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Last month |
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12 months |
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"Big Data" and its Origins |
0 |
0 |
3 |
158 |
0 |
0 |
6 |
110 |

(Understanding, Optimizing, Using and Forecasting) Realized Volatility and Correlation |
0 |
0 |
4 |
970 |
0 |
0 |
48 |
1,807 |

A Benchmark Model for Fixed-Target Arctic Sea Ice Forecasting |
0 |
0 |
1 |
10 |
0 |
0 |
3 |
25 |

A Benchmark Model for Fixed-Target Arctic Sea Ice Forecasting |
0 |
0 |
0 |
21 |
1 |
1 |
4 |
32 |

A Framework for Exploring the Macroeconomic Determinants of Systematic Risk |
0 |
0 |
1 |
207 |
0 |
0 |
19 |
573 |

A Framework for Exploring the Macroeconomic Determinants of Systematic Risk |
0 |
0 |
0 |
187 |
0 |
1 |
23 |
481 |

A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
24 |

A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities |
0 |
0 |
1 |
65 |
0 |
0 |
2 |
197 |

A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities |
0 |
0 |
0 |
32 |
0 |
0 |
3 |
139 |

A New Test for Market Efficiency and Uncovered Interest Parity |
0 |
0 |
10 |
10 |
1 |
1 |
15 |
15 |

A New Test for Market Efficiency and Uncovered Interest Parity |
0 |
0 |
22 |
22 |
0 |
0 |
17 |
17 |

A New Test forMarket Efficiency and Uncovered Interest Parity |
0 |
0 |
8 |
8 |
0 |
0 |
24 |
24 |

A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations |
0 |
0 |
0 |
26 |
0 |
3 |
5 |
166 |

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 |
1 |
2 |
360 |

A Personal Perspective on the Origin(s) and Development of â€œBig Data": The Phenomenon, the Term, and the Discipline, Second Version |
0 |
1 |
6 |
150 |
1 |
4 |
24 |
441 |

A Three-Factor Yield Curve Model: Non-Affine Structure, Systematic Risk Sources, and Generalized Duration |
0 |
1 |
1 |
618 |
0 |
1 |
6 |
1,858 |

A framework for exploring the macroeconomic determinants of systematic risk |
0 |
0 |
1 |
183 |
0 |
0 |
5 |
527 |

A no-arbitrage approach to range-based estimation of return covariances and correlations |
0 |
0 |
0 |
138 |
0 |
0 |
1 |
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 |
0 |
1 |
104 |
0 |
0 |
1 |
327 |

An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model |
0 |
0 |
1 |
187 |
0 |
2 |
4 |
523 |

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 |
1 |
2 |
2 |
794 |

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

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

Assessing and Comparing Fixed-Target Forecasts of Arctic Sea Ice: Glide Charts for Feature-Engineered Linear Regression and Machine Learning Models |
0 |
0 |
1 |
3 |
0 |
1 |
3 |
4 |

Assessing and Comparing Fixed-Target Forecasts of Arctic Sea Ice:Glide Charts for Feature-Engineered Linear Regression and Machine Learning Models |
0 |
0 |
46 |
46 |
0 |
1 |
5 |
5 |

Asset Return Volatility, High-Frequency Data, and the New Financial Econometrics |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
496 |

Beating the Simple Average: Egalitarian LASSO for Combining Economic Forecasts |
1 |
1 |
3 |
70 |
1 |
1 |
5 |
61 |

Better to Give than to Receive: Predictive Directional Measurement of Volatility Spillovers |
11 |
27 |
105 |
1,628 |
24 |
69 |
332 |
3,822 |

Bounded Rationality and Strategic Complementarity in a Macroeconomic Model: Policy Effects, Persistence and Multipliers |
0 |
0 |
0 |
211 |
0 |
0 |
3 |
798 |

