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Last month |
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12 months |
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"Big Data" and its Origins |
1 |
2 |
5 |
158 |
1 |
2 |
14 |
109 |

(Understanding, Optimizing, Using and Forecasting) Realized Volatility and Correlation |
2 |
2 |
6 |
970 |
10 |
28 |
49 |
1,793 |

A Benchmark Model for Fixed-Target Arctic Sea Ice Forecasting |
0 |
0 |
1 |
21 |
0 |
0 |
6 |
31 |

A Benchmark Model for Fixed-Target Arctic Sea Ice Forecasting |
0 |
0 |
1 |
10 |
0 |
1 |
5 |
25 |

A Framework for Exploring the Macroeconomic Determinants of Systematic Risk |
0 |
0 |
1 |
207 |
2 |
6 |
19 |
564 |

A Framework for Exploring the Macroeconomic Determinants of Systematic Risk |
0 |
0 |
0 |
187 |
3 |
9 |
28 |
472 |

A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities |
0 |
0 |
1 |
32 |
0 |
0 |
3 |
137 |

A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities |
0 |
1 |
1 |
65 |
0 |
1 |
1 |
196 |

A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
23 |

A New Test for Market Efficiency and Uncovered Interest Parity |
0 |
1 |
20 |
20 |
0 |
1 |
14 |
14 |

A New Test for Market Efficiency and Uncovered Interest Parity |
0 |
0 |
10 |
10 |
0 |
0 |
14 |
14 |

A New Test forMarket Efficiency and Uncovered Interest Parity |
2 |
2 |
7 |
7 |
3 |
9 |
22 |
22 |

A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations |
0 |
0 |
0 |
136 |
0 |
0 |
0 |
368 |

A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations |
0 |
0 |
0 |
155 |
0 |
0 |
1 |
359 |

A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations |
0 |
0 |
0 |
26 |
1 |
1 |
4 |
163 |

A Personal Perspective on the Origin(s) and Development of â€œBig Data": The Phenomenon, the Term, and the Discipline, Second Version |
0 |
0 |
8 |
149 |
2 |
6 |
30 |
434 |

A Three-Factor Yield Curve Model: Non-Affine Structure, Systematic Risk Sources, and Generalized Duration |
0 |
0 |
0 |
617 |
0 |
0 |
4 |
1,855 |

A framework for exploring the macroeconomic determinants of systematic risk |
0 |
0 |
1 |
183 |
2 |
4 |
9 |
527 |

A no-arbitrage approach to range-based estimation of return covariances and correlations |
0 |
0 |
1 |
138 |
0 |
0 |
3 |
345 |

A nonparametric investigation of duration dependence in the American business cycle |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
361 |

An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model |
0 |
1 |
1 |
187 |
0 |
1 |
4 |
521 |

An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model |
0 |
1 |
1 |
104 |
0 |
1 |
2 |
327 |

An application of operational-subjective statistical methods to rational expectations: comment |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
416 |

An arbitrage-free generalized Nelson-Siegel term structure model |
0 |
0 |
0 |
333 |
0 |
0 |
1 |
792 |

Assessing Point Forecast Accuracy by Stochastic Error Distance |
0 |
0 |
0 |
53 |
0 |
0 |
1 |
40 |

Assessing Point Forecast Accuracy by Stochastic Error Distance |
0 |
0 |
0 |
77 |
0 |
0 |
0 |
46 |

Assessing and Comparing Fixed-Target Forecasts of Arctic Sea Ice: Glide Charts for Feature-Engineered Linear Regression and Machine Learning Models |
0 |
0 |
2 |
2 |
0 |
0 |
2 |
2 |

Assessing and Comparing Fixed-Target Forecasts of Arctic Sea Ice:Glide Charts for Feature-Engineered Linear Regression and Machine Learning Models |
0 |
0 |
45 |
45 |
0 |
0 |
2 |
2 |

Asset Return Volatility, High-Frequency Data, and the New Financial Econometrics |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
495 |

Beating the Simple Average: Egalitarian LASSO for Combining Economic Forecasts |
1 |
1 |
2 |
69 |
2 |
3 |
5 |
60 |

Better to Give than to Receive: Predictive Directional Measurement of Volatility Spillovers |
18 |
33 |
106 |
1,582 |
41 |
102 |
323 |
3,675 |

