Working Paper |
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12 months |
Total |
Last month |
3 months |
12 months |
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A COMPARISON BETWEEN TESTS FOR CHANGES IN THE ADJUSTMENT COEFFICIENTS IN COINTEGRATED SYSTEMS |
1 |
1 |
1 |
72 |
1 |
2 |
6 |
188 |
A Method for Measuring Treatment Effects on the Treated without Randomization |
0 |
0 |
0 |
84 |
0 |
0 |
0 |
172 |
A New International Database on Financial Fragility |
1 |
1 |
1 |
43 |
1 |
1 |
1 |
79 |
A New International Database on Financial Fragility |
0 |
0 |
0 |
54 |
0 |
0 |
4 |
119 |
A New International Database on Financial Fragility |
0 |
1 |
1 |
111 |
1 |
2 |
3 |
273 |
A New Look at Economic Convergence in Europe: A Common Factor Approach |
0 |
0 |
0 |
188 |
1 |
1 |
1 |
381 |
A Portfolio Balance Approach to Euro-Area Money Demand in a Time-Varying Environment |
0 |
0 |
0 |
147 |
2 |
3 |
5 |
807 |
A Portofolio Balance Approach to Euro-Area Money Demand in a Time-Varying Environment |
0 |
0 |
0 |
132 |
2 |
2 |
3 |
396 |
A Suggestion for a Dynamic Multi Factor Model (DMFM) |
0 |
0 |
1 |
46 |
0 |
4 |
7 |
60 |
A Test of the Balassa-Samuelson Effect Applied to Chinese Regional Data |
0 |
0 |
1 |
136 |
0 |
1 |
2 |
433 |
A model to explain the impact of government revenue on the quality of governance and the SDGs |
0 |
0 |
1 |
8 |
0 |
1 |
4 |
20 |
An Indicator Measuring Underlying Economic Activity in Greece |
0 |
0 |
0 |
73 |
0 |
0 |
0 |
745 |
An investigation of the effect of funding on the slope of the yield curve |
0 |
0 |
0 |
5 |
1 |
1 |
2 |
1,307 |
Are All Sovereigns Equal? A Test of the Common Determination of Sovereign Spreads in the Euro Area |
0 |
0 |
0 |
94 |
0 |
0 |
0 |
224 |
Assessing the Casual Relationship between Euro-Area Money and Price in Time-Varying Environment |
0 |
0 |
1 |
51 |
0 |
0 |
1 |
166 |
Bargaining Models and Identifying the Wage Equation |
0 |
0 |
0 |
104 |
0 |
0 |
0 |
270 |
Bretton-Woods Systems, Old and New, and the Rotation of Exchange-Rates Regimes |
0 |
0 |
0 |
89 |
0 |
0 |
1 |
285 |
Bretton-Woods systems, old and new, and the rotation of exchange-rate regimes |
0 |
0 |
2 |
128 |
0 |
1 |
4 |
353 |
Can Trust Explain Social Capital Effect on Property Rights and Growth? |
0 |
0 |
0 |
77 |
0 |
2 |
4 |
114 |
Consumer credit in an era of financial liberalisation: An overreaction to repressed demand? |
0 |
0 |
0 |
36 |
1 |
1 |
4 |
146 |
Consumer credit in an era of financial liberalisation: an overreaction to repressed demand? |
0 |
0 |
1 |
57 |
0 |
0 |
2 |
262 |
Content |
0 |
0 |
0 |
20 |
1 |
2 |
2 |
81 |
Decision-Based Forecast Evaluation of UK Interest Rate Predictability* |
0 |
0 |
0 |
51 |
0 |
0 |
0 |
212 |
Did the absence of a central bank backstop in the sovereign bond markets exacerbate spillovers during the euro-area crisis? |
0 |
0 |
2 |
37 |
0 |
1 |
5 |
69 |
Do institutions matter for growth? Evidence from East Asian countries |
0 |
1 |
1 |
111 |
1 |
2 |
4 |
186 |
Doom-loops: The Role of Rating Agencies in the Euro Financial Crisis |
0 |
0 |
0 |
75 |
0 |
0 |
0 |
185 |
Drivers and Spillover Effects of Inflation: the United States, the Euro Area, and the United Kingdom |
0 |
0 |
1 |
47 |
0 |
0 |
7 |
103 |
Drivers and spillover effects of inflation: the United States, the euro area, and the United Kingdom |
0 |
0 |
2 |
25 |
1 |
1 |
5 |
15 |
Economic Value of Stock and Interest Rate Predictability in the UK |
0 |
0 |
0 |
43 |
0 |
0 |
3 |
535 |
Effect of oil price changes on the price of Russian and Chinese oil shares |
0 |
0 |
0 |
28 |
1 |
1 |
2 |
104 |
Estimation of Parameters in the Presence of Model misspecification and Measurement Error |
0 |
0 |
0 |
199 |
0 |
0 |
2 |
646 |
Evolving Market Efficiency with an Application to Some Bulgarian Shares |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
550 |
Explaining social capital effects on growth and property rights via trust-alternative variables |
0 |
0 |
0 |
34 |
0 |
1 |
2 |
119 |
FUNDAMENTALLY WRONG: MARKET PRICING OF SOVEREIGNS AND THE GREEK FINANCIAL CRISIS |