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

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

Cointegration and Long-Horizon Forecasting |
0 |
0 |
0 |
196 |
0 |
1 |
1 |
482 |

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

Cointegration and long-horizon forecasting |
0 |
0 |
0 |
616 |
1 |
1 |
4 |
1,567 |

Commodity Connectedness |
1 |
2 |
9 |
114 |
1 |
8 |
29 |
326 |

Commodity Connectedness |
0 |
0 |
2 |
15 |
0 |
0 |
6 |
44 |

Commodity connectedness |
0 |
1 |
2 |
21 |
0 |
2 |
7 |
83 |

Comparing Predictive Accuracy |
2 |
3 |
31 |
1,868 |
2 |
10 |
81 |
4,468 |

Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests |
1 |
1 |
1 |
355 |
2 |
2 |
2 |
366 |

Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests |
0 |
0 |
1 |
49 |
0 |
0 |
4 |
180 |

Comparing predictive accuracy I: an asymptotic test |
2 |
2 |
13 |
204 |
4 |
10 |
46 |
1,210 |

Conditional heteroskedasticity in the market |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
394 |

Converting 1-Day Volatility to h-Day Volatitlity: Scaling by Root-h is Worse Than You Think |
2 |
2 |
4 |
412 |
2 |
2 |
10 |
1,473 |

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

Deterministic vs. Stochastic Trend in U.S. GNP, Yet Again |
0 |
0 |
1 |
304 |
0 |
0 |
2 |
1,678 |

Deviations from random-walk behavior: tests based on the variance-time function |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
463 |

Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence |
1 |
1 |
1 |
10 |
1 |
1 |
3 |
83 |

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

Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence |
0 |
0 |
0 |
421 |
0 |
0 |
4 |
965 |

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 |
1 |
3 |
1,588 |

Dynamic equilibrium economies: a framework for comparing models and data |
0 |
0 |
0 |
139 |
0 |
1 |
2 |
612 |

Dynamic equilibrium economies: a framework for comparing models and data |
0 |
0 |
0 |
154 |
1 |
2 |
6 |
1,149 |

Dynamic equilibrium economies: a framework for comparing models and data |
0 |
0 |
0 |
91 |
0 |
1 |
3 |
628 |

Estimating Global Bank Network Connectedness |
0 |
0 |
3 |
553 |
1 |
2 |
16 |
1,220 |

Estimating Global Bank Network Connectedness |
0 |
0 |
2 |
9 |
1 |
7 |
23 |
86 |

Estimating Global Bank Network Connectedness |
0 |
2 |
3 |
61 |
2 |
4 |
10 |
180 |

Evaluating Density Forecasts |
0 |
0 |
0 |
69 |
0 |
0 |
0 |
366 |

Evaluating Density Forecasts |
1 |
1 |
5 |
383 |
1 |
1 |
10 |
1,285 |

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

Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
649 |

Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters |
1 |
1 |
2 |
268 |
1 |
1 |
2 |
1,243 |

Evaluating density forecasts |
0 |
0 |
0 |
257 |
0 |
1 |
4 |
852 |

Ex ante turning point forecasting with the composite leading index |
0 |
0 |
0 |
0 |
0 |
0 |
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 |
0 |
0 |
1 |
769 |

Exchange Rate Returns Standardized by Realized Volatility Are (Nearly) Gaussian |
0 |
0 |
0 |
303 |
0 |
0 |
22 |
1,108 |

Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian |
0 |
0 |
0 |
304 |
0 |
0 |
20 |
839 |

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

Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics |
0 |
0 |
1 |
207 |
0 |
0 |
3 |
582 |

Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics |
0 |
0 |
1 |
228 |
0 |
0 |
3 |
669 |

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

Financial Risk Management in a Volatile Global Environment |
0 |
0 |
0 |
715 |
1 |
1 |
2 |
2,162 |

Financial Risk Measurement for Financial Risk Management |
0 |
1 |
7 |
244 |
1 |
3 |
16 |
530 |

