 |
134 |
| Two Orthogonal Continents: Testing a Two-country DSGE Model of the US and EU Using Indirect Inference |
4 |
4 |
22 |
22 |
9 |
19 |
65 |
65 |
| Vehicle Currencies, Bank Debt and the Asset Market Approach to Exchange Rate Determination: The US Dollar, 1980-1985 |
0 |
0 |
2 |
48 |
0 |
2 |
16 |
383 |
| What was the Market's View of UK Monetary Policy? Estimating Inflation Risk and Expected Inflation with Indexed Bonds |
3 |
4 |
12 |
188 |
5 |
10 |
45 |
567 |
| What was the market's view of U.K. monetary policy? Estimating inflation risk and expected inflation with indexed bonds |
1 |
1 |
6 |
212 |
6 |
8 |
29 |
799 |
| Total Working Papers |
173 |
404 |
1,739 |
10,850 |
532 |
1,282 |
5,346 |
33,630 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Comparative Study of Modelling the Demand for Food in the United States and the Netherlands: Comments |
0 |
0 |
0 |
4 |
0 |
0 |
4 |
65 |
| A Note on the Use of Proxy Variables |
1 |
5 |
37 |
250 |
10 |
33 |
149 |
894 |
| A Re-examination of the Rational Expectations Hypothesis of the Term Structure: Reconciling the Evidence from Long-Run and Short-Run Tests |
0 |
1 |
4 |
60 |
0 |
1 |
9 |
192 |
| A Survey of Some Recent Econometric Methods |
0 |
3 |
20 |
82 |
0 |
6 |
36 |
151 |
| A simple derivation of the limited information maximum likelihood estimator |
0 |
0 |
15 |
40 |
1 |
1 |
29 |
72 |
| An Econometric Model of Labour Turnover in U.K. Manufacturing Industries, 1956-73 |
0 |
1 |
3 |
19 |
0 |
1 |
9 |
78 |
| An Empirical Investigation into the Causes of Failure of the Monetary Model of the Exchange Rate |
1 |
2 |
11 |
36 |
2 |
3 |
20 |
111 |
| Asset Pricing with Observable Stochastic Discount Factors |
3 |
3 |
20 |
100 |
4 |
8 |
47 |
274 |
| Debt and Deficit Ceilings, and Sustainability of Fiscal Policies: An Intertemporal Analysis |
4 |
5 |
18 |
99 |
5 |
6 |
27 |
215 |
| Dynamic Specification, the Long-run and the Estimation of Transformed |
0 |
0 |
0 |
0 |
1 |
2 |
11 |
81 |
| Econometric tests of rationality and market efficiency |
1 |
2 |
9 |
13 |
2 |
4 |
21 |
36 |
| Estimating shocks and impulse response functions |
22 |
52 |
209 |
1,681 |
38 |
84 |
401 |
3,852 |
| Estimation of the Vintage Cobb-Douglas Production Function for the United States 1900-1960 |
2 |
3 |
16 |
92 |
5 |
7 |
34 |
226 |
| Explaining the Failures of the Term Spread Models of the Rational Expectations Hypothesis of the Term Structure |
0 |
0 |
0 |
0 |
2 |
4 |
34 |
472 |
| Extracting inflation expectations from the term structure: the Fisher equation in a multivariate SDF framework |
1 |
4 |
18 |
86 |
2 |
8 |
50 |
235 |
| Forecasting inflation from the term structure |
2 |
2 |
6 |
57 |
3 |
3 |
12 |
115 |
| Interpreting cointegrating vectors and common stochastic trends |
0 |
3 |
16 |
100 |
2 |
7 |
36 |
191 |
| Intertemporal consumer behaviour under structural changes in income |
0 |
0 |
0 |
4 |
0 |
1 |
3 |
15 |
| Is the Gilt-Equity Yield Ratio Useful for Predicting UK Stock Returns? |
1 |
3 |
35 |
194 |
4 |
8 |
97 |
639 |
| Macroeconomic Sources of Risk in the Term Structure |
2 |
2 |
14 |
31 |
4 |
4 |
35 |
88 |
| Macroeconomic influences on optimal asset allocation |
1 |
2 |
17 |
85 |
1 |
8 |
38 |
162 |
| Measuring Convergence of the EC Economies |
0 |
0 |
0 |
0 |
8 |
32 |
103 |
559 |
| Measuring Economic Convergence |
0 |
3 |
16 |
221 |
2 |
8 |
27 |
430 |
| Measuring Real and Nominal Macroeconomic Shocks and Their International Transmission under Different Monetary Systems |
0 |
0 |
0 |
1 |
0 |
2 |
16 |
70 |
| OPTIMAL INTERNATIONAL ASSET ALLOCATION WITH TIME-VARYING RISK |
1 |
3 |
17 |
53 |
1 |
5 |
33 |
111 |
| Productivity, Factor Transfers and Economic Growth in the UK |
0 |
0 |
0 |
12 |
1 |
1 |
11 |
99 |
| Real Business Cycle Analysis: A Needed Revolution in Macroeconometrics |
0 |
0 |
6 |
32 |
1 |
3 |
14 |
61 |
| Stochastic Life Cycle Theory with Varying Interest Rates and Prices |
0 |
0 |
1 |
20 |
2 |
3 |
9 |
73 |
| Testing Linear and Log-Linear Regressions for Functional Form |
0 |
2 |
29 |
111 |
6 |
16 |
86 |
354 |
| The Consistency and Efficiency of Generalized Least Squares in Simultaneous Equation Systems with Autocorrelated Errors |
1 |
1 |
7 |
31 |
1 |
3 |
24 |
119 |
| The Demand for Food in the United States and the Netherlands: A Systems Approach with the CBS Model: Comments |
0 |
0 |
4 |
12 |
0 |
0 |
6 |
51 |
| The Econometrics of Agricultural Supply: An Application to the World Coffee Market |
1 |
2 |
21 |
101 |
1 |
5 |
43 |
206 |
| The Efficient Estimation of Econometric Models with Rational Expectations |
0 |
1 |
8 |
43 |
0 |
1 |
15 |
104 |
| The Limits to Rational Expectations by M. Hashem Pesaran Basil Blackwell, 1987 |
1 |
4 |
9 |
9 |
2 |
8 |
16 |
16 |
| The persistence in volatility of the US term premium 1970-1986 |
2 |
3 |
5 |
14 |
2 |
3 |
6 |
26 |
| The sustainability of current account deficits: A test of the US intertemporal budget constraint |
7 |
9 |
34 |
186 |
11 |
24 |
104 |
411 |
| Towards a Theory of the Labour Market |
0 |
0 |
0 |
4 |
0 |
0 |
2 |
25 |
| Total Journal Articles |
54 |
121 |
625 |
3,883 |
124 |
313 |
1,617 |
10,879 |
LogEc is hosted by the
Swedish Business School at Örebro University.