| 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 |
2 |
16 |
31 |
| A Note of Caution on the Relation between Money Growth and Inflation |
0 |
1 |
2 |
45 |
0 |
2 |
9 |
48 |
| A Note on the Stability of the Swedish Philips Curve |
0 |
1 |
1 |
127 |
0 |
2 |
7 |
293 |
| An Embarrassment of Riches: Forecasting Using Large Panels |
0 |
0 |
0 |
51 |
0 |
2 |
5 |
957 |
| An Embarrassment of Riches: Forecasting Using Large Panels |
0 |
0 |
0 |
127 |
0 |
1 |
1 |
1,141 |
| Asymptotic properties of the maximum likelihood estimator of random effects models with serial correlation |
0 |
0 |
1 |
257 |
0 |
1 |
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 |
1 |
286 |
0 |
11 |
217 |
4,138 |
| Bayesian Inference in Regression Models with Ordinal Explanatory Variables |
0 |
0 |
0 |
52 |
0 |
0 |
3 |
758 |
| Bayesian forecast combination for VAR models |
0 |
0 |
1 |
328 |
0 |
1 |
9 |
1,538 |
| Bayesian simultaneous determination of structural breaks and lag lengths |
0 |
0 |
0 |
191 |
0 |
1 |
4 |
1,198 |
| Bootstrapping Error Component Models |
0 |
0 |
0 |
51 |
0 |
1 |
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 |
0 |
1 |
6 |
860 |
| Computationally Efficient Double Bootstrap Variance Estimation |
0 |
0 |
0 |
490 |
0 |
2 |
5 |
2,975 |
| Conditional posteriors for the reduced rank regression model |
1 |
1 |
1 |
79 |
1 |
3 |
4 |
983 |
| Does Money Growth Predict Inflation? Evidence from Vector Autoregressions Using Four Centuries of Data |
1 |
1 |
6 |
86 |
1 |
1 |
17 |
197 |
| FDI and Job Creation in China |
0 |
0 |
0 |
831 |
0 |
1 |
11 |
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 |
0 |
1 |
6 |
1,695 |
| Flexible Fat-tailed Vector Autoregression |
0 |
0 |
1 |
74 |
1 |
1 |
4 |
133 |
| Forecast Combination and Model Averaging Using Predictive Measures |
0 |
0 |
2 |
203 |
1 |
2 |
7 |
1,284 |
| Forecast Combination and Model Averaging using Predictive Measures |
0 |
0 |
0 |
525 |
2 |
5 |
9 |
1,815 |
| Forecasting with Bayesian Vector Autoregressions |
7 |
18 |
54 |
2,689 |
15 |
39 |
124 |
5,553 |
| Is the US Phillips Curve Stable? Evidence from Bayesian VARs |
0 |
0 |
1 |
226 |
1 |
2 |
7 |
473 |
| Lag-length Selection in VAR-models Using Equal and Unequal Lag-Length Procedures |
0 |
0 |
0 |
65 |
0 |
2 |
6 |
2,970 |
| Maximum-Likelihood Based Inference in the Two-Way Random Effects Model with Serially Correlated Time Effects |
0 |
0 |
0 |
74 |
0 |
1 |
4 |
709 |
| Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects |
0 |
0 |
0 |
494 |
0 |
1 |
7 |
2,627 |
| New ways to measure well-being? A first joint analysis of subjective and objective measures |
0 |
0 |
0 |
148 |
0 |
0 |
3 |
168 |
| Numerical Aspects of Bayesian VAR-modeling |
1 |
2 |
6 |
1,261 |
1 |
5 |
17 |
4,374 |
| On the power and interpretation of panel unit root tests |
0 |
0 |
0 |
437 |
0 |
1 |
11 |
2,029 |
| RePEc and S-WoPEc: Internet access to electronic preprints in Economics |
0 |
0 |
2 |
162 |
0 |
8 |
25 |
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 |
0 |
3 |
1,988 |
| Statistical Inference for the Tangency Portfolio in High Dimension |
0 |
0 |
0 |
18 |
0 |
1 |
2 |
48 |
| Subjective and physiological measures of well-being: an exploratory analysis using birth-cohort data |
0 |
0 |
0 |
99 |
0 |
2 |
4 |
138 |
| Testing and Correcting for Sample Selection Bias in Discrete Choice Contingent Valuation Studies |
0 |
0 |
1 |
1,054 |
1 |
4 |
20 |
5,894 |
| The Relation between the Corporate Bond-Yield Spread and the Real Economy: Stable or TimeVarying? |
0 |
0 |
1 |
62 |
0 |
1 |
7 |
175 |
| US Interest Rates: Are Relations Stable? |
1 |
2 |
12 |
17 |
1 |
3 |
22 |
28 |
| Vector autoregression models with skewness and heavy tails |
0 |
0 |
2 |
34 |
0 |
2 |
8 |
92 |
| Vector autoregression models with skewness and heavy tails |
0 |
1 |
2 |
17 |
1 |
4 |
10 |
54 |
| Total Working Papers |
11 |
28 |
103 |
13,469 |
27 |
118 |
645 |
65,244 |
LogEc is hosted by the
Örebro University School of Business.