| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A CVAR scenario for a standard monetary model using theory-consistent expectations |
0 |
0 |
0 |
60 |
0 |
2 |
15 |
79 |
| A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings |
0 |
0 |
1 |
235 |
1 |
2 |
9 |
559 |
| A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings |
0 |
0 |
0 |
137 |
1 |
2 |
17 |
347 |
| A Structured VAR under Changing Monetary Policy |
0 |
0 |
0 |
2 |
0 |
0 |
11 |
282 |
| Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression |
0 |
0 |
1 |
648 |
0 |
1 |
17 |
1,091 |
| An Empirical Analysis of the Changing Role of the German Bundesbank after 1983 |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
222 |
| An Invariance Property of the Common Trends under Linear Transformations of the Data |
0 |
0 |
0 |
26 |
0 |
2 |
7 |
137 |
| An invariance property of the common trends under linear transformations of the data |
0 |
0 |
0 |
54 |
0 |
4 |
8 |
125 |
| Changing Monetary Transmission Mechanisms within the EU |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
427 |
| Cointegration and Identification in a Vector Time Series Model: An Application to the Demand for Money in Denmark |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
183 |
| Controlling Inflation in a Cointegrated Vector Autoregressive Model with an Application to US Data |
0 |
0 |
1 |
758 |
0 |
4 |
16 |
1,659 |
| Controlling Inflation in a Cointergrated Vector Autoregressive Model with an Application to US Data |
0 |
0 |
0 |
191 |
0 |
1 |
6 |
443 |
| Do Purchasing Power Parity and Uncovered Interest Rate Parity Hold in the Long Run? - An Example of Likelihood in a Multivariate Time-Series Model |
0 |
0 |
0 |
0 |
0 |
3 |
14 |
731 |
| Do prices move together in the long run? An I(2) analysis of six price indices |
0 |
0 |
0 |
101 |
0 |
1 |
12 |
465 |
| Does it Matter How to Measure Aggregates? The Case of Monetary Transmission Mechanisms in the Euro Area |
0 |
0 |
1 |
84 |
0 |
0 |
10 |
280 |
| Does it matter how aggregates are measured? The case of monetary transmission mechanisms in the euro area |
0 |
0 |
0 |
116 |
1 |
3 |
14 |
214 |
| Domestic and Foreign Effects on Prices in an Open Economy |
0 |
0 |
0 |
0 |
1 |
3 |
11 |
367 |
| Dynamic Models and Structural Shift: Monetary Transmission Mechanisms in Italy before and after EMS |
0 |
0 |
0 |
161 |
0 |
1 |
8 |
486 |
| Experiments, Passive Observation and Scenario Analysis: Trygve Haavelmo and the Cointegrated Vector Autoregression |
0 |
0 |
0 |
72 |
0 |
1 |
11 |
197 |
| Explaining Cointegration Analysis: Part II |
0 |
0 |
1 |
3,664 |
0 |
2 |
26 |
7,129 |
| Extracting Information from the Data: A Popperian View on Empirical Macro |
0 |
1 |
2 |
372 |
0 |
2 |
20 |
875 |
| Haavelmo's Probability Approach and the Cointegrated VAR |
0 |
0 |
0 |
118 |
0 |
5 |
23 |
211 |
| High Inflation, Hyperinflation and Explosive Roots: The Case of Yugoslavia |
0 |
1 |
1 |
602 |
1 |
7 |
38 |
2,433 |
| Hypothesis Testing for Cointegration Vectors: with Application to the Demand for Money in Denmark and Finland |
0 |
0 |
0 |
4 |
1 |
3 |
23 |
1,357 |
| Identification of the Long-Run and the Short-Run Structure: An Application to the ISLM Model |
0 |
0 |
0 |
7 |
0 |
5 |
16 |
2,346 |
| Imperfect Knowledge, Asset Price Swings and Structural Slumps: A Cointegrated VAR Analysis of Their Interdependence |
0 |
0 |
0 |
115 |
