| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A COMPARISON BETWEEN TESTS FOR CHANGES IN THE ADJUSTMENT COEFFICIENTS IN COINTEGRATED SYSTEMS |
0 |
0 |
1 |
72 |
1 |
2 |
6 |
192 |
| A Method for Measuring Treatment Effects on the Treated without Randomization |
0 |
0 |
0 |
84 |
1 |
1 |
1 |
173 |
| A New International Database on Financial Fragility |
0 |
0 |
0 |
54 |
0 |
1 |
3 |
122 |
| A New International Database on Financial Fragility |
0 |
0 |
1 |
111 |
2 |
5 |
10 |
281 |
| A New Look at Economic Convergence in Europe: A Common Factor Approach |
0 |
0 |
0 |
188 |
0 |
1 |
2 |
382 |
| A Portfolio Balance Approach to Euro-Area Money Demand in a Time-Varying Environment |
0 |
0 |
0 |
147 |
0 |
1 |
4 |
808 |
| A Portofolio Balance Approach to Euro-Area Money Demand in a Time-Varying Environment |
0 |
0 |
0 |
132 |
3 |
3 |
5 |
399 |
| A Suggestion for a Dynamic Multi Factor Model (DMFM) |
0 |
0 |
0 |
46 |
1 |
7 |
8 |
68 |
| A Test of the Balassa-Samuelson Effect Applied to Chinese Regional Data |
0 |
0 |
0 |
136 |
3 |
5 |
7 |
439 |
| A model to explain the impact of government revenue on the quality of governance and the SDGs |
0 |
0 |
0 |
8 |
2 |
3 |
7 |
27 |
| An Indicator Measuring Underlying Economic Activity in Greece |
0 |
0 |
0 |
73 |
2 |
2 |
3 |
748 |
| An investigation of the effect of funding on the slope of the yield curve |
0 |
0 |
1 |
6 |
1 |
1 |
3 |
1,309 |
| Are All Sovereigns Equal? A Test of the Common Determination of Sovereign Spreads in the Euro Area |
0 |
0 |
0 |
94 |
3 |
6 |
6 |
230 |
| Assessing the Casual Relationship between Euro-Area Money and Price in Time-Varying Environment |
0 |
0 |
0 |
51 |
2 |
5 |
5 |
171 |
| Bargaining Models and Identifying the Wage Equation |
0 |
0 |
0 |
104 |
2 |
4 |
4 |
274 |
| Bretton-Woods Systems, Old and New, and the Rotation of Exchange-Rates Regimes |
0 |
0 |
0 |
89 |
2 |
3 |
4 |
289 |
| Bretton-Woods systems, old and new, and the rotation of exchange-rate regimes |
0 |
0 |
1 |
129 |
0 |
0 |
4 |
357 |
| Can Trust Explain Social Capital Effect on Property Rights and Growth? |
0 |
1 |
1 |
78 |
3 |
6 |
8 |
120 |
| Consumer credit in an era of financial liberalisation: An overreaction to repressed demand? |
0 |
0 |
0 |
36 |
2 |
2 |
4 |
149 |
| Consumer credit in an era of financial liberalisation: an overreaction to repressed demand? |
0 |
0 |
0 |
57 |
2 |
4 |
5 |
267 |
| Content |
0 |
0 |
0 |
20 |
0 |
0 |
2 |
81 |
| Decision-Based Forecast Evaluation of UK Interest Rate Predictability* |
0 |
0 |
0 |
51 |
1 |
5 |
6 |
218 |
| Did the absence of a central bank backstop in the sovereign bond markets exacerbate spillovers during the euro-area crisis? |
0 |
0 |
0 |
37 |
3 |
7 |
12 |
80 |
| Do institutions matter for growth? Evidence from East Asian countries |
0 |
0 |
1 |
112 |
0 |
2 |
5 |
190 |
| Doom-loops: The Role of Rating Agencies in the Euro Financial Crisis |
1 |
1 |
1 |
76 |
4 |
4 |
4 |
189 |
| Drivers and Spillover Effects of Inflation: the United States, the Euro Area, and the United Kingdom |
0 |
0 |
2 |
49 |
1 |
9 |
17 |
120 |
| Drivers and spillover effects of inflation: the United States, the euro area, and the United Kingdom |
0 |
0 |
0 |
25 |
2 |
5 |
7 |
21 |
| Economic Value of Stock and Interest Rate Predictability in the UK |
0 |
0 |
0 |
43 |
1 |
2 |
2 |
537 |
| Effect of oil price changes on the price of Russian and Chinese oil shares |
0 |
0 |
0 |
28 |
0 |
2 |
3 |
106 |
| Estimation of Parameters in the Presence of Model misspecification and Measurement Error |
0 |
0 |
0 |
199 |
1 |
5 |
6 |
652 |
| Evolving Market Efficiency with an Application to Some Bulgarian Shares |
0 |
0 |
0 |
0 |
1 |
3 |
8 |
558 |
| Explaining social capital effects on growth and property rights via trust-alternative variables |
0 |
0 |
0 |
34 |
2 |
4 |
4 |
123 |
| FUNDAMENTALLY WRONG: MARKET PRICING OF SOVEREIGNS AND THE GREEK FINANCIAL CRISIS |
0 |
0 |
0 |
102 |
2 |
3 |
4 |
285 |
| Fast Two-Stage Variational Bayesian Approach to Estimating Panel Spatial Autoregressive Models with Unrestricted Spatial Weights Matrices |
0 |
0 |
2 |
23 |
1 |
3 |
11 |
52 |
| Forecasting Inflation: The Use of Dynamic Factor Analysis and Nonlinear Combinations |