0 |
0 |
0 |
102 |
0 |
0 |
0 |
281 |
Fast Two-Stage Variational Bayesian Approach to Estimating Panel Spatial Autoregressive Models with Unrestricted Spatial Weights Matrices |
1 |
1 |
1 |
22 |
3 |
3 |
6 |
44 |
Forecasting Inflation: The Use of Dynamic Factor Analysis and Nonlinear Combinations |
0 |
0 |
1 |
103 |
0 |
1 |
2 |
68 |
Forecasting inflation: the use of dynamic factor analysis and nonlinear combinations |
0 |
0 |
2 |
21 |
0 |
1 |
5 |
19 |
Foreign Direct Investment And Exchange Rate Uncertainty In Imperfectly Competitive Industries |
0 |
0 |
1 |
87 |
0 |
0 |
4 |
276 |
Foreign Direct Investment and Exchange Rate Uncertainty in Imperfectly Competitive Industries |
0 |
0 |
0 |
245 |
0 |
0 |
6 |
887 |
Foreign direct investment and exchange rate uncertainty in imperfectly competitive industries |
0 |
0 |
2 |
106 |
1 |
2 |
6 |
372 |
Foreign direct investment in industrial R&D and exchange rate uncertainty in the UK |
0 |
0 |
1 |
115 |
1 |
1 |
4 |
408 |
Fundamentally wrong: market pricing of sovereigns and the Greek financial crisis |
0 |
0 |
0 |
26 |
1 |
1 |
1 |
89 |
Generalized Cointegration: A New Concept with an Application to Health Expenditure and Health Outcomes |
0 |
0 |
0 |
135 |
0 |
0 |
1 |
230 |
How Far From the Euro Area? Measuring Convergence of Inflation Rates in Eastern Europe |
0 |
0 |
0 |
50 |
0 |
0 |
0 |
142 |
How Far From the Euro Area? Measuring Convergence of Inflation Rates in Eastern Europe |
0 |
0 |
0 |
104 |
0 |
0 |
0 |
232 |
How the Euro-Area Sovereign-Debt Crisis Led to a Collapse in Bank Equity Prices |
0 |
0 |
0 |
33 |
0 |
0 |
0 |
84 |
How the Euro-Area Sovereign-Debt Crisis Led to a Collapse in Bank Equity Prices |
0 |
0 |
1 |
69 |
1 |
1 |
2 |
181 |
How the Euro-Area Sovereign-Debt Crisis Led to a Collapse in Bank Equity Prices |
0 |
0 |
1 |
53 |
1 |
1 |
3 |
101 |
Identifying spatial interdependence in panel data with large N and small T |
1 |
1 |
2 |
26 |
1 |
2 |
4 |
35 |
Inflation Targeting: The Delegation and Co-Ordination of Monetary Policy |
0 |
0 |
0 |
236 |
1 |
1 |
3 |
1,151 |
Institutions and growth: Testing the spatial effect using weight matrix based on the institutional distance concept |
0 |
0 |
0 |
102 |
0 |
1 |
5 |
261 |
Institutions-growth spatial dependence: An empirical test |
0 |
0 |
0 |
83 |
0 |
1 |
1 |
138 |
Is the Relationship Between Prices and Exchange Rates Homogeneous? |
0 |
0 |
0 |
95 |
1 |
5 |
7 |
371 |
MEMBER: Multi-Country Euro Area Model with Boundedly Estimated Rationality |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
27 |
Measuring Convergence of the New Member Countries’ Exchange Rates to the Euro |
0 |
0 |
0 |
58 |
0 |
0 |
1 |
146 |
Measuring Currency Pressures: The Cases of the Japanese Yen, the Chinese Yuan, and the U.K. Pound |
0 |
0 |
0 |
76 |
0 |
0 |
1 |
288 |
Measuring Systemic Stress in European Banking Systems* |
0 |
0 |
0 |
68 |
1 |
3 |
3 |
112 |
Measuring the Correlation of Shocks betweem the EU15 and the New Member Countries |
0 |
0 |
1 |
91 |
0 |
0 |
1 |
245 |
Milton Friedman, the Demand for Money and the ECB’s Monetary-Policy Strategy |
0 |
0 |
1 |
155 |
2 |
5 |
10 |
543 |
Modelling Emerging Financial Markets and their Approach to Market Efficiency |
0 |
0 |
0 |
583 |
0 |
0 |
0 |
1,220 |
Non-Linear Properties of Currency Crises in Emerging Markets |
0 |
0 |
0 |
77 |
0 |
0 |
0 |
252 |
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 |
1 |
1 |
1 |
460 |
On the Interpretation of Instrumental Variables in the Presence of Specification Errors |
0 |
0 |
0 |
55 |
1 |
1 |
2 |
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 |
1 |
40 |
1 |
1 |
3 |
40 |
Production Constraints and the NAIRU |
0 |
0 |
0 |
42 |
1 |
1 |
1 |
151 |
Rational Bubbles During Poland's Hyperinflation: Implications and Empirical Evidence |
0 |
0 |
0 |
9 |
2 |
2 |
2 |
342 |
Rational bubbles during Polland’s hiperinflation: implications and empirical evidence |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
905 |
Removing Specification Errors from the Usual Formulation of Binary Choice Models* |