Bounded Rationality and Strategic Complementarity in a Macroeconomic Model: Policy Effects, Persistence and Multipliers |
0 |
0 |
0 |
272 |
0 |
1 |
1 |
1,505 |

Bounded Rationality and Strategic Complementarity in a Macroeconomic Model: Policy Effects, Persistence and Multipliers |
0 |
0 |
0 |
211 |
0 |
0 |
3 |
796 |

Bounded rationality and strategic complementarity in a macroeconomic model: policy effects, persistence, and multipliers |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
455 |

Cointegration and Long-Horizon Forecasting |
0 |
0 |
0 |
196 |
0 |
0 |
0 |
481 |

Cointegration and Long-Horizon Forecasting |
0 |
1 |
1 |
549 |
0 |
1 |
2 |
1,743 |

Cointegration and long-horizon forecasting |
0 |
0 |
0 |
616 |
0 |
0 |
2 |
1,564 |

Commodity Connectedness |
1 |
1 |
1 |
14 |
2 |
3 |
7 |
42 |

Commodity Connectedness |
0 |
0 |
7 |
108 |
1 |
4 |
22 |
308 |

Commodity connectedness |
0 |
1 |
1 |
20 |
1 |
3 |
7 |
80 |

Comparing Predictive Accuracy |
4 |
7 |
33 |
1,853 |
11 |
24 |
85 |
4,434 |

Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests |
0 |
0 |
0 |
354 |
0 |
0 |
2 |
364 |

Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests |
0 |
1 |
1 |
49 |
0 |
1 |
10 |
180 |

Comparing predictive accuracy I: an asymptotic test |
3 |
4 |
24 |
199 |
6 |
11 |
56 |
1,189 |

Conditional heteroskedasticity in the market |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
393 |

Converting 1-Day Volatility to h-Day Volatitlity: Scaling by Root-h is Worse Than You Think |
1 |
1 |
3 |
409 |
1 |
1 |
10 |
1,467 |

Deterministic vs. Stochastic Trend in U.S. GNP, Yet Again |
0 |
0 |
0 |
303 |
0 |
0 |
1 |
1,676 |

Deterministic vs. Stochastic Trend in U.S. GNP, Yet Again |
0 |
0 |
2 |
472 |
0 |
1 |
6 |
3,469 |

Deviations from random-walk behavior: tests based on the variance-time function |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
462 |

Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence |
0 |
0 |
0 |
9 |
0 |
1 |
1 |
81 |

Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence |
0 |
0 |
0 |
421 |
0 |
2 |
4 |
964 |

Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence |
0 |
0 |
0 |
11 |
0 |
0 |
1 |
91 |

Direction-of-Change Forecasts for Asian Equity Markets Based on Conditional Variance, Skewness and Kurtosis Dynamics: Evidence from Hong Kong and Singapore |
0 |
0 |
0 |
101 |
0 |
0 |
1 |
292 |

Does the business cycle have duration memory? |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
280 |

Dynamic Equilibrium Economies: A Framework for Comparing Models and Data |
0 |
0 |
0 |
211 |
0 |
0 |
3 |
1,586 |

Dynamic equilibrium economies: a framework for comparing models and data |
0 |
0 |
0 |
91 |
0 |
0 |
1 |
625 |

Dynamic equilibrium economies: a framework for comparing models and data |
0 |
0 |
0 |
154 |
0 |
1 |
2 |
1,144 |

Dynamic equilibrium economies: a framework for comparing models and data |
0 |
0 |
0 |
139 |
0 |
0 |
1 |
610 |

Estimating Global Bank Network Connectedness |
0 |
0 |
3 |
59 |
1 |
1 |
12 |
173 |

Estimating Global Bank Network Connectedness |
1 |
1 |
3 |
9 |
2 |
6 |
18 |
70 |

Estimating Global Bank Network Connectedness |
0 |
2 |
3 |
552 |
2 |
7 |
20 |
1,215 |

Evaluating Density Forecasts |
0 |
0 |
0 |
189 |
0 |
0 |
3 |
540 |

Evaluating Density Forecasts |
0 |
0 |
1 |
69 |
0 |
0 |
6 |
366 |

Evaluating Density Forecasts |
0 |
2 |
4 |
382 |
0 |
3 |
11 |
1,282 |

Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
647 |

Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters |
0 |
0 |
1 |
267 |
0 |
0 |
1 |
1,242 |