0 |
0 |
0 |
103 |
1 |
3 |
6 |
73 |
| Forecasting inflation: the use of dynamic factor analysis and nonlinear combinations |
0 |
0 |
0 |
21 |
0 |
2 |
5 |
23 |
| Foreign Direct Investment And Exchange Rate Uncertainty In Imperfectly Competitive Industries |
0 |
0 |
1 |
88 |
4 |
5 |
6 |
282 |
| Foreign Direct Investment and Exchange Rate Uncertainty in Imperfectly Competitive Industries |
0 |
0 |
0 |
245 |
0 |
0 |
6 |
893 |
| Foreign direct investment and exchange rate uncertainty in imperfectly competitive industries |
0 |
0 |
0 |
106 |
0 |
3 |
10 |
381 |
| Foreign direct investment in industrial R&D and exchange rate uncertainty in the UK |
0 |
1 |
2 |
117 |
1 |
4 |
7 |
414 |
| Fundamentally wrong: market pricing of sovereigns and the Greek financial crisis |
0 |
0 |
1 |
27 |
1 |
3 |
6 |
94 |
| Generalized Cointegration: A New Concept with an Application to Health Expenditure and Health Outcomes |
0 |
0 |
0 |
135 |
1 |
1 |
1 |
231 |
| How Far From the Euro Area? Measuring Convergence of Inflation Rates in Eastern Europe |
0 |
0 |
0 |
50 |
0 |
1 |
1 |
143 |
| How Far From the Euro Area? Measuring Convergence of Inflation Rates in Eastern Europe |
0 |
0 |
0 |
104 |
1 |
2 |
3 |
235 |
| How the Euro-Area Sovereign-Debt Crisis Led to a Collapse in Bank Equity Prices |
0 |
0 |
0 |
53 |
2 |
5 |
7 |
107 |
| How the Euro-Area Sovereign-Debt Crisis Led to a Collapse in Bank Equity Prices |
0 |
0 |
0 |
69 |
1 |
2 |
3 |
183 |
| How the Euro-Area Sovereign-Debt Crisis Led to a Collapse in Bank Equity Prices |
0 |
0 |
0 |
33 |
1 |
2 |
4 |
88 |
| Identifying spatial interdependence in panel data with large N and small T |
0 |
1 |
2 |
27 |
1 |
2 |
5 |
39 |
| Inflation Targeting: The Delegation and Co-Ordination of Monetary Policy |
0 |
0 |
0 |
236 |
1 |
2 |
3 |
1,153 |
| Institutions and growth: Testing the spatial effect using weight matrix based on the institutional distance concept |
0 |
0 |
0 |
102 |
0 |
2 |
4 |
265 |
| Institutions-growth spatial dependence: An empirical test |
0 |
0 |
0 |
83 |
2 |
8 |
9 |
146 |
| Is the Relationship Between Prices and Exchange Rates Homogeneous? |
0 |
0 |
0 |
95 |
0 |
2 |
9 |
376 |
| MEMBER: Multi-Country Euro Area Model with Boundedly Estimated Rationality |
0 |
0 |
0 |
7 |
1 |
2 |
3 |
30 |
| Measuring Convergence of the New Member Countries’ Exchange Rates to the Euro |
0 |
0 |
0 |
58 |
4 |
6 |
6 |
152 |
| Measuring Currency Pressures: The Cases of the Japanese Yen, the Chinese Yuan, and the U.K. Pound |
0 |
0 |
0 |
76 |
4 |
5 |
9 |
297 |
| Measuring Systemic Stress in European Banking Systems* |
0 |
0 |
1 |
69 |
1 |
2 |
6 |
116 |
| Measuring the Correlation of Shocks betweem the EU15 and the New Member Countries |
0 |
0 |
0 |
91 |
1 |
7 |
8 |
253 |
| Milton Friedman, the Demand for Money and the ECB’s Monetary-Policy Strategy |
0 |
0 |
0 |
155 |
1 |
1 |
4 |
545 |
| Modelling Emerging Financial Markets and their Approach to Market Efficiency |
0 |
0 |
0 |
583 |
1 |
1 |
2 |
1,222 |
| Non-Linear Properties of Currency Crises in Emerging Markets |
0 |
0 |
0 |
77 |
1 |
2 |
2 |
254 |
| On the Effects of the ECB’s Funding Policies on Bank Lending and the Demand for the Euro as an International Reserve |
0 |
0 |
0 |
25 |
0 |
0 |
0 |
60 |
| On the Identification of Cointegrated Systems in Small Samples: Practical Procedures with an Application to UK Wages and Prices |
0 |
0 |
0 |
62 |
2 |
4 |
5 |
464 |
| On the Interpretation of Instrumental Variables in the Presence of Specification Errors |
0 |
0 |
0 |
55 |
0 |
0 |
1 |
186 |
| On the effects of the ECB’s funding policies on bank lending and the demand for the euro as an international reserve |
0 |
0 |
0 |
40 |
2 |
4 |
8 |
47 |
| Production Constraints and the NAIRU |
0 |
0 |
0 |
42 |
3 |
7 |
10 |
160 |
| Rational Bubbles During Poland's Hyperinflation: Implications and Empirical Evidence |
0 |
0 |
0 |
9 |
0 |
3 |
5 |
345 |
| Rational bubbles during Polland’s hiperinflation: implications and empirical evidence |
0 |
0 |
0 |
1 |
3 |
4 |
4 |
909 |
| Removing Specification Errors from the Usual Formulation of Binary Choice Models* |
0 |
0 |
0 |
80 |
1 |
