Access Statistics for Andrew C. Harvey

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayes estimates of the cyclical component in twentieth centruy US gross domestic product 0 0 0 42 2 2 5 109
Beta-t-(E)GARCH 0 4 23 1,256 9 20 84 2,704
Co-integration and control: assessing the impact of events using time series data 0 0 2 80 1 2 9 84
Computing Observation Weights for Signal Extraction and Filtering 0 0 0 260 5 9 20 643
Convergence and Cycles in the Euro Zone 0 0 0 163 2 4 8 381
Convergences of prices and rates of inflation 0 0 0 211 2 2 11 579
Cyclical Components in Economic Time Series: a Bayesian Approach 0 0 0 374 2 6 15 1,243
Cyclical components in economic time series 0 0 0 98 1 1 5 205
Cyclical components in economic time series: A Bayesian approach 0 0 0 160 1 8 17 587
Detrending, Stylized Facts and The Business Cycle (Now published in Journal of Applied Econometrics, vol.8 (1993), pp.231-247.) 0 0 0 0 1 1 6 54
Dynamic Tobit models 0 0 1 162 0 1 14 289
Dynamic distributions and changing copulas 0 1 1 298 3 7 16 560
EGARCH models with fat tails, skewness and leverage 0 0 1 255 5 7 18 542
Estimation and Testing of Stochastic Variance Models 0 0 0 0 2 3 16 229
Exponential Conditional Volatility Models 0 0 3 429 1 5 18 782
Exponential conditional volatility models 0 0 3 92 0 1 18 215
Filtering with heavy tails 0 0 1 155 3 6 17 281
Forecasting epidemic trajectories: Time Series Growth Curves package tsgc 0 0 0 12 3 5 11 19
General Model-based Filters for Extracting Cycles and Trends in Economic Time Series 0 0 3 1,207 1 5 22 2,403
Growth, Cycles and Convergence in US Regional Time Series 0 0 1 344 5 6 13 1,013
Hidden Threshold Models with applications to asymmetric cycles 0 1 2 30 1 6 11 39
Inflation convergence and divergence within the European Monetary Union 1 2 2 352 1 4 19 1,108
Measurement and Testing of Inequality from Time Series of Deciles with an Application to U.S. Wages 0 0 0 60 2 3 12 216
Messy Time Series: A Unified Approach - (Now published in 'Advances in Econometrics', 13 (1998)pp.103-143.) 0 0 0 0 2 4 9 122
Modeling directional (circular) time series 0 0 0 95 5 8 14 150
Modeling the Interactions between Volatility and Returns 0 0 0 174 1 2 8 320
Modeling the Phillips curve with unobserved components 0 0 0 695 2 3 12 1,322
Modeling time series with zero observations 0 0 0 131 3 3 19 249
Models for Converging Economies 0 0 0 381 2 2 22 1,089
Multivariate Structural Time Series Models - (Now published in 'System Dynamics in Economic and Financial Models', CHeij, H Schumacher, B Hanzon and C Praagman (eds.) John Wiley & Sons, Chichester (1997), pp.269-298.) 0 0 0 0 0 1 10 134
Multivariate Unit Root Tests and Testing for Convergence 0 0 1 803 5 9 27 1,888
Quantiles, Expectiles and Splines 0 0 0 414 1 3 10 1,196
Quantiles, Expectiles and Splines 0 0 0 122 4 8 33 314
Regime switching models for directional and linear observations 0 0 1 52 2 3 9 72
Score-Driven Models for Realized Volatility 0 1 2 160 3 5 23 309
Score-driven time series models 1 1 2 90 4 5 24 103
Seasonality in Dynamic Regression Models 0 0 0 0 0 0 12 336
Seasonality in Dynamic Regression Models (Now published in Economic Journal 104 (1994), pp.1324-1345.) 0 0 0 0 2 2 6 36
Signal Extraction and the Formulation of Unobserved Components Models 0 0 0 1 2 2 5 15
Signal Extraction and the Formulation of Unobserved Components Models 0 0 0 20 1 3 12 78
Stochastic Volatility 0 0 3 478 11 13 37 1,673
Stochastic Volatility 0 0 0 3 8 9 29 1,671
Stochastic Volatility 1 1 7 2,093 12 19 49 4,849