Evaluating density forecasts |
0 |
0 |
0 |
257 |
0 |
1 |
5 |
850 |

Ex ante turning point forecasting with the composite leading index |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
570 |

Exact Maximum Likelihood Estimation of Observation-Driven Econometric Models |
0 |
0 |
0 |
292 |
0 |
0 |
0 |
1,721 |

Exact maximum likelihood estimation of ARCH models |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
769 |

Exchange Rate Returns Standardized by Realized Volatility Are (Nearly) Gaussian |
0 |
0 |
0 |
303 |
1 |
4 |
27 |
1,099 |

Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian |
0 |
0 |
2 |
492 |
0 |
0 |
3 |
1,597 |

Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian |
0 |
0 |
0 |
304 |
3 |
7 |
11 |
828 |

Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics |
0 |
0 |
1 |
228 |
0 |
0 |
1 |
667 |

Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics |
1 |
1 |
1 |
207 |
1 |
2 |
2 |
581 |

Financial Asset Returns, Market Timing, and Volatility Dynamics |
0 |
1 |
2 |
576 |
0 |
1 |
2 |
1,940 |

Financial Risk Management in a Volatile Global Environment |
0 |
0 |
1 |
715 |
0 |
0 |
5 |
2,160 |

Financial Risk Measurement for Financial Risk Management |
2 |
2 |
4 |
241 |
4 |
5 |
17 |
525 |

Financial Risk Measurement for Financial Risk Management |
1 |
1 |
2 |
178 |
1 |
2 |
14 |
515 |

Financial Risk Measurement for Financial Risk Management |
0 |
3 |
5 |
203 |
4 |
8 |
16 |
573 |

Financial asset returns, direction-of-change forecasting, and volatility dynamics |
1 |
1 |
2 |
214 |
1 |
1 |
6 |
416 |

Forecast Evaluation and Combination |
0 |
0 |
1 |
1,074 |
0 |
0 |
4 |
3,142 |

Forecast combination and encompassing: reconciling two divergent literatures |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
508 |

Forecast evaluation and combination |
0 |
0 |
1 |
516 |
0 |
2 |
14 |
1,524 |

Forecasting output with the composite leading index: an ex ante analysis |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
1,025 |

Forecasting the Term Structure of Government Bond Yields |
0 |
0 |
1 |
832 |
0 |
0 |
7 |
2,253 |

Forecasting the Term Structure of Government Bond Yields |
0 |
0 |
0 |
895 |
0 |
0 |
4 |
2,123 |

Forecasting the term structure of government bond yields |
0 |
1 |
8 |
822 |
0 |
2 |
24 |
1,961 |

Further Results on Forecasting and Model Selection Under Asymmetric Loss |
0 |
0 |
0 |
184 |
0 |
0 |
0 |
483 |

Further evidence on business cycle duration dependence |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
402 |

Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach |
0 |
0 |
1 |
357 |
0 |
0 |
2 |
883 |

Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach |
0 |
0 |
3 |
178 |
0 |
0 |
8 |
652 |

Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach |
0 |
0 |
0 |
12 |
0 |
0 |
2 |
63 |

Globalization, the Business Cycle, and Macroeconomic Monitoring |
0 |
0 |
0 |
195 |
0 |
1 |
4 |
518 |

Globalization, the Business Cycle, and Macroeconomic Monitoring |
0 |
0 |
0 |
112 |
0 |
0 |
0 |
276 |

Have postwar economic fluctuations been stabilized? |
0 |
0 |
0 |
62 |
0 |
0 |
0 |
475 |

Have postwar economic fluctuations been stabilized? |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
365 |

High- and Low-Frequency Exchange Rate Volatility Dynamics: Range-Based Estimation of Stochastic Volatility Models |
0 |
0 |
0 |
221 |
0 |
0 |
2 |
880 |

Horizon Problems and Extreme Events in Financial Risk Management |
0 |
1 |
1 |
512 |
0 |
1 |
2 |
1,735 |

How Relevant is Volatility Forecasting for Financial Risk Management? |
0 |
0 |
1 |
332 |
0 |
1 |
5 |
911 |

How Relevant is Volatility Forecasting for Financial Risk Management? |
0 |
0 |
1 |
790 |
0 |
0 |
5 |
2,791 |