1 |
2 |
89 |
| Self-fulfilling dynamics: The interactions of sovereign spreads, sovereign ratings and bank ratings during the euro financial crisis* |
0 |
0 |
0 |
63 |
1 |
2 |
3 |
125 |
| Self-fulfilling dynamics: the interactions of sovereign spreads, sovereign ratings and bank ratings during the euro financial crisis |
0 |
0 |
0 |
37 |
0 |
1 |
2 |
90 |
| Spatial Interdependencies of FDI Locations: A Lessening of the Tyranny of Distance? |
0 |
0 |
0 |
106 |
1 |
3 |
4 |
351 |
| Spatial Interdependencies of FDI Locations: A Lessening of the Tyranny of Distance? |
0 |
0 |
0 |
65 |
0 |
1 |
2 |
243 |
| Spurious Common Factors |
0 |
0 |
0 |
37 |
0 |
3 |
6 |
158 |
| Structural breaks and GARCH modelling |
0 |
0 |
1 |
1 |
0 |
1 |
3 |
424 |
| Testing for Common Cycles in Money, Nominal Income and Prices |
0 |
0 |
0 |
0 |
1 |
5 |
8 |
573 |
| Testing the Pooling Assumption in an Industry Panel of R&D Investment: What Do We Learn? |
0 |
0 |
0 |
33 |
1 |
1 |
1 |
173 |
| The Behaviour of Dickey Fuller test in the case of noisy data: to what extent we can trust the outcome |
0 |
0 |
0 |
54 |
1 |
1 |
1 |
191 |
| The Benefits and Costs of Monetary Union in Southern Africa A Critical Survey of the Literature |
0 |
0 |
0 |
5 |
3 |
5 |
5 |
52 |
| The Debate about the Revived Bretton-Woods Regime: A Survey and Extension of the Literature |
0 |
0 |
0 |
34 |
2 |
4 |
7 |
110 |
| The Debate about the Revived Bretton-Woods Regime: A Survey and Extension of the Literature* |
0 |
0 |
0 |
153 |
2 |
2 |
3 |
313 |
| The ECB's New Multi-Country Model for the Euro area: NMCM - with Boundedly Rational Learning Expectations* |
0 |
0 |
0 |
26 |
0 |
3 |
3 |
163 |
| The ECB's New Multi-Country Model for the euro area: NMCM - with boundedly rational learning expectations |
0 |
0 |
0 |
72 |
0 |
1 |
2 |
247 |
| The Effect of Emergency Liquidity Assistance (ELA) on Bank Lending during the Euro Area Crisis |
0 |
0 |
0 |
78 |
2 |
5 |
9 |
263 |
| The Effectiveness of The ECB’s Asset Purchase Programs Of 2009 To 2012 |
0 |
0 |
0 |
69 |
1 |
2 |
4 |
148 |
| The Effectiveness of the ECB’s Asset Purchase Programs of 2009 to 2012 |
0 |
0 |
0 |
87 |
0 |
3 |
4 |
114 |
| The Forward Rate Premium Puzzle: A Resolution? |
0 |
0 |
0 |
102 |
0 |
3 |
4 |
215 |
| The New Keynesian Phillips Curve and Lagged Inflation: A Case of Spurious Correlation? |
0 |
0 |
0 |
140 |
1 |
2 |
2 |
349 |
| The Nonexistence of Instrumental Variables |
0 |
0 |
0 |
66 |
0 |
1 |
2 |
97 |
| The Nonexistence of Instrumental Variables |
0 |
0 |
0 |
129 |
1 |
1 |
1 |
314 |
| The effect of Emergency Liquidity Assistance (ELA) on bank lending during the euro area crisis |
0 |
0 |
0 |
21 |
1 |
3 |
6 |
61 |
| The spillover effects of financial development and institutions on economic growth in emerging economies: new insights from spatial Durbin approach |
0 |
1 |
6 |
27 |
3 |
5 |
21 |
57 |
| Time Varying Coefficient Models; A Proposal for selecting the Coefficient Driver Sets |
0 |
0 |
0 |
87 |
0 |
1 |
1 |
147 |
| Time-Varying Coefficient Estimation in the Presence of Non-Stationarity |
0 |
0 |
0 |
80 |
4 |
4 |
5 |
203 |
| Total Working Papers |
1 |
5 |
25 |
7,190 |
118 |
277 |
469 |
25,453 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Forward Looking Model of the Exchange Rate |
0 |
0 |
0 |
80 |
2 |
4 |
6 |
318 |
| A Method for Measuring Treatment Effects on the Treated without Randomization |
0 |
0 |
0 |
91 |
1 |
2 |
3 |
189 |
| A Model to Explain the Impact of Government Revenue on the Quality of Governance and the SDGs |
0 |
0 |
2 |
5 |
1 |
6 |
15 |
26 |
| A Monte Carlo Study of Time Varying Coefficient (TVC) Estimation |
0 |
0 |
0 |
2 |
3 |
5 |
6 |
22 |
| A NOTE ON GENERALIZING THE CONCEPT OF COINTEGRATION |
0 |
0 |
0 |
12 |
1 |
3 |
4 |
40 |
| A Non-parametric Approach to Pricing and Hedging Derivative Securities: With an Application to LIFFE Data |
0 |
0 |
0 |
90 |
0 |
0 |
2 |
355 |
| A Principal Components Analysis of Common Stochastic Trends in Heterogeneous Panel Data: Some Monte Carlo Evidence |
0 |
0 |
0 |
3 |
2 |
3 |
3 |
16 |
| A SUGGESTION FOR A DYNAMIC MULTIFACTOR MODEL (DMFM) |
0 |
0 |
1 |
5 |
0 |
1 |
4 |
18 |
