| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A statistical model of the global carbon budget |
0 |
0 |
1 |
37 |
0 |
1 |
4 |
79 |
| A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility |
0 |
0 |
0 |
201 |
0 |
0 |
1 |
682 |
| Asymmetries, breaks, and long-range dependence: An estimation framework for daily realized volatility |
0 |
0 |
0 |
62 |
0 |
1 |
2 |
147 |
| Asymptotic Theory for Regressions with Smoothly Changing Parameters |
0 |
0 |
0 |
78 |
0 |
0 |
0 |
125 |
| Bagging Constrained Equity Premium Predictors |
0 |
0 |
1 |
44 |
0 |
0 |
2 |
96 |
| Bagging Weak Predictors |
0 |
0 |
0 |
41 |
0 |
1 |
4 |
143 |
| Bagging Weak Predictors |
0 |
0 |
0 |
29 |
0 |
2 |
2 |
41 |
| DATA REVISIONS AND THE STATISTICAL RELATION OF GLOBAL MEAN SEA-LEVEL AND TEMPERATURE |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
50 |
| Data revisions and the statistical relation of global mean sea-level and temperature |
0 |
0 |
0 |
22 |
1 |
1 |
1 |
62 |
| Exchange Rates and Macroeconomic Fundamentals: Evidence of Instabilities from Time-Varying Factor Loadings |
0 |
0 |
1 |
44 |
0 |
1 |
4 |
82 |
| Forecasting realized volatility models:the benefits of bagging and nonlinear specifications |
0 |
0 |
0 |
199 |
0 |
0 |
3 |
495 |
| Japanese Foreign Exchange Intervention and the Yen/Dollar Exchange Rate: A Simultaneous Equations Approach Using Realized Volatility |
0 |
0 |
1 |
217 |
1 |
4 |
9 |
1,214 |
| Let's Do It Again: Bagging Equity Premium Predictors |
0 |
0 |
0 |
91 |
0 |
0 |
0 |
108 |
| Let´s do it again: bagging equity premium predictors |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
54 |
| Maximum Likelihood Estimation of Time-Varying Loadings in High-Dimensional Factor Models |
0 |
0 |
1 |
131 |
0 |
1 |
3 |
222 |
| Mean Reversion Expectations and the 1987 Stock Market Crash: An Empirical Investigation |
0 |
0 |
0 |
359 |
0 |
1 |
1 |
1,663 |
| Modeling, Forecasting, and Nowcasting U.S. CO2 Emissions Using Many Macroeconomic Predictors |
0 |
1 |
3 |
90 |
0 |
2 |
7 |
133 |
| Neglecting Parameter Changes in Autoregressive Models |
0 |
0 |
0 |
71 |
0 |
0 |
2 |
120 |
| Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models |
0 |
0 |
0 |
82 |
0 |
0 |
1 |
104 |
| Overlaying Time Scales and Persistence Estimation in GARCH(1,1) Models |
0 |
0 |
0 |
315 |
0 |
0 |
0 |
623 |
| Overlaying Time Scales in Financial Volatility Data |
0 |
0 |
0 |
181 |
0 |
0 |
0 |
517 |
| Seasonal Changes in Central England Temperatures |
0 |
0 |
0 |
31 |
0 |
0 |
1 |
95 |
| Seasonal Changes in Central England Temperatures |
0 |
0 |
0 |
31 |
0 |
1 |
3 |
52 |
| Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors |
0 |
0 |
0 |
90 |
0 |
0 |
0 |
218 |
| Supervision in Factor Models Using a Large Number of Predictors |
0 |
0 |
0 |
36 |
0 |
1 |
1 |
69 |
| The Effects of Japanese Foreign Exchange Intervention, GARCH Estimation and Change Point Detection |
0 |
0 |
1 |
98 |
1 |
1 |
3 |
333 |
| The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection |
0 |
0 |
0 |
505 |
1 |
2 |
2 |
1,664 |
| The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection |
0 |
0 |
0 |
178 |
1 |
1 |
2 |
554 |
| The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection |
0 |
0 |
1 |
2 |
1 |
1 |
3 |
15 |
| The Forecasting Power of the Yield Curve, a Supervised Factor Model Approach |
0 |
0 |
0 |
45 |
0 |
0 |
1 |
169 |
| The dynamics of factor loadings in the cross-section of returns |
0 |
2 |
4 |
31 |
1 |
4 |
7 |
101 |
| Using the Entire Yield Curve in Forecasting Output and Inflation |
0 |
0 |
0 |
32 |
0 |
0 |
1 |
78 |
| Using the Yield Curve in Forecasting Output Growth and In?flation |
0 |
0 |
0 |
57 |
0 |
0 |
0 |
162 |
| WHY IT IS OK TO USE THE HAR-RV(1,5,21) MODEL |
0 |
2 |
12 |
272 |
2 |
5 |
40 |
898 |
| Total Working Papers |
0 |
5 |
26 |
3,729 |
9 |
31 |
111 |
11,168 |
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