How Relevant is Volatility Forecasting for Financial Risk Management? |
0 |
0 |
0 |
597 |
1 |
1 |
2 |
1,576 |

Improving GDP Measurement: A Forecast Combination Perspective |
0 |
0 |
1 |
79 |
0 |
0 |
3 |
265 |

Improving GDP Measurement: A Forecast Combination Perspective |
0 |
0 |
1 |
56 |
0 |
1 |
6 |
186 |

Improving GDP Measurement: A Measurement-Error Perspective |
0 |
0 |
0 |
52 |
1 |
1 |
6 |
163 |

Improving GDP Measurement: A Measurement-Error Perspective |
0 |
0 |
0 |
69 |
1 |
2 |
7 |
147 |

Improving GDP measurement: a forecast combination perspective |
0 |
0 |
0 |
71 |
0 |
0 |
0 |
128 |

Improving GDP measurement: a measurement-error perspective |
1 |
1 |
2 |
45 |
1 |
2 |
7 |
203 |

International evidence on business cycle duration dependence |
0 |
0 |
1 |
55 |
0 |
2 |
3 |
372 |

Is consumption too smooth? Long memory and the Deaton paradox |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1,007 |

Job Stability in the United States |
0 |
0 |
0 |
158 |
0 |
0 |
2 |
1,300 |

Long Memory and Regime Switching |
0 |
0 |
0 |
585 |
0 |
0 |
3 |
1,463 |

Long memory and persistence in aggregate output |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
862 |

Machine Learning for Regularized Survey Forecast Combination: Partially Egalitarian Lasso and its Derivatives |
0 |
0 |
1 |
38 |
2 |
3 |
4 |
81 |

Machine Learning for Regularized Survey Forecast Combination: Partially-Egalitarian Lasso and its Derivatives |
0 |
0 |
0 |
71 |
0 |
2 |
4 |
105 |

Macroeconomic Volatility and Stock Market Volatility, World-Wide |
0 |
0 |
1 |
157 |
0 |
0 |
1 |
373 |

Macroeconomic Volatility and Stock Market Volatility, Worldwide |
0 |
0 |
1 |
213 |
0 |
2 |
19 |
663 |

Macroeconomic Volatility and Stock Market Volatility,World-Wide |
0 |
1 |
1 |
960 |
1 |
4 |
10 |
2,466 |

Measuring Business Cycle: A Modern Perspective |
0 |
0 |
0 |
457 |
0 |
0 |
1 |
1,024 |

Measuring Business Cycles: A Modern Perspective |
0 |
1 |
2 |
533 |
2 |
5 |
10 |
1,467 |

Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets |
1 |
1 |
4 |
219 |
5 |
11 |
20 |
619 |

Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets |
0 |
0 |
2 |
150 |
0 |
2 |
11 |
527 |

Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets |
0 |
0 |
1 |
170 |
1 |
6 |
23 |
575 |

Measuring Predictability: Theory And Macroeconomic Applications |
0 |
0 |
0 |
126 |
0 |
0 |
4 |
563 |

Measuring Predictability: Theory and Macroeconomic Applications |
0 |
0 |
0 |
1 |
0 |
0 |
3 |
625 |

Measuring Predictability: Theory and Macroeconomic Applications |
0 |
0 |
0 |
51 |
0 |
0 |
3 |
376 |

Measuring Predictability: Theory and Macroeconomic Applications |
0 |
0 |
0 |
197 |
0 |
0 |
2 |
1,174 |

Measuring Volatility Dynamics |
0 |
0 |
0 |
504 |
0 |
1 |
1 |
1,956 |

Measuring financial asset return and volatility spillovers, with application to global equity markets |
0 |
0 |
1 |
24 |
1 |
4 |
17 |
213 |

Measuring financial asset return and volatility spillovers, with application to global equity markets |
0 |
1 |
3 |
105 |
5 |
11 |
28 |
428 |

Measuring financial asset return and volatilty spillovers, with application to global equity markets |
1 |
6 |
10 |
37 |
5 |
29 |
47 |
213 |

Measuring predictability: theory and macroeconomic applications |
0 |
1 |
1 |
166 |
0 |
1 |
8 |
733 |

Measuring the Dynamics of Global Business Cycle Connectedness |
0 |
0 |
2 |
136 |
0 |
0 |
5 |
423 |

Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange |
0 |
0 |
1 |
51 |
4 |
10 |
42 |
491 |

Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange |
1 |
1 |
2 |
477 |
3 |
14 |
46 |
2,232 |

Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange |
0 |
0 |
1 |
287 |
2 |
16 |
46 |
1,017 |

Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange? |
0 |
0 |
0 |
354 |
0 |
0 |
6 |
1,254 |

Modeling Bond Yields in Finance and Macroeconomics |
0 |
1 |
1 |
370 |
3 |
9 |
29 |
942 |

Modeling Bond Yields in Finance and Macroeconomics |
0 |
0 |
0 |
205 |
0 |
0 |
3 |
488 |

Modeling Liquidity Risk With Implications for Traditional Market Risk Measurement and Management |
0 |
0 |
1 |
524 |
0 |
0 |
10 |
1,320 |

Modeling Liquidity Risk, With Implications for Traditional Market Risk Measurement and Management |
1 |
1 |
6 |
1,402 |
4 |
9 |
27 |
3,580 |

Modeling Volatility Dynamics |
0 |
0 |
1 |
372 |
0 |
0 |
3 |
709 |

Modeling and Forecasting Realized Volatility |
0 |
0 |
2 |
990 |
1 |
6 |
9 |
2,156 |

Modeling and Forecasting Realized Volatility |
0 |
0 |
1 |
788 |
2 |
9 |
27 |
1,874 |

Modeling and Forecasting Realized Volatility |
1 |
1 |
3 |
1,254 |
2 |
4 |
15 |
2,958 |

Modeling bond yields in finance and macroeconomics |
1 |
1 |
3 |
269 |
2 |
6 |
21 |
707 |

Modeling bond yields in finance and macroeconomics |
0 |
0 |
1 |
253 |
2 |
2 |
4 |
623 |

Modeling volatility dynamics |
0 |
0 |
4 |
408 |
0 |
0 |
4 |
998 |

Near-rationality and strategic complementarity in a macroeconomic model: policy effects, persistence and multipliers |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
155 |

Nonparametric exchange rate prediction? |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
1,462 |

On Robust Inference in Time Series Regression |
2 |
2 |
13 |
13 |
2 |
3 |
24 |
24 |

On Robust Inference in Time Series Regression |
1 |
1 |
121 |
121 |
2 |
2 |
28 |
28 |

On cointegration and exchange rate dynamics |
0 |
0 |
0 |
3 |
0 |
0 |
3 |
527 |

On comparing information in forecasts from econometric models: a comment on Fair and Shiller |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
153 |

On maximum-likelihood estimation of the differencing parameter of fractionally integrated noise with unknown mean |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
256 |

On maximum-likelihood estimation of the differencing parameter of fractionally integrated noise with unknown mean |
0 |
0 |
1 |
85 |
0 |
0 |
2 |
676 |

On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone In?ation and Real Interest Rates |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
21 |

On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates |
0 |
1 |
1 |
12 |
0 |
1 |
2 |
25 |

On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates |
0 |
1 |
1 |
10 |
0 |
2 |
5 |
11 |

On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
29 |

On the Comparison of Interval Forecasts |
1 |
1 |
2 |
45 |
1 |
1 |
8 |
79 |

On the Correlation Structure of Microstructure Noise in Theory and Practice |
0 |
0 |
0 |
90 |
0 |
0 |
0 |
278 |

On the Correlation Structure of Microstructure Noise: A Financial Economic Approach |
0 |
0 |
0 |
37 |
0 |
0 |
0 |
148 |

On the Correlation Structure of Microstructure Noise: A Financial Economic Approach |
0 |
0 |
0 |
163 |
0 |
0 |
1 |
446 |

On the Evolution of U.S. Temperature Dynamics |
0 |
0 |
2 |
10 |
0 |
0 |
3 |
26 |

On the Evolution of U.S. Temperature Dynamics |
0 |
0 |
0 |
69 |
0 |
1 |
2 |
75 |

On the Financing of Climate Change Adaptation in Developing Countries |
1 |
1 |
39 |
39 |
1 |
2 |
6 |
6 |

On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms |
1 |
2 |
5 |
108 |
1 |
3 |
14 |
333 |

On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms |
0 |
0 |
5 |
168 |
0 |
4 |
17 |
733 |

On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms |
1 |
1 |
3 |
259 |
2 |
6 |
25 |
515 |

