| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Bayesian Approach to Counterfactual Analysis of Structural Change |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
220 |
| A Bayesian Approach to Testing for Markov Switching in Univariate and Dynamic Factor Models |
0 |
0 |
0 |
32 |
1 |
1 |
1 |
130 |
| A Bayesian Approach to Testing for Markov Switching in Univariate and Dynamic Factor Models |
0 |
0 |
0 |
43 |
0 |
0 |
0 |
162 |
| A Bayesian Approach to Testing for Markov Switching in Univariate and Dynamic Factor Models |
0 |
0 |
0 |
108 |
0 |
1 |
2 |
426 |
| A Bayesian Approach to Testing for Markov Switching in Univariate and Dynamic Factor Models |
0 |
0 |
0 |
340 |
1 |
2 |
3 |
650 |
| A Bayesian approach to counterfactual analysis of structural change |
0 |
0 |
0 |
166 |
2 |
3 |
6 |
470 |
| A Markov Switching Model of Congressional Partisan Regimes |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
85 |
| A Time-Varying Parameter Model for a Forward-Looking Monetary Policy Rule Based on Real-Time Data |
0 |
0 |
0 |
111 |
0 |
0 |
1 |
256 |
| Bayesian Inference in Regime-Switching ARMA Models with Absorbing States: The Dynamics of the Ex-Ante Real Interest Rate Under Structural Breaks |
1 |
1 |
1 |
118 |
1 |
1 |
3 |
246 |
| Bayesian Inference in Regime-Switching ARMA Models with Absorbing States: The Dynamics of the Ex-Ante Real Interest Rate Under Structural Breaks |
0 |
0 |
0 |
38 |
0 |
0 |
1 |
148 |
| Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations |
0 |
0 |
0 |
129 |
0 |
0 |
1 |
505 |
| Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations |
0 |
0 |
0 |
163 |
0 |
1 |
1 |
496 |
| Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations |
0 |
0 |
0 |
15 |
0 |
0 |
1 |
139 |
| Common stochastic trends, common cycles, and asymmetry in economic fluctuations |
0 |
0 |
0 |
125 |
3 |
3 |
3 |
407 |
| Common stochastic trends, common cycles, and asymmetry in economic fluctuations |
0 |
0 |
0 |
177 |
0 |
1 |
3 |
804 |
| Disappearing Dividends: Implications for the Dividend-Price Ratio and Return Predictability |
0 |
0 |
0 |
153 |
0 |
2 |
3 |
392 |
| Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices? |
0 |
0 |
0 |
227 |
0 |
0 |
2 |
944 |
| Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices? |
0 |
0 |
1 |
17 |
1 |
1 |
2 |
148 |
| Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices? |
0 |
0 |
0 |
110 |
0 |
0 |
0 |
565 |
| Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices? |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
154 |
| Dynamic Linear Models with Markov-Switching |
0 |
0 |
0 |
2 |
0 |
2 |
4 |
1,750 |
| Estimation of Markov regime-switching regression models with endogenous switching |
1 |
1 |
3 |
1,076 |
2 |
4 |
10 |
2,559 |
| Exchange Rate Regimes and Monetary Independence in East Asia |
0 |
0 |
0 |
61 |
0 |
1 |
3 |
138 |
| Friedman's Plucking Model of Business Fluctuations: Tests and Estimates of Permanent and Transitory Components |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
283 |
| Friedman's Plucking Model of Business Fluctuations: Tests and Estimates of Permanent and Transitory Components |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
1,098 |
| Is There a Positive Relationship between Stock Market Volatility and the Equity Premium? |
0 |
0 |
0 |
274 |
0 |
0 |
0 |
734 |
| Is There a Positive Relationship between Stock Market Volatility and the Equity Premium? |
0 |
0 |
0 |
74 |
0 |
0 |
0 |
240 |
| Is There a Structural Break in the Equity Premium? |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
71 |
| Is There a Structural Break in the Equity Premium? |
0 |
0 |
1 |
105 |
0 |
0 |
3 |
247 |
| Markov-Switching Models with Evolving Regime-Specific Parameters: Are Post-War Booms or Recessions All Alike? |
0 |
0 |
6 |
342 |
4 |
6 |
20 |
689 |
| Nonlinearity and the permanent effects of recessions |
0 |
0 |
0 |
157 |
0 |
0 |
2 |
422 |
| Permanent and Transitory Nature of Recessions |
0 |
0 |
0 |
17 |
1 |
2 |
3 |
103 |