Financial Risk Measurement for Financial Risk Management |
0 |
0 |
1 |
178 |
3 |
7 |
15 |
527 |

Financial Risk Measurement for Financial Risk Management |
0 |
0 |
3 |
203 |
0 |
0 |
11 |
573 |

Financial asset returns, direction-of-change forecasting, and volatility dynamics |
0 |
0 |
1 |
214 |
0 |
0 |
3 |
416 |

Forecast Evaluation and Combination |
0 |
2 |
3 |
1,077 |
1 |
6 |
10 |
3,150 |

Forecast combination and encompassing: reconciling two divergent literatures |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
509 |

Forecast evaluation and combination |
0 |
1 |
1 |
517 |
0 |
4 |
12 |
1,531 |

Forecasting output with the composite leading index: an ex ante analysis |
0 |
0 |
0 |
0 |
1 |
3 |
7 |
1,031 |

Forecasting the Term Structure of Government Bond Yields |
0 |
0 |
2 |
897 |
1 |
4 |
11 |
2,132 |

Forecasting the Term Structure of Government Bond Yields |
0 |
1 |
1 |
833 |
0 |
1 |
3 |
2,255 |

Forecasting the term structure of government bond yields |
0 |
1 |
4 |
825 |
2 |
6 |
20 |
1,973 |

Further Results on Forecasting and Model Selection Under Asymmetric Loss |
0 |
0 |
0 |
184 |
0 |
0 |
1 |
484 |

Further evidence on business cycle duration dependence |
0 |
0 |
0 |
0 |
0 |
0 |
9 |
409 |

Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach |
0 |
0 |
1 |
178 |
2 |
2 |
7 |
654 |

Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach |
0 |
0 |
2 |
358 |
0 |
0 |
2 |
884 |

Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach |
0 |
0 |
0 |
12 |
0 |
1 |
1 |
64 |

Globalization, the Business Cycle, and Macroeconomic Monitoring |
0 |
0 |
1 |
113 |
0 |
2 |
3 |
279 |

Globalization, the Business Cycle, and Macroeconomic Monitoring |
0 |
0 |
0 |
195 |
0 |
0 |
2 |
518 |

Have postwar economic fluctuations been stabilized? |
0 |
0 |
0 |
62 |
0 |
0 |
2 |
477 |

Have postwar economic fluctuations been stabilized? |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
367 |

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

Horizon Problems and Extreme Events in Financial Risk Management |
0 |
0 |
1 |
512 |
1 |
2 |
3 |
1,737 |

How Relevant is Volatility Forecasting for Financial Risk Management? |
0 |
0 |
0 |
332 |
0 |
2 |
4 |
913 |

How Relevant is Volatility Forecasting for Financial Risk Management? |
0 |
0 |
0 |
790 |
0 |
1 |
4 |
2,792 |

How Relevant is Volatility Forecasting for Financial Risk Management? |
0 |
0 |
0 |
597 |
0 |
2 |
3 |
1,578 |

Improving GDP Measurement: A Forecast Combination Perspective |
0 |
1 |
1 |
80 |
0 |
1 |
2 |
267 |

Improving GDP Measurement: A Forecast Combination Perspective |
0 |
0 |
0 |
56 |
0 |
0 |
5 |
187 |

Improving GDP Measurement: A Measurement-Error Perspective |
0 |
0 |
0 |
69 |
0 |
0 |
5 |
149 |

Improving GDP Measurement: A Measurement-Error Perspective |
0 |
0 |
0 |
52 |
0 |
0 |
3 |
163 |

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

Improving GDP measurement: a measurement-error perspective |
0 |
0 |
1 |
45 |
0 |
0 |
3 |
203 |

International evidence on business cycle duration dependence |
0 |
0 |
0 |
55 |
0 |
0 |
4 |
374 |