On the Origin(s) and Development of the Term â€œBig Data" |
0 |
1 |
2 |
265 |
1 |
4 |
17 |
413 |

On the Past, Present, and Future of the Diebold-Yilmaz Approach to Dynamic Network Connectedness |
1 |
3 |
4 |
4 |
5 |
8 |
11 |
11 |

On the correlation structure of microstructure noise in theory and practice |
0 |
0 |
0 |
10 |
1 |
1 |
1 |
65 |

On the network topology of variance decompositions: Measuring the connectedness of financial firms |
1 |
1 |
9 |
116 |
3 |
13 |
49 |
354 |

On the power of Dickey-Fuller tests against fractional alternatives |
0 |
0 |
0 |
2 |
0 |
1 |
2 |
679 |

On the solution of dynamic linear rational expectations models |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
534 |

Optimal Combination of Arctic Sea Ice Extent Measures: A Dynamic Factor Modeling Approach |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
24 |

Optimal Combination of Arctic Sea Ice Extent Measures: A Dynamic Factor Modeling Approach |
0 |
0 |
0 |
18 |
0 |
0 |
2 |
29 |

Optimal Prediction Under Asymmetric Loss |
0 |
0 |
0 |
259 |
0 |
1 |
1 |
1,081 |

Optimal Prediction Under Asymmetric Loss |
0 |
0 |
0 |
127 |
0 |
0 |
0 |
436 |

Optimal Prediction Under Asymmetric Loss |
0 |
0 |
0 |
77 |
0 |
1 |
1 |
353 |

Optimal prediction under asymmetric loss |
0 |
0 |
0 |
291 |
0 |
0 |
2 |
1,013 |

Parametric and Nonparametric Volatility Measurement |
1 |
2 |
3 |
818 |
2 |
5 |
24 |
2,086 |

Parametric and Nonparametric Volatility Measurement |
0 |
0 |
1 |
692 |
0 |
2 |
9 |
1,595 |

Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management |
0 |
0 |
0 |
1 |
1 |
3 |
5 |
851 |

Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management |
1 |
1 |
1 |
634 |
1 |
1 |
1 |
1,228 |

Post-deregulation deposit rate pricing: the multivariate dynamics |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
501 |

Practical Volatility and Correlation Modeling for Financial Market Risk Management |
0 |
0 |
1 |
418 |
1 |
5 |
10 |
880 |

Practical Volatility and Correlation Modeling for Financial Market Risk Management |
0 |
0 |
2 |
569 |
0 |
0 |
5 |
1,181 |

Practical volatility and correlation modeling for financial market risk management |
0 |
0 |
1 |
395 |
3 |
12 |
29 |
843 |

Priors from Frequency-Domain Dummy Observations |
0 |
1 |
4 |
35 |
0 |
3 |
7 |
91 |

Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
21 |

Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
33 |

Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
24 |

Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections |
0 |
0 |
1 |
15 |
0 |
0 |
1 |
22 |

Random walks versus fractional integration: power comparisons of scalar and joint tests of the variance-time function |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
433 |

Range-Based Estimation of Stochastic Volatility Models or Exchange Rate Dynamics are More Interesting Than You Think |
0 |
0 |
2 |
813 |
0 |
1 |
8 |
2,188 |

Ratings Migration and the Business Cycle, With Application to Credit Portfolio Stress Testing |
0 |
0 |
3 |
1,604 |
0 |
2 |
11 |
3,592 |

Real exchange rates under the gold standard |
0 |
0 |
1 |
250 |
0 |
0 |
4 |
1,590 |

Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility |
0 |
0 |
0 |
104 |
0 |
0 |
1 |
141 |

Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
24 |

Real-Time Macroeconomic Monitoring: Real Activity, Inflation, and Interactions |
0 |
0 |
0 |
102 |
0 |
0 |
2 |
345 |

Real-Time Macroeconomic Monitoring: Real Activity, Inflation, and Interactions |
0 |
0 |
0 |
123 |
0 |
1 |
5 |
318 |

Real-Time Measurement of Business Conditions |
0 |
0 |
2 |
105 |
1 |
4 |
9 |
288 |

Real-Time Measurement of Business Conditions |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
627 |

Real-Time Measurement of Business Conditions |
0 |
0 |
0 |
91 |
0 |
0 |
2 |
282 |

Real-Time Measurement of Business Conditions, Second Version |
0 |
0 |
0 |
120 |
0 |
0 |
1 |
254 |

Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange |
0 |
0 |
2 |
198 |
0 |
0 |
4 |
1,120 |

Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange |
0 |
0 |
1 |
236 |
0 |
0 |
1 |
741 |

Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange |
0 |
0 |
0 |
122 |
0 |
0 |
0 |
379 |

Real-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets |
0 |
0 |
0 |
147 |
1 |
6 |
19 |
489 |

Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets |
0 |
0 |
0 |
217 |
0 |
0 |
1 |
667 |

Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets |
0 |
0 |
1 |
180 |
0 |
0 |
3 |
798 |

Real-Time Real Economic Activity: Entering and Exiting the Pandemic Recession of 2020 |
0 |
0 |
4 |
6 |
0 |
0 |
6 |
38 |

Real-Time Real Economic Activity: Exiting the Great Recession and Entering the Pandemic Recession |
0 |
1 |
1 |
19 |
0 |
1 |
7 |
63 |

Real-Time Real Economic Activity:Entering and Exiting the Pandemic Recession of 2020 |
0 |
1 |
4 |
10 |
0 |
2 |
9 |
23 |

Real-Time Real Economic Activity:Exiting the Great Recession and Entering the Pandemic Recession |
0 |
0 |
1 |
37 |
0 |
0 |
2 |
39 |

Real-time forecast evaluation of DSGE models with stochastic volatility |
0 |
0 |
1 |
72 |
0 |
0 |
1 |
75 |

Real-time macroeconomic monitoring: real activity, inflation, and interactions |
0 |
0 |
1 |
40 |
0 |
1 |
4 |
200 |

Real-time measurement of business conditions |
1 |
1 |
2 |
174 |
7 |
10 |
28 |
621 |

Real-time measurement of business conditions |
0 |
1 |
3 |
143 |
2 |
9 |
24 |
325 |

Real-time price discovery in global stock, bond and foreign exchange markets |
0 |
0 |
1 |
274 |
3 |
15 |
30 |
986 |

Real-time price discovery in stock, bond and foreign exchange markets |
0 |
0 |
0 |
143 |
0 |
0 |
1 |
556 |

Realized Beta: Persistence and Predictability |
0 |
0 |
2 |
509 |
0 |
1 |
5 |
904 |

Realized beta: Persistence and predictability |
0 |
1 |
3 |
218 |
0 |
3 |
22 |
612 |

Regime switching with time-varying transition probabilities |
0 |
0 |
0 |
10 |
1 |
6 |
25 |
2,363 |

Roughing It Up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility |
0 |
0 |
1 |
161 |
0 |
1 |
6 |
529 |

Roughing it Up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility |
0 |
0 |
0 |
353 |
2 |
12 |
41 |
968 |

Scoring the leading indicators |
0 |
0 |
0 |
1 |
0 |
2 |
4 |
1,038 |

Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility |
0 |
0 |
1 |
162 |
1 |
1 |
6 |
520 |

Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility |
0 |
0 |
0 |
354 |
1 |
4 |
8 |
1,011 |

Stamp 5.0: A Review |
0 |
0 |
0 |
143 |
0 |
0 |
0 |
583 |

State space modeling of time series: a review essay |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
1,172 |

Stock Returns and Expected Business Conditions: Half a Century of Direct Evidence |
0 |
0 |
1 |
181 |
0 |
0 |
1 |
400 |

Stock Returns and Expected Business Conditions: Half a Century of Direct Evidence |
0 |
0 |
0 |
106 |
0 |
0 |
1 |
350 |

Stock returns and expected business conditions: Half a century of direct evidence |
0 |
0 |
0 |
112 |
1 |
1 |
2 |
376 |

Structural change and the combination of forecasts |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
589 |

Temporal aggregation of ARCH processes and the distribution of asset returns |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
316 |

Testing structural stability with endogenous break point: a size comparison of analytic and bootstrap procedures |
0 |
0 |
0 |
1 |
0 |
0 |
4 |
574 |

The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models |
0 |
2 |
2 |
229 |
0 |
3 |
5 |
634 |

The Affine Arbitrage-Free Class of: Nelson-Siegel Term Structure Models |
0 |
0 |
2 |
152 |
0 |
0 |
4 |
420 |

The Distribution of Exchange Rate Volatility |
0 |
0 |
4 |
527 |
4 |
14 |
44 |
1,299 |