0 |
0 |
7 |
215 |
| Inflation, Money Growth, and I(2) Analysis |
0 |
0 |
4 |
379 |
0 |
1 |
13 |
911 |
| Interest Rate and Price Linkages between the USA and Japan: Evidence from the Post-Bretton Woods Period |
0 |
0 |
0 |
409 |
1 |
2 |
11 |
2,001 |
| International Parity Relationships Between Germany and the United States: A Joint Modelling Approach |
0 |
0 |
0 |
260 |
1 |
1 |
6 |
883 |
| International Parity Relationships between Germany and the United States: A Joint Modelling Approach |
0 |
0 |
0 |
582 |
1 |
2 |
14 |
1,799 |
| Long-Run Relations in Australian Monetary Data |
0 |
0 |
0 |
3 |
1 |
1 |
8 |
275 |
| Long-run Relations in Australian Monetary Data |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
214 |
| Long-run Relations in a Well Defined Statistical Model for the Data Generating Process. Cointegration Analysis of the PPP and the UIP Relations |
0 |
0 |
0 |
0 |
1 |
2 |
9 |
802 |
| Model Based Seasonal Extraction with both Deterministic and Stochastic Seasonality: Some Simulation Results |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
105 |
| Models and Relations in Economics and Econometrics |
0 |
0 |
1 |
537 |
0 |
0 |
11 |
1,102 |
| On the Design of Experiments when Data are Collected by Passive Observation |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
434 |
| On the Duality between Long-run Relations and Common Trends in an Empirical Analysis of Aggregate Money Holdings |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
135 |
| On the Role of Theory and Evidence in Macroeconomics |
0 |
0 |
0 |
185 |
2 |
4 |
7 |
309 |
| Real exchange rate persistence: The case of the Swiss franc-US dollar rate |
0 |
0 |
0 |
44 |
0 |
2 |
7 |
144 |
| Real exchange rate persistence: the case of the Swiss franc-US dollar rate |
0 |
0 |
0 |
66 |
0 |
0 |
11 |
215 |
| Searching for a theory that fits the data: A personal research odyssey |
0 |
0 |
0 |
88 |
0 |
0 |
14 |
113 |
| Some Structural Hypotheses in a Multivariate Cointegration Analysis of the Purchasing Power Parity and the Uncovered Interest Parity for UK |
0 |
0 |
0 |
1 |
0 |
5 |
30 |
2,539 |
| Stationary Disequilibrium Error Processes in the Danish Money Market. An Application of ML Cointegration |
0 |
0 |
0 |
0 |
0 |
3 |
7 |
174 |
| Taking a DSGE Model to the Data Meaningfully |
0 |
0 |
0 |
387 |
1 |
2 |
10 |
792 |
| Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate |
1 |
1 |
1 |
177 |
5 |
9 |
22 |
437 |
| Testing for Near I (2) Trends When the Signal to Noise Ratio is Small |
0 |
0 |
0 |
17 |
1 |
2 |
11 |
69 |
| Testing for near I(2) trends when the signal to noise ratio is small |
0 |
0 |
0 |
52 |
2 |
4 |
10 |
62 |
| Testing hypotheses in an I(2) model with applications to the persistent long swings in the Dmk/$ rate |
0 |
0 |
0 |
59 |
0 |
3 |
10 |
168 |
| The Balassa-Samuelson Effect and the Wage, Price and Unemployment Dynamics in Spain |
0 |
0 |
1 |
189 |
0 |
2 |
9 |
493 |
| The Balassa-Samuelson effect and the wage, price and unemployment dynamics in Spain |
0 |
0 |
0 |
27 |
0 |
5 |
16 |
146 |
| The Balassa-Samuelsson effect and the wage, price and unemployment dynamics in Spain |
0 |
0 |
0 |
101 |
0 |
1 |
6 |
412 |
| The Effect of Joining the EMS: Monetary Transmission Mechanisms in Spain |
0 |
0 |
0 |
147 |
0 |
3 |
11 |
530 |
| The Financial Crisis and the Systemic Failure of Academic Economics |
0 |
0 |
0 |
