Working Paper |
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12 months |
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A GENERALIZED ASYMMETRIC STUDENT-T DISTRIBUTION WITH APPLICATION TO FINANCIAL ECONOMETRICS |
0 |
0 |
0 |
121 |
0 |
1 |
4 |
373 |
A Generalized Asymmetric Student-t Distribution with Application to Financial Econometrics |
0 |
1 |
1 |
280 |
0 |
1 |
6 |
886 |
A Note on Monitoring Daily Economic Activity Via Electronic Transaction Data |
0 |
0 |
0 |
52 |
0 |
0 |
1 |
197 |
A test of singularity for distribution functions |
0 |
0 |
0 |
34 |
0 |
3 |
3 |
88 |
ASYMPTOTICS FOR ESTIMATION OF TRUNCATED INFINITE-DIMENSIONAL QUANTILE REGRESSIONS |
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0 |
1 |
58 |
0 |
0 |
2 |
213 |
Analyzing Economic Effects of Extreme Events using Debit and Payments System Data |
1 |
2 |
3 |
49 |
1 |
2 |
5 |
108 |
Autoregression-Based Estimators for ARFIMA Models |
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0 |
0 |
499 |
2 |
2 |
5 |
1,220 |
CONTENT HORIZONS FOR FORECASTS OF ECONOMIC TIME SERIES |
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0 |
0 |
0 |
0 |
1 |
1 |
84 |
Calibration and Resolution Diagnostics for Bank of England Density Forecasts |
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0 |
0 |
81 |
0 |
0 |
0 |
174 |
Circuit Breakers and the Tail Index of Equity Returns |
0 |
0 |
0 |
151 |
0 |
0 |
0 |
1,002 |
Conditional Quantiles of Volatility in Equity Index and Foreign Exchange Data |
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0 |
0 |
205 |
0 |
0 |
0 |
722 |
Consumer Mobility, Online and On-site Commerce and the Geographic Concentration of Economic Activity: Evidence from 20 Billion Transactions |
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0 |
0 |
20 |
1 |
1 |
5 |
31 |
Consumers' Mobility, Expenditure and Online- Offline Substitution Response to COVID-19: Evidence from French Transaction Data |
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0 |
2 |
83 |
0 |
4 |
18 |
266 |
Consumersâ Mobility, Expenditure and Online-Offline Substitution Response to COVID-19: Evidence from French Transaction Data |
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1 |
5 |
99 |
2 |
8 |
30 |
222 |
Consumers’ Mobility, Expenditure and Online-Offline Substitution Response to COVID-19: Evidence from French Transaction Data |
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0 |
6 |
32 |
1 |
5 |
17 |
67 |
Consumption Dynamics in the COVID Crisis: Real Time Insights from French Transaction & Bank Data |
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1 |
14 |
108 |
0 |
3 |
37 |
330 |
Content Horizons for Forecasts of Economic Time Series |
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0 |
0 |
138 |
0 |
0 |
0 |
1,081 |
Dimension Reduction and Model Averaging for Estimation of Artists' Age-Valuation Profiles |
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0 |
0 |
37 |
1 |
2 |
3 |
139 |
Dynamiques de consommation dans la crise: les enseignements en temps réel des données bancaires |
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0 |
0 |
1 |
0 |
1 |
1 |
17 |
ELECTRONIC TRANSACTIONS AS HIGH-FREQUENCY INDICATORS OF ECONOMICS ACTIVITY |
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0 |
0 |
54 |
0 |
0 |
1 |
153 |
ESTIMATING EULER EQUATIONS WITH INTEGRATED SERIES |
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0 |
0 |
0 |
0 |
0 |
0 |
71 |
EXTREME DEPENDENCE IN THE NASDAQ AND S&P COMPOSITE INDEXES |
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0 |
0 |
80 |
0 |
0 |
2 |
282 |
Electronic Transactions as High-Frequency Indicators of Economic Activity |
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2 |
4 |
135 |
1 |
5 |
18 |
681 |
Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series |
