| 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 |
9 |
10 |
12 |
75 |
| A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings |
0 |
0 |
0 |
137 |
9 |
13 |
14 |
344 |
| A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings |
0 |
1 |
1 |
235 |
2 |
3 |
7 |
557 |
| A Structured VAR under Changing Monetary Policy |
0 |
0 |
0 |
2 |
5 |
8 |
8 |
279 |
| Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression |
0 |
0 |
1 |
648 |
6 |
9 |
11 |
1,084 |
| An Empirical Analysis of the Changing Role of the German Bundesbank after 1983 |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
220 |
| An Invariance Property of the Common Trends under Linear Transformations of the Data |
0 |
0 |
0 |
26 |
3 |
5 |
5 |
135 |
| An invariance property of the common trends under linear transformations of the data |
0 |
0 |
0 |
54 |
3 |
3 |
3 |
120 |
| Changing Monetary Transmission Mechanisms within the EU |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
424 |
| Cointegration and Identification in a Vector Time Series Model: An Application to the Demand for Money in Denmark |
0 |
0 |
0 |
0 |
3 |
5 |
6 |
181 |
| Controlling Inflation in a Cointegrated Vector Autoregressive Model with an Application to US Data |
0 |
1 |
2 |
758 |
3 |
8 |
11 |
1,652 |
| Controlling Inflation in a Cointergrated Vector Autoregressive Model with an Application to US Data |
0 |
0 |
0 |
191 |
1 |
2 |
4 |
441 |
| 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 |
5 |
7 |
7 |
724 |
| Do prices move together in the long run? An I(2) analysis of six price indices |
0 |
0 |
0 |
101 |
5 |
7 |
10 |
463 |
| Does it Matter How to Measure Aggregates? The Case of Monetary Transmission Mechanisms in the Euro Area |
0 |
0 |
1 |
84 |
4 |
7 |
9 |
278 |
| Does it matter how aggregates are measured? The case of monetary transmission mechanisms in the euro area |
0 |
0 |
0 |
116 |
7 |
9 |
10 |
209 |
| Domestic and Foreign Effects on Prices in an Open Economy |
0 |
0 |
0 |
0 |
4 |
4 |
5 |
360 |
| Dynamic Models and Structural Shift: Monetary Transmission Mechanisms in Italy before and after EMS |
0 |
0 |
0 |
161 |
1 |
2 |
5 |
482 |
| Experiments, Passive Observation and Scenario Analysis: Trygve Haavelmo and the Cointegrated Vector Autoregression |
0 |
0 |
0 |
72 |
2 |
9 |
11 |
195 |
| Explaining Cointegration Analysis: Part II |
0 |
0 |
2 |
3,664 |
4 |
19 |
25 |
7,126 |
| Extracting Information from the Data: A Popperian View on Empirical Macro |
0 |
0 |
0 |
370 |
8 |
10 |
11 |
866 |
| Haavelmo's Probability Approach and the Cointegrated VAR |
0 |
0 |
0 |
118 |
4 |
10 |
12 |
200 |
| High Inflation, Hyperinflation and Explosive Roots: The Case of Yugoslavia |
0 |
0 |
0 |
601 |
7 |
15 |
30 |
2,420 |
| Hypothesis Testing for Cointegration Vectors: with Application to the Demand for Money in Denmark and Finland |
0 |
0 |
0 |
4 |
5 |
8 |
25 |
1,350 |
| Identification of the Long-Run and the Short-Run Structure: An Application to the ISLM Model |
0 |
0 |
0 |
7 |
3 |
7 |
9 |
2,338 |
| Imperfect Knowledge, Asset Price Swings and Structural Slumps: A Cointegrated VAR Analysis of Their Interdependence |
0 |
0 |
0 |
115 |
2 |
4 |
4 |
212 |
| Inflation, Money Growth, and I(2) Analysis |
0 |
1 |
5 |
379 |
2 |
6 |
12 |
908 |
