| 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 |
2 |
17 |
1 |
2 |
16 |
30 |
| A Note of Caution on the Relation between Money Growth and Inflation |
0 |
1 |
2 |
45 |
1 |
4 |
11 |
48 |
| A Note on the Stability of the Swedish Philips Curve |
1 |
1 |
2 |
127 |
2 |
3 |
8 |
293 |
| An Embarrassment of Riches: Forecasting Using Large Panels |
0 |
0 |
0 |
51 |
2 |
3 |
5 |
957 |
| An Embarrassment of Riches: Forecasting Using Large Panels |
0 |
0 |
0 |
127 |
1 |
1 |
1 |
1,141 |
| Asymptotic properties of the maximum likelihood estimator of random effects models with serial correlation |
0 |
0 |
1 |
257 |
1 |
2 |
4 |
2,005 |
| Asymptotics for random effects models with serial correlation |
0 |
0 |
1 |
347 |
0 |
0 |
2 |
1,899 |
| Bayesian Forecast Combination for VAR Models |
0 |
1 |
2 |
286 |
8 |
20 |
227 |
4,138 |
| Bayesian Inference in Regression Models with Ordinal Explanatory Variables |
0 |
0 |
0 |
52 |
0 |
1 |
3 |
758 |
| Bayesian forecast combination for VAR models |
0 |
0 |
1 |
328 |
1 |
2 |
10 |
1,538 |
| Bayesian simultaneous determination of structural breaks and lag lengths |
0 |
0 |
0 |
191 |
1 |
2 |
4 |
1,198 |
| Bootstrapping Error Component Models |
0 |
0 |
0 |
51 |
1 |
3 |
5 |
1,877 |
| Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach |
0 |
0 |
0 |
1,362 |
0 |
1 |
7 |
4,265 |
| Computational Efficiency in Bayesian Model and Variable Selection |
0 |
0 |
0 |
118 |
0 |
0 |
1 |
936 |
| Computational Efficiency in Bayesian Model and Variable Selection |
0 |
0 |
2 |
52 |
1 |
2 |
7 |
860 |
| Computationally Efficient Double Bootstrap Variance Estimation |
0 |
0 |
0 |
490 |
2 |
3 |
6 |
2,975 |
| Conditional posteriors for the reduced rank regression model |
0 |
0 |
0 |
78 |
0 |
2 |
3 |
982 |
| Does Money Growth Predict Inflation? Evidence from Vector Autoregressions Using Four Centuries of Data |
0 |
0 |
6 |
85 |
0 |
0 |
17 |
196 |
| FDI and Job Creation in China |
0 |
0 |
0 |
831 |
1 |
2 |
12 |
2,956 |
| FORECASTING WITH BAYESIAN VECTOR AUTOREGRESSIONS |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
793 |
| Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach |
0 |
0 |
1 |
437 |
1 |
2 |
6 |
1,695 |
| Flexible Fat-tailed Vector Autoregression |
0 |
0 |
1 |
74 |
0 |
1 |
3 |
132 |
| Forecast Combination and Model Averaging Using Predictive Measures |
0 |
0 |
2 |
203 |
1 |
2 |
6 |
1,283 |
| Forecast Combination and Model Averaging using Predictive Measures |
0 |
0 |
0 |
525 |
1 |
4 |
7 |
1,813 |
| Forecasting with Bayesian Vector Autoregressions |
4 |
15 |
54 |
2,682 |
14 |
34 |
119 |
5,538 |
| Is the US Phillips Curve Stable? Evidence from Bayesian VARs |
0 |
0 |
2 |
226 |
0 |
2 |
8 |
472 |
| Lag-length Selection in VAR-models Using Equal and Unequal Lag-Length Procedures |
0 |
0 |
0 |
65 |
1 |
3 |
6 |
2,970 |
| Maximum-Likelihood Based Inference in the Two-Way Random Effects Model with Serially Correlated Time Effects |
0 |
0 |
1 |
74 |
1 |
2 |
6 |
709 |
| Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects |
0 |
0 |
1 |
494 |
1 |
2 |
9 |
2,627 |
| New ways to measure well-being? A first joint analysis of subjective and objective measures |
0 |
0 |
1 |
148 |
0 |
0 |
4 |
168 |
| Numerical Aspects of Bayesian VAR-modeling |
1 |
1 |
5 |
1,260 |
3 |
6 |
16 |
4,373 |
| On the power and interpretation of panel unit root tests |
0 |
0 |
0 |
437 |
1 |
2 |
11 |
2,029 |
| RePEc and S-WoPEc: Internet access to electronic preprints in Economics |
0 |
0 |
3 |
162 |
3 |
8 |
27 |
2,202 |
| Seasonality, Cycles and Unit Roots |
0 |
0 |
0 |
193 |
0 |
0 |
2 |
947 |
| Specification and estimation of random effects models with serial correlation of general form |
0 |
0 |
1 |
283 |
0 |
1 |
3 |
1,988 |
| Statistical Inference for the Tangency Portfolio in High Dimension |
0 |
0 |
0 |
18 |
1 |
1 |
2 |
48 |
| Subjective and physiological measures of well-being: an exploratory analysis using birth-cohort data |
0 |
0 |
0 |
99 |
1 |
2 |
4 |
138 |
| Testing and Correcting for Sample Selection Bias in Discrete Choice Contingent Valuation Studies |
0 |
0 |
1 |
1,054 |
2 |
5 |
21 |
5,893 |
| The Relation between the Corporate Bond-Yield Spread and the Real Economy: Stable or TimeVarying? |
0 |
0 |
2 |
62 |
1 |
2 |
9 |
175 |
| US Interest Rates: Are Relations Stable? |
0 |
3 |
16 |
16 |
1 |
4 |
27 |
27 |
| Vector autoregression models with skewness and heavy tails |
1 |
1 |
2 |
17 |
3 |
4 |
9 |
53 |
| Vector autoregression models with skewness and heavy tails |
0 |
0 |
2 |
34 |
2 |
3 |
8 |
92 |
| Total Working Papers |
7 |
23 |
114 |
13,458 |
61 |
143 |
666 |
65,217 |
LogEc is hosted by the
Örebro University School of Business.