| 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 |
1 |
1 |
1 |
369 |
| Análisis de la sostenibilidad del sector exterior en la OCDE con técnicas de multicointegración |
0 |
0 |
0 |
10 |
0 |
0 |
2 |
22 |
| Breaking the panels. An application to the GDP per capita |
0 |
0 |
3 |
444 |
2 |
2 |
11 |
1,273 |
| Cointegration in Panel Data with Breaks and Cross-Section Dependence |
0 |
0 |
0 |
282 |
1 |
1 |
1 |
679 |
| Cointegration in Panel Data with Breaks and Cross-section Dependence |
0 |
0 |
2 |
207 |
1 |
2 |
7 |
386 |
| Cointegration in panel data with breaks and cross-section dependence |
1 |
2 |
3 |
429 |
3 |
5 |
19 |
1,176 |
| Deconstructing Shocks and Persistence in OECD Real Exchange Rates |
0 |
0 |
0 |
51 |
0 |
0 |
0 |
225 |
| Detecting multiple level shifts in bounded time series |
0 |
0 |
1 |
9 |
0 |
1 |
4 |
17 |
| Detecting multiple level shifts in bounded time series |
0 |
0 |
2 |
33 |
0 |
0 |
8 |
25 |
| Evidence on the Purchasing Power Parity in Panel of Cities |
0 |
0 |
0 |
182 |
0 |
0 |
3 |
637 |
| External Imbalances in a Monetary Union. Does the Lawson Doctrine Apply to Europe? |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
49 |
| External imbalances from a GVAR perspective |
0 |
0 |
0 |
24 |
0 |
1 |
5 |
53 |
| External imbalances in a monetary union. Does the Lawson doctrine apply to Europe? |
0 |
0 |
0 |
105 |
0 |
0 |
0 |
298 |
| External imbalances in a monetary union. Does the Lawson doctrine apply to Europe? |
0 |
0 |
0 |
70 |
0 |
2 |
4 |
260 |
| GLS based unit root tests for bounded processes |
0 |
0 |
1 |
48 |
0 |
1 |
5 |
87 |
| GLS based unit root tests for bounded processes |
0 |
0 |
0 |
29 |
0 |
0 |
3 |
104 |
| GLS-based unit root tests with multiple structural breaks both under the null and the alternative hypotheses |
0 |
0 |
0 |
141 |
1 |
2 |
5 |
547 |
| Generalized Extreme Value Approximation to the CUMSUMQ Test for Constant Unconditional Variance in Heavy-Tailed Time Series |
1 |
1 |
1 |
21 |
2 |
2 |
4 |
18 |
| Global imbalances and the Intertemporal External Budget Constraint: A multicointegration approach |
0 |
0 |
0 |
119 |
0 |
1 |
1 |
295 |
| Level shifts in a panel data based unit root test. An application to the rate of unemployment |
0 |
0 |
0 |
248 |
0 |
1 |
1 |
715 |
| Measuring Persistence of U.S. City Prices: New Evidence from Robust Tests |
0 |
0 |
0 |
67 |
2 |
3 |
3 |
182 |
| Multicointegration, polynomial cointegration and I(2) cointegration with structural breaks. An application to the sustainability of the US external deficit |
0 |
0 |
1 |
93 |
0 |
0 |
1 |
239 |
| New evidence of the real interest rate parity for OECD countries using panel unit root tests with breaks |
0 |
0 |
0 |
176 |
0 |
1 |
1 |
599 |
| New evidence of the real interest rate parity for OECD countries using panel unit root tests with breaks |
0 |
0 |
0 |
224 |
0 |
0 |
1 |
718 |
| Panel Data Stochastic Convergence Analysis of the Mexican Regions |
0 |
0 |
1 |
176 |
0 |
0 |
1 |
468 |
| Price level convergence, purchasing power parity and multiple structural breaks: An application to US cities |
0 |
0 |
1 |
136 |
0 |
0 |
2 |
430 |
| Structural changes, common stochastic trends and unit roots in panel data |
0 |
0 |
1 |
536 |
1 |
2 |
5 |
1,075 |
| Testing Panel Cointegration with Unobservable Dynamic Common Factors |
0 |
0 |
1 |
102 |
1 |
1 |
4 |
245 |
| Testing for Changes in the Unconditional Variance of Financial Time Series |
0 |
0 |
0 |
686 |
0 |
0 |
15 |
2,299 |
| Testing for Panel Cointegration Using Common Correlated Effects |
0 |
0 |
3 |
319 |
0 |
2 |
6 |
625 |
| Testing for Panel Cointegration using Common Correlated Effects Estimators |
1 |
1 |
2 |
103 |
1 |
3 |
6 |
148 |
| Testing for hysteresis in unemployment in OECD countries. New evidence using stationarity panel tests with breaks |
0 |
0 |
0 |
249 |
0 |
1 |
2 |
623 |
| Testing for hysteresis in unemployment in OECD countries. New evidence using stationarity panel tests with breaks† |
0 |
0 |
1 |
202 |
0 |
0 |
3 |
595 |
| Testing for multicointegration in panel data with common factors |
0 |
0 |
1 |
135 |
0 |
0 |
2 |
367 |
| Testing for multiple level shifts in I(0) and I(1) stochastic processes |
0 |
0 |
2 |
67 |
0 |
0 |
2 |
43 |
| Testing the Null of Cointegration with Structural Breaks |
0 |
1 |
3 |
695 |
0 |
5 |
9 |
1,590 |
| The KPSS Test with Two Structural Breaks |
0 |
0 |
0 |
256 |
1 |
2 |
7 |
745 |
| The relationship between debt level and fiscal sustainability in OECD countries |
0 |
0 |
1 |
34 |
0 |
0 |
4 |
59 |
| The relationship between debt level and fiscal sustainability in OECD countries |
0 |
0 |
0 |
14 |
0 |
1 |
1 |
81 |
| The relationship between debt level and fiscal sustainability in OECD countries |
0 |
0 |
0 |
51 |
0 |
1 |
2 |
112 |
| The relationship between debt level and fiscal sustainability in OECD countries |
0 |
0 |
0 |
54 |
0 |
2 |
2 |
117 |
| Unbiased estimation of autoregressive models for bounded stochastic processes |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
45 |
| Unemployment dynamics and NAIRU estimates for CEECs: A univariate approach |
1 |
2 |
2 |
195 |
1 |
2 |
2 |
537 |
| “Unbiased estimation of autoregressive models forbounded stochastic processes |
0 |
0 |
1 |
10 |
1 |
2 |
3 |
33 |
| Total Working Papers |
4 |
7 |
34 |
7,166 |
19 |
50 |
170 |
19,210 |
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