589 |
1 |
2 |
13 |
1,505 |
| The Financial Crisis and the Systemic Failure of Academic Economics |
0 |
0 |
0 |
434 |
3 |
6 |
22 |
995 |
| The Full Information Maximum Likelihood Procedure for Inference on Cointegration - with Applications |
0 |
0 |
0 |
2 |
0 |
5 |
22 |
2,063 |
| The Greek crisis: A story of self-reinforcing feedback mechanisms |
0 |
0 |
0 |
30 |
0 |
6 |
15 |
45 |
| The Greek crisis: A story of self-reinforcing feedback mechanisms |
0 |
0 |
0 |
11 |
0 |
2 |
5 |
38 |
| The Long-Run Impact of Foreign Aid in 36 African Countries: Insights from Multivariate Time Series Analysis |
0 |
0 |
0 |
671 |
0 |
0 |
12 |
2,453 |
| The PPP Puzzle: What the Data Tell when Allowed to Speak Freely |
0 |
0 |
0 |
214 |
0 |
1 |
11 |
366 |
| The Real Exchange Rate, Foreign Aid and Macroeconomic Transmission Mechanisms in Tanzania and Ghana |
0 |
0 |
0 |
32 |
1 |
3 |
6 |
106 |
| The Real Exchange Rate, Foreign Aid and Macroeconomic Transmission Mechanisms in Tanzania and Ghana |
0 |
0 |
0 |
114 |
0 |
3 |
9 |
430 |
| The financial crisis and the systemic failure of academic economics |
1 |
1 |
3 |
3,141 |
4 |
10 |
34 |
8,037 |
| Time to reject the privileging of economic theory over empirical evidence? A Reply to Lawson (2009) |
0 |
0 |
0 |
182 |
0 |
1 |
13 |
318 |
| Unit Roots and the Demand for Cigarettes in Turkey: Pitfalls and Possibilities |
0 |
0 |
0 |
232 |
0 |
2 |
10 |
797 |
| Using a Theory-Consistent CVAR Scenario to Test an Exchange Rate Model Based on Imperfect Knowledge |
0 |
0 |
0 |
32 |
1 |
3 |
16 |
76 |
| VAR Modelling and Haavelmo's Probability Approach to Macroeconomic Modelling |
0 |
0 |
0 |
1 |
0 |
6 |
28 |
344 |
| Wage, Price and Unemployment Dynamics in the Spanish Transition to EMU Membership |
0 |
0 |
0 |
53 |
0 |
1 |
9 |
227 |
| Wage, Price, and Unemployment Dynamics and the Convergence to Purchasing Power Parity in the Euro Area |
0 |
0 |
0 |
330 |
0 |
0 |
7 |
809 |
| Wage, price and unemployment dynamics in the Spanish transition to EMU membership |
0 |
0 |
0 |
88 |
0 |
2 |
8 |
240 |
| Total Working Papers |
2 |
4 |
18 |
17,393 |
34 |
166 |
871 |
56,973 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Structured VAR for Denmark under Changing Monetary Regimes |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
278 |
| A Theory-Consistent CVAR Scenario for a Monetary Model with Forward-Looking Expectations |
0 |
0 |
1 |
4 |
0 |
4 |
15 |
32 |
| Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression |
0 |
0 |
0 |
311 |
0 |
1 |
9 |
601 |
| An Empirical Analysis of the Changing Role of the German Bundesbank after 1983 |
0 |
0 |
0 |
1 |
0 |
0 |
5 |
163 |
| An asymptotic invariance property of the common trends under linear transformations of the data |
0 |
0 |
0 |
16 |
0 |
2 |
12 |
116 |
| Are outcomes driving expectations or the other way around? An I(2) CVAR analysis of interest rate expectations in the dollar/pound market |
0 |
0 |
0 |
21 |
0 |
4 |
21 |
122 |
| Balassa-Samuelson and Wage, Price and Unemployment Dynamics in the Spanish Transition to EMU Membership |
0 |
0 |
2 |
84 |
0 |
6 |
15 |
320 |
| Changing monetary transmission mechanisms within the EU |
0 |
0 |
1 |
274 |
0 |
2 |
12 |
1,054 |
| Disequilibrium macroeconometrics |
0 |
0 |
2 |
10 |
0 |
2 |
10 |
27 |
| Do purchasing power parity and uncovered interest rate parity hold in the long run? An example of likelihood inference in a multivariate time-series model |
