| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Note of Caution on the Relation Between Money Growth and Inflation |
0 |
0 |
1 |
17 |
1 |
3 |
12 |
37 |
| A Note of Caution on the Relation between Money Growth and Inflation |
0 |
0 |
1 |
45 |
0 |
0 |
9 |
50 |
| A Note on the Stability of the Swedish Philips Curve |
0 |
0 |
1 |
127 |
0 |
1 |
7 |
294 |
| An Embarrassment of Riches: Forecasting Using Large Panels |
0 |
0 |
0 |
51 |
0 |
2 |
6 |
959 |
| An Embarrassment of Riches: Forecasting Using Large Panels |
0 |
0 |
0 |
127 |
0 |
1 |
2 |
1,142 |
| Asymptotic properties of the maximum likelihood estimator of random effects models with serial correlation |
0 |
0 |
1 |
257 |
0 |
2 |
7 |
2,008 |
| Asymptotics for random effects models with serial correlation |
0 |
0 |
0 |
347 |
0 |
7 |
10 |
1,908 |
| Bayesian Forecast Combination for VAR Models |
0 |
1 |
2 |
287 |
2 |
8 |
87 |
4,154 |
| Bayesian Inference in Regression Models with Ordinal Explanatory Variables |
0 |
0 |
0 |
52 |
0 |
1 |
4 |
759 |
| Bayesian forecast combination for VAR models |
0 |
0 |
0 |
328 |
2 |
2 |
8 |
1,541 |
| Bayesian simultaneous determination of structural breaks and lag lengths |
0 |
0 |
0 |
191 |
1 |
1 |
5 |
1,199 |
| Bootstrapping Error Component Models |
0 |
0 |
0 |
51 |
1 |
2 |
7 |
1,879 |
| Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach |
0 |
0 |
0 |
1,362 |
0 |
1 |
4 |
4,267 |
| Computational Efficiency in Bayesian Model and Variable Selection |
0 |
0 |
1 |
52 |
0 |
1 |
6 |
861 |
| Computational Efficiency in Bayesian Model and Variable Selection |
0 |
0 |
0 |
118 |
0 |
2 |
3 |
938 |
| Computationally Efficient Double Bootstrap Variance Estimation |
0 |
0 |
0 |
490 |
0 |
0 |
6 |
2,976 |
| Conditional posteriors for the reduced rank regression model |
0 |
0 |
2 |
80 |
1 |
2 |
7 |
986 |
| Does Money Growth Predict Inflation? Evidence from Vector Autoregressions Using Four Centuries of Data |
0 |
1 |
6 |
87 |
0 |
2 |
10 |
200 |
| FDI and Job Creation in China |
0 |
0 |
0 |
831 |
0 |
2 |
8 |
2,959 |
| FORECASTING WITH BAYESIAN VECTOR AUTOREGRESSIONS |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
794 |
| Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach |
0 |
0 |
1 |
437 |
0 |
1 |
8 |
1,697 |
| Flexible Fat-tailed Vector Autoregression |
0 |
0 |
4 |
78 |
1 |
5 |
13 |
143 |
| Forecast Combination and Model Averaging Using Predictive Measures |
0 |
0 |
1 |
203 |
0 |
0 |
6 |
1,284 |
| Forecast Combination and Model Averaging using Predictive Measures |
0 |
0 |
0 |
525 |
0 |
0 |
10 |
1,817 |
| Forecasting with Bayesian Vector Autoregressions |
2 |
4 |
47 |
2,707 |
7 |
21 |
119 |
5,599 |
| Identifying Useful Indicators for Nowcasting GDP in Sweden |
1 |
2 |
6 |
6 |
1 |
8 |
15 |
15 |
| Is the US Phillips Curve Stable? Evidence from Bayesian VARs |
0 |
1 |
1 |
227 |
0 |
1 |
6 |
475 |
| Lag-length Selection in VAR-models Using Equal and Unequal Lag-Length Procedures |
0 |
0 |
0 |
65 |
0 |
1 |
6 |
2,971 |
| Maximum-Likelihood Based Inference in the Two-Way Random Effects Model with Serially Correlated Time Effects |
0 |
0 |
0 |
74 |
0 |
3 |
8 |
713 |
| Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects |
0 |
0 |
1 |
495 |
0 |
0 |
7 |
2,628 |
| New ways to measure well-being? A first joint analysis of subjective and objective measures |
0 |
0 |
0 |
148 |
0 |
5 |
7 |
173 |
| Numerical Aspects of Bayesian VAR-modeling |
0 |
0 |
6 |
1,262 |
1 |
1 |
16 |
4,377 |
| On the power and interpretation of panel unit root tests |
0 |
0 |
1 |
438 |
0 |
1 |
12 |
2,032 |
| RePEc and S-WoPEc: Internet access to electronic preprints in Economics |
1 |
1 |
2 |
164 |
2 |
8 |
26 |
2,213 |
| Seasonality, Cycles and Unit Roots |
0 |
0 |
0 |
193 |
0 |
0 |
1 |
947 |
| Specification and estimation of random effects models with serial correlation of general form |
0 |
0 |
1 |
283 |
0 |
0 |
4 |
1,989 |
| Statistical Inference for the Tangency Portfolio in High Dimension |
0 |
0 |
0 |
18 |
0 |
0 |
2 |
48 |
| Subjective and physiological measures of well-being: an exploratory analysis using birth-cohort data |
0 |
0 |
0 |
99 |
0 |
3 |
7 |
141 |
| Testing and Correcting for Sample Selection Bias in Discrete Choice Contingent Valuation Studies |
0 |
0 |
1 |
1,055 |
3 |
5 |
21 |
5,906 |
| The Relation between the Corporate Bond-Yield Spread and the Real Economy: Stable or TimeVarying? |
0 |
0 |
1 |
62 |
0 |
0 |
6 |
175 |
| US Interest Rates: Are Relations Stable? |
1 |
2 |
7 |
19 |
1 |
3 |
14 |
33 |
| Vector autoregression models with skewness and heavy tails |
0 |
0 |
1 |
34 |
0 |
1 |
8 |
94 |
| Vector autoregression models with skewness and heavy tails |
0 |
0 |
1 |
17 |
0 |
0 |
9 |
54 |
| Total Working Papers |
5 |
12 |
97 |
13,509 |
24 |
108 |
542 |
65,435 |
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