| Interest Rate and Price Linkages between the USA and Japan: Evidence from the Post-Bretton Woods Period |
0 |
0 |
2 |
409 |
2 |
5 |
10 |
1,996 |
| International Parity Relationships Between Germany and the United States: A Joint Modelling Approach |
0 |
0 |
0 |
260 |
1 |
5 |
6 |
882 |
| International Parity Relationships between Germany and the United States: A Joint Modelling Approach |
0 |
0 |
0 |
582 |
6 |
8 |
10 |
1,793 |
| Long-Run Relations in Australian Monetary Data |
0 |
0 |
0 |
3 |
3 |
5 |
6 |
273 |
| Long-run Relations in Australian Monetary Data |
0 |
0 |
0 |
0 |
2 |
5 |
5 |
213 |
| 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 |
4 |
5 |
7 |
799 |
| Model Based Seasonal Extraction with both Deterministic and Stochastic Seasonality: Some Simulation Results |
0 |
0 |
0 |
0 |
5 |
5 |
5 |
104 |
| Models and Relations in Economics and Econometrics |
0 |
0 |
1 |
537 |
4 |
8 |
12 |
1,101 |
| On the Design of Experiments when Data are Collected by Passive Observation |
0 |
0 |
0 |
0 |
2 |
3 |
4 |
431 |
| On the Duality between Long-run Relations and Common Trends in an Empirical Analysis of Aggregate Money Holdings |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
134 |
| On the Role of Theory and Evidence in Macroeconomics |
0 |
0 |
0 |
185 |
1 |
2 |
2 |
304 |
| Real exchange rate persistence: The case of the Swiss franc-US dollar rate |
0 |
0 |
0 |
44 |
3 |
4 |
5 |
142 |
| Real exchange rate persistence: the case of the Swiss franc-US dollar rate |
0 |
0 |
0 |
66 |
3 |
5 |
9 |
212 |
| Searching for a theory that fits the data: A personal research odyssey |
0 |
0 |
0 |
88 |
4 |
10 |
13 |
111 |
| Some Structural Hypotheses in a Multivariate Cointegration Analysis of the Purchasing Power Parity and the Uncovered Interest Parity for UK |
0 |
0 |
0 |
1 |
6 |
14 |
26 |
2,526 |
| Stationary Disequilibrium Error Processes in the Danish Money Market. An Application of ML Cointegration |
0 |
0 |
0 |
0 |
2 |
4 |
5 |
171 |
| Taking a DSGE Model to the Data Meaningfully |
0 |
0 |
1 |
387 |
4 |
5 |
7 |
787 |
| Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate |
0 |
0 |
0 |
176 |
3 |
6 |
9 |
424 |
| Testing for Near I (2) Trends When the Signal to Noise Ratio is Small |
0 |
0 |
0 |
17 |
3 |
3 |
6 |
64 |
| Testing for near I(2) trends when the signal to noise ratio is small |
0 |
0 |
0 |
52 |
2 |
2 |
3 |
55 |
| Testing hypotheses in an I(2) model with applications to the persistent long swings in the Dmk/$ rate |
0 |
0 |
0 |
59 |
2 |
6 |
7 |
165 |
| The Balassa-Samuelson Effect and the Wage, Price and Unemployment Dynamics in Spain |
0 |
0 |
0 |
188 |
2 |
6 |
7 |
490 |
| The Balassa-Samuelson effect and the wage, price and unemployment dynamics in Spain |
0 |
0 |
0 |
27 |
5 |
9 |
13 |
141 |
| The Balassa-Samuelsson effect and the wage, price and unemployment dynamics in Spain |
0 |
0 |
0 |
101 |
1 |
2 |
4 |
410 |
| The Effect of Joining the EMS: Monetary Transmission Mechanisms in Spain |
0 |
0 |
0 |
147 |
4 |
5 |
6 |
524 |
| The Financial Crisis and the Systemic Failure of Academic Economics |
0 |
0 |
0 |
589 |
4 |
7 |
11 |
1,501 |
| The Financial Crisis and the Systemic Failure of Academic Economics |
0 |
0 |
0 |
434 |
5 |
11 |
17 |
986 |