0 |
0 |
0 |
80 |
0 |
0 |
0 |
87 |
Self-fulfilling dynamics: The interactions of sovereign spreads, sovereign ratings and bank ratings during the euro financial crisis* |
0 |
0 |
0 |
63 |
0 |
0 |
0 |
122 |
Self-fulfilling dynamics: the interactions of sovereign spreads, sovereign ratings and bank ratings during the euro financial crisis |
0 |
0 |
2 |
37 |
0 |
0 |
3 |
88 |
Spatial Interdependencies of FDI Locations: A Lessening of the Tyranny of Distance? |
0 |
0 |
0 |
65 |
1 |
1 |
2 |
242 |
Spatial Interdependencies of FDI Locations: A Lessening of the Tyranny of Distance? |
0 |
0 |
0 |
106 |
0 |
0 |
3 |
347 |
Spurious Common Factors |
0 |
0 |
1 |
37 |
0 |
0 |
1 |
152 |
Structural breaks and GARCH modelling |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
422 |
Testing for Common Cycles in Money, Nominal Income and Prices |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
565 |
Testing the Pooling Assumption in an Industry Panel of R&D Investment: What Do We Learn? |
0 |
0 |
0 |
33 |
0 |
0 |
0 |
172 |
The Behaviour of Dickey Fuller test in the case of noisy data: to what extent we can trust the outcome |
0 |
0 |
0 |
54 |
0 |
0 |
3 |
190 |
The Benefits and Costs of Monetary Union in Southern Africa A Critical Survey of the Literature |
0 |
0 |
0 |
5 |
0 |
0 |
3 |
47 |
The Debate about the Revived Bretton-Woods Regime: A Survey and Extension of the Literature |
0 |
0 |
1 |
34 |
1 |
1 |
2 |
104 |
The Debate about the Revived Bretton-Woods Regime: A Survey and Extension of the Literature* |
0 |
0 |
0 |
153 |
0 |
0 |
0 |
310 |
The ECB's New Multi-Country Model for the Euro area: NMCM - with Boundedly Rational Learning Expectations* |
0 |
0 |
0 |
26 |
0 |
0 |
0 |
160 |
The ECB's New Multi-Country Model for the euro area: NMCM - with boundedly rational learning expectations |
0 |
0 |
0 |
72 |
0 |
0 |
0 |
245 |
The Effect of Emergency Liquidity Assistance (ELA) on Bank Lending during the Euro Area Crisis |
0 |
0 |
0 |
78 |
0 |
0 |
3 |
254 |
The Effectiveness of The ECB’s Asset Purchase Programs Of 2009 To 2012 |
0 |
0 |
1 |
69 |
2 |
2 |
4 |
146 |
The Effectiveness of the ECB’s Asset Purchase Programs of 2009 to 2012 |
0 |
0 |
1 |
87 |
1 |
1 |
3 |
111 |
The Forward Rate Premium Puzzle: A Resolution? |
0 |
0 |
0 |
102 |
0 |
0 |
0 |
211 |
The New Keynesian Phillips Curve and Lagged Inflation: A Case of Spurious Correlation? |
0 |
0 |
0 |
140 |
0 |
0 |
0 |
347 |
The Nonexistence of Instrumental Variables |
0 |
0 |
0 |
66 |
1 |
2 |
2 |
96 |
The Nonexistence of Instrumental Variables |
0 |
0 |
0 |
129 |
0 |
0 |
0 |
313 |
The effect of Emergency Liquidity Assistance (ELA) on bank lending during the euro area crisis |
0 |
1 |
4 |
21 |
2 |
3 |
7 |
57 |
The spillover effects of financial development and institutions on economic growth in emerging economies: new insights from spatial Durbin approach |
0 |
0 |
8 |
21 |
1 |
3 |
22 |
39 |
Time Varying Coefficient Models; A Proposal for selecting the Coefficient Driver Sets |
0 |
0 |
0 |
87 |
0 |
0 |
0 |
146 |
Time-Varying Coefficient Estimation in the Presence of Non-Stationarity |
0 |
0 |
1 |
80 |
0 |
1 |
2 |
199 |
Total Working Papers |
4 |
7 |
50 |
7,212 |
44 |
82 |
236 |
25,124 |
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 |
1 |
2 |
5 |
314 |
A Method for Measuring Treatment Effects on the Treated without Randomization |
0 |
0 |
0 |
91 |
0 |
0 |
0 |
186 |
A Model to Explain the Impact of Government Revenue on the Quality of Governance and the SDGs |
0 |
1 |
4 |
4 |
1 |
3 |
10 |
13 |
A Monte Carlo Study of Time Varying Coefficient (TVC) Estimation |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
16 |
A NOTE ON GENERALIZING THE CONCEPT OF COINTEGRATION |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
36 |
A Non-parametric Approach to Pricing and Hedging Derivative Securities: With an Application to LIFFE Data |
0 |
0 |
0 |
90 |
0 |
0 |
1 |
353 |
A Principal Components Analysis of Common Stochastic Trends in Heterogeneous Panel Data: Some Monte Carlo Evidence |