| A Sequential Test for Structural Breaks in the Causal Linkages Between the G7 Short-Term Interest Rates |
0 |
0 |
0 |
71 |
2 |
3 |
5 |
273 |
| A Test of the Balassa-Samuelson Effect Applied to Chinese Regional Data |
0 |
0 |
0 |
55 |
1 |
3 |
6 |
216 |
| A dynamic econometric model of the UK with rational expectations |
0 |
0 |
0 |
12 |
1 |
2 |
4 |
63 |
| A new look at economic convergence in Europe: a common factor approach |
0 |
0 |
0 |
72 |
0 |
1 |
1 |
229 |
| A proposed framework for monetary policy |
0 |
0 |
0 |
17 |
0 |
3 |
4 |
102 |
| A suggestion for constructing a large time-varying conditional covariance matrix |
0 |
0 |
0 |
14 |
0 |
2 |
4 |
40 |
| A test to select between spatial weighting matrices |
1 |
1 |
3 |
14 |
2 |
4 |
7 |
31 |
| Advances in forecasting: An introduction in light of the debate on inflation forecasting |
0 |
0 |
0 |
10 |
0 |
3 |
11 |
34 |
| Aggregate demand and aggregate supply in UK regions |
0 |
0 |
1 |
3 |
0 |
2 |
4 |
15 |
| An Algorithm for the Solution of Stochastic Optimal Control Problems for Large Nonlinear Econometric Models |
0 |
0 |
0 |
64 |
4 |
6 |
6 |
255 |
| An Application of the Granger & Engle Two-Step Estimation Procedure to United Kingdom Aggregate Wage Data |
0 |
0 |
0 |
2 |
1 |
4 |
6 |
1,131 |
| An Application of the Stochastic GARCH-in-Mean Model to Risk Premia in the London Metal Exchange |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
487 |
| An Independent Bank of England |
0 |
0 |
0 |
7 |
0 |
2 |
4 |
26 |
| An Independent Bank of England: Is that Enough |
0 |
0 |
0 |
1 |
1 |
2 |
2 |
3 |
| An Investigation of the Long-run Properties of Aggregate Non-durable Consumers' Expenditure in the United Kingdom |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
116 |
| An evaluation of the inflation forecasting performance of the European Central Bank, the Federal Reserve, and the Bank of England |
1 |
2 |
9 |
15 |
4 |
10 |
22 |
39 |
| An investigation into feedback and spatial relationships between banks’ share prices and sovereign bond spreads during the euro crisis |
0 |
0 |
0 |
5 |
0 |
2 |
6 |
26 |
| Analysing Economic Behaviour 1975-85 with a Model Incorporating Consistent Expectations |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
| Analysing Economic Behaviour 1975-85 with a Model Incorporating Consistent Expectations |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
| Analysing Unstable Policy Prescriptions in Linear Difference Models with Rational Expectations |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
65 |
| Are all sovereigns equal? A test of the common determination of sovereign spreads in the euro area |
0 |
0 |
0 |
15 |
1 |
2 |
4 |
66 |
| Arnold Zellner: January 2nd 1927-August 11th 2010 |
0 |
0 |
0 |
26 |
0 |
1 |
3 |
131 |
| Assessing the causal relationship between euro-area money and prices in a time-varying environment |
0 |
0 |
0 |
59 |
0 |
1 |
6 |
150 |
| BRETTON‐WOODS SYSTEMS, OLD AND NEW, AND THE ROTATION OF EXCHANGE‐RATE REGIMES |
0 |
0 |
0 |
28 |
0 |
2 |
7 |
116 |
| Carbon abatement costs: an integrated approach for India* |
0 |
1 |
1 |
14 |
1 |
4 |
5 |
57 |
| Cointegration and Changes in Regime: The Japanese Consumption Function |
0 |
0 |
0 |
275 |
1 |
7 |
9 |
725 |
| Cointegration in Recursive Systems |
0 |
0 |
2 |
63 |
0 |
2 |
18 |
336 |
| Combining density forecasts |
1 |
2 |
4 |
231 |
6 |
13 |
18 |
464 |
| Consistent Simulations and the National Institute Model 8 |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
12 |
| Consistent Simulations and the National Institute Model 8 |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
5 |
| Consumer credit in an era of financial liberalization: an overreaction to repressed demand? |
0 |
0 |
0 |
34 |
0 |
0 |
1 |
127 |
| Coordination and price shocks: an empirical analysis |
0 |
0 |
0 |
19 |
0 |
1 |
3 |
79 |
| Creating High-Frequency National Accounts with State-Space Modelling: A Monte Carlo Experiment |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
281 |
| Cross-country spillovers of national financial markets and the effectiveness of ECB policies during the euro-area crisis |
1 |
1 |
1 |
11 |