The Distribution of Exchange Rate Volatility |
0 |
0 |
1 |
322 |
0 |
0 |
3 |
857 |

The Distribution of Exchange Rate Volatility |
0 |
0 |
3 |
549 |
4 |
10 |
23 |
1,420 |

The Distribution of Stock Return Volatility |
0 |
0 |
2 |
839 |
0 |
0 |
3 |
2,234 |

The Distribution of Stock Return Volatility |
0 |
1 |
2 |
906 |
0 |
6 |
25 |
2,377 |

The Macroeconomy and the Yield Curve: A Dynamic Latent Factor Approach |
0 |
0 |
3 |
485 |
2 |
3 |
8 |
1,308 |

The Macroeconomy and the Yield Curve: A Nonstructural Analysis |
0 |
0 |
0 |
331 |
0 |
0 |
7 |
921 |

The Macroeconomy and the Yield Curve: A Nonstructural Analysis |
0 |
0 |
0 |
149 |
0 |
0 |
1 |
476 |

The Nobel Memorial Prize for Robert F. Engle |
0 |
0 |
0 |
61 |
0 |
0 |
1 |
294 |

The Nobel Memorial Prize for Robert F. Engle |
0 |
0 |
0 |
145 |
1 |
1 |
3 |
514 |

The Nobel Memorial Prize for Robert F. Engle |
0 |
0 |
0 |
148 |
0 |
0 |
0 |
600 |

The Past, Present, and Future of Macroeconomic Forecasting |
0 |
0 |
0 |
287 |
0 |
0 |
2 |
934 |

The affine arbitrage-free class of Nelson-Siegel term structure models |
0 |
1 |
3 |
195 |
0 |
4 |
7 |
561 |

The dynamics of exchange rate volatility: a multivariate latent factor ARCH model |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
815 |

The macroeconomy and the yield curve: a nonstructural analysis |
0 |
0 |
0 |
26 |
0 |
1 |
2 |
65 |

The past, present, and future of macroeconomic forecasting |
0 |
0 |
0 |
378 |
0 |
0 |
3 |
1,136 |

The use of prior information in forecast combination |
0 |
0 |
0 |
1 |
1 |
1 |
4 |
498 |

Time Series Analysis |
0 |
0 |
2 |
141 |
4 |
5 |
13 |
375 |

Time Series Analysis |
0 |
0 |
0 |
1,098 |
2 |
7 |
23 |
1,759 |

Unit Root Tests Are Useful for Selecting Forecasting Models |
0 |
0 |
0 |
407 |
1 |
2 |
6 |
1,443 |

Unit Root Tests are Useful for Selecting Forecasting Models |
0 |
0 |
0 |
313 |
0 |
1 |
3 |
688 |

Unit roots in economic time series: a selective survey |
0 |
0 |
0 |
3 |
4 |
9 |
26 |
1,173 |

Volatility Forecasting |
0 |
0 |
2 |
947 |
1 |
1 |
7 |
1,260 |

Volatility Forecasting |
0 |
1 |
11 |
554 |
4 |
7 |
32 |
968 |

Volatility forecasting |
0 |
0 |
3 |
332 |
5 |
9 |
18 |
709 |

Weather Forecasting for Weather Derivatives |
0 |
0 |
0 |
299 |
0 |
1 |
3 |
1,029 |

Weather Forecasting for Weather Derivatives |
0 |
0 |
0 |
664 |
0 |
0 |
1 |
1,729 |

Weather forecasting for weather derivatives |
0 |
1 |
3 |
325 |
1 |
3 |
7 |
831 |

When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume |
0 |
0 |
1 |
1 |
0 |
2 |
7 |
7 |

When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume |
0 |
4 |
47 |
47 |
0 |
6 |
15 |
15 |

When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume |
0 |
3 |
9 |
11 |
0 |
39 |
46 |
50 |

Why Are Estimates of Agricultural Supply Response So Variable? |
0 |
0 |
0 |
140 |
0 |
0 |
0 |
429 |

Why Are Estimates of Agricultural Supply Response so Variable? |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
19 |

Why are estimates of agricultural supply response so variable? |
0 |
0 |
0 |
194 |
0 |
0 |
0 |
684 |

Total Working Papers |
58 |
130 |
768 |
64,111 |
244 |
773 |
2,624 |
207,802 |