| Working Paper |
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Abstract Views |
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3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A MULTIPLE BREAK PANEL APPROACH TO ESTIMATING UNITED STATES PHILLIPS CURVES |
0 |
0 |
0 |
42 |
0 |
0 |
1 |
161 |
| A MULTIPLE BREAK PANEL APPROACH TO ESTIMATING UNITED STATES PHILLIPS CURVES |
0 |
0 |
1 |
77 |
0 |
0 |
3 |
281 |
| A Markup Model for Forecasting Inflation for the Euro |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
27 |
| A Markup Model for Forecasting Inflation in the Euro AreaI |
0 |
0 |
0 |
141 |
0 |
0 |
1 |
264 |
| A Multiple Break Panel Approach to Estimating United States Phillips Curves |
0 |
0 |
2 |
42 |
0 |
0 |
5 |
166 |
| A Multiple Break Panel Approach to Estimating United States Phillips Curves |
0 |
0 |
0 |
8 |
1 |
1 |
2 |
36 |
| A New Look at the Feldstein-Horioka Puzzle using an Integrated Panel |
0 |
0 |
0 |
170 |
0 |
0 |
1 |
475 |
| A Re-interpretation of the Linear-Quadratic Model When Inventories and Sales are Polynomially Cointegrated |
0 |
0 |
0 |
169 |
0 |
1 |
2 |
1,249 |
| An I(2) Analysis of Inflation and the Markup |
0 |
0 |
1 |
16 |
1 |
2 |
3 |
81 |
| An I(2) Analysis of Inflation and the Markup |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
143 |
| An Overview of the Factor-augmented Error-Correction Model |
1 |
4 |
8 |
206 |
1 |
10 |
25 |
231 |
| Are There Any Reliable Leading Indicators for U.S. Inflation and GDP Growth? |
0 |
0 |
1 |
575 |
0 |
2 |
5 |
2,410 |
| Are There Any Reliable Leading Indicators for US Inflation and GDP Growth? |
0 |
0 |
0 |
304 |
1 |
2 |
4 |
999 |
| Cointegration in Panel Data with Breaks and Cross-Section Dependence |
0 |
0 |
0 |
282 |
0 |
1 |
2 |
680 |
| Cointegration in Panel Data with Breaks and Cross-section Dependence |
1 |
1 |
3 |
208 |
3 |
3 |
10 |
389 |
| Cointegration in panel data with breaks and cross-section dependence |
0 |
0 |
3 |
429 |
0 |
3 |
16 |
1,179 |
| Competition, the Lisbon Strategy and the Euro |
0 |
0 |
0 |
127 |
0 |
0 |
0 |
390 |
| Dynamic Specification And Testing For Unit Roots And Co-integration |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
117 |
| ECM tests for cointegration in a single equation framework |
1 |
2 |
10 |
27 |
3 |
5 |
29 |
131 |
| ESTIMATING EULER EQUATIONS WITH INTEGRATED SERIES |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
77 |
| Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
161 |
| Factor Forecasts for the UK |
0 |
0 |
0 |
191 |
0 |
0 |
0 |
530 |
| Factor Forecasts for the UK |
0 |
0 |
0 |
161 |
0 |
0 |
0 |
497 |
| Factor forecasts for the UK |
0 |
0 |
1 |
176 |
0 |
0 |
3 |
586 |
| Factor-augmented Error Correction Models |
1 |
1 |
2 |
200 |
1 |
1 |
4 |
520 |
| Factor-augmented Error Correction Models |
0 |
0 |
1 |
175 |
0 |
0 |
1 |
353 |
| Factor-augmented Error Correction Models |
0 |
0 |
4 |
362 |
1 |
3 |
12 |
924 |
| Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change |
0 |
0 |
1 |
127 |
0 |
1 |
4 |
687 |
| Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change |
0 |
0 |
1 |
219 |
0 |
0 |
2 |
636 |
| Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change |
0 |
0 |
1 |
141 |
0 |
0 |
5 |
554 |
| Forecasting Macroeconomic Variables for the Acceding Countries |
0 |
0 |
1 |
120 |
0 |
0 |
2 |
578 |
| Forecasting macroeconomic variables for the new member states of the European Union |
0 |
0 |
0 |
192 |
0 |
0 |
4 |
706 |
| Forecasting with Factor-augmented Error Correction Models |
0 |
1 |
2 |
61 |
0 |
2 |
3 |
230 |
| How do anticipated changes to short-term market rates influence banks' retail interest rates? Evidence from the four major euro area economies |
0 |
1 |
3 |
146 |
0 |
2 |
10 |
365 |
| Industry Structure and the Dynamics of Price Adjstment |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
50 |
| Industry Structure and the Dynamics of Price Adjustment |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
223 |
| Inflation Measures of the Markup |
0 |
0 |
0 |
180 |
0 |
0 |
1 |
469 |
| Inflation and Measures of the Markup |
0 |
0 |
0 |
13 |