2 |
4 |
8 |
48 |
| Decision‐Based Forecast Evaluation of UK Interest Rate Predictability |
0 |
0 |
0 |
1 |
1 |
2 |
2 |
21 |
| Detecting Periodically Collapsing Bubbles: A Markov-Switching Unit Root Test |
0 |
2 |
4 |
393 |
3 |
11 |
20 |
868 |
| Disequilibrium models with rational expectations: An application to the UK labour market |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
35 |
| Do Market Participants Learn? The Case of the Budapest Stock Exchange |
0 |
0 |
0 |
59 |
0 |
1 |
1 |
296 |
| Do R&D strategies in high-tech sectors differ from those in low-tech sectors? An alternative approach to testing the pooling assumption |
0 |
0 |
3 |
48 |
1 |
4 |
12 |
148 |
| Does foreign aid play a role in the maintenance of economic growth? A non-linear analysis |
0 |
0 |
2 |
37 |
1 |
2 |
6 |
94 |
| Drivers and spillover effects of inflation: The United States, the euro area, and the United Kingdom☆ |
1 |
2 |
7 |
19 |
9 |
16 |
40 |
76 |
| E-equilibria and adaptive expectations: Output and inflation in the LBS model |
0 |
0 |
1 |
48 |
2 |
3 |
5 |
171 |
| ESG complementarities in the US economy |
0 |
0 |
0 |
0 |
2 |
3 |
4 |
8 |
| Economic growth and convergence: Do institutional proximity and spillovers matter? |
0 |
1 |
3 |
29 |
4 |
9 |
19 |
127 |
| Empirical Properties of the Black Market Zloty-Dollar Exchange Rate, 1955-1990 |
0 |
1 |
1 |
53 |
2 |
5 |
5 |
878 |
| Endogenous technical progress in fossil fuel demand: The case of France |
0 |
0 |
0 |
19 |
1 |
2 |
2 |
119 |
| Estimates of the New Keynesian Phillips Curve for Pakistan |
0 |
0 |
1 |
23 |
3 |
4 |
9 |
83 |
| Evaluating policy feedback rules using the joint density function of a stochastic model |
0 |
0 |
0 |
25 |
0 |
2 |
5 |
129 |
| Evaluating the Gains to Cooperation in the G-3 |
0 |
0 |
0 |
8 |
1 |
3 |
4 |
58 |
| Evaluating, Comparing and Combining Density Forecasts Using the KLIC with an Application to the Bank of England and NIESR ‘Fan’ Charts of Inflation* |
0 |
0 |
2 |
92 |
3 |
5 |
9 |
261 |
| Evolving Market Efficiency with an Application to Some Bulgarian Shares |
0 |
0 |
0 |
99 |
0 |
1 |
1 |
323 |
| Evolving Market Efficiency with an Application to Some Bulgarian Shares |
0 |
1 |
1 |
97 |
1 |
4 |
5 |
280 |
| Examining the first stages of market performance: a test for evolving market efficiency |
0 |
0 |
1 |
73 |
0 |
0 |
5 |
208 |
| Exchange-rate volatility and export performance: Do emerging market economies resemble industrial countries or other developing countries? |
0 |
6 |
13 |
154 |
3 |
19 |
44 |
444 |
| Financial crisis, effective policy rules and bounded rationality in a New Keynesian framework |
0 |
0 |
0 |
42 |
1 |
7 |
7 |
149 |
| Financial structure and economic development: Evidence on the view of ‘new structuralism’ |
0 |
1 |
1 |
79 |
1 |
7 |
8 |
235 |
| Forecasting Economies in Transition: The Case of Romania |
0 |
0 |
0 |
0 |
0 |
3 |
3 |
186 |
| Forecasting employment: The role of forward-looking behaviour |
0 |
0 |
0 |
11 |
1 |
2 |
4 |
58 |
| Forecasting in turbulent times |
0 |
0 |
3 |
7 |
0 |
0 |
4 |
11 |
| Forecasting inflation: The use of dynamic factor analysis and nonlinear combinations |
0 |
0 |
0 |
1 |
0 |
2 |
6 |
10 |
| Forecasting with a Rational Expectations Model of the UK: A Comment |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
77 |
| Forecasting with an Econometric Model: Some Recent Results Using the National Institute Model |
0 |
0 |
0 |
41 |
0 |
2 |
2 |
157 |
| Foreign Direct Investment in R&D and Exchange Rate Uncertainty |
0 |
0 |
0 |
65 |
1 |
1 |
2 |
193 |
| Foreign direct investment and exchange rate uncertainty in South-East Asia |
0 |
0 |
0 |
143 |
1 |
2 |
5 |
361 |
| Foreign exchange market efficiency and cointegration |
0 |
0 |
0 |
535 |
0 |
3 |
8 |
1,427 |
| Fundamentally Wrong: Market Pricing of Sovereigns and the Greek Financial Crisis |
0 |
0 |
1 |
25 |
2 |
4 |
8 |
134 |
| Generalized cointegration: a new concept with an application to health expenditure and health outcomes |
0 |
0 |
0 |
31 |
0 |
2 |
2 |
131 |
| Government Revenue and Child and Maternal Mortality |
1 |
1 |
1 |
5 |
5 |
7 |
9 |
46 |