Is consumption too smooth? Long memory and the Deaton paradox |
0 |
0 |
0 |
0 |
1 |
3 |
3 |
1,010 |

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

Long Memory and Regime Switching |
0 |
0 |
1 |
586 |
0 |
0 |
1 |
1,464 |

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 |
39 |
0 |
2 |
9 |
87 |

Machine Learning for Regularized Survey Forecast Combination: Partially-Egalitarian Lasso and its Derivatives |
0 |
0 |
0 |
71 |
0 |
1 |
6 |
108 |

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

Macroeconomic Volatility and Stock Market Volatility, Worldwide |
0 |
0 |
0 |
213 |
0 |
0 |
5 |
664 |

Macroeconomic Volatility and Stock Market Volatility,World-Wide |
0 |
0 |
1 |
960 |
0 |
0 |
7 |
2,466 |

Measuring Business Cycle: A Modern Perspective |
0 |
0 |
0 |
457 |
0 |
0 |
1 |
1,025 |

Measuring Business Cycles: A Modern Perspective |
0 |
0 |
2 |
533 |
0 |
0 |
9 |
1,469 |

Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets |
0 |
1 |
3 |
221 |
0 |
1 |
23 |
628 |

Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets |
0 |
0 |
1 |
150 |
0 |
0 |
7 |
528 |

Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets |
0 |
0 |
1 |
170 |
0 |
1 |
18 |
581 |

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

Measuring Predictability: Theory and Macroeconomic Applications |
0 |
0 |
0 |
1 |
0 |
2 |
2 |
627 |

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

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

Measuring Volatility Dynamics |
0 |
0 |
0 |
504 |
0 |
0 |
2 |
1,957 |

Measuring financial asset return and volatility spillovers, with application to global equity markets |
0 |
3 |
7 |
111 |
0 |
8 |
44 |
452 |

Measuring financial asset return and volatility spillovers, with application to global equity markets |
0 |
0 |
1 |
24 |
0 |
1 |
11 |
216 |

Measuring financial asset return and volatilty spillovers, with application to global equity markets |
0 |
0 |
7 |
37 |
0 |
0 |
43 |
218 |

Measuring predictability: theory and macroeconomic applications |
0 |
0 |
1 |
166 |
0 |
0 |
4 |
734 |

Measuring the Dynamics of Global Business Cycle Connectedness |
1 |
2 |
5 |
141 |
2 |
7 |
17 |
438 |

Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange |
0 |
0 |
1 |
52 |
0 |
0 |
39 |
508 |

Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange |
0 |
0 |
1 |
477 |
0 |
3 |
44 |
2,247 |

Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange |
0 |
0 |
1 |
287 |
0 |
0 |
41 |
1,031 |

Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange? |
0 |
0 |
0 |
354 |
1 |
1 |
6 |
1,258 |

Modeling Bond Yields in Finance and Macroeconomics |
0 |
0 |
2 |
371 |
0 |
0 |
29 |
952 |

Modeling Bond Yields in Finance and Macroeconomics |
0 |
0 |
0 |
205 |
0 |
1 |
3 |
490 |

Modeling Liquidity Risk With Implications for Traditional Market Risk Measurement and Management |
0 |
0 |
1 |
525 |
0 |
1 |
8 |
1,324 |

Modeling Liquidity Risk, With Implications for Traditional Market Risk Measurement and Management |
0 |
0 |
4 |
1,402 |
3 |
4 |
22 |
3,587 |

Modeling Volatility Dynamics |
0 |
0 |
0 |
372 |
0 |
0 |
0 |
709 |

Modeling and Forecasting Realized Volatility |
1 |
1 |
2 |
790 |
3 |
3 |
28 |
1,888 |

Modeling and Forecasting Realized Volatility |
0 |
1 |
2 |
991 |
1 |
2 |
11 |
2,159 |

Modeling and Forecasting Realized Volatility |
0 |
1 |
3 |
1,255 |
1 |
2 |
10 |
2,962 |