0 |
0 |
1 |
3 |
0 |
0 |
3 |
13 |
A SUGGESTION FOR A DYNAMIC MULTIFACTOR MODEL (DMFM) |
0 |
0 |
1 |
4 |
1 |
2 |
4 |
15 |
A Sequential Test for Structural Breaks in the Causal Linkages Between the G7 Short-Term Interest Rates |
0 |
0 |
0 |
71 |
1 |
1 |
2 |
269 |
A Test of the Balassa-Samuelson Effect Applied to Chinese Regional Data |
0 |
0 |
0 |
55 |
0 |
1 |
1 |
210 |
A dynamic econometric model of the UK with rational expectations |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
59 |
A new look at economic convergence in Europe: a common factor approach |
0 |
0 |
0 |
72 |
0 |
0 |
1 |
228 |
A proposed framework for monetary policy |
0 |
0 |
0 |
17 |
1 |
1 |
1 |
99 |
A suggestion for constructing a large time-varying conditional covariance matrix |
0 |
0 |
1 |
14 |
0 |
0 |
3 |
36 |
A test to select between spatial weighting matrices |
0 |
2 |
5 |
13 |
1 |
3 |
7 |
27 |
Advances in forecasting: An introduction in light of the debate on inflation forecasting |
0 |
0 |
2 |
10 |
2 |
3 |
6 |
25 |
Aggregate demand and aggregate supply in UK regions |
1 |
1 |
2 |
3 |
1 |
2 |
5 |
12 |
An Algorithm for the Solution of Stochastic Optimal Control Problems for Large Nonlinear Econometric Models |
0 |
0 |
0 |
64 |
0 |
0 |
0 |
249 |
An Application of the Granger & Engle Two-Step Estimation Procedure to United Kingdom Aggregate Wage Data |
0 |
0 |
0 |
2 |
2 |
2 |
5 |
1,127 |
An Application of the Stochastic GARCH-in-Mean Model to Risk Premia in the London Metal Exchange |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
484 |
An Independent Bank of England |
0 |
0 |
0 |
7 |
2 |
2 |
2 |
24 |
An Independent Bank of England: Is that Enough |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
1 |
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 |
0 |
3 |
7 |
7 |
0 |
6 |
20 |
20 |
An investigation into feedback and spatial relationships between banks’ share prices and sovereign bond spreads during the euro crisis |
0 |
0 |
0 |
5 |
1 |
3 |
6 |
21 |
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 |
1 |
1 |
1 |
63 |
Are all sovereigns equal? A test of the common determination of sovereign spreads in the euro area |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
62 |
Arnold Zellner: January 2nd 1927-August 11th 2010 |
0 |
0 |
0 |
26 |
1 |
1 |
1 |
129 |
Assessing the causal relationship between euro-area money and prices in a time-varying environment |
0 |
0 |
0 |
59 |
1 |
1 |
3 |
145 |
BRETTON‐WOODS SYSTEMS, OLD AND NEW, AND THE ROTATION OF EXCHANGE‐RATE REGIMES |
0 |
0 |
0 |
28 |
3 |
4 |
5 |
112 |
Carbon abatement costs: an integrated approach for India* |
0 |
0 |
0 |
13 |
1 |
1 |
1 |
53 |
Cointegration and Changes in Regime: The Japanese Consumption Function |
0 |
0 |
0 |
275 |
0 |
0 |
3 |
716 |
Cointegration in Recursive Systems |
0 |
0 |
1 |
61 |
2 |
2 |
3 |
320 |
Combining density forecasts |
0 |
1 |
7 |
227 |
1 |
3 |
13 |
447 |
Consistent Simulations and the National Institute Model 8 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
Consistent Simulations and the National Institute Model 8 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
9 |
Consumer credit in an era of financial liberalization: an overreaction to repressed demand? |
0 |
0 |
1 |
34 |
0 |
0 |
3 |
126 |
Coordination and price shocks: an empirical analysis |
0 |
0 |
0 |
19 |
0 |
0 |
1 |
76 |
Creating High-Frequency National Accounts with State-Space Modelling: A Monte Carlo Experiment |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
278 |
Cross-country spillovers of national financial markets and the effectiveness of ECB policies during the euro-area crisis |
0 |
0 |
1 |
10 |
1 |
1 |
3 |
41 |
Decision‐Based Forecast Evaluation of UK Interest Rate Predictability |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
19 |
Detecting Periodically Collapsing Bubbles: A Markov-Switching Unit Root Test |
0 |
0 |
1 |
389 |
0 |
0 |
5 |
848 |
Disequilibrium models with rational expectations: An application to the UK labour market |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