| Government revenue, quality of governance and child and maternal survival |
0 |
1 |
1 |
2 |
0 |
2 |
4 |
6 |
| How far from the Euro Area? Measuring convergence of inflation rates in Eastern Europe |
0 |
0 |
0 |
22 |
0 |
1 |
4 |
81 |
| How the euro-area sovereign-debt crisis led to a collapse in bank equity prices |
0 |
0 |
1 |
13 |
1 |
4 |
7 |
85 |
| Inflation and Business Cycle Convergence in the Euro Area: Empirical Analysis Using an Unobserved Component Model |
0 |
1 |
1 |
22 |
0 |
3 |
7 |
68 |
| Inflation forecasting with rolling windows: An appraisal |
0 |
2 |
4 |
5 |
1 |
7 |
14 |
21 |
| Interest rate linkages: a Kalman filter approach to detecting structural change |
0 |
1 |
1 |
166 |
1 |
5 |
8 |
361 |
| Interest rate linkages: identifying structural relations |
0 |
0 |
0 |
58 |
1 |
4 |
6 |
225 |
| Introduction to the special issue in honour of Wojciech Charemza |
0 |
0 |
0 |
29 |
1 |
2 |
4 |
67 |
| Introduction: P.A.V.B. Swamy's contribution to Econometrics |
0 |
0 |
0 |
66 |
3 |
8 |
11 |
273 |
| Irreducibility and Structural Cointegrating Relations: An Application to the G-7 Long-Term Interest Rates |
0 |
0 |
0 |
58 |
1 |
5 |
7 |
241 |
| Is the Bundesbank Different from Other Central Banks: A Study Based on P |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
127 |
| Is the relationship between prices and exchange rates homogeneous? |
0 |
0 |
0 |
29 |
2 |
4 |
6 |
142 |
| Lawrence R. Klein and the Economic Forecasting – A Survey |
0 |
1 |
1 |
156 |
3 |
5 |
9 |
431 |
| Learning about monetary union: An analysis of bounded rational learning in European labor markets |
0 |
0 |
0 |
13 |
0 |
2 |
3 |
68 |
| Limited information minimal state variable learning in a medium-scale multi-country model |
0 |
0 |
0 |
15 |
1 |
1 |
2 |
107 |
| Local agency for the public purpose? Dissecting and evaluating the emerging discourses of municipal entrepreneurship in the UK |
0 |
1 |
1 |
1 |
0 |
3 |
3 |
4 |
| MICROPRODUCTION FUNCTIONS WITH UNIQUE COEFFICIENTS AND ERRORS: A RECONSIDERATION AND RESPECIFICATION |
0 |
0 |
1 |
17 |
1 |
2 |
5 |
43 |
| Macro Modelling at the NIESR: Its Recent History |
0 |
1 |
2 |
7 |
1 |
5 |
10 |
27 |
| Macro Modelling at the NIESR: Its Recent History |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
5 |
| Macroeconomics and a Bit More Reality |
0 |
0 |
0 |
138 |
0 |
2 |
5 |
348 |
| Manufacturing Stocks: Expectations, Risk and Co-integration |
0 |
0 |
0 |
24 |
7 |
9 |
9 |
258 |
| Maximum Likelihood Estimation of Cointegration Vectors: An Example of the Johansen Procedure |
0 |
0 |
0 |
11 |
0 |
1 |
5 |
1,627 |
| Measurement of causal effects |
0 |
0 |
0 |
7 |
1 |
2 |
2 |
42 |
| Measuring Convergence of the EC Economies |
0 |
0 |
0 |
0 |
3 |
6 |
10 |
952 |
| Measuring Economic Convergence |
0 |
0 |
0 |
338 |
0 |
2 |
3 |
673 |
| Measuring Efficiency and Risk in the Major Bond Markets |
0 |
0 |
0 |
66 |
0 |
2 |
5 |
214 |
| Measuring Underlying Economic Activity |
0 |
0 |
0 |
57 |
0 |
2 |
4 |
350 |
| Measuring convergence of the new member countries’ exchange rates to the euro |
0 |
0 |
0 |
0 |
2 |
2 |
3 |
174 |
| Measuring currency pressures: The cases of the Japanese yen, the Chinese yuan, and the UK pound |
0 |
0 |
0 |
30 |
0 |
2 |
4 |
179 |
| Measuring systemic vulnerability in European banking systems |
0 |
0 |
0 |
20 |
3 |
3 |
7 |
86 |
| Measuring the Capital Stock in Russia: An Unobserved Component Model |
0 |
0 |
0 |
186 |
0 |
0 |
1 |
426 |
| Measuring the Correlation of Shocks Between the UK and the Core of Europe |
0 |
0 |
0 |
112 |
0 |
2 |
2 |
270 |
| Measuring the correlation of shocks between the EU15 and the new member countries |
0 |
0 |
0 |
20 |
0 |
2 |
2 |
75 |
| Milton Friedman, the demand for money, and the ECB’s monetary policy strategy |
0 |
0 |
2 |
111 |
1 |
3 |
8 |
377 |
| Model consistent learning and regime switching in the London Business School model |
0 |
0 |
0 |
30 |
0 |
2 |
5 |
124 |
| Modelling Asset Prices with Time-Varying Betas |
0 |
0 |
0 |
0 |
0 |
3 |
5 |
439 |
| Modelling Economic Policy Responses with an Application to the G3 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
16 |
| Modelling Structural Change Using the Kalman Filter |
