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Last month |
3 months |
12 months |
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An Identification-Robust Test for Time-Varying Parameters in the Dynamics of Energy Prices |
0 |
0 |
0 |
58 |
0 |
0 |
0 |
92 |

Are New Keynesian Phillips Curved Identified? |
0 |
0 |
0 |
60 |
0 |
0 |
1 |
216 |

Are New Keynesian Phillips Curves Identified ? |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
341 |

Are New Keynesian Phillips Curves Identified ? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
213 |

Are New Keynesian Phillips Curves Identified ? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
120 |

Assessing Indexation-Based Calvo Inflation Models |
0 |
0 |
0 |
76 |
0 |
0 |
0 |
204 |

Estimating New Keynesian Phillips Curves Using Exact Methods |
0 |
0 |
0 |
212 |
0 |
0 |
0 |
606 |

Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
57 |

Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions |
0 |
0 |
0 |
109 |
0 |
0 |
0 |
445 |

Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions |
0 |
0 |
0 |
156 |
0 |
0 |
0 |
644 |

Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-Fit in Multivariate Regressions with Application to Asset Pricing Models |
0 |
0 |
1 |
520 |
0 |
0 |
5 |
3,252 |

Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-fit in Multivariate Regressions with Application to Asset Pricing Models |
0 |
0 |
0 |
832 |
0 |
0 |
0 |
4,595 |

Exact Testing of the Stability of the Phillips Curve |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
179 |

Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
665 |

Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions |
0 |
0 |
2 |
380 |
0 |
1 |
6 |
2,928 |

Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions |
0 |
0 |
1 |
145 |
0 |
0 |
2 |
721 |

Exact confidence sets and goodness-of-fit methods for stable distributions |
0 |
0 |
0 |
32 |
0 |
0 |
0 |
37 |

Exact skewness-kurtosis tests for multivariate normality and goodness-of-fit in multivariate regressions with application to asset pricing models |
0 |
0 |
1 |
470 |
0 |
0 |
2 |
3,656 |

Factor based identification-robust inference in IV regressions |
0 |
0 |
1 |
46 |
0 |
0 |
2 |
88 |

Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models |
0 |
0 |
0 |
109 |
0 |
0 |
0 |
525 |

Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models |
1 |
1 |
1 |
120 |
1 |
1 |
1 |
515 |

Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models |
0 |
0 |
0 |
203 |
0 |
0 |
0 |
1,307 |

Finite-Sample Resampling-Based Combined Hypothesis Tests, with Applications to Serial Correlation and Predictability |
0 |
0 |
0 |
55 |
0 |
2 |
3 |
85 |

Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions |
0 |
0 |
0 |
152 |
0 |
0 |
0 |
1,019 |

Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions |
0 |
0 |
0 |
122 |
0 |
0 |
0 |
741 |

Finite-sample resampling-based combined hypothesis tests, with applications to serial correlation and predictability |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
48 |

Forecasting Commodity Prices: GARCH, Jumps, and Mean Reversion |
1 |
1 |
6 |
1,910 |
1 |
2 |
11 |
4,298 |

Identification Robust Confidence Sets Methods for Inference on Parameter Ratios and their Application to Estimating Value-of-Time |
0 |
0 |
1 |
116 |
0 |
0 |
5 |
445 |

Identification-robust estimation and testing of the zero-beta CAPM |
0 |
0 |
0 |
38 |
0 |
0 |
1 |
124 |

Inflation Dynamics and the New Keynesian Phillips Curve: An Identification Robust Econometric Analysis |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
76 |

Inflation Dynamics and the New Keynesian Phillips Curve: An Identification-Robust Econometric Analysis |
0 |
0 |
0 |
138 |
0 |
0 |
0 |
550 |

Inflation Dynamics and the New Keynesian Phillips Curve: an Identification Robust Econometric Analysis |
0 |
0 |
1 |
233 |
0 |
0 |
1 |
709 |

Inflation dynamics and the New Keynesian Phillips Curve: an identification robust econometric analysis |
0 |
0 |
1 |
177 |
0 |
0 |
1 |
525 |

Oil Price Forecasts for the Long-Term: Expert Outlooks, Models, or Both? |
0 |
0 |
2 |
38 |
1 |
1 |
5 |
52 |

Oil Price Forecasts for the Long-Term: Expert Outlooks, Models, or Both? |
0 |
0 |
0 |
42 |
0 |
0 |
0 |
73 |

Oil Price Forecasts for the Long-Term: Expert Outlooks, Models, or Both? |
1 |
1 |
1 |
49 |
1 |
2 |
3 |
55 |

Oil Prices: Heavy Tails, Mean Reversion and the Convenience Yield |
1 |
1 |
3 |
478 |
2 |
7 |
20 |
1,248 |

On Jumps and ARCH Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
398 |

On Jumps and ARCH Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests |
0 |
0 |
0 |
106 |
0 |
0 |
0 |
537 |

On Jumps and Arch Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests |
0 |
0 |
0 |
79 |
0 |
0 |
0 |
559 |

SIMULATION-BASED EXACT TESTS FOR STRUCTURAL DISCONTINUITIES WITH UNIDENTIFIED NUISANCE PARAMETERS: AN APPLICATION TO COMMODITIES SPOT PRICES |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
206 |