31 |
Do Market Participants Learn? The Case of the Budapest Stock Exchange |
0 |
0 |
0 |
59 |
0 |
0 |
2 |
295 |
Do R&D strategies in high-tech sectors differ from those in low-tech sectors? An alternative approach to testing the pooling assumption |
2 |
2 |
6 |
47 |
4 |
4 |
9 |
140 |
Does foreign aid play a role in the maintenance of economic growth? A non-linear analysis |
0 |
0 |
2 |
35 |
0 |
0 |
3 |
88 |
Drivers and spillover effects of inflation: The United States, the euro area, and the United Kingdom☆ |
0 |
1 |
5 |
12 |
1 |
5 |
19 |
39 |
E-equilibria and adaptive expectations: Output and inflation in the LBS model |
0 |
1 |
1 |
48 |
0 |
1 |
3 |
167 |
ESG complementarities in the US economy |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
4 |
Economic growth and convergence: Do institutional proximity and spillovers matter? |
0 |
0 |
3 |
26 |
0 |
1 |
7 |
108 |
Empirical Properties of the Black Market Zloty-Dollar Exchange Rate, 1955-1990 |
0 |
1 |
1 |
52 |
0 |
1 |
2 |
873 |
Endogenous technical progress in fossil fuel demand: The case of France |
0 |
0 |
0 |
19 |
0 |
0 |
0 |
117 |
Estimates of the New Keynesian Phillips Curve for Pakistan |
0 |
0 |
2 |
22 |
0 |
0 |
4 |
74 |
Evaluating policy feedback rules using the joint density function of a stochastic model |
0 |
0 |
0 |
25 |
1 |
1 |
2 |
125 |
Evaluating the Gains to Cooperation in the G-3 |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
54 |
Evaluating, Comparing and Combining Density Forecasts Using the KLIC with an Application to the Bank of England and NIESR ‘Fan’ Charts of Inflation* |
0 |
1 |
2 |
91 |
1 |
3 |
6 |
255 |
Evolving Market Efficiency with an Application to Some Bulgarian Shares |
0 |
0 |
1 |
96 |
0 |
1 |
2 |
275 |
Evolving Market Efficiency with an Application to Some Bulgarian Shares |
0 |
0 |
3 |
99 |
0 |
0 |
4 |
322 |
Examining the first stages of market performance: a test for evolving market efficiency |
0 |
0 |
1 |
72 |
0 |
0 |
3 |
203 |
Exchange-rate volatility and export performance: Do emerging market economies resemble industrial countries or other developing countries? |
0 |
1 |
6 |
141 |
3 |
7 |
25 |
403 |
Financial crisis, effective policy rules and bounded rationality in a New Keynesian framework |
0 |
0 |
0 |
42 |
0 |
0 |
1 |
142 |
Financial structure and economic development: Evidence on the view of ‘new structuralism’ |
0 |
0 |
0 |
78 |
1 |
1 |
2 |
228 |
Forecasting Economies in Transition: The Case of Romania |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
183 |
Forecasting employment: The role of forward-looking behaviour |
0 |
0 |
0 |
11 |
0 |
2 |
2 |
56 |
Forecasting in turbulent times |
1 |
3 |
6 |
6 |
1 |
3 |
9 |
9 |
Forecasting inflation: The use of dynamic factor analysis and nonlinear combinations |
0 |
0 |
0 |
1 |
0 |
3 |
3 |
6 |
Forecasting with a Rational Expectations Model of the UK: A Comment |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
75 |
Forecasting with an Econometric Model: Some Recent Results Using the National Institute Model |
0 |
0 |
0 |
41 |
0 |
1 |
1 |
155 |
Foreign Direct Investment in R&D and Exchange Rate Uncertainty |
0 |
0 |
0 |
65 |
0 |
0 |
1 |
191 |
Foreign direct investment and exchange rate uncertainty in South-East Asia |
0 |
0 |
0 |
143 |
0 |
1 |
3 |
357 |
Foreign exchange market efficiency and cointegration |
0 |
0 |
0 |
535 |
0 |
0 |
0 |
1,419 |
Fundamentally Wrong: Market Pricing of Sovereigns and the Greek Financial Crisis |
0 |
0 |
0 |
24 |
0 |
2 |
3 |
127 |
Generalized cointegration: a new concept with an application to health expenditure and health outcomes |
0 |
0 |
0 |
31 |
0 |
0 |
2 |
129 |
Government Revenue and Child and Maternal Mortality |
0 |
0 |
2 |
4 |
2 |
2 |
7 |
39 |
Government revenue, quality of governance and child and maternal survival |
0 |
0 |
1 |
1 |
2 |
2 |
3 |
4 |
How far from the Euro Area? Measuring convergence of inflation rates in Eastern Europe |
0 |
0 |
0 |
22 |
1 |
1 |
1 |
78 |
How the euro-area sovereign-debt crisis led to a collapse in bank equity prices |