Stochastic Volatility 0 0 0 8 9 11 40 3,558
Stochastic Volatility 0 0 0 37 9 9 26 268
Testing against Changing Correlation 0 0 0 92 5 6 17 166
Testing for Drift in a Time Series 1 1 2 987 8 15 40 3,678
Testing for a Slowly Changing Level with Special Reference to Stochastic Volatility - (Now published in 'Journal of Econometrics', 87 (1998), pp.167-189.) 0 0 0 0 2 2 3 30
Testing for the Presence of a Random Walk in Series with Structural Breaks - (Now published in Journal of Time Series Analysis, 22 (2001), pp.127-150.) 0 0 0 6 3 4 8 33
Testing for the presence of a random walk in series with structural breaks 0 0 0 7 0 0 4 40
Testing for trend 0 0 0 492 1 2 14 1,495
Tests of Common Stochastic Trends 0 0 0 0 2 3 8 1,716
Tests of time-invariance 0 0 0 102 5 6 13 336
Tests of time-invariance 0 0 0 246 3 4 10 1,276
The Dyanamic Location/Scale Model: with applications to intra-day financial data 0 0 5 351 1 3 20 629
The Modelling and Seasonal Adjustment of Weekly Observations - (Now published in 'Journal of Business and Economic Statistics', 15 (1997), pp.354-368.) 0 0 0 0 2 3 13 54
Time series modeling of epidemics: leading indicators, control groups and policy assessment 0 0 0 9 2 3 10 36
Time series models for epidemics: leading indicators, control groups and policy assessment 0 0 0 65 0 1 15 67
Time series models with an EGB2 conditional distribution 0 0 1 41 3 5 18 148
Time series models with an EGB2 conditional distribution 0 0 0 70 3 4 21 209
Time-Varying Quantiles 0 0 0 377 4 7 15 763
Trend estimation, signal-noise ratios and the frequency of observations 0 0 0 4 4 6 17 664
Trend, Seasonality and Seasonal Adjustment 0 0 1 98 1 2 6 112
Trends and cycles in economic time series: A Bayesian approach 0 0 1 226 1 1 6 435
Trends, Cycles and Convergence 0 0 0 437 3 7 13 774
Two EGARCH models and one fat tail 0 0 0 35 2 2 12 99
Two EGARCH models and one fat tail 0 0 0 79 5 5 13 137
Volatility Modeling with a Generalized t-distribution 0 0 1 113 4 6 9 191
When is a copula constant? A test for changing relationships 0 0 0 253 3 6 12 604
Total Working Papers 4 12 70 15,887 208 341 1,138 47,729

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Beveridge-Nelson smoother 0 0 0 122 2 3 10 252
A Note on Common Cycles, Common Trends, and Convergence 0 0 0 184 3 3 9 483
A Note on the Efficiency of Kelejian's Method of Estimating Cobb-Douglas Type Functions with Multiplicative and Additive Errors 0 0 0 20 1 1 3 132
A comparison of the power of some tests for heteroskedasticity in the general linear model 0 0 1 118 3 5 8 236
A note on estimating and testing exogenous variable coefficient estimators in simultaneous equation models 0 0 0 14 1 1 11 63
An Algorithm for Exact Maximum Likelihood Estimation of Autoregressive–Moving Average Models by Means of Kaiman Filtering 0 0 1 25 1 7 17 67
Analysis and Generalisation of a Multivariate Exponential Smoothing Model 0 0 0 21 1 1 3 70
Bayesian Analysis of Stochastic Volatility Models: Comment 0 0 0 0 0 0 6 127
Cointegration and control: Assessing the impact of events using time series data 0 0 4 35 1 4 20 127
Computing observation weights for signal extraction and filtering 1 3 7 202 7 12 39 508
Computing the mean square error of unobserved components extracted by misspecified time series models 0 0 1 121 1 2 11 450
Continuous time autoregressive models with common stochastic trends 0 0 1 74 1 2 11 165
Convergence in the trends and cycles of Euro-zone income 0 0 0 294 1 2 9 766