Simulation Based Finite and Large Sample Inference Methods in Multiple Regression Models |
0 |
0 |
0 |
27 |
0 |
0 |
0 |
176 |

Simulation Based Finite and Large Sample Tests in Multivariate Regressions |
0 |
0 |
0 |
315 |
0 |
0 |
0 |
2,259 |

Simulation Based Finite- and Large-Sample Inference Methods in Simultaneous Equations |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
404 |

Simulation Based Inference in Moving Average Models |
0 |
0 |
0 |
19 |
0 |
0 |
0 |
134 |

Simulation Based Inference in Moving Average Models |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
411 |

Simulation Based Inference in Moving Average Models |
0 |
0 |
0 |
284 |
0 |
0 |
0 |
1,564 |

Simulation Based Inference in Simultaneous Equations |
0 |
0 |
0 |
45 |
0 |
0 |
0 |
140 |

Simulation-Based Exact Tests in Jump-Diffusion Models in the Presence of Unidentified Nuisance Parameters: an Application to Commodity Spot Prices |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
623 |

Simulation-Based Exact Tests with Unidentified Nuisance Parameters Under the Null Hypothesis: the Case of Jumps Tests in Models with Conditional Heteroskedasticity |
0 |
1 |
1 |
50 |
0 |
1 |
1 |
381 |

Simulation-Based Exact Tests with Unidentified Nuisance Parameters under the Null Hypothesis: the Case of Jumps Tests in Model with Conditional Heteroskedasticity |
0 |
0 |
0 |
57 |
0 |
1 |
1 |
571 |

Simulation-Based Finite and Large Sample Tests in Multivariate Regressions |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
330 |

Simulation-Based Finite and Large Sample Tests in Multivariate Regressions |
0 |
0 |
0 |
65 |
0 |
0 |
3 |
434 |

Simulation-Based Finite-Sample Inference in Simultaneous Equations |
0 |
0 |
0 |
73 |
1 |
1 |
3 |
347 |

Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
398 |

Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects |
0 |
0 |
2 |
603 |
0 |
0 |
9 |
3,393 |

Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects |
0 |
0 |
0 |
169 |
0 |
0 |
2 |
735 |

Simulation-Based Finite-and Large-sample Inference Methods in Multivariate Regressions and Seemingly Unrelated Regressions |
0 |
0 |
0 |
54 |
0 |
0 |
0 |
270 |

Structural Change and Forecasting Long-Run Energy Prices |
0 |
0 |
0 |
387 |
1 |
1 |
1 |
975 |

Structural Change in Covariance and Exchange Rate Pass-Through: The Case of Canada |
0 |
0 |
1 |
59 |
0 |
0 |
2 |
279 |

Structural Estimation and Evaluation of Calvo-Style Inflation Models |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
168 |

Structural Inflation Models with Real Wage Rigidities: The Case of Canada |
0 |
0 |
0 |
81 |
0 |
0 |
0 |
477 |

Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit |
0 |
0 |
0 |
113 |
0 |
0 |
1 |
377 |

TESTING MEAN-VARIANCE EFFICIENCY IN CAPM WITH POSSIBLY NON-GAUSSIAN ERRORS: AN EXACT SIMULATION-BASED APPROACH |
0 |
0 |
0 |
263 |
0 |
0 |
0 |
1,547 |

TESTING THE PRICING-TO-MARKET HYPOTHESIS CASE OF THE TRANSPORTATION EQUIPMENT INDUSTRY |
0 |
0 |
0 |
89 |
0 |
1 |
2 |
332 |

Testing Financial Integration: Finite Sample Motivated Mothods |
0 |
0 |
0 |
50 |
0 |
0 |
1 |
239 |

Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: An Exact Simulation-Based Approach |
0 |
0 |
0 |
379 |
0 |
1 |
2 |
2,264 |

Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: an Exact Simulation-Based Approach |
0 |
0 |
0 |
586 |
0 |
0 |
0 |
3,303 |

Testing for Structural Breaks in Covariance: Exchange Rate Pass-Through in Canada |
0 |
0 |
0 |
2 |
1 |
1 |
2 |
189 |

Testing mean-variance efficiency in CAPM with possibly non-gaussian errors: an exact simulation-based approach |
0 |
0 |
2 |
224 |
0 |
0 |
11 |
1,475 |

Testing the Pricing-to-Market Hypothesis: Case of the Transportation Equipment Industry |
0 |
0 |
0 |
285 |
0 |
0 |
12 |
2,131 |

Testing the Stability of the Canadian Phillips Curve Using Exact Methods |
1 |
1 |
2 |
114 |
1 |
2 |
3 |
449 |

Tests multiples simulÃ©s et tests de normalitÃ© basÃ©s sur plusieurs moments dans les modÃ¨les de rÃ©gression |
0 |
0 |
0 |
144 |
0 |
1 |
1 |
2,287 |

Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression |
0 |
0 |
0 |
1 |
1 |
2 |
2 |
142 |

Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression |
0 |
0 |
0 |
81 |
0 |
1 |
2 |
1,278 |

The Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification |
0 |
1 |
1 |
73 |
0 |
1 |
1 |
255 |

Total Working Papers |
5 |
7 |
31 |
11,991 |
13 |
34 |
140 |
63,891 |