0 |
0 |
0 |
12 |
1 |
2 |
5 |
80 |
Inflation and Business Cycle Convergence in the Euro Area: Empirical Analysis Using an Unobserved Component Model |
0 |
0 |
0 |
21 |
1 |
1 |
1 |
62 |
Inflation forecasting with rolling windows: An appraisal |
0 |
0 |
1 |
1 |
1 |
4 |
9 |
9 |
Interest rate linkages: a Kalman filter approach to detecting structural change |
0 |
0 |
0 |
165 |
0 |
0 |
2 |
353 |
Interest rate linkages: identifying structural relations |
0 |
0 |
0 |
58 |
0 |
0 |
0 |
219 |
Introduction to the special issue in honour of Wojciech Charemza |
0 |
0 |
1 |
29 |
1 |
1 |
2 |
64 |
Introduction: P.A.V.B. Swamy's contribution to Econometrics |
0 |
0 |
0 |
66 |
2 |
2 |
7 |
264 |
Irreducibility and Structural Cointegrating Relations: An Application to the G-7 Long-Term Interest Rates |
0 |
0 |
0 |
58 |
1 |
2 |
2 |
235 |
Is the Bundesbank Different from Other Central Banks: A Study Based on P |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
126 |
Is the relationship between prices and exchange rates homogeneous? |
0 |
0 |
0 |
29 |
0 |
0 |
2 |
136 |
Lawrence R. Klein and the Economic Forecasting – A Survey |
0 |
0 |
1 |
155 |
1 |
1 |
5 |
423 |
Learning about monetary union: An analysis of bounded rational learning in European labor markets |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
65 |
Limited information minimal state variable learning in a medium-scale multi-country model |
0 |
0 |
1 |
15 |
0 |
0 |
2 |
105 |
Local agency for the public purpose? Dissecting and evaluating the emerging discourses of municipal entrepreneurship in the UK |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
MICROPRODUCTION FUNCTIONS WITH UNIQUE COEFFICIENTS AND ERRORS: A RECONSIDERATION AND RESPECIFICATION |
0 |
0 |
0 |
16 |
1 |
2 |
4 |
40 |
Macro Modelling at the NIESR: Its Recent History |
0 |
0 |
1 |
5 |
1 |
1 |
3 |
18 |
Macro Modelling at the NIESR: Its Recent History |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
2 |
Macroeconomics and a Bit More Reality |
0 |
0 |
0 |
138 |
1 |
2 |
2 |
345 |
Manufacturing Stocks: Expectations, Risk and Co-integration |
0 |
0 |
1 |
24 |
0 |
0 |
1 |
249 |
Maximum Likelihood Estimation of Cointegration Vectors: An Example of the Johansen Procedure |
0 |
0 |
0 |
11 |
1 |
3 |
4 |
1,625 |
Measurement of causal effects |
0 |
0 |
1 |
7 |
0 |
0 |
1 |
40 |
Measuring Convergence of the EC Economies |
0 |
0 |
0 |
0 |
0 |
2 |
7 |
943 |
Measuring Economic Convergence |
0 |
0 |
0 |
338 |
1 |
1 |
1 |
671 |
Measuring Efficiency and Risk in the Major Bond Markets |
0 |
0 |
0 |
66 |
0 |
0 |
0 |
209 |
Measuring Underlying Economic Activity |
0 |
0 |
0 |
57 |
1 |
1 |
2 |
347 |
Measuring convergence of the new member countries’ exchange rates to the euro |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
172 |
Measuring currency pressures: The cases of the Japanese yen, the Chinese yuan, and the UK pound |
0 |
0 |
0 |
30 |
2 |
2 |
3 |
177 |
Measuring systemic vulnerability in European banking systems |
0 |
0 |
0 |
20 |
1 |
2 |
2 |
81 |
Measuring the Capital Stock in Russia: An Unobserved Component Model |
0 |
0 |
1 |
186 |
1 |
1 |
2 |
426 |
Measuring the Correlation of Shocks Between the UK and the Core of Europe |
0 |
0 |
0 |
112 |
0 |
0 |
0 |
268 |
Measuring the correlation of shocks between the EU15 and the new member countries |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
73 |
Milton Friedman, the demand for money, and the ECB’s monetary policy strategy |
1 |
2 |
4 |
110 |
2 |
3 |
8 |
371 |
Model consistent learning and regime switching in the London Business School model |
0 |
0 |
0 |
30 |
1 |
2 |
3 |
121 |
Modelling Asset Prices with Time-Varying Betas |
0 |
0 |
0 |
0 |
2 |
2 |
3 |
436 |
Modelling Economic Policy Responses with an Application to the G3 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
15 |
Modelling Structural Change Using the Kalman Filter |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
409 |
Modelling and forecasting UK public finances |
0 |
0 |
1 |
70 |
0 |
0 |
1 |