| The Full Information Maximum Likelihood Procedure for Inference on Cointegration - with Applications |
0 |
0 |
0 |
2 |
8 |
14 |
20 |
2,057 |
| The Greek crisis: A story of self-reinforcing feedback mechanisms |
0 |
0 |
0 |
11 |
2 |
2 |
4 |
36 |
| The Greek crisis: A story of self-reinforcing feedback mechanisms |
0 |
0 |
0 |
30 |
0 |
5 |
8 |
38 |
| The Long-Run Impact of Foreign Aid in 36 African Countries: Insights from Multivariate Time Series Analysis |
0 |
0 |
0 |
671 |
1 |
8 |
10 |
2,450 |
| The PPP Puzzle: What the Data Tell when Allowed to Speak Freely |
0 |
0 |
0 |
214 |
3 |
6 |
8 |
362 |
| The Real Exchange Rate, Foreign Aid and Macroeconomic Transmission Mechanisms in Tanzania and Ghana |
0 |
0 |
0 |
114 |
1 |
3 |
4 |
425 |
| The Real Exchange Rate, Foreign Aid and Macroeconomic Transmission Mechanisms in Tanzania and Ghana |
0 |
0 |
0 |
32 |
3 |
3 |
4 |
103 |
| The financial crisis and the systemic failure of academic economics |
1 |
1 |
4 |
3,140 |
6 |
14 |
22 |
8,023 |
| Time to reject the privileging of economic theory over empirical evidence? A Reply to Lawson (2009) |
0 |
0 |
0 |
182 |
5 |
8 |
10 |
315 |
| Unit Roots and the Demand for Cigarettes in Turkey: Pitfalls and Possibilities |
0 |
0 |
0 |
232 |
3 |
7 |
7 |
794 |
| Using a Theory-Consistent CVAR Scenario to Test an Exchange Rate Model Based on Imperfect Knowledge |
0 |
0 |
0 |
32 |
7 |
8 |
12 |
70 |
| VAR Modelling and Haavelmo's Probability Approach to Macroeconomic Modelling |
0 |
0 |
0 |
1 |
4 |
8 |
10 |
326 |
| Wage, Price and Unemployment Dynamics in the Spanish Transition to EMU Membership |
0 |
0 |
0 |
53 |
3 |
8 |
14 |
226 |
| Wage, Price, and Unemployment Dynamics and the Convergence to Purchasing Power Parity in the Euro Area |
0 |
0 |
0 |
330 |
3 |
4 |
6 |
807 |
| Wage, price and unemployment dynamics in the Spanish transition to EMU membership |
0 |
0 |
0 |
88 |
2 |
3 |
6 |
235 |
| Total Working Papers |
1 |
4 |
20 |
17,387 |
241 |
445 |
633 |
56,649 |
| 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 |
2 |
2 |
5 |
276 |
| A Theory-Consistent CVAR Scenario for a Monetary Model with Forward-Looking Expectations |
0 |
1 |
1 |
4 |
3 |
6 |
12 |
24 |
| Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression |
0 |
0 |
0 |
311 |
2 |
5 |
7 |
599 |
| An Empirical Analysis of the Changing Role of the German Bundesbank after 1983 |
0 |
0 |
0 |
1 |
2 |
2 |
4 |
162 |
| An asymptotic invariance property of the common trends under linear transformations of the data |
0 |
0 |
1 |
16 |
1 |
4 |
11 |
111 |
| 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 |
1 |
21 |
6 |
6 |
9 |
108 |
| Balassa-Samuelson and Wage, Price and Unemployment Dynamics in the Spanish Transition to EMU Membership |
0 |
1 |
1 |
83 |
2 |
5 |
5 |
310 |
| Changing monetary transmission mechanisms within the EU |
0 |
1 |
1 |
274 |
3 |
7 |
8 |
1,050 |
| Disequilibrium macroeconometrics |
0 |
0 |
2 |
9 |
1 |
2 |
8 |
22 |
| 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 |
1 |
1 |
732 |
2 |
4 |
7 |
2,041 |
| Domestic and foreign effects on prices in an open economy: The case of Denmark |
0 |
0 |
1 |
271 |
4 |
7 |
10 |
521 |
| European integration and monetary transmission mechanisms: the case of Italy |
0 |
0 |
0 |
204 |
7 |
9 |
11 |
677 |