| Permanent and Transitory Nature of Recessions |
0 |
0 |
0 |
78 |
1 |
2 |
3 |
291 |
| Permanent and transitory components of business cycles: their relative importance and dynamic relationship |
0 |
0 |
0 |
196 |
0 |
0 |
2 |
1,017 |
| Pricing Stock Market Volatility: Does It Matter Whether the Volatility is Related to the Business Cycle? |
0 |
0 |
0 |
132 |
1 |
1 |
3 |
289 |
| SOURCES OF MONETARY GROWTH UNCERTAINTY: AN ENCOMPASSING APPROACH BASED ON MONTE CARLO EXPERIMENT |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
144 |
| THE TIME-VARYING-PARAMETER MODEL AS AN ALTERNATIVE TO ARCH FOR MODELING CHANGING CONDITIONAL VARIANCE: THE CASE OF THE LUCAS HYPOTHESIS |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
270 |
| THE TIME-VARYING-PARAMETER MODEL AS AN ALTERNATIVE TO ARCH FOR MODELING CHANGING CONDITIONAL VARIANCE: THE CASE OF THE LUCAS HYPOTHESIS |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
59 |
| Testing for Mean Reversion in Heteroskedastic Data II: Autoregression Tests Based on Gibbs-Sampling-Augmented Randomization |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
149 |
| Testing for Mean Reversion in Heteroskedastic Data II: Autoregression Tests Based on Gibbs-Sampling-Augmented Randomization |
0 |
0 |
0 |
1 |
0 |
1 |
1 |
1,117 |
| Testing for Men reversion in Heteroskedastic data Based on Gibbs-Simpling-Augmented Randomization |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
107 |
| Testing for Men reversion in Heteroskedastic data Based on Gibbs-Simpling-Augmented Randomization |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
362 |
| The Dynamic Relationship Between Permanent and Transitory Components of U.S. Business Cycle |
0 |
0 |
0 |
30 |
1 |
3 |
4 |
205 |
| The Evolution of the Monetary Policy Regimes in the U.S |
0 |
0 |
0 |
309 |
0 |
2 |
4 |
837 |
| The Long-Run U.S./U.K. Real Exchange Rate |
0 |
0 |
0 |
521 |
0 |
0 |
1 |
2,716 |
| The Long-Run U.S./U.K. real Exchange Rate |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
280 |
| The Long-Run U.S./U.K. real Exchange Rate |
0 |
0 |
0 |
3 |
1 |
2 |
2 |
1,144 |
| The Time-Varying-Parameter Model as an Alternative to ARCH for Modeling Changing Conditional Variance: The Case of Lucas Hypothesis |
0 |
0 |
0 |
182 |
0 |
0 |
0 |
537 |
| The `Pile-up Problem' in Trend-Cycle Decomposition of Real GDP: Classical and Bayesian Perspectives |
0 |
0 |
2 |
230 |
1 |
1 |
12 |
681 |
| The dynamic relationship between permanent and transitory components of U.S. business cycles |
0 |
0 |
0 |
197 |
1 |
1 |
3 |
691 |
| The less volatile U.S. economy: a Bayesian investigation of timing, breadth, and potential explanations |
1 |
1 |
2 |
152 |
2 |
2 |
5 |
466 |
| The less volatile U.S. economy: a Bayesian investigation of timing, breadth, and potential explanations |
0 |
0 |
0 |
162 |
0 |
1 |
1 |
689 |
| Trend Inflation and the Nature of Structural Breaks in the New Keynesian Phillips Curve |
0 |
0 |
0 |
63 |
0 |
1 |
3 |
155 |
| Trend Inflation and the Nature of Structural Breaks in the New Keynesian Phillips Curve |
0 |
0 |
2 |
72 |
0 |
0 |
3 |
163 |
| Unobserved-Component Time-Series Models with Markov- Switching Heteroskedasticity: Changes in Regimes and the Link between Inflation Rates and Inflation Uncertainty |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
488 |
| Total Working Papers |
3 |
3 |
18 |
6,552 |
25 |
51 |
147 |
28,538 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Bayesian Approach to Testing for Markov-Switching in Univariate and Dynamic Factor Models |
0 |
0 |
0 |
88 |
0 |
2 |
7 |
672 |
| Bayesian counterfactual analysis of the sources of the great moderation |
0 |
0 |
0 |
91 |
0 |
0 |
3 |
334 |
| Business Cycle Turning Points, A New Coincident Index, And Tests Of Duration Dependence Based On A Dynamic Factor Model With Regime Switching |
0 |
0 |
5 |
668 |
0 |
3 |
17 |
1,431 |
| Capital Accumulation And Trade Policy:The Case Of Korea |
0 |
0 |
0 |
21 |
0 |
1 |
1 |
88 |