Convergence in the trends and cycles of Euro‐zone income 0 0 1 1 1 2 15 20
Convergence of Prices and Rates of Inflation* 0 0 0 114 3 5 22 334
Detrending, Stylized Facts and the Business Cycle 0 3 12 1,266 4 11 38 3,640
Diagnostic Checking of Unobserved-Components Time Series Models 0 0 0 0 2 7 19 798
EFFICIENT ESTIMATION OF NONSTATIONARY TIME SERIES REGRESSION 0 0 0 4 1 2 6 14
EGARCH models with fat tails, skewness and leverage 1 1 3 51 4 10 22 187
Estimating Regression Models with Multiplicative Heteroscedasticity 0 1 4 807 6 9 20 1,850
Estimating integrated higher-order continuous time autoregressions with an application to money-income causality 0 0 0 22 2 3 11 76
Estimating the underlying change in unemployment in the UK 0 0 0 105 0 3 11 246
Estimation of an Asymmetric Stochastic Volatility Model for Asset Returns 0 0 0 0 1 7 23 937
Estimation of simultaneous equation models with stochastic trend components 0 0 0 34 3 4 10 129
FINITE SAMPLE PREDICTION AND OVERDIFFERENCING 0 0 1 7 3 4 12 36
FURTHER COMMENTS ON STATIONARITY TESTS IN SERIES WITH STRUCTURAL BREAKS AT UNKNOWN POINTS 0 0 0 69 3 3 7 176
Filtering With Heavy Tails 0 0 2 102 2 4 15 225
Finite Sample Prediction from Arima Processes 1 1 2 7 1 2 10 26
Forecasting Economic Time Series with Structural and Box-Jenkins Models: A Case Study 0 0 0 0 1 12 26 982
Forecasting Economic Time Series with Structural and Box-Jenkins Models: A Case Study: Response 0 0 0 0 0 7 17 415
Forecasting and Interpolation Using Vector Autoregressions with Common Trends 0 0 0 5 1 1 3 28
General Model-Based Filters for Extracting Cycles and Trends in Economic Time Series 1 1 5 415 3 4 29 985
Growth, cycles and convergence in US regional time series 0 0 0 74 1 2 8 249
Inflation Convergence and Divergence within the European Monetary Union 0 0 0 228 6 8 33 660
Kernel density estimation for time series data 0 1 8 129 7 12 47 460
Linear Regression in the Frequency Domain 0 0 1 258 2 4 9 662
Measurement and Testing of Inequality from Time Series of Deciles with an Application to U.S. Wages 0 0 0 68 2 2 8 363
Modeling the Interactions between Volatility and Returns using EGARCH‐M 0 0 0 12 4 5 11 60
Modeling time series when some observations are zero 0 0 1 170 2 4 24 935
Modelling circular time series 0 2 3 12 2 9 24 50
Modelling the Phillips curve with unobserved components 0 0 0 160 2 4 11 339
Multivariate Stochastic Variance Models 1 2 3 1,460 5 9 30 3,534
ON THE PROBABILITY OF ESTIMATING A DETERMINISTIC COMPONENT IN THE LOCAL LEVEL MODEL 1 3 3 14 1 7 15 44
On Comparing Regression Models in Levels and First Differences 0 0 0 1,128 1 2 10 2,625
Quantiles, expectiles and splines 0 0 0 124 6 7 12 343
Regime switching models for circular and linear time series 0 0 8 14 1 5 28 46
Review of '4thought' 0 0 0 30 9 10 13 113
Robust time series models with trend and seasonal components 0 0 0 12 4 5 12 70
Score-driven models for realized volatility 0 1 3 5 0 6 27 39
Seasonality Tests 0 0 0 5 2 6 17 1,507
Seasonality in Dynamic Regression Models 0 0 0 354 3 6 13 1,198
Seemingly Unrelated Time Series Equations and a Test for Homogeneity 0 0 0 0 8 8 11 434
Signal extraction and the formulation of unobserved components models 0 0 0 4 4 5 13 1,474
Some Comments on Multicollinearity in Regression 0 0 0 4 0 0 3 13
Stochastic Trends in Dynamic Regression Models: An Application to the Employment-Output Equations 0 0 0 111 1 1 5 301
Structural time series models in inventory control 0 0 0 134 0 3 12 427
TESTING FOR TREND 0 0 0 99 1 3 16 262
TESTS OF COMMON STOCHASTIC TRENDS 0 0 0 175 4 7 42 366
