| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Characterization of the Dickey-Fuller Distribution, With Some Extensions to the Multivariate Case |
0 |
0 |
0 |
152 |
0 |
0 |
0 |
524 |
| A Hierarchical Procedure for the Combination of Forecasts; This is a revised version of Working Paper 228, Economics Series, October 2008, which includes some changes. The most important change regards the reference of Kisinbay (2007), which was not reported in the previous version. The hierarchical procedure proposed in the paper is based on the approach of Kisinbay (2007), but some modifications of that approach are provided |
0 |
0 |
0 |
24 |
0 |
0 |
0 |
163 |
| A Panel-CADF Test for Unit Roots |
0 |
1 |
3 |
427 |
5 |
9 |
53 |
1,048 |
| A Simple Panel-CADF Test for Unit Roots |
0 |
1 |
2 |
54 |
1 |
7 |
16 |
188 |
| A Simple Panel-CADF Test for Unit Roots |
1 |
1 |
2 |
146 |
3 |
5 |
7 |
389 |
| A copula-based analysis of false discovery rate control under dependence assumptions |
0 |
0 |
0 |
26 |
2 |
5 |
7 |
112 |
| Asymptotic convergence of weighted random matrices: nonparametric cointegration analysis for I(2) processes |
0 |
0 |
0 |
103 |
1 |
1 |
1 |
453 |
| Can Macroeconomists Get Rich Forecasting Exchange Rates? |
0 |
0 |
0 |
0 |
2 |
3 |
6 |
43 |
| Can Macroeconomists Get Rich Forecasting Exchange Rates? |
0 |
0 |
0 |
71 |
2 |
3 |
6 |
185 |
| Can Macroeconomists Get Rich Forecasting Exchange Rates? |
0 |
0 |
0 |
100 |
1 |
3 |
4 |
83 |
| Change in persistence tests for panels |
0 |
0 |
0 |
90 |
0 |
1 |
2 |
273 |
| Change in persistence tests for panels: An update and some new results |
0 |
0 |
0 |
67 |
1 |
3 |
6 |
176 |
| Combination of Forecast Methods Using Encompassing Tests. An Algorithm-Based Procedure; For the revised version of this paper, see Working Paper 240, Economics Series, June 2009, which includes some changes. The most important change regards the reference of Kisinbay (2007), which was not reported in the previous version. The hierarchical procedure proposed in the paper is based on the approach of Kisinbay (2007), but some modifications of that approach are provided |
0 |
0 |
0 |
79 |
2 |
3 |
3 |
237 |
| Combining Forecasts Based on Multiple Encompassing Tests in a Macroeconomic Core System |
0 |
0 |
0 |
48 |
2 |
2 |
3 |
154 |
| Common trends in the US state-level crime.What do panel data say? |
0 |
0 |
0 |
45 |
2 |
4 |
7 |
131 |
| Determinants of Sovereign Bond Yield Spreads in the EMU. An Optimal Currency Area Perspective |
0 |
0 |
0 |
99 |
3 |
5 |
6 |
253 |
| Do "Clean Hands" Ensure Healthy Growth? Theory and Practice in the Battle Against Corruption |
0 |
0 |
0 |
166 |
1 |
1 |
2 |
485 |
| Estimates of Structural Changes in the Wage Equation:Some Evidence for Italy |
0 |
0 |
0 |
99 |
0 |
3 |
3 |
220 |
| FDR Control in the Presence of an Unknown Correlation Structure |
0 |
0 |
0 |
40 |
3 |
3 |
3 |
106 |
| Financial Restraints and Private Investment: Evidence from a Nonstationary Panel* |
0 |
0 |
0 |
98 |
1 |
1 |
2 |
314 |
| Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE System |
0 |
0 |
0 |
62 |
0 |
3 |
7 |
195 |
| Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE-VAR System |
0 |
0 |
0 |
71 |
2 |
5 |
7 |
206 |
| Forecast combinations in a DSGE-VAR lab |
0 |
0 |
0 |
98 |
2 |
8 |
9 |
158 |
| Generalization of a nonparametric co-integration analysis for multivariate integrated processes of an integer order |