1 |
1 |
3 |
68 |
| Interest rate Pass-Through in the Major European Economies - The Role of Expectations |
0 |
0 |
1 |
55 |
0 |
0 |
4 |
228 |
| Interest rate pass-through in the major European economies - the role of expectations |
0 |
0 |
2 |
142 |
0 |
0 |
6 |
347 |
| Leading Indicators for Euro Area Inflation and GDP Growth |
0 |
0 |
1 |
343 |
0 |
1 |
4 |
1,057 |
| Leading Indicators for Euro-area Inflation and GDP Growth |
0 |
2 |
3 |
670 |
1 |
4 |
11 |
1,849 |
| Measuring Long-Run Exchange Rate Pass-Through |
0 |
0 |
0 |
193 |
0 |
0 |
2 |
559 |
| Measuring Long-Run Exchange Rate Pass-Through |
0 |
0 |
0 |
32 |
1 |
1 |
2 |
253 |
| Micro-Finance and Credit Access in the Agricultural Sector of Nicaragua |
0 |
0 |
1 |
96 |
0 |
1 |
3 |
210 |
| Modelling Thirty Five Years of Coffee Prices in Brazil, Guatemala and India and the Law of One Price |
0 |
1 |
1 |
105 |
0 |
1 |
2 |
286 |
| Moral Hazard and Limited Liability in the Market for Loans: Credit Restriction Versus Credit Rationing |
0 |
0 |
0 |
273 |
0 |
0 |
3 |
927 |
| On the Power of Cointegration Tests: Dimension Invariance vs. Common Factors |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
325 |
| Panel Estimation for Worriers |
0 |
0 |
1 |
236 |
2 |
3 |
17 |
597 |
| Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence |
0 |
0 |
1 |
396 |
0 |
0 |
1 |
919 |
| Simultanenous Versus Sequential Move Structures in Principal-Agent Models |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
66 |
| Some Cautions on the Use of Panel Methods for Integrated Series of Macro-Economic Data |
0 |
0 |
1 |
438 |
1 |
3 |
5 |
1,059 |
| Some Cautions on the Use of Panel Methods for Integrated Series of Macro-economic Data |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
478 |
| Structural FECM: Cointegration in large-scale structural FAVAR models |
0 |
0 |
0 |
90 |
0 |
0 |
1 |
187 |
| Structural Factor Analysis of Interest Rate Pass Through In Four Large Euro Area Economies |
0 |
1 |
1 |
69 |
1 |
3 |
4 |
94 |
| Structural Factor Analysis of Interest Rate Pass Through in Four Large Euro Area Economies |
0 |
0 |
1 |
32 |
0 |
0 |
3 |
86 |
| Testing for PPP: Should We Use Panel Methods? |
0 |
0 |
0 |
471 |
0 |
0 |
1 |
1,587 |
| Testing for PPP: Should We Use Panel Methods? |
0 |
0 |
0 |
309 |
0 |
0 |
0 |
615 |
| Testing for Panel Cointegration Using Common Correlated Effects |
0 |
0 |
2 |
319 |
0 |
0 |
5 |
625 |
| Testing for Panel Cointegration using Common Correlated Effects Estimators |
0 |
0 |
2 |
103 |
0 |
0 |
5 |
148 |
| The Econometric Analysis of Economic Policy |
0 |
0 |
0 |
1 |
0 |
1 |
4 |
413 |
| The Long-Run Phillips Curve and Non-Stationary Inflation |
0 |
0 |
0 |
389 |
0 |
0 |
0 |
2,244 |
| The Long-Run Relationship among Relative Price Variability, Inflation and the Markup |
0 |
0 |
1 |
252 |
0 |
0 |
1 |
658 |
| The Markup and the Business Cycle Reconsidered |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
231 |
| The Relationship Between the Markup and Inflation in the G7 Plus One Economies |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
112 |
| The Relationship Between the Markup and Inflation in the G7 Plus One Economies |
0 |
0 |
0 |
153 |
0 |
0 |
0 |
311 |
| The Relationship between the Markup and Inflation in the G7 Economies and Australia |
0 |
0 |
1 |
25 |
0 |
0 |
2 |
89 |
| The Relationship between the Markup and Inflation in the G7 plus One Economies |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
202 |
| The Response of Retail Interest Rates to Factor Forecasts of Money Market Rates in Major European Economies |
0 |
0 |
1 |
68 |
0 |
0 |
1 |
167 |
| The changing role of expectations in US monetary policy: A new look using the Livingston Survey |
0 |
0 |
1 |
109 |
0 |
0 |
1 |
226 |
| The effect of PROCAMPO on farms’ technical efficiency: A Stochastic Frontier Analysis |
0 |
0 |
0 |
41 |
0 |
0 |
2 |
105 |
| The effects of climate change on crop and livestock choices |
0 |
1 |
2 |
52 |
0 |
2 |
5 |
117 |
| Total Working Papers |
4 |
15 |
70 |
10,788 |
21 |
66 |
273 |
35,000 |
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