Working Paper |
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Abstract Views |
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12 months |
Total |
Last month |
3 months |
12 months |
Total |
A Model for Trade Frequency in the Presence of Announcements |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
200 |
BEVERRIDGE NELSON DECOMPOSITION WITH MARKOV SWITCHING |
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0 |
0 |
95 |
2 |
2 |
2 |
256 |
Beveridge-Nelson Decomposition with Markov Switching |
0 |
0 |
0 |
143 |
0 |
0 |
1 |
457 |
Beveridge-Nelson Decomposition with Markov Switching |
0 |
0 |
0 |
91 |
0 |
0 |
0 |
322 |
CONSTRUCTING HISTORICAL EURO AREA DATA |
0 |
0 |
0 |
112 |
1 |
2 |
2 |
433 |
Capturing the Shape of Business Cycles with Nonlinear Autoregressive Leading Indicator Models |
0 |
0 |
1 |
196 |
0 |
0 |
1 |
534 |
Choosing Lag Lengths in Nonlinear Dynamic Models |
0 |
0 |
2 |
369 |
0 |
0 |
3 |
541 |
Common non-linearities in multiple series of stock market volatility |
0 |
0 |
0 |
118 |
0 |
0 |
1 |
206 |
Constructing Historical Euro Area Data |
0 |
0 |
0 |
125 |
0 |
0 |
0 |
514 |
Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps |
0 |
0 |
0 |
105 |
0 |
0 |
2 |
286 |
Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps |
0 |
0 |
0 |
97 |
0 |
1 |
1 |
354 |
Do Policy-Related Shocks Affect Real Exchange Rates of Asian Developing Countries? |
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0 |
0 |
37 |
2 |
2 |
2 |
108 |
Does Beta React to Market Conditions? Estimates of Bull and Bear Betas using a Nonlinear Market Model with an Endogenous Threshold Parameter |
0 |
0 |
0 |
662 |
0 |
0 |
0 |
2,112 |
Does Climate Sensitivity Differ Across Regions? |
1 |
2 |
4 |
16 |
2 |
5 |
11 |
33 |
Does International Trade Synchronize Business Cycles? |
0 |
0 |
0 |
277 |
0 |
0 |
2 |
901 |
Estimating the Effect of an EU-ETS Type Scheme in Australia Using a Synthetic Treatment Approach |
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1 |
2 |
19 |
0 |
2 |
5 |
34 |
Financial Integration and the Construction of Historical Financial Data for the Euro Area |
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0 |
0 |
62 |
1 |
1 |
2 |
194 |
Forecasting Under Strucural Break Uncertainty |
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0 |
0 |
99 |
0 |
0 |
1 |
214 |
Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? |
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0 |
0 |
170 |
0 |
0 |
1 |
405 |
How do Shocks to Domestic Factors Affect Real Exchange Rates of Asian Developing Countries |
0 |
0 |
0 |
96 |
1 |
1 |
1 |
181 |
Market Architecture and Nonlinear Dynamics of Australian Stock and Future Indices |
0 |
0 |
0 |
179 |
0 |
0 |
0 |
783 |
Nonlinear Autoregresssive Leading Indicator Models of Output in G-7 Countries |
0 |
0 |
0 |
326 |
0 |
0 |
0 |
855 |
Nonlinear Correlograms and Partial Autocorrelograms |
0 |
0 |
1 |
148 |
0 |
0 |
1 |
545 |
Nonlinear autoregressive leading indicator models of output in G-7 countries |
0 |
0 |
1 |
79 |
2 |
3 |
12 |
205 |
Predicting the Probability of a Recession with Nonlinear Autoregressive Leading Indicator Models |
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0 |
0 |
358 |
1 |
2 |
3 |
998 |
Random Walk Smooth Transition Autoregressive Models |
0 |
0 |
0 |
295 |
0 |
0 |
0 |
898 |
Reported Earnings and Analyst Forecasts as Competing Sources of Information: A New Approach |
0 |
0 |
0 |
95 |
1 |
1 |
3 |
359 |
Robust Bayesian exponentially tilted empirical likelihood method |
0 |
1 |
1 |
36 |
1 |
3 |
4 |
78 |
Sectoral Employment Dynamics in Australia |
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0 |
0 |
15 |
1 |
1 |
1 |
74 |
Sectoral employment dynamics in Australia |
0 |
0 |
0 |
27 |
0 |
0 |
1 |
81 |
Single Source of Error State Space Approach to the Beveridge Nelson Decomposition |
0 |
0 |
0 |
91 |
0 |
1 |
1 |
422 |
Single Source of Error State Space Approach to the Beveridge Nelson Decomposition |
0 |
0 |
0 |
150 |
2 |
2 |
2 |
558 |
Single source of error state space approach to the Beveridge Nelson decomposition |
0 |
0 |
0 |
33 |
1 |
1 |
1 |
88 |
TREASURY BI;; YIELD CURVES AND COINTEGRATION |
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0 |
0 |
1 |
0 |
0 |
4 |
1,377 |
Testing for co-jumps in high-frequency financial data: an approach based on first-high-low-last prices |
0 |
0 |
2 |
86 |
0 |
1 |
5 |
300 |
The Decline in Income Growth Volatility in the United States: Evidence from Regional Data |
0 |
0 |
0 |
78 |
1 |
1 |
1 |
462 |
The Effects of Productivity Gains in Asian Emerging Economies: A Global Perspective |
0 |
0 |
0 |
49 |
1 |
1 |
4 |
93 |
VARs, Cointegration and Common Cycle Restrictions |
0 |
0 |
2 |
247 |
0 |
0 |
4 |
380 |
Total Working Papers |
1 |
4 |
16 |
5,182 |
21 |
34 |
86 |
16,841 |