| 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 |
1 |
9 |
37 |
| A Note of Caution on the Relation between Money Growth and Inflation |
0 |
0 |
1 |
45 |
2 |
2 |
8 |
52 |
| A Note on the Stability of the Swedish Philips Curve |
0 |
0 |
1 |
127 |
2 |
5 |
9 |
299 |
| An Embarrassment of Riches: Forecasting Using Large Panels |
0 |
0 |
0 |
127 |
3 |
5 |
7 |
1,147 |
| An Embarrassment of Riches: Forecasting Using Large Panels |
0 |
0 |
0 |
51 |
1 |
3 |
8 |
962 |
| Asymptotic properties of the maximum likelihood estimator of random effects models with serial correlation |
0 |
0 |
0 |
257 |
0 |
0 |
5 |
2,008 |
| Asymptotics for random effects models with serial correlation |
0 |
0 |
0 |
347 |
1 |
3 |
12 |
1,911 |
| Bayesian Forecast Combination for VAR Models |
0 |
0 |
2 |
287 |
8 |
16 |
50 |
4,168 |
| Bayesian Inference in Regression Models with Ordinal Explanatory Variables |
0 |
0 |
0 |
52 |
1 |
1 |
3 |
760 |
| Bayesian forecast combination for VAR models |
0 |
0 |
0 |
328 |
1 |
3 |
6 |
1,542 |
| Bayesian simultaneous determination of structural breaks and lag lengths |
0 |
0 |
0 |
191 |
0 |
2 |
4 |
1,200 |
| Bootstrapping Error Component Models |
0 |
0 |
0 |
51 |
1 |
2 |
6 |
1,880 |
| Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach |
0 |
0 |
0 |
1,362 |
0 |
2 |
5 |
4,269 |
| Computational Efficiency in Bayesian Model and Variable Selection |
0 |
0 |
0 |
118 |
0 |
0 |
2 |
938 |
| Computational Efficiency in Bayesian Model and Variable Selection |
0 |
0 |
0 |
52 |
1 |
1 |
4 |
862 |
| Computationally Efficient Double Bootstrap Variance Estimation |
0 |
0 |
0 |
490 |
0 |
2 |
6 |
2,978 |
| Conditional posteriors for the reduced rank regression model |
1 |
1 |
3 |
81 |
2 |
5 |
10 |
990 |
| Does Money Growth Predict Inflation? Evidence from Vector Autoregressions Using Four Centuries of Data |
0 |
0 |
2 |
87 |
0 |
1 |
5 |
201 |
| FDI and Job Creation in China |
0 |
0 |
0 |
831 |
2 |
5 |
10 |
2,964 |
| FORECASTING WITH BAYESIAN VECTOR AUTOREGRESSIONS |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
795 |
| Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach |
0 |
0 |
0 |
437 |
0 |
0 |
4 |
1,697 |
| Flexible Fat-tailed Vector Autoregression |
0 |
0 |
4 |
78 |
0 |
3 |
14 |
145 |
| Forecast Combination and Model Averaging Using Predictive Measures |
0 |
0 |
0 |
203 |
1 |
2 |
5 |
1,286 |
| Forecast Combination and Model Averaging using Predictive Measures |
0 |
0 |
0 |
525 |
1 |
2 |
10 |
1,819 |
| Forecasting with Bayesian Vector Autoregressions |
3 |
9 |
47 |
2,714 |
8 |
28 |
116 |
5,620 |
| Identifying Useful Indicators for Nowcasting GDP in Sweden |
1 |
3 |
8 |
8 |
4 |
7 |
21 |
21 |
| Is the US Phillips Curve Stable? Evidence from Bayesian VARs |
0 |
0 |
1 |
227 |
3 |
5 |
10 |
480 |
| Lag-length Selection in VAR-models Using Equal and Unequal Lag-Length Procedures |
0 |
0 |
0 |
65 |
1 |
1 |
5 |
2,972 |
| Maximum-Likelihood Based Inference in the Two-Way Random Effects Model with Serially Correlated Time Effects |
0 |
0 |
0 |
74 |
1 |
1 |
7 |
714 |
| Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects |
0 |
0 |
1 |
495 |
2 |
2 |
5 |
2,630 |
| New ways to measure well-being? A first joint analysis of subjective and objective measures |
0 |
0 |
0 |
148 |
2 |
2 |
7 |
175 |
| Numerical Aspects of Bayesian VAR-modeling |
1 |
1 |
4 |
1,263 |
5 |
6 |
15 |
4,382 |
| On the power and interpretation of panel unit root tests |
0 |
0 |
1 |
438 |
1 |
2 |
7 |
2,034 |
| RePEc and S-WoPEc: Internet access to electronic preprints in Economics |
1 |
2 |
3 |
165 |
3 |
10 |
27 |
2,221 |
| Seasonality, Cycles and Unit Roots |
0 |
0 |
0 |
193 |
1 |
2 |
2 |
949 |
| Specification and estimation of random effects models with serial correlation of general form |
0 |
0 |
0 |
283 |
0 |
0 |
2 |
1,989 |
| Statistical Inference for the Tangency Portfolio in High Dimension |
0 |
0 |
0 |
18 |
3 |
6 |
7 |
54 |
| Subjective and physiological measures of well-being: an exploratory analysis using birth-cohort data |
0 |
0 |
0 |
99 |
2 |
2 |
7 |
143 |
| Testing and Correcting for Sample Selection Bias in Discrete Choice Contingent Valuation Studies |
0 |
0 |
1 |
1,055 |
4 |
9 |
24 |
5,912 |
| The Relation between the Corporate Bond-Yield Spread and the Real Economy: Stable or TimeVarying? |
0 |
0 |
0 |
62 |
2 |
3 |
5 |
178 |
| US Interest Rates: Are Relations Stable? |
0 |
1 |
6 |
19 |
2 |
4 |
13 |
36 |
| Vector autoregression models with skewness and heavy tails |
0 |
0 |
1 |
17 |
1 |
1 |
6 |
55 |
| Vector autoregression models with skewness and heavy tails |
1 |
1 |
1 |
35 |
5 |
6 |
11 |
100 |
| Total Working Papers |
8 |
18 |
87 |
13,522 |
78 |
164 |
501 |
65,575 |
LogEc is hosted by the
Örebro University School of Business.