| Explaining Cointegration Analysis: Part 1 |
2 |
3 |
8 |
501 |
7 |
15 |
39 |
1,410 |
| Explaining Cointegration Analysis: Part 1 |
0 |
1 |
3 |
9 |
4 |
10 |
15 |
29 |
| Explaining Cointegration Analysis: Part II |
0 |
1 |
1 |
235 |
5 |
7 |
12 |
893 |
| Explaining Cointegration Analysis: Part II |
0 |
0 |
0 |
3 |
6 |
8 |
11 |
15 |
| HAAVELMO’S PROBABILITY APPROACH AND THE COINTEGRATED VAR |
0 |
0 |
0 |
16 |
3 |
4 |
4 |
64 |
| Identification of the long-run and the short-run structure an application to the ISLM model |
0 |
1 |
1 |
859 |
4 |
10 |
14 |
1,609 |
| International parity relationships between the USA and Japan |
0 |
0 |
0 |
189 |
3 |
5 |
8 |
493 |
| Maximum Likelihood Estimation and Inference on Cointegration--With Applications to the Demand for Money |
0 |
0 |
0 |
31 |
24 |
67 |
210 |
12,631 |
| Modelling short- and long-term effects in the aggregate demand for soft drinks |
0 |
0 |
0 |
31 |
1 |
2 |
3 |
126 |
| Models and relations in economics and econometrics |
0 |
1 |
1 |
25 |
4 |
6 |
10 |
271 |
| Monetary transmission mechanisms in Spain: The effect of monetization, financial deregulation, and the EMS |
0 |
0 |
0 |
94 |
5 |
6 |
7 |
286 |
| Predictable and unpredictable components of the long-run growth in nominal prices |
0 |
0 |
0 |
1 |
7 |
8 |
9 |
25 |
| Real exchange rate persistence and the excess return puzzle: The case of Switzerland versus the US |
0 |
0 |
0 |
21 |
1 |
2 |
5 |
80 |
| Recent Developments in Cointegration |
0 |
1 |
1 |
18 |
2 |
6 |
7 |
51 |
| Searching for a Theory That Fits the Data: A Personal Research Odyssey |
0 |
0 |
1 |
13 |
6 |
11 |
15 |
46 |
| Special Issue on Using Econometrics for Assessing Economic Models: An Introduction |
0 |
0 |
0 |
73 |
4 |
5 |
5 |
293 |
| TRYGVE HAAVELMO’S EXPERIMENTAL METHODOLOGY AND SCENARIO ANALYSIS IN A COINTEGRATED VECTOR AUTOREGRESSION |
0 |
0 |
0 |
16 |
1 |
4 |
4 |
52 |
| Taking a DSGE Model to the Data Meaningfully |
0 |
0 |
1 |
140 |
2 |
2 |
6 |
370 |
| Testing for near I(2) trends when the signal-to-noise ratio is small |
0 |
0 |
0 |
12 |
4 |
5 |
6 |
91 |
| 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 |
5 |
6 |
9 |
187 |
| Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK |
0 |
2 |
13 |
2,192 |
1 |
7 |
37 |
4,361 |
| The Financial Crisis and the Systemic Failure of Academic Economics |
0 |
0 |
0 |
4 |
4 |
7 |
7 |
12 |
| The Greek crisis: A story of self-reinforcing feedback mechanisms |
0 |
0 |
0 |
12 |
3 |
5 |
5 |
50 |
| The Long-Run Impact of Foreign Aid in 36 African Countries: Insights from Multivariate Time Series Analysis |
0 |
0 |
2 |
116 |
1 |
8 |
12 |
1,100 |
| The Real Exchange Rate, Foreign Aid and Macroeconomic Transmission Mechanisms in Tanzania and Ghana |
1 |
1 |
2 |
20 |
4 |
6 |
8 |
69 |
| Time to reject the privileging of economic theory over empirical evidence? A reply to Lawson |
0 |
0 |
0 |
37 |
1 |
1 |
2 |
121 |
| Using a Theory-Consistent CVAR Scenario to Test an Exchange Rate Model Based on Imperfect Knowledge |
0 |
0 |
0 |
4 |
4 |
9 |
9 |
64 |
| VAR Modelling and Haavelmo's Probability Approach to Macroeconomic Modelling |
0 |
0 |
0 |
0 |
4 |
6 |
8 |
272 |
| Total Journal Articles |
3 |
15 |
43 |
6,648 |
155 |
297 |
584 |
30,972 |
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