| 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 |
1 |
3 |
17 |
1 |
4 |
18 |
28 |
| A Note of Caution on the Relation between Money Growth and Inflation |
0 |
0 |
1 |
44 |
2 |
3 |
7 |
44 |
| A Note on the Stability of the Swedish Philips Curve |
0 |
0 |
1 |
126 |
2 |
3 |
6 |
290 |
| An Embarrassment of Riches: Forecasting Using Large Panels |
0 |
0 |
0 |
51 |
0 |
1 |
3 |
954 |
| An Embarrassment of Riches: Forecasting Using Large Panels |
0 |
0 |
0 |
127 |
0 |
0 |
0 |
1,140 |
| Asymptotic properties of the maximum likelihood estimator of random effects models with serial correlation |
1 |
1 |
1 |
257 |
2 |
2 |
5 |
2,003 |
| Asymptotics for random effects models with serial correlation |
0 |
0 |
1 |
347 |
1 |
1 |
4 |
1,899 |
| Bayesian Forecast Combination for VAR Models |
0 |
0 |
2 |
285 |
6 |
91 |
224 |
4,118 |
| Bayesian Inference in Regression Models with Ordinal Explanatory Variables |
0 |
0 |
0 |
52 |
1 |
2 |
5 |
757 |
| Bayesian forecast combination for VAR models |
0 |
0 |
1 |
328 |
1 |
3 |
10 |
1,536 |
| Bayesian simultaneous determination of structural breaks and lag lengths |
0 |
0 |
0 |
191 |
1 |
2 |
2 |
1,196 |
| Bootstrapping Error Component Models |
0 |
0 |
0 |
51 |
1 |
2 |
2 |
1,874 |
| Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach |
0 |
0 |
0 |
1,362 |
1 |
2 |
6 |
4,264 |
| Computational Efficiency in Bayesian Model and Variable Selection |
0 |
0 |
0 |
118 |
1 |
1 |
1 |
936 |
| Computational Efficiency in Bayesian Model and Variable Selection |
0 |
1 |
2 |
52 |
1 |
3 |
5 |
858 |
| Computationally Efficient Double Bootstrap Variance Estimation |
0 |
0 |
1 |
490 |
1 |
2 |
4 |
2,972 |
| Conditional posteriors for the reduced rank regression model |
0 |
0 |
1 |
78 |
1 |
1 |
2 |
980 |
| Does Money Growth Predict Inflation? Evidence from Vector Autoregressions Using Four Centuries of Data |
4 |
4 |
7 |
85 |
6 |
6 |
22 |
196 |
| FDI and Job Creation in China |
0 |
0 |
2 |
831 |
1 |
4 |
13 |
2,954 |
| FORECASTING WITH BAYESIAN VECTOR AUTOREGRESSIONS |
0 |
0 |
0 |
0 |
2 |
3 |
6 |
793 |
| Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach |
1 |
1 |
1 |
437 |
2 |
4 |
4 |
1,693 |
| Flexible Fat-tailed Vector Autoregression |
0 |
0 |
1 |
74 |
1 |
1 |
2 |
131 |
| Forecast Combination and Model Averaging Using Predictive Measures |
1 |
1 |
2 |
203 |
2 |
3 |
4 |
1,281 |
| Forecast Combination and Model Averaging using Predictive Measures |
0 |
0 |
0 |
525 |
1 |
3 |
3 |
1,809 |
| Forecasting with Bayesian Vector Autoregressions |
3 |
10 |
50 |
2,667 |
10 |
30 |
111 |
5,504 |
| Is the US Phillips Curve Stable? Evidence from Bayesian VARs |
0 |
0 |
3 |
226 |
1 |
2 |
7 |
470 |
| Lag-length Selection in VAR-models Using Equal and Unequal Lag-Length Procedures |
0 |
0 |
0 |
65 |
1 |
2 |
4 |
2,967 |
| Maximum-Likelihood Based Inference in the Two-Way Random Effects Model with Serially Correlated Time Effects |
0 |
0 |
1 |
74 |
1 |
2 |
5 |
707 |
| Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects |
0 |
0 |
1 |
494 |
1 |
5 |
7 |
2,625 |
| New ways to measure well-being? A first joint analysis of subjective and objective measures |
0 |
0 |
3 |
148 |
2 |
2 |
6 |
168 |
| Numerical Aspects of Bayesian VAR-modeling |
1 |
3 |
5 |
1,259 |
3 |
6 |
13 |
4,367 |
| On the power and interpretation of panel unit root tests |
0 |
0 |
2 |
437 |
5 |
7 |
12 |
2,027 |
| RePEc and S-WoPEc: Internet access to electronic preprints in Economics |
0 |
0 |
4 |
162 |
4 |
9 |
30 |
2,194 |
| Seasonality, Cycles and Unit Roots |
0 |
0 |
0 |
193 |
1 |
1 |
2 |
947 |
| Specification and estimation of random effects models with serial correlation of general form |
1 |
1 |
1 |
283 |
2 |
2 |
2 |
1,987 |
| Statistical Inference for the Tangency Portfolio in High Dimension |
0 |
0 |
1 |
18 |
1 |
1 |
2 |
47 |
| Subjective and physiological measures of well-being: an exploratory analysis using birth-cohort data |
0 |
0 |
0 |
99 |
2 |
2 |
4 |
136 |
| Testing and Correcting for Sample Selection Bias in Discrete Choice Contingent Valuation Studies |
0 |
1 |
3 |
1,054 |
2 |
7 |
25 |
5,888 |
| The Relation between the Corporate Bond-Yield Spread and the Real Economy: Stable or TimeVarying? |
0 |
1 |
2 |
62 |
2 |
4 |
7 |
173 |
| US Interest Rates: Are Relations Stable? |
0 |
4 |
13 |
13 |
2 |
8 |
23 |
23 |
| Vector autoregression models with skewness and heavy tails |
0 |
0 |
1 |
16 |
2 |
4 |
6 |
49 |
| Vector autoregression models with skewness and heavy tails |
0 |
1 |
2 |
34 |
1 |
3 |
8 |
89 |
| Total Working Papers |
12 |
30 |
119 |
13,435 |
81 |
244 |
632 |
65,074 |
LogEc is hosted by the
Örebro University School of Business.