| 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 |
0 |
17 |
0 |
0 |
8 |
37 |
| A Note of Caution on the Relation between Money Growth and Inflation |
0 |
0 |
1 |
45 |
1 |
3 |
7 |
53 |
| A Note on the Stability of the Swedish Philips Curve |
0 |
0 |
1 |
127 |
1 |
6 |
9 |
300 |
| An Embarrassment of Riches: Forecasting Using Large Panels |
0 |
0 |
0 |
127 |
0 |
5 |
7 |
1,147 |
| An Embarrassment of Riches: Forecasting Using Large Panels |
0 |
0 |
0 |
51 |
2 |
5 |
9 |
964 |
| Asymptotic properties of the maximum likelihood estimator of random effects models with serial correlation |
0 |
0 |
0 |
257 |
0 |
0 |
4 |
2,008 |
| Asymptotics for random effects models with serial correlation |
0 |
0 |
0 |
347 |
4 |
7 |
16 |
1,915 |
| Bayesian Forecast Combination for VAR Models |
0 |
0 |
2 |
287 |
4 |
18 |
45 |
4,172 |
| Bayesian Inference in Regression Models with Ordinal Explanatory Variables |
0 |
0 |
0 |
52 |
1 |
2 |
3 |
761 |
| Bayesian forecast combination for VAR models |
0 |
0 |
0 |
328 |
4 |
5 |
9 |
1,546 |
| Bayesian simultaneous determination of structural breaks and lag lengths |
0 |
0 |
0 |
191 |
2 |
3 |
5 |
1,202 |
| Bootstrapping Error Component Models |
0 |
0 |
0 |
51 |
1 |
2 |
5 |
1,881 |
| Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach |
0 |
0 |
0 |
1,362 |
1 |
3 |
6 |
4,270 |
| Computational Efficiency in Bayesian Model and Variable Selection |
0 |
0 |
0 |
52 |
4 |
5 |
7 |
866 |
| Computational Efficiency in Bayesian Model and Variable Selection |
0 |
0 |
0 |
118 |
0 |
0 |
2 |
938 |
| Computationally Efficient Double Bootstrap Variance Estimation |
0 |
0 |
0 |
490 |
1 |
3 |
6 |
2,979 |
| Conditional posteriors for the reduced rank regression model |
0 |
1 |
3 |
81 |
1 |
5 |
11 |
991 |
| Does Money Growth Predict Inflation? Evidence from Vector Autoregressions Using Four Centuries of Data |
0 |
0 |
2 |
87 |
1 |
2 |
6 |
202 |
| FDI and Job Creation in China |
0 |
0 |
0 |
831 |
2 |
7 |
11 |
2,966 |
| FORECASTING WITH BAYESIAN VECTOR AUTOREGRESSIONS |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
796 |
| Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach |
0 |
0 |
0 |
437 |
3 |
3 |
6 |
1,700 |
| Flexible Fat-tailed Vector Autoregression |
0 |
0 |
4 |
78 |
1 |
3 |
14 |
146 |
| Forecast Combination and Model Averaging Using Predictive Measures |
0 |
0 |
0 |
203 |
1 |
3 |
5 |
1,287 |
| Forecast Combination and Model Averaging using Predictive Measures |
0 |
0 |
0 |
525 |
2 |
4 |
11 |
1,821 |
| Forecasting with Bayesian Vector Autoregressions |
0 |
7 |
43 |
2,714 |
15 |
36 |
121 |
5,635 |
| Identifying Useful Indicators for Nowcasting GDP in Sweden |
0 |
2 |
8 |
8 |
0 |
6 |
21 |
21 |
| Is the US Phillips Curve Stable? Evidence from Bayesian VARs |
0 |
0 |
1 |
227 |
7 |
12 |
16 |
487 |
| Lag-length Selection in VAR-models Using Equal and Unequal Lag-Length Procedures |
0 |
0 |
0 |
65 |
0 |
1 |
4 |
2,972 |
| Maximum-Likelihood Based Inference in the Two-Way Random Effects Model with Serially Correlated Time Effects |
0 |
0 |
0 |
74 |
3 |
4 |
9 |
717 |
| Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects |
0 |
0 |
1 |
495 |
3 |
5 |
7 |
2,633 |
| New ways to measure well-being? A first joint analysis of subjective and objective measures |
0 |
0 |
0 |
148 |
2 |
4 |
9 |
177 |
| Numerical Aspects of Bayesian VAR-modeling |
0 |
1 |
4 |
1,263 |
1 |
6 |
14 |
4,383 |
| On the power and interpretation of panel unit root tests |
0 |
0 |
1 |
438 |
4 |
6 |
10 |
2,038 |
| RePEc and S-WoPEc: Internet access to electronic preprints in Economics |
0 |
1 |
3 |
165 |
6 |
14 |
33 |
2,227 |
| Seasonality, Cycles and Unit Roots |
0 |
0 |
0 |
193 |
2 |
4 |
4 |
951 |
| Specification and estimation of random effects models with serial correlation of general form |
0 |
0 |
0 |
283 |
0 |
0 |
1 |
1,989 |
| Statistical Inference for the Tangency Portfolio in High Dimension |
0 |
0 |
0 |
18 |
0 |
6 |
7 |
54 |
| Subjective and physiological measures of well-being: an exploratory analysis using birth-cohort data |
0 |
0 |
0 |
99 |
0 |
2 |
7 |
143 |
| Testing and Correcting for Sample Selection Bias in Discrete Choice Contingent Valuation Studies |
0 |
0 |
1 |
1,055 |
2 |
8 |
24 |
5,914 |
| The Relation between the Corporate Bond-Yield Spread and the Real Economy: Stable or TimeVarying? |
0 |
0 |
0 |
62 |
2 |
5 |
6 |
180 |
| US Interest Rates: Are Relations Stable? |
3 |
3 |
7 |
22 |
6 |
9 |
17 |
42 |
| Vector autoregression models with skewness and heavy tails |
0 |
0 |
1 |
17 |
1 |
2 |
6 |
56 |
| Vector autoregression models with skewness and heavy tails |
0 |
1 |
1 |
35 |
1 |
7 |
11 |
101 |
| Total Working Papers |
3 |
16 |
84 |
13,525 |
93 |
233 |
542 |
65,668 |
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