0 |
0 |
0 |
81 |
1 |
1 |
3 |
269 |
| Identifying I(0) Series in Macro-panels: Are Sequential Panel Selection Methods Useful? |
0 |
1 |
1 |
60 |
0 |
2 |
2 |
192 |
| New panel tests to assess inflation persistence |
0 |
0 |
0 |
71 |
1 |
1 |
4 |
129 |
| Non parametric Fractional Cointegration Analysis |
0 |
0 |
0 |
88 |
1 |
1 |
1 |
245 |
| On Using Predictive-ability Tests in the Selection of Time-series Prediction Models: A Monte Carlo Evaluation |
0 |
0 |
0 |
61 |
1 |
2 |
3 |
83 |
| On the Usefulness of the Diebold-Mariano Test in the Selection of Prediction Models |
1 |
2 |
2 |
172 |
2 |
15 |
16 |
672 |
| Panel Cointegration and the Neutrality of Money |
0 |
0 |
0 |
132 |
2 |
3 |
5 |
403 |
| Re-examining the Decline in the US Saving Rate: The Impact of Mortgage Equity Withdrawal |
0 |
0 |
0 |
26 |
2 |
2 |
4 |
131 |
| Re-examining the Decline in the US Saving Rate: The Impact of Mortgage Equity Withdrawal |
0 |
0 |
0 |
27 |
1 |
3 |
3 |
98 |
| Seasonal Unit Root Tests for Trending and Breaking Series with Application to Industrial Production |
0 |
0 |
0 |
80 |
1 |
2 |
2 |
159 |
| Testing for rational bubbles |
0 |
0 |
0 |
77 |
2 |
3 |
5 |
217 |
| Uncertainty and spillover effects across the Euro area |
0 |
0 |
1 |
109 |
0 |
2 |
3 |
256 |
| Unit root and cointegration tests for cross-sectionally correlated panels - Estimating regional production functions |
0 |
0 |
0 |
165 |
1 |
3 |
5 |
539 |
| Unit root and cointegration tests for cross-sectionally correlated panels. Estimating regional production functions |
0 |
0 |
0 |
177 |
2 |
3 |
5 |
482 |
| Unit root and cointegration tests for cross-sectionally correlated panels. Estimating regional production functions |
0 |
0 |
2 |
321 |
3 |
3 |
7 |
921 |
| Total Working Papers |
2 |
6 |
13 |
3,812 |
56 |
124 |
228 |
10,892 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Simple Panel-CADF Test for Unit Roots |
0 |
1 |
5 |
26 |
0 |
4 |
10 |
127 |
| A hierarchical procedure for the combination of forecasts |
0 |
0 |
0 |
30 |
1 |
2 |
3 |
171 |
| A note on the asymptotic distribution of a Perron-type innovational outlier unit root test with a break |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
37 |
| A panel cointegration approach to estimating substitution elasticities in consumption |
0 |
0 |
0 |
45 |
2 |
4 |
7 |
182 |
| A simple testing procedure for unit root and model specification |
0 |
0 |
0 |
1 |
0 |
7 |
8 |
68 |
| An analysis of inflation and interest rates. New panel unit root results in the presence of structural breaks |
0 |
0 |
0 |
53 |
0 |
3 |
4 |
139 |
| Bayesian Nonparametric Panel Markov-Switching GARCH Models |
0 |
0 |
2 |
4 |
0 |
0 |
5 |
12 |
| Bitcoin market networks and cyberattacks |
0 |
0 |
0 |
2 |
1 |
4 |
8 |
18 |
| Bootstrap innovational outlier unit root tests in dependent panels |
0 |
0 |
0 |
13 |
2 |
2 |
3 |
64 |
| Capital mobility and global factor shocks |
0 |
0 |
0 |
28 |
1 |
1 |
3 |
108 |
| Cointegration analysis for cross-sectionally dependent panels: The case of regional production functions |
0 |
0 |
1 |
124 |
2 |
7 |
11 |
429 |
| Combining forecasts based on multiple encompassing tests in a macroeconomic core system |
0 |
0 |
1 |
13 |
0 |
2 |
5 |
95 |
| Comovements and correlations in international stock markets |
0 |
1 |
1 |
109 |
0 |
2 |
2 |
314 |