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

Modeling bond yields in finance and macroeconomics |
0 |
0 |
1 |
269 |
1 |
2 |
15 |
712 |

Modeling volatility dynamics |
1 |
1 |
3 |
409 |
1 |
1 |
3 |
999 |

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 |
1 |
3 |
7 |
17 |
1 |
3 |
12 |
30 |

On Robust Inference in Time Series Regression |
0 |
1 |
2 |
122 |
0 |
1 |
5 |
29 |

On cointegration and exchange rate dynamics |
0 |
0 |
0 |
3 |
0 |
0 |
3 |
528 |

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 |
1 |
85 |
0 |
0 |
3 |
678 |

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

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 |
0 |
21 |

On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
32 |

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

On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates |
0 |
0 |
2 |
11 |
0 |
0 |
4 |
12 |

On the Comparison of Interval Forecasts |
0 |
0 |
1 |
45 |
0 |
1 |
5 |
80 |

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 |
163 |
0 |
0 |
0 |
446 |

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

On the Evolution of U.S. Temperature Dynamics |
0 |
0 |
0 |
69 |
1 |
1 |
3 |
76 |

On the Evolution of U.S. Temperature Dynamics |
1 |
1 |
1 |
11 |
1 |
1 |
1 |
27 |

On the Financing of Climate Change Adaptation in Developing Countries |
1 |
1 |
41 |
41 |
1 |
1 |
7 |
9 |

On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms |
0 |
0 |
4 |
108 |
1 |
1 |
10 |
335 |

On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms |
0 |
0 |
1 |
168 |
2 |
5 |
14 |
740 |

On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms |
0 |
0 |
1 |
259 |
1 |
2 |
23 |
525 |

On the Origin(s) and Development of the Term â€œBig Data" |
0 |
2 |
5 |
268 |
0 |
2 |
17 |
419 |

On the Past, Present, and Future of the Diebold-Yilmaz Approach to Dynamic Network Connectedness |
0 |
1 |
6 |
6 |
1 |
4 |
20 |
20 |

On the correlation structure of microstructure noise in theory and practice |
0 |
0 |
0 |
10 |
0 |
1 |
2 |
66 |

On the network topology of variance decompositions: Measuring the connectedness of financial firms |
0 |
0 |
8 |
119 |
1 |
5 |
42 |
367 |

On the power of Dickey-Fuller tests against fractional alternatives |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
680 |

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 |
30 |

Optimal Prediction Under Asymmetric Loss |
0 |
0 |
0 |
259 |
0 |
1 |
2 |
1,082 |

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

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

Optimal prediction under asymmetric loss |
0 |
0 |
0 |
291 |
0 |
0 |
3 |
1,015 |

Parametric and Nonparametric Volatility Measurement |
0 |
1 |
4 |
819 |
0 |
2 |
22 |
2,094 |

Parametric and Nonparametric Volatility Measurement |
0 |
0 |
1 |
692 |
0 |
0 |
4 |
1,596 |

Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management |
0 |
0 |
0 |
1 |
0 |
0 |
5 |
852 |

Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management |
0 |
0 |
2 |
635 |
0 |
1 |
3 |
1,230 |

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 |
0 |
418 |
0 |
0 |
15 |
888 |

Practical Volatility and Correlation Modeling for Financial Market Risk Management |
0 |
0 |
1 |
569 |
0 |
0 |
4 |
1,182 |

Practical volatility and correlation modeling for financial market risk management |
0 |
0 |
1 |
395 |
0 |
0 |
30 |
848 |

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

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 |
0 |
8 |
0 |
0 |
0 |
33 |

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

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

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

Range-Based Estimation of Stochastic Volatility Models or Exchange Rate Dynamics are More Interesting Than You Think |
0 |
0 |
1 |
813 |
0 |
0 |
7 |
2,190 |