TIME SERIES MODELLING OF EPIDEMICS: LEADING INDICATORS, CONTROL GROUPS AND POLICY ASSESSMENT 0 0 0 4 3 4 6 18
TRACKING THE MUTANT: FORECASTING AND NOWCASTING COVID-19 IN THE UK IN 2021 0 0 1 4 0 0 5 15
Testing against changing correlation 0 0 0 11 2 2 6 66
Testing against smooth stochastic trends 0 0 0 269 8 9 15 1,127
Testing for Contemporaneous Correlation of Disturbances in Systems of Regression Equations 0 0 0 0 2 2 6 222
Testing for Serial Correlation in Simultaneous Equation Models 0 0 0 56 2 3 8 207
Testing for a slowly changing level with special reference to stochastic volatility 0 0 0 39 4 5 12 140
Testing for functional misspecification in regression analysis 1 1 11 273 9 11 32 719
Testing for heteroscedasticity in simultaneous equation models 0 0 0 66 0 0 6 162
Testing for serial correlation in simultaneous equation models: Some further results 0 0 0 23 2 4 8 73
Testing for the Presence of a Random Walk in Series with Structural Breaks 0 0 0 3 1 2 5 14
Testing in Unobserved Components Models 0 0 0 1 1 1 10 489
Tests for Deterministic Versus Indeterministic Cycles 0 0 0 3 0 1 3 8
Tests of strict stationarity based on quantile indicators 0 0 0 25 2 3 11 98
The Estimation of Higher-Order Continuous Time Autoregressive Models 0 0 1 17 0 0 4 62
The Modeling and Seasonal Adjustment of Weekly Observations 0 0 0 0 1 3 12 920
The effects of seat belt legislation on British road casualities: A case study in structural modelling: A.C. Harvey and J. Durbing, Journal of the Royal Statistical Society, Series A 149 (1986) (in press) 0 0 0 103 1 1 7 323
The estimation of dynamic models with missing observations 0 0 0 0 1 5 8 21
The local quadratic trend model 0 0 4 118 4 4 13 498
Time Series Models for Count or Qualitative Observations 0 0 0 0 1 2 10 507
Time Series Models for Count or Qualitative Observations: Reply 0 0 0 0 1 1 5 315
Time-Varying Parameters in Econometrics: The editor’s foreword 0 0 3 5 4 7 20 29
Time-series models with an EGB2 conditional distribution 0 0 0 12 4 5 10 75
Tracking a changing copula 0 0 0 121 1 1 6 251
Trends and Cycles in Macroeconomic Time Series 0 0 0 0 1 3 30 1,387
Trends and cycles in economic time series: A Bayesian approach 0 0 2 280 3 5 24 636
Trends, Cycles and Autoregressions 0 0 1 296 1 7 10 544
Unobserved component time series models with Arch disturbances 0 0 1 649 1 3 16 1,160
Volatility Modeling with a Generalized t Distribution 0 0 0 11 2 2 12 53
When is a Copula Constant? A Test for Changing Relationships 0 0 0 81 5 7 14 236
Total Journal Articles 7 20 99 11,493 209 386 1,261 41,499

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Dynamic Models for Volatility and Heavy Tails 0 0 0 0 8 11 28 328
Dynamic Models for Volatility and Heavy Tails 0 0 0 0 2 5 28 159
Forecasting, Structural Time Series Models and the Kalman Filter 0 0 0 0 11 24 75 1,408
Forecasting, Structural Time Series Models and the Kalman Filter 0 0 0 0 21 38 110 2,343
The Econometric Analysis of Time Series, 2nd Edition 0 0 0 0 5 24 60 1,281
Total Books 0 0 0 0 47 102 301 5,519

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Discrimination Between CES and VES Production Functions 0 0 0 144 1 1 7 794
Forecasting with Unobserved Components Time Series Models 1 1 9 874 4 7 29 2,898
James Durbin (1923–2012) 0 0 0 0 3 5 21 29
MESSY TIME SERIES 0 1 1 1 0 1 4 5
Trends, Cycles, and Convergence 0 0 0 76 3 7 11 281
Total Chapters 1 2 10 1,095 11 21 72 4,007

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-05-06