285 |
Modelling economies in transition: an introduction |
0 |
0 |
0 |
87 |
0 |
0 |
0 |
210 |
Modelling economies subject to structural change: The case of Germany |
0 |
0 |
0 |
32 |
0 |
0 |
0 |
97 |
Modelling the Sterling Effective Exchange Rate Using Expectations and Learning |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
212 |
Money and the Economics of Leon Walras |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
239 |
Money and the Walrasian Utility Function |
0 |
0 |
0 |
38 |
1 |
1 |
1 |
104 |
Nonlinear forecast combinations: An example using euro-area real GDP growth |
0 |
0 |
1 |
16 |
0 |
0 |
2 |
39 |
Oil Prices and the Economy |
0 |
0 |
0 |
7 |
1 |
2 |
2 |
15 |
Oil Prices and the Economy |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
On the Interpretation of Instrumental Variables in the Presence of Specification Errors |
0 |
0 |
0 |
72 |
0 |
0 |
0 |
137 |
On the Interpretation of Instrumental Variables in the Presence of Specification Errors: A Reply |
0 |
0 |
0 |
15 |
0 |
0 |
1 |
44 |
On the Solution of High Order, Symmetric, Difference Equations |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
163 |
On the Solution of Large Economic Models with Consistent Expectations |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
127 |
On the effects of the ECB’s funding policies on bank lending |
0 |
0 |
2 |
22 |
1 |
2 |
5 |
83 |
On the identification of cointegrated systems in small samples: a modelling strategy with an application to UK wages and prices |
0 |
0 |
0 |
82 |
0 |
0 |
1 |
199 |
Price and Quantity Responses to Cost and Demand Shocks |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
154 |
Production Constraints and the NAIRU |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
155 |
Quantifying spillovers among regions |
2 |
2 |
6 |
8 |
2 |
2 |
14 |
18 |
Rational Expectations in an Econometric Model: Niesr Model 8 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
17 |
Rational Expectations in an Econometric Model: Niesr Model 8∗ |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
3 |
Rational bubbles during Poland's hyperinflation: Implications and empirical evidence |
0 |
0 |
1 |
152 |
1 |
1 |
3 |
478 |
Removing Specification Errors from the Usual Formulation of Binary Choice Models |
0 |
0 |
0 |
63 |
0 |
0 |
1 |
127 |
Revisiting the institutions-growth nexus in developing countries: The new evidence |
0 |
0 |
0 |
18 |
1 |
2 |
2 |
50 |
Robust optimal decisions with stochastic nonlinear economic systems |
0 |
0 |
0 |
39 |
1 |
1 |
1 |
111 |
S.G.B. Henry: a memoir and a festschrift essay |
0 |
0 |
0 |
32 |
1 |
1 |
2 |
187 |
Scarcity, energy and economic progress: by Ferdinand E. Banks 200 pp, [UK pound]10.50, Lexington books, Lexington, MA, 1978 |
0 |
0 |
0 |
36 |
0 |
0 |
0 |
204 |
Self-fulfilling dynamics: The interactions of sovereign spreads, sovereign ratings and bank ratings during the euro financial crisis |
0 |
0 |
1 |
24 |
1 |
1 |
4 |
105 |
Shock Hunting: The Relative Importance of Industry‐Specific, Region‐specific and Aggregate shocks in the OECD Countries |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
Spatial panel data analysis with feasible GLS techniques: An application to the Chinese real exchange rate |
0 |
0 |
0 |
14 |
0 |
1 |
1 |
61 |
Stabilizing energy related CO2 emissions for India |
0 |
0 |
0 |
43 |
0 |
0 |
0 |
167 |
Sterling's Relationship with the Dollar and the Deutschemark: 1976-89 |
0 |
1 |
1 |
250 |
0 |
1 |
2 |
680 |
Stylized Facts of the Business Cycle Revisited: A Structural Modelling Approach |
0 |
0 |
1 |
49 |
0 |
0 |
2 |
202 |
Switching error-correction models of house prices in the United Kingdom |
1 |
1 |
2 |
198 |
1 |
1 |
4 |
421 |
THE DEBATE ABOUT THE REVIVED BRETTON-WOODS REGIME: A SURVEY AND EXTENSION OF THE LITERATURE |
0 |
0 |
0 |
30 |
0 |
0 |
2 |
96 |
TIME-VARYING COEFFICIENT MODELS: A PROPOSAL FOR SELECTING THE COEFFICIENT DRIVER SETS |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
57 |
Tax abuse—The potential for the Sustainable Development Goals |