Ratings Migration and the Business Cycle, With Application to Credit Portfolio Stress Testing |
0 |
1 |
2 |
1,605 |
0 |
4 |
12 |
3,597 |

Real exchange rates under the gold standard |
0 |
0 |
1 |
250 |
0 |
0 |
3 |
1,591 |

Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility |
0 |
1 |
1 |
105 |
0 |
1 |
1 |
142 |

Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility |
0 |
0 |
0 |
1 |
0 |
1 |
1 |
25 |

Real-Time Macroeconomic Monitoring: Real Activity, Inflation, and Interactions |
0 |
0 |
0 |
102 |
0 |
0 |
4 |
348 |

Real-Time Macroeconomic Monitoring: Real Activity, Inflation, and Interactions |
0 |
0 |
0 |
123 |
0 |
0 |
4 |
318 |

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

Real-Time Measurement of Business Conditions |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
627 |

Real-Time Measurement of Business Conditions |
1 |
1 |
3 |
107 |
2 |
2 |
11 |
293 |

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

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 Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange |
0 |
0 |
0 |
198 |
0 |
0 |
1 |
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 Price Discovery in Global Stock, Bond and Foreign Exchange Markets |
0 |
0 |
1 |
148 |
0 |
0 |
21 |
498 |

Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets |
0 |
0 |
0 |
180 |
0 |
1 |
1 |
799 |

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

Real-Time Real Economic Activity: Entering and Exiting the Pandemic Recession of 2020 |
0 |
0 |
1 |
6 |
0 |
0 |
1 |
38 |

Real-Time Real Economic Activity: Exiting the Great Recession and Entering the Pandemic Recession |
0 |
1 |
2 |
20 |
0 |
1 |
7 |
66 |

Real-Time Real Economic Activity:Entering and Exiting the Pandemic Recession of 2020 |
0 |
0 |
3 |
10 |
1 |
1 |
6 |
24 |

Real-Time Real Economic Activity:Exiting the Great Recession and Entering the Pandemic Recession |
0 |
0 |
1 |
37 |
3 |
4 |
9 |
46 |

Real-time forecast evaluation of DSGE models with stochastic volatility |
0 |
0 |
0 |
72 |
0 |
0 |
2 |
77 |

Real-time macroeconomic monitoring: real activity, inflation, and interactions |
0 |
0 |
0 |
40 |
0 |
0 |
4 |
203 |

Real-time measurement of business conditions |
0 |
0 |
2 |
143 |
0 |
0 |
21 |
333 |

Real-time measurement of business conditions |
0 |
0 |
2 |
174 |
0 |
1 |
28 |
630 |

Real-time price discovery in global stock, bond and foreign exchange markets |
0 |
0 |
0 |
274 |
0 |
0 |
31 |
994 |

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 |
4 |
512 |
0 |
0 |
6 |
907 |

Realized beta: Persistence and predictability |
0 |
0 |
1 |
218 |
2 |
7 |
18 |
624 |

Regime switching with time-varying transition probabilities |
0 |
0 |
0 |
10 |
2 |
5 |
23 |
2,373 |

Roughing It Up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility |
0 |
0 |
0 |
161 |
0 |
0 |
6 |
532 |

Roughing it Up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility |
0 |
0 |
0 |
353 |
0 |
0 |
32 |
978 |

Scoring the leading indicators |
0 |
0 |
0 |
1 |
0 |
0 |
4 |
1,039 |

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 |
0 |
0 |
7 |
524 |

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 |
0 |
0 |
12 |
1,018 |

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 |
0 |
0 |
1 |
1,172 |

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

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

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

Structural change and the combination of forecasts |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
590 |

Temporal aggregation of ARCH processes and the distribution of asset returns |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
316 |

Testing structural stability with endogenous break point: a size comparison of analytic and bootstrap procedures |
0 |
0 |
0 |
1 |
0 |
0 |
3 |
576 |