0 |
0 |
0 |
0 |
1 |
4 |
7 |
415 |
| Modelling and forecasting UK public finances |
0 |
0 |
0 |
70 |
2 |
3 |
3 |
288 |
| Modelling economies in transition: an introduction |
0 |
0 |
0 |
87 |
1 |
2 |
6 |
216 |
| Modelling economies subject to structural change: The case of Germany |
0 |
0 |
0 |
32 |
1 |
2 |
3 |
100 |
| Modelling the Sterling Effective Exchange Rate Using Expectations and Learning |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
212 |
| Money and the Economics of Leon Walras |
0 |
0 |
0 |
0 |
1 |
5 |
5 |
244 |
| Money and the Walrasian Utility Function |
0 |
0 |
0 |
38 |
0 |
1 |
2 |
105 |
| Nonlinear forecast combinations: An example using euro-area real GDP growth |
0 |
0 |
0 |
16 |
2 |
2 |
7 |
46 |
| Oil Prices and the Economy |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
| Oil Prices and the Economy |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
15 |
| On the Interpretation of Instrumental Variables in the Presence of Specification Errors |
0 |
0 |
0 |
72 |
1 |
1 |
1 |
138 |
| On the Interpretation of Instrumental Variables in the Presence of Specification Errors: A Reply |
0 |
0 |
0 |
15 |
1 |
3 |
4 |
48 |
| On the Solution of High Order, Symmetric, Difference Equations |
0 |
0 |
0 |
1 |
0 |
1 |
3 |
165 |
| On the Solution of Large Economic Models with Consistent Expectations |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
129 |
| On the effects of the ECB’s funding policies on bank lending |
0 |
0 |
0 |
22 |
2 |
4 |
8 |
89 |
| On the identification of cointegrated systems in small samples: a modelling strategy with an application to UK wages and prices |
0 |
0 |
1 |
83 |
2 |
3 |
4 |
203 |
| Price and Quantity Responses to Cost and Demand Shocks |
0 |
0 |
0 |
1 |
0 |
2 |
4 |
157 |
| Production Constraints and the NAIRU |
0 |
0 |
0 |
22 |
0 |
2 |
2 |
157 |
| Quantifying spillovers among regions |
0 |
0 |
6 |
12 |
1 |
3 |
11 |
27 |
| Rational Expectations in an Econometric Model: Niesr Model 8 |
0 |
0 |
1 |
1 |
1 |
3 |
5 |
22 |
| Rational Expectations in an Econometric Model: Niesr Model 8∗ |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
4 |
| Rational bubbles during Poland's hyperinflation: Implications and empirical evidence |
0 |
0 |
0 |
152 |
0 |
2 |
5 |
482 |
| Removing Specification Errors from the Usual Formulation of Binary Choice Models |
0 |
0 |
0 |
63 |
0 |
3 |
3 |
130 |
| Revisiting the institutions-growth nexus in developing countries: The new evidence |
0 |
0 |
0 |
18 |
2 |
3 |
8 |
56 |
| Robust optimal decisions with stochastic nonlinear economic systems |
0 |
0 |
0 |
39 |
0 |
1 |
2 |
112 |
| S.G.B. Henry: a memoir and a festschrift essay |
0 |
0 |
0 |
32 |
0 |
2 |
5 |
191 |
| Scarcity, energy and economic progress: by Ferdinand E. Banks 200 pp, [UK pound]10.50, Lexington books, Lexington, MA, 1978 |
0 |
0 |
0 |
36 |
1 |
1 |
3 |
207 |
| Self-fulfilling dynamics: The interactions of sovereign spreads, sovereign ratings and bank ratings during the euro financial crisis |
0 |
0 |
0 |
24 |
1 |
3 |
9 |
113 |
| Shock Hunting: The Relative Importance of Industry‐Specific, Region‐specific and Aggregate shocks in the OECD Countries |
0 |
0 |
0 |
0 |
2 |
3 |
4 |
5 |
| Spatial panel data analysis with feasible GLS techniques: An application to the Chinese real exchange rate |
0 |
1 |
2 |
16 |
2 |
4 |
6 |
66 |
| Stabilizing energy related CO2 emissions for India |
0 |
0 |
0 |
43 |
0 |
3 |
3 |
170 |
| Sterling's Relationship with the Dollar and the Deutschemark: 1976-89 |
0 |
0 |
2 |
251 |
1 |
7 |
9 |
688 |
| Stylized Facts of the Business Cycle Revisited: A Structural Modelling Approach |
0 |
0 |
1 |
50 |
0 |
0 |
1 |
203 |
| Switching error-correction models of house prices in the United Kingdom |
0 |
0 |
3 |
200 |
1 |
2 |
8 |
428 |
| THE DEBATE ABOUT THE REVIVED BRETTON-WOODS REGIME: A SURVEY AND EXTENSION OF THE LITERATURE |
0 |
0 |
0 |
30 |
1 |
3 |
3 |
99 |
| TIME-VARYING COEFFICIENT MODELS: A PROPOSAL FOR SELECTING THE COEFFICIENT DRIVER SETS |
0 |
1 |
3 |
19 |
1 |
2 |
6 |
63 |
| Tax abuse—The potential for the Sustainable Development Goals |
0 |
0 |
0 |
4 |
0 |
1 |
1 |
10 |