| Consumption, asset wealth, equity premium, term spread, and flight to quality |
0 |
0 |
0 |
6 |
3 |
12 |
13 |
48 |
| Determinants of sovereign bond yield spreads in the EMU: An optimal currency area perspective |
0 |
3 |
5 |
107 |
1 |
9 |
18 |
316 |
| Divergence and long-run equilibria in Italian regional unemployment |
0 |
0 |
1 |
35 |
0 |
2 |
6 |
134 |
| Do inequality, unemployment and deterrence affect crime over the long run? |
0 |
1 |
3 |
27 |
2 |
4 |
12 |
108 |
| FINANCIAL RESTRAINTS AND PRIVATE INVESTMENT: EVIDENCE FROM A NONSTATIONARY PANEL |
0 |
1 |
1 |
24 |
0 |
3 |
4 |
127 |
| Forecast Combinations in a DSGE‐VAR Lab |
0 |
0 |
0 |
8 |
0 |
3 |
4 |
43 |
| Forecasting Errors, Directional Accuracy and Profitability of Currency Trading: The Case of EUR/USD Exchange Rate |
0 |
1 |
1 |
17 |
0 |
1 |
5 |
49 |
| Forecasting the industrial production using alternative factor models and business survey data |
0 |
0 |
2 |
17 |
0 |
3 |
5 |
69 |
| Housing wealth, financial wealth, and consumption: New evidence for Italy and the UK |
0 |
1 |
2 |
37 |
2 |
6 |
19 |
168 |
| How accurate are professional forecasts in Asia? Evidence from ten countries |
0 |
0 |
0 |
12 |
4 |
7 |
9 |
80 |
| Identifying stationary series in panels: A Monte Carlo evaluation of sequential panel selection methods |
0 |
0 |
0 |
8 |
0 |
3 |
6 |
67 |
| Is social protection a necessity or a luxury good? New multivariate cointegration panel data results |
0 |
0 |
0 |
71 |
0 |
1 |
5 |
379 |
| New evidence on the convergence of international income from a group of 29 countries |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
37 |
| On the asymptotic behaviour of random matrices in a multivariate statistical model |
0 |
0 |
0 |
12 |
1 |
1 |
2 |
49 |
| On the role of dependence in sticky price and sticky information Phillips curve: Modelling and forecasting |
0 |
0 |
0 |
12 |
0 |
2 |
2 |
37 |
| On the usefulness of cross-validation for directional forecast evaluation |
0 |
0 |
0 |
43 |
3 |
7 |
11 |
169 |
| On using predictive-ability tests in the selection of time-series prediction models: A Monte Carlo evaluation |
0 |
0 |
1 |
14 |
2 |
4 |
6 |
54 |
| Panel cointegration and the neutrality of money |
0 |
0 |
1 |
107 |
1 |
3 |
9 |
280 |
| Panel stationary tests against changes in persistence |
0 |
0 |
1 |
2 |
2 |
3 |
5 |
20 |
| Re-examining the decline in the US saving rate: The impact of mortgage equity withdrawal |
0 |
0 |
0 |
12 |
4 |
6 |
7 |
84 |
| Simple panel unit root tests to detect changes in persistence |
0 |
0 |
0 |
33 |
0 |
2 |
4 |
103 |
| Stochastic convergence among European economies |
0 |
0 |
1 |
63 |
2 |
3 |
7 |
220 |
| THE ROLE OF MONITORING OF CORRUPTION IN A SIMPLE ENDOGENOUS GROWTH MODEL |
0 |
1 |
3 |
22 |
0 |
2 |
6 |
101 |
| Testing for rational bubbles in the presence of structural breaks: Evidence from nonstationary panels |
0 |
0 |
0 |
34 |
0 |
2 |
3 |
154 |
| Testing the stochastic convergence of Italian regions using panel data |
0 |
0 |
0 |
88 |
1 |
2 |
3 |
254 |
| What do panel data say on inequality and GDP? New evidence at US state-level |
0 |
0 |
0 |
23 |
3 |
5 |
7 |
81 |
| What uncertainty does to euro area sovereign bond markets: Flight to safety and flight to quality |
1 |
3 |
7 |
33 |
4 |
10 |
31 |
105 |
| Total Journal Articles |
1 |
13 |
39 |
1,325 |
44 |
144 |
280 |
5,100 |
LogEc is hosted by the
Örebro University School of Business.