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

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

The Distribution of Exchange Rate Volatility |
0 |
0 |
3 |
551 |
1 |
1 |
25 |
1,434 |

The Distribution of Exchange Rate Volatility |
0 |
0 |
1 |
322 |
0 |
0 |
2 |
858 |

The Distribution of Exchange Rate Volatility |
0 |
0 |
2 |
528 |
0 |
0 |
33 |
1,308 |

The Distribution of Stock Return Volatility |
0 |
0 |
2 |
906 |
0 |
0 |
21 |
2,386 |

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

The Macroeconomy and the Yield Curve: A Dynamic Latent Factor Approach |
0 |
0 |
3 |
488 |
1 |
4 |
12 |
1,317 |

The Macroeconomy and the Yield Curve: A Nonstructural Analysis |
0 |
0 |
0 |
331 |
1 |
2 |
7 |
928 |

The Macroeconomy and the Yield Curve: A Nonstructural Analysis |
0 |
0 |
0 |
149 |
0 |
2 |
2 |
478 |

The Nobel Memorial Prize for Robert F. Engle |
0 |
0 |
0 |
145 |
0 |
1 |
2 |
515 |

The Nobel Memorial Prize for Robert F. Engle |
0 |
0 |
0 |
148 |
0 |
1 |
2 |
602 |

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

The Past, Present, and Future of Macroeconomic Forecasting |
0 |
0 |
1 |
288 |
0 |
0 |
1 |
935 |

The affine arbitrage-free class of Nelson-Siegel term structure models |
0 |
0 |
1 |
195 |
1 |
3 |
10 |
567 |

The dynamics of exchange rate volatility: a multivariate latent factor ARCH model |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
817 |

The macroeconomy and the yield curve: a nonstructural analysis |
0 |
0 |
0 |
26 |
0 |
0 |
3 |
66 |

The past, present, and future of macroeconomic forecasting |
0 |
0 |
0 |
378 |
0 |
2 |
6 |
1,140 |

The use of prior information in forecast combination |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
498 |

Time Series Analysis |
0 |
0 |
0 |
1,098 |
2 |
3 |
22 |
1,769 |

Time Series Analysis |
1 |
1 |
2 |
142 |
2 |
3 |
11 |
379 |

Unit Root Tests Are Useful for Selecting Forecasting Models |
0 |
1 |
2 |
409 |
0 |
2 |
6 |
1,446 |

Unit Root Tests are Useful for Selecting Forecasting Models |
0 |
0 |
0 |
313 |
0 |
0 |
2 |
689 |

Unit roots in economic time series: a selective survey |
0 |
0 |
0 |
3 |
0 |
2 |
19 |
1,179 |

Volatility Forecasting |
0 |
1 |
8 |
557 |
0 |
1 |
26 |
978 |

Volatility Forecasting |
0 |
0 |
3 |
948 |
0 |
0 |
11 |
1,265 |

Volatility forecasting |
0 |
0 |
4 |
334 |
0 |
0 |
19 |
716 |

Weather Forecasting for Weather Derivatives |
0 |
0 |
0 |
664 |
0 |
0 |
1 |
1,730 |

Weather Forecasting for Weather Derivatives |
0 |
0 |
0 |
299 |
0 |
0 |
2 |
1,030 |

Weather forecasting for weather derivatives |
0 |
0 |
3 |
327 |
0 |
0 |
9 |
835 |

When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume |
0 |
0 |
4 |
11 |
0 |
0 |
41 |
51 |

When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume |
0 |
0 |
0 |
1 |
1 |
1 |
6 |
8 |

When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume |
0 |
0 |
47 |
47 |
0 |
1 |
23 |
23 |

Why Are Estimates of Agricultural Supply Response So Variable? |
0 |
0 |
0 |
140 |
0 |
0 |
2 |
431 |

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 |
31 |
80 |
591 |
64,289 |
108 |
334 |
2,470 |
208,822 |