0 |
0 |
1 |
732 |
1 |
4 |
10 |
2,045 |
| Domestic and foreign effects on prices in an open economy: The case of Denmark |
0 |
0 |
1 |
272 |
0 |
1 |
14 |
526 |
| European integration and monetary transmission mechanisms: the case of Italy |
0 |
0 |
0 |
204 |
0 |
1 |
20 |
688 |
| Explaining Cointegration Analysis: Part 1 |
0 |
0 |
2 |
9 |
1 |
5 |
22 |
38 |
| Explaining Cointegration Analysis: Part II |
0 |
0 |
0 |
3 |
0 |
5 |
15 |
20 |
| HAAVELMO’S PROBABILITY APPROACH AND THE COINTEGRATED VAR |
0 |
0 |
0 |
16 |
0 |
3 |
9 |
69 |
| Identification of the long-run and the short-run structure an application to the ISLM model |
0 |
0 |
1 |
859 |
0 |
1 |
19 |
1,616 |
| International parity relationships between the USA and Japan |
0 |
0 |
0 |
189 |
1 |
4 |
14 |
500 |
| Maximum Likelihood Estimation and Inference on Cointegration--With Applications to the Demand for Money |
0 |
0 |
0 |
31 |
8 |
41 |
187 |
12,691 |
| Modelling short- and long-term effects in the aggregate demand for soft drinks |
0 |
0 |
0 |
31 |
1 |
3 |
6 |
130 |
| Models and relations in economics and econometrics |
0 |
0 |
1 |
25 |
0 |
1 |
15 |
278 |
| Monetary transmission mechanisms in Spain: The effect of monetization, financial deregulation, and the EMS |
0 |
0 |
0 |
94 |
0 |
1 |
7 |
287 |
| Predictable and unpredictable components of the long-run growth in nominal prices |
0 |
0 |
0 |
1 |
0 |
0 |
11 |
27 |
| Real exchange rate persistence and the excess return puzzle: The case of Switzerland versus the US |
0 |
0 |
0 |
21 |
0 |
1 |
6 |
83 |
| Recent Developments in Cointegration |
0 |
0 |
1 |
18 |
0 |
3 |
11 |
55 |
| Searching for a Theory That Fits the Data: A Personal Research Odyssey |
0 |
0 |
0 |
13 |
0 |
2 |
18 |
51 |
| Special Issue on Using Econometrics for Assessing Economic Models: An Introduction |
0 |
0 |
0 |
73 |
0 |
7 |
19 |
307 |
| TRYGVE HAAVELMO’S EXPERIMENTAL METHODOLOGY AND SCENARIO ANALYSIS IN A COINTEGRATED VECTOR AUTOREGRESSION |
0 |
0 |
0 |
16 |
1 |
5 |
9 |
57 |
| Taking a DSGE Model to the Data Meaningfully |
0 |
0 |
1 |
140 |
0 |
5 |
11 |
377 |
| Testing for near I(2) trends when the signal-to-noise ratio is small |
0 |
0 |
0 |
12 |
0 |
3 |
9 |
94 |
| Testing hypotheses in an I(2) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/$ rate |
0 |
0 |
0 |
50 |
0 |
5 |
13 |
192 |
| Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK |
0 |
0 |
5 |
2,193 |
2 |
16 |
43 |
4,383 |
| The Greek crisis: A story of self-reinforcing feedback mechanisms |
1 |
1 |
1 |
13 |
1 |
7 |
12 |
57 |
| The Long-Run Impact of Foreign Aid in 36 African Countries: Insights from Multivariate Time Series Analysis |
0 |
0 |
2 |
116 |
4 |
7 |
21 |
1,111 |
| The Real Exchange Rate, Foreign Aid and Macroeconomic Transmission Mechanisms in Tanzania and Ghana |
0 |
0 |
2 |
20 |
0 |
0 |
10 |
71 |
| Time to reject the privileging of economic theory over empirical evidence? A reply to Lawson |
0 |
0 |
0 |
37 |
0 |
0 |
4 |
123 |
| Using a Theory-Consistent CVAR Scenario to Test an Exchange Rate Model Based on Imperfect Knowledge |
0 |
0 |
0 |
4 |
0 |
4 |
19 |
74 |
| VAR Modelling and Haavelmo's Probability Approach to Macroeconomic Modelling |
0 |
0 |
0 |
0 |
0 |
1 |
13 |
277 |
| Total Journal Articles |
1 |
1 |
24 |
5,913 |
20 |
158 |
671 |
28,940 |
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