0 |
0 |
1 |
4 |
0 |
0 |
1 |
9 |
Testing Causality Between Team Performance and Payroll |
0 |
0 |
5 |
117 |
0 |
1 |
18 |
342 |
Testing a Discrete Switching Disequilibrium Model of the UK Labour Market |
0 |
0 |
0 |
25 |
0 |
0 |
0 |
135 |
Testing for Common Cycles in Money, Nominal Income and Prices |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
The 1998 Russian crisis: could the exchange rate volatility have predicted it? |
0 |
0 |
0 |
149 |
0 |
0 |
2 |
452 |
The Application of Stochastic Simulation Techniques to the National Institute's Model 7 |
0 |
0 |
0 |
0 |
2 |
2 |
3 |
123 |
The Economic Effects of North Sea Oil |
0 |
0 |
1 |
8 |
0 |
0 |
1 |
22 |
The Economic Effects of North Sea Oil |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
6 |
The Effect of Varying Length VAR Models on the Maximum Likelihood Estimates of Cointegrating Vectors |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
346 |
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 |
0 |
1 |
2 |
0 |
0 |
1 |
2 |
The Fisher Effect Puzzle: A Case of Non-Linear Relationship? |
0 |
0 |
0 |
64 |
0 |
0 |
1 |
142 |
The Greek financial crisis: Growing imbalances and sovereign spreads |
0 |
0 |
1 |
153 |
1 |
1 |
2 |
443 |
The Impact of Government Revenue on the Achievement of the Sustainable Development Goals and the Amplification Potential of Good Governance |
1 |
3 |
7 |
15 |
1 |
7 |
20 |
59 |
The New Keynesian Phillips Curve and Lagged Inflation: A Case of Spurious Correlation? |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
6 |
The New Monetary Regime |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
6 |
The New Monetary Regime: Introduction |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
The Relevance of P-Star Analysis to UK Monetary Policy |
0 |
0 |
0 |
125 |
0 |
0 |
0 |
561 |
The effect of emergency liquidity assistance (ELA) on bank lending during the euro area crisis |
0 |
0 |
1 |
8 |
1 |
3 |
4 |
53 |
The effect of oil price changes on the price of Russian and Chinese oil shares |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
38 |
The effectiveness of the ECB's asset purchase programs of 2009 to 2012 |
0 |
1 |
1 |
55 |
0 |
2 |
4 |
159 |
The forward rate premium puzzle: a case of misspecification?1) |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
83 |
The growth effects of economic and political institutions: new evidence from spatial econometrics analysis using historical-based institutional matrix |
0 |
2 |
6 |
10 |
0 |
4 |
13 |
27 |
The macroeconomic and fiscal implications of inflation forecast errors |
0 |
1 |
1 |
21 |
0 |
1 |
2 |
71 |
The small sample properties of tests of the expectations hypothesis: a Monte Carlo investigation |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
32 |
The use of prior regressions in the estimation of error correction models |
0 |
0 |
0 |
10 |
1 |
1 |
1 |
49 |
Time inconsistency and optimal policy formulation in the presence of rational expectations |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
86 |
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 |
1 |
1 |
3 |
32 |
Two applications of the random coefficient procedure: Correcting for misspecifications in a small area level model and resolving Simpson's paradox |
0 |
0 |
1 |
14 |
0 |
1 |
2 |
47 |
Unemployment and the capital stock: a dynamic structural model of the UK supply side |
0 |
0 |
0 |
41 |
0 |
0 |
0 |
104 |
Using Models to Analyse Economic Policy Responses; The Case of Environmental Co-Operation |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
3 |
Wage Models |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
25 |
Wage Models |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
2 |
Where Has All the Money Gone? Wealth and the Demand for Money in South Africa † |
0 |
0 |
0 |
117 |
0 |
0 |
2 |
302 |
Would adopting the Australian dollar provide superior monetary policy in New Zealand? |
0 |
0 |
0 |
47 |
0 |
0 |
0 |
388 |
Total Journal Articles |
9 |
31 |
130 |
7,950 |
98 |
182 |
500 |
32,892 |