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0 |
0 |
0 |
0 |
1 |
2 |
159 |
Exchange Rates and Commodity Prices: Measuring Causality at Multiple Horizons |
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2 |
3 |
33 |
2 |
10 |
18 |
163 |
Exchange rates and commodity prices: measuring causality at multiple horizons |
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0 |
0 |
90 |
1 |
1 |
1 |
142 |
FORECAST CONTENT AND CONTENT HORIZONS FOR SOME IMPORTANT MACROECONOMIC TIME SERIES |
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1 |
1 |
97 |
0 |
3 |
4 |
280 |
FORECASTING EXPECTED SHORTFALL WITH A GENERALIZED ASYMMETRIC STUDENT-T DISTRIBUTION |
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0 |
0 |
99 |
0 |
1 |
3 |
243 |
Forecasting Expected Shortfall with a Generalized Asymmetric Student-t Distribution |
0 |
0 |
0 |
91 |
0 |
0 |
1 |
303 |
Forecasting Some Low-Predictability Time Series Using Diffusion Indices |
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0 |
2 |
283 |
0 |
1 |
3 |
966 |
Forecasting financial volatility with combined QML and LAD-ARCH estimators of the GARCH model |
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0 |
0 |
23 |
0 |
0 |
1 |
41 |
HOW FAR CAN WE FORECAST? FORECAST CONTENT HORIZONS FOR SOME IMPORTANT MACROECONOMIC TIME SERIES |
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0 |
2 |
104 |
0 |
0 |
2 |
251 |
How Far Can Forecasting Models Forecast? Forecast Content Horizons for Some Important Macroeconomic Variables |
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0 |
0 |
273 |
1 |
8 |
19 |
872 |
Indicators of wireline/wireless competition in the market for telecommunication services |
0 |
0 |
0 |
133 |
0 |
0 |
0 |
737 |
Information Content of Volatility Forecasts at Medium-term Horizons |
0 |
0 |
0 |
263 |
0 |
0 |
0 |
779 |
Les modèles de prévisions économiques |
0 |
0 |
0 |
72 |
0 |
0 |
0 |
261 |
Nowcasting GDP with electronic payments data |
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1 |
10 |
79 |
2 |
5 |
29 |
256 |
Nowcasting GDP: Electronic Payments, Data Vintages and the Timing of Data Releases |
0 |
0 |
1 |
64 |
0 |
0 |
1 |
122 |
Online Commerce, Inter-Regional Retail Trade, and the Evolution of Gravity Effects: Evidence from 20 Billion Transactions |
0 |
0 |
1 |
15 |
0 |
0 |
3 |
24 |
Partially Dimension-Reduced Regressions with Potentially Infinite-Dimensional Processes |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
47 |
Properties of Estimates of Daily GARCH Parameters Basaed on Intra-Day Observations |
0 |
0 |
0 |
364 |
0 |
0 |
0 |
995 |
Properties of Estimates of Daily GARCH Parameters Based on Intra-Day Observations |
0 |
0 |
0 |
323 |
0 |
0 |
0 |
766 |
REDUCED-DIMENSION CONTROL REGRESSION |
0 |
0 |
0 |
60 |
0 |
0 |
0 |
168 |
TESTING FOR ASYMMETRY IN THE LINK BETWEEN THE YIELD SPREAD AND OUTPUT IN THE G-7 COUNTRIES |
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0 |
0 |
0 |
0 |
0 |
1 |
160 |
THE CALIBRATION OF PROBABILISTIC ECONOMIC FORECASTS |
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0 |
0 |
58 |
0 |
0 |
1 |
93 |
The COVID-19 containment seen through French consumer transaction data: Expenditures, mobility and online substitution |
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0 |
0 |
0 |
1 |
2 |
22 |
105 |
The Calibration of Probabilistic Economic Forecasts |
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1 |
1 |
99 |
0 |
1 |
1 |
250 |
The Robustness of Economic Activity to Destructive Events |
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0 |
0 |
20 |
0 |
0 |
0 |
101 |
VAR_BASED ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL AND LINKS BETWEEN WHOLESALE AND RETAIL INVENTORIES |
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0 |
0 |
0 |
0 |
0 |
0 |
148 |
Total Working Papers |
2 |
12 |
57 |
4,973 |
16 |
72 |
271 |
16,839 |