| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Another Look at the Null of Stationary RealExchange Rates. Panel Data with Structural Breaks and Cross-section Dependence |
0 |
0 |
0 |
112 |
0 |
10 |
17 |
385 |
| Análisis de la sostenibilidad del sector exterior en la OCDE con técnicas de multicointegración |
0 |
0 |
0 |
10 |
2 |
5 |
6 |
28 |
| Breaking the panels. An application to the GDP per capita |
0 |
0 |
3 |
447 |
3 |
6 |
15 |
1,286 |
| Cointegration in Panel Data with Breaks and Cross-Section Dependence |
0 |
0 |
0 |
282 |
1 |
7 |
16 |
694 |
| Cointegration in Panel Data with Breaks and Cross-section Dependence |
0 |
0 |
1 |
208 |
4 |
8 |
19 |
404 |
| Cointegration in panel data with breaks and cross-section dependence |
0 |
1 |
3 |
431 |
1 |
63 |
75 |
1,247 |
| Deconstructing Shocks and Persistence in OECD Real Exchange Rates |
0 |
0 |
0 |
51 |
0 |
9 |
13 |
238 |
| Detecting multiple level shifts in bounded time series |
0 |
0 |
0 |
9 |
3 |
6 |
9 |
25 |
| Detecting multiple level shifts in bounded time series |
0 |
0 |
0 |
33 |
2 |
6 |
9 |
34 |
| Evidence on the Purchasing Power Parity in Panel of Cities |
0 |
0 |
0 |
182 |
4 |
12 |
13 |
650 |
| External Imbalances in a Monetary Union. Does the Lawson Doctrine Apply to Europe? |
0 |
0 |
0 |
5 |
0 |
3 |
5 |
54 |
| External imbalances from a GVAR perspective |
0 |
0 |
0 |
24 |
2 |
8 |
10 |
63 |
| External imbalances in a monetary union. Does the Lawson doctrine apply to Europe? |
0 |
1 |
1 |
106 |
1 |
12 |
16 |
314 |
| External imbalances in a monetary union. Does the Lawson doctrine apply to Europe? |
0 |
0 |
0 |
70 |
1 |
10 |
15 |
273 |
| GLS based unit root tests for bounded processes |
0 |
0 |
0 |
48 |
1 |
6 |
9 |
96 |
| GLS based unit root tests for bounded processes |
0 |
0 |
0 |
29 |
0 |
2 |
5 |
109 |
| GLS-based unit root tests with multiple structural breaks both under the null and the alternative hypotheses |
0 |
0 |
0 |
141 |
3 |
8 |
16 |
562 |
| Generalized Extreme Value Approximation to the CUMSUMQ Test for Constant Unconditional Variance in Heavy-Tailed Time Series |
0 |
0 |
1 |
21 |
4 |
5 |
7 |
23 |
| Generalized Extreme Value Approximation to the CUMSUMQ Test for Constant Unconditional Variance in Heavy-Tailed Time Series |
0 |
0 |
2 |
4 |
2 |
7 |
13 |
21 |
| Global imbalances and the Intertemporal External Budget Constraint: A multicointegration approach |
1 |
1 |
1 |
120 |
3 |
12 |
14 |
309 |
| Level shifts in a panel data based unit root test. An application to the rate of unemployment |
0 |
0 |
0 |
248 |
0 |
3 |
7 |
722 |
| Measuring Persistence of U.S. City Prices: New Evidence from Robust Tests |
0 |
0 |
0 |
67 |
1 |
7 |
9 |
189 |
| Multicointegration, polynomial cointegration and I(2) cointegration with structural breaks. An application to the sustainability of the US external deficit |
0 |
0 |
0 |
93 |
0 |
5 |
10 |
249 |
| New evidence of the real interest rate parity for OECD countries using panel unit root tests with breaks |
0 |
0 |
0 |
176 |
0 |
9 |
11 |
610 |
| New evidence of the real interest rate parity for OECD countries using panel unit root tests with breaks |
0 |
0 |
0 |
224 |
3 |
8 |
10 |
728 |
| Panel Data Stochastic Convergence Analysis of the Mexican Regions |
0 |
0 |
0 |
176 |
1 |
7 |
10 |
478 |
| Price level convergence, purchasing power parity and multiple structural breaks: An application to US cities |
0 |
0 |
0 |
136 |
0 |
5 |
8 |
438 |
| Structural changes, common stochastic trends and unit roots in panel data |
0 |
0 |
1 |
537 |
1 |
9 |
17 |
1,090 |
| Testing Panel Cointegration with Unobservable Dynamic Common Factors |
0 |
0 |
0 |
102 |
2 |
5 |
12 |
256 |
| Testing for Changes in the Unconditional Variance of Financial Time Series |
0 |
0 |
0 |
686 |
2 |
12 |
21 |
2,320 |
| Testing for Panel Cointegration Using Common Correlated Effects |
0 |
0 |
0 |
319 |
0 |
1 |
6 |
629 |
| Testing for Panel Cointegration using Common Correlated Effects Estimators |
0 |
0 |
2 |
104 |
3 |
8 |
13 |
159 |
| Testing for hysteresis in unemployment in OECD countries. New evidence using stationarity panel tests with breaks |
0 |
0 |
0 |
249 |
4 |
11 |
12 |
635 |
| Testing for hysteresis in unemployment in OECD countries. New evidence using stationarity panel tests with breaks† |
0 |
0 |
0 |
202 |
2 |
7 |
8 |
603 |
| Testing for multicointegration in panel data with common factors |
0 |
0 |
1 |
136 |
2 |
9 |
11 |
378 |
| Testing for multiple level shifts in I(0) and I(1) stochastic processes |
0 |
1 |
2 |
69 |
1 |
6 |
9 |
52 |
| Testing the Null of Cointegration with Structural Breaks |
0 |
1 |
2 |
697 |
0 |
6 |
13 |
1,600 |
| The KPSS Test with Two Structural Breaks |
0 |
0 |
1 |
257 |
0 |
6 |
13 |
757 |
| The relationship between debt level and fiscal sustainability in OECD countries |
0 |
0 |
1 |
52 |
0 |
3 |
7 |
119 |
| The relationship between debt level and fiscal sustainability in OECD countries |
0 |
0 |
0 |
54 |
0 |
1 |
7 |
123 |
| The relationship between debt level and fiscal sustainability in OECD countries |
0 |
0 |
0 |
14 |
4 |
8 |
9 |
90 |
| The relationship between debt level and fiscal sustainability in OECD countries |
0 |
0 |
0 |
34 |
4 |
9 |
12 |
71 |
| Unbiased estimation of autoregressive models for bounded stochastic processes |
0 |
0 |
0 |
17 |
1 |
5 |
7 |
52 |
| Unemployment dynamics and NAIRU estimates for CEECs: A univariate approach |
0 |
0 |
1 |
195 |
2 |
6 |
13 |
549 |
| “Unbiased estimation of autoregressive models forbounded stochastic processes |
0 |
0 |
0 |
10 |
1 |
3 |
5 |
36 |
| Total Working Papers |
1 |
5 |
23 |
7,187 |
71 |
364 |
562 |
19,748 |
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