| Testing Causality Between Team Performance and Payroll |
0 |
1 |
3 |
120 |
0 |
7 |
12 |
354 |
| Testing a Discrete Switching Disequilibrium Model of the UK Labour Market |
0 |
0 |
0 |
25 |
0 |
1 |
1 |
136 |
| Testing for Common Cycles in Money, Nominal Income and Prices |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
10 |
| The 1998 Russian crisis: could the exchange rate volatility have predicted it? |
1 |
1 |
1 |
150 |
2 |
5 |
5 |
457 |
| The Application of Stochastic Simulation Techniques to the National Institute's Model 7 |
0 |
0 |
0 |
0 |
3 |
4 |
6 |
127 |
| The Economic Effects of North Sea Oil |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
7 |
| The Economic Effects of North Sea Oil |
1 |
1 |
1 |
9 |
2 |
3 |
4 |
26 |
| The Effect of Varying Length VAR Models on the Maximum Likelihood Estimates of Cointegrating Vectors |
0 |
0 |
0 |
0 |
1 |
3 |
7 |
351 |
| The Exchange Rate and the Balance of Payments |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
25 |
| The Exchange Rate and the Balance of Payments |
0 |
1 |
1 |
3 |
0 |
1 |
1 |
3 |
| The Fisher Effect Puzzle: A Case of Non-Linear Relationship? |
0 |
1 |
1 |
65 |
0 |
1 |
1 |
143 |
| The Greek financial crisis: Growing imbalances and sovereign spreads |
0 |
0 |
1 |
154 |
0 |
1 |
7 |
449 |
| The Impact of Government Revenue on the Achievement of the Sustainable Development Goals and the Amplification Potential of Good Governance |
0 |
0 |
4 |
16 |
1 |
3 |
14 |
68 |
| The New Keynesian Phillips Curve and Lagged Inflation: A Case of Spurious Correlation? |
0 |
0 |
0 |
1 |
1 |
1 |
3 |
9 |
| The New Monetary Regime |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
7 |
| The New Monetary Regime: Introduction |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
3 |
| The Relevance of P-Star Analysis to UK Monetary Policy |
0 |
0 |
1 |
126 |
1 |
1 |
4 |
565 |
| The effect of emergency liquidity assistance (ELA) on bank lending during the euro area crisis |
0 |
1 |
1 |
9 |
1 |
5 |
9 |
60 |
| The effect of oil price changes on the price of Russian and Chinese oil shares |
0 |
0 |
0 |
5 |
0 |
1 |
4 |
42 |
| The effectiveness of the ECB's asset purchase programs of 2009 to 2012 |
0 |
0 |
2 |
56 |
0 |
2 |
7 |
164 |
| The forward rate premium puzzle: a case of misspecification?1) |
0 |
0 |
0 |
13 |
0 |
3 |
3 |
86 |
| The growth effects of economic and political institutions: new evidence from spatial econometrics analysis using historical-based institutional matrix |
0 |
0 |
1 |
11 |
1 |
4 |
12 |
38 |
| The macroeconomic and fiscal implications of inflation forecast errors |
0 |
0 |
1 |
21 |
0 |
1 |
2 |
72 |
| The small sample properties of tests of the expectations hypothesis: a Monte Carlo investigation |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
35 |
| The use of prior regressions in the estimation of error correction models |
0 |
0 |
0 |
10 |
0 |
0 |
2 |
50 |
| Time inconsistency and optimal policy formulation in the presence of rational expectations |
0 |
0 |
0 |
21 |
0 |
0 |
1 |
87 |
| Transportation and energy in Santiago, Chile |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
90 |
| Trust-based social capital, economic growth and property rights: explaining the relationship |
0 |
0 |
0 |
4 |
0 |
1 |
3 |
34 |
| Two applications of the random coefficient procedure: Correcting for misspecifications in a small area level model and resolving Simpson's paradox |
0 |
0 |
2 |
16 |
1 |
2 |
5 |
51 |
| Unemployment and the capital stock: a dynamic structural model of the UK supply side |
0 |
0 |
0 |
41 |
0 |
1 |
4 |
108 |
| Using Models to Analyse Economic Policy Responses; The Case of Environmental Co-Operation |
0 |
0 |
0 |
1 |
2 |
3 |
3 |
6 |
| Wage Models |
0 |
0 |
0 |
5 |
1 |
2 |
2 |
27 |
| Wage Models |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
5 |
| Where Has All the Money Gone? Wealth and the Demand for Money in South Africa † |
0 |
0 |
0 |
117 |
4 |
7 |
8 |
310 |
| Would adopting the Australian dollar provide superior monetary policy in New Zealand? |
0 |
0 |
0 |
47 |
5 |
6 |
9 |
397 |
| Total Journal Articles |
8 |
38 |
123 |
8,052 |
180 |
531 |
1,015 |
33,766 |