| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A New Approach to Modeling the Effects of Temperature Fluctuations on Monthly Electricity Demand |
0 |
0 |
1 |
39 |
0 |
0 |
3 |
120 |
| A Trajectories-Based Approach to Measuring Intergenerational Mobility |
1 |
1 |
6 |
18 |
1 |
2 |
14 |
22 |
| A Trajectories-Based Approach to Measuring Intergenerational Mobility |
0 |
0 |
4 |
29 |
0 |
2 |
11 |
27 |
| Accounting for Individual-Specific Heterogeneity in Intergenerational Income Mobility |
0 |
2 |
3 |
3 |
0 |
2 |
9 |
9 |
| Accounting for Individual-Specific Heterogeneity in Intergenerational Income Mobility |
0 |
2 |
14 |
14 |
0 |
2 |
9 |
9 |
| Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency |
0 |
0 |
1 |
260 |
0 |
0 |
3 |
733 |
| Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency |
0 |
0 |
0 |
14 |
0 |
0 |
2 |
118 |
| Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency |
0 |
0 |
1 |
518 |
0 |
0 |
4 |
1,822 |
| Bootstrapping Cointegrating Regressions |
0 |
0 |
0 |
43 |
0 |
0 |
0 |
150 |
| Bootstrapping Unit Root Tests with Covariates |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
46 |
| Bootstrapping Unit Root Tests with Covariates |
0 |
0 |
0 |
27 |
0 |
0 |
0 |
102 |
| Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption |
1 |
3 |
23 |
23 |
2 |
5 |
24 |
24 |
| Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption |
0 |
0 |
12 |
12 |
0 |
0 |
14 |
14 |
| Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption |
0 |
1 |
5 |
5 |
0 |
1 |
12 |
12 |
| Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption |
0 |
1 |
3 |
3 |
0 |
2 |
8 |
8 |
| Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand |
0 |
0 |
0 |
40 |
0 |
0 |
0 |
125 |
| Electricity Demand Analysis Using Cointegration and Error-Correction Models with Time Varying Parameters: The Mexican Case |
0 |
0 |
4 |
191 |
1 |
1 |
8 |
462 |
| Endogeneity in Nonlinear Regressions with Integrated Time Series |
0 |
0 |
0 |
4 |
0 |
0 |
2 |
599 |
| Evaluating Consumption CAPM under Heterogeneous Preferences |
1 |
1 |
2 |
24 |
2 |
3 |
8 |
99 |
| Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate |
0 |
0 |
1 |
60 |
0 |
1 |
6 |
201 |
| Extracting a Common Stochastic Trend: Theories with Some Applications |
0 |
0 |
0 |
52 |
0 |
0 |
0 |
177 |
| Extracting a Common Stochastic Trend:Theories with Some Applications |
0 |
0 |
0 |
238 |
0 |
0 |
0 |
672 |
| Forecasting Regional Long-Run Energy Demand: A Functional Coefficient Panel Approach |
0 |
0 |
1 |
42 |
0 |
0 |
1 |
29 |
| Nonlinear Econometric Models with Cointegrated and Deterministically Trending Regressors |
0 |
0 |
1 |
257 |
0 |
0 |
2 |
805 |
| Nonlinear IV Panel Unit Root Tests |
0 |
0 |
0 |
21 |
0 |
0 |
1 |
82 |
| Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency |
0 |
0 |
0 |
26 |
0 |
0 |
0 |
143 |
| Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency |
0 |
0 |
0 |
266 |
0 |
0 |
0 |
691 |
| Nonlinear Instrumental Variable Estimation of an Autoregression |
0 |
0 |
1 |
167 |
0 |
0 |
3 |
746 |
| Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring |
0 |
0 |
3 |
22 |
0 |
0 |
6 |
21 |
| Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring |
0 |
0 |
4 |
19 |
0 |
2 |
12 |
31 |
| Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring |
0 |
0 |
1 |
23 |
0 |
0 |
3 |
6 |
| Oil and the Stock Market Revisited: A Mixed Functional VAR Approach |
1 |
1 |
15 |
49 |
3 |
7 |
45 |
68 |
| Oil and the Stock Market Revisited: A Mixed Functional VAR Approach |
0 |
0 |
7 |
24 |
1 |
3 |
13 |
24 |
| Oil and the Stock Market Revisited: A mixed functional VAR approach |
0 |
0 |
5 |
16 |
2 |
3 |
13 |
18 |
| Origins of Monetary Policy Shifts: A New Approach to Regime Switching in DSGE Models |
0 |
1 |
4 |
117 |
0 |
2 |
10 |
214 |
| Panel Unit Root Tests in the Presence of Cross-Sectional Dependency and Heterogeneity |
0 |
0 |
3 |
681 |
0 |
0 |
7 |
1,807 |
| State Space Models with Endogenous Regime Switching |
0 |
1 |
7 |
77 |
0 |
3 |
17 |
201 |
| State Space Models with Endogenous Regime Switching |
0 |
0 |
2 |
11 |
0 |
2 |
7 |
36 |
| Taking a New Contour: A Novel Approach to Panel Unit Root Tests |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
270 |
| Taking a New Contour: A Novel Approach to Panel Unit Root Tests |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
98 |
| Taking a New Contour: A Novel View on Unit Root Test |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
84 |
| The Effects of Economic Shocks on Heterogeneous Inflation Expectations |
1 |
2 |
2 |
11 |
1 |
3 |
11 |
35 |
| The Influence of Fiscal and Monetary Policies on the Shape of the Yield Curve |
0 |
0 |
11 |
11 |
0 |
1 |
24 |
24 |
| The Influence of Fiscal and Monetary Policies on the Shape of the Yield Curve |
1 |
2 |
26 |
26 |
1 |
3 |
51 |
51 |
| The Influence of Fiscal and Monetary Policies on the Shape of the Yield Curve |
1 |
2 |
8 |
8 |
1 |
2 |
7 |
7 |
| Time Series Analysis of Global Temperature Distributions: Identifying and Estimating Persistent Features in Temperature Anomalies |
0 |
0 |
0 |
81 |
0 |
0 |
6 |
199 |
| Time-varying Long-run Income and Output Elasticities of Electricity Demand |
0 |
0 |
0 |
46 |
0 |
0 |
1 |
159 |
| U.S. Monetary-Fiscal Regime Changes in the Presence of Endogenous Feedback in Policy Rules |
0 |
0 |
2 |
21 |
1 |
1 |
9 |
79 |
| U.S. monetary and fiscal policy regime changes and their interactions |
0 |
0 |
2 |
35 |
0 |
1 |
5 |
61 |
| U.S. monetary-fiscal regime changes in the presence of endogenous feedback in policy rules |
0 |
0 |
0 |
136 |
0 |
0 |
3 |
272 |
| Understanding Regressions with Observations Collected at High Frequency over Long Span |
0 |
0 |
0 |
126 |
0 |
0 |
1 |
135 |
| Understanding Regressions with Observations Collected at High Frequency over Long Span |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
35 |
| Unit Root Tests for Panels in the Presence of Short-run and Long-run Dependencies: Nonlinear IV Approach with Fixed N and Large T |
0 |
0 |
0 |
34 |
0 |
0 |
0 |
142 |
| Using Density Forecast for Growth-at-Risk to Improve Mean Forecast of GDP Growth in Korea |
9 |
12 |
12 |
12 |
15 |
18 |
18 |
18 |
| Total Working Papers |
16 |
32 |
197 |
4,052 |
31 |
72 |
413 |
12,142 |
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