| Changes in U.S. Inflation Persistence |
0 |
0 |
0 |
226 |
1 |
2 |
5 |
481 |
| Common stochastic trends, common cycles, and asymmetry in economic fluctuations |
0 |
0 |
1 |
116 |
0 |
2 |
11 |
386 |
| Dealing with Endogeneity in Regression Models with Dynamic Coefficients |
0 |
1 |
1 |
80 |
0 |
1 |
1 |
237 |
| Dealing with endogeneity in a time‐varying parameter model: joint estimation and two‐step estimation procedures |
0 |
0 |
0 |
73 |
0 |
1 |
5 |
223 |
| Disappearing Dividends: Implications for the Dividend-Price Ratio and Return Predictability |
0 |
0 |
0 |
16 |
0 |
1 |
2 |
91 |
| Does an intertemporal tradeoff between risk and return explain mean reversion in stock prices? |
0 |
0 |
0 |
97 |
0 |
0 |
3 |
629 |
| Dynamic linear models with Markov-switching |
0 |
4 |
15 |
2,409 |
1 |
11 |
35 |
4,262 |
| Estimation of Markov regime-switching regression models with endogenous switching |
1 |
4 |
9 |
670 |
5 |
12 |
28 |
2,041 |
| Estimation of a forward-looking monetary policy rule: A time-varying parameter model using ex post data |
1 |
1 |
6 |
286 |
1 |
3 |
14 |
591 |
| Friedman's Plucking Model of Business Fluctuations: Tests and Estimates of Permanent and Transitory Components |
0 |
0 |
0 |
1 |
4 |
5 |
14 |
1,088 |
| Has The U.S. Economy Become More Stable? A Bayesian Approach Based On A Markov-Switching Model Of The Business Cycle |
0 |
0 |
10 |
856 |
0 |
0 |
21 |
2,556 |
| Is There a Positive Relationship between Stock Market Volatility and the Equity Premium? |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
454 |
| Is the Backward-Looking Component Important in a New Keynesian Phillips Curve? |
0 |
0 |
1 |
162 |
0 |
2 |
3 |
442 |
| Markov-switching and the Beveridge-Nelson decomposition: Has US output persistence changed since 1984? |
0 |
0 |
0 |
111 |
0 |
2 |
5 |
268 |
| Markov-switching models with endogenous explanatory variables |
0 |
0 |
1 |
118 |
0 |
0 |
2 |
262 |
| Markov-switching models with endogenous explanatory variables II: A two-step MLE procedure |
0 |
0 |
0 |
172 |
0 |
3 |
7 |
410 |
| Nonlinearity and the permanent effects of recessions |
0 |
0 |
1 |
286 |
1 |
2 |
7 |
922 |
| Permanent and transitory components of recessions |
0 |
0 |
0 |
181 |
0 |
2 |
5 |
464 |
| Sources of Monetary Growth Uncertainty and Economic Activity: The Time-Varying-Parameter Model with Heteroskedastic Disturbances |
0 |
0 |
1 |
156 |
0 |
0 |
1 |
378 |
| Testing for mean reversion in heteroskedastic data II: Autoregression tests based on Gibbs-sampling-augmented randomization1 |
0 |
0 |
0 |
39 |
1 |
1 |
4 |
132 |
| Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization1 |
1 |
3 |
16 |
157 |
1 |
5 |
26 |
389 |
| The Dynamic Relationship between Permanent and Transitory Components of U.S. Business Cycles |
0 |
0 |
0 |
75 |
0 |
0 |
2 |
412 |
| The Less-Volatile U.S. Economy: A Bayesian Investigation of Timing, Breadth, and Potential Explanations |
0 |
0 |
0 |
1 |
1 |
2 |
2 |
548 |
| The Long-Run U.S./U.K. Real Exchange Rate |
0 |
0 |
0 |
0 |
1 |
3 |
4 |
1,141 |
| The Structural Break in the Equity Premium |
0 |
0 |
1 |
28 |
0 |
0 |
3 |
95 |
| The Time-Varying-Parameter Model for Modeling Changing Conditional Variance: The Case of the Lucas Hypothesis |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
771 |
| The evolution of the monetary policy regimes in the U.S |
0 |
0 |
0 |
49 |
0 |
0 |
0 |
134 |
| Time-varying parameter models with endogenous regressors |
0 |
3 |
4 |
192 |
0 |
3 |
5 |
346 |
| Transient Fads and the Crash of '87 |
1 |
1 |
1 |
164 |
1 |
1 |
1 |
729 |
| Unobserved-Component Time Series Models with Markov-Switching Heteroscedasticity: Changes in Regime and the Link between Inflation Rates and Inflation Uncertainty |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
742 |
| Why are stock returns and volatility negatively correlated? |
0 |
0 |
0 |
147 |
0 |
1 |
8 |
409 |
| Total Journal Articles |
4 |
17 |
73 |
7,736 |
18 |
73 |
258 |
24,558 |
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