| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A TIME-VARYING APPROACH OF THE US WELFARE COST OF INFLATION |
0 |
0 |
1 |
12 |
0 |
0 |
3 |
84 |
| A new mechanism for anticipating price exuberance |
0 |
0 |
0 |
7 |
2 |
2 |
4 |
87 |
| An empirical analysis of the influence of macroeconomic determinants on World tourism demand |
0 |
0 |
6 |
51 |
3 |
4 |
14 |
153 |
| Asymmetric Labor Market Reforms: Effects on Wage Growth and Conversion Probability of Fixed-Term Contracts |
1 |
1 |
1 |
20 |
1 |
1 |
2 |
59 |
| Bootstrap tests for time varying cointegration |
0 |
0 |
1 |
3 |
0 |
0 |
2 |
32 |
| Cointegration tests under multiple regime shifts: An application to the stock price–dividend relationship |
0 |
0 |
0 |
30 |
0 |
1 |
2 |
97 |
| Correction to: Tests for segmented cointegration: an application to US governments budgets |
0 |
0 |
1 |
2 |
0 |
0 |
1 |
2 |
| Economic growth and transport: On the road to sustainability |
1 |
2 |
2 |
7 |
1 |
2 |
2 |
19 |
| Improved Tests for Forecast Comparisons in the Presence of Instabilities |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
38 |
| Linear instrumental variables model averaging estimation |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
89 |
| Modelling long run comovements in equity markets: A flexible approach |
0 |
0 |
0 |
25 |
0 |
0 |
0 |
111 |
| New Keynesian Phillips Curves and potential identification failures: A Generalized Empirical Likelihood analysis |
0 |
0 |
0 |
44 |
0 |
0 |
0 |
133 |
| On the forecasting ability of ARFIMA models when infrequent breaks occur |
0 |
0 |
0 |
54 |
0 |
0 |
1 |
232 |
| Predicting tail risks and the evolution of temperatures |
0 |
0 |
1 |
1 |
0 |
0 |
3 |
3 |
| Quantitative easing and economic growth in Japan: A meta‐analysis |
0 |
0 |
6 |
23 |
0 |
2 |
15 |
63 |
| TESTING FOR PARAMETER CONSTANCY USING CHEBYSHEV TIME POLYNOMIALS |
0 |
0 |
1 |
9 |
0 |
0 |
1 |
32 |
| TIME-VARYING COINTEGRATION |
0 |
1 |
9 |
352 |
1 |
2 |
11 |
731 |
| Testing for persistence change in fractionally integrated models: An application to world inflation rates |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
82 |
| Tests for segmented cointegration: an application to US governments budgets |
0 |
0 |
1 |
4 |
0 |
1 |
3 |
11 |
| The Cost Channel Reconsidered: A Comment Using an Identification-Robust Approach |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
80 |
| The Cost Channel Reconsidered: A Comment Using an Identification‐Robust Approach |
0 |
0 |
1 |
1 |
0 |
0 |
1 |
7 |
| The Inflation-Unemployment Trade-Off: Empirical Considerations and a Simple US-Euro Area Comparison |
0 |
0 |
0 |
12 |
0 |
0 |
8 |
24 |
| The US debt–growth nexus along the business cycle |
0 |
0 |
0 |
4 |
0 |
1 |
1 |
13 |
| The impact of the 2008 and 2010 financial crises on the Hurst exponents of international stock markets: Implications for efficiency and contagion |
0 |
0 |
2 |
53 |
0 |
3 |
6 |
220 |
| The relationship between tax rates and tax revenues in eurozone member countries ‐ exploring the Laffer curve |
3 |
4 |
12 |
61 |
7 |
10 |
32 |
157 |
| Time-varying cointegration, identification, and cointegration spaces |
1 |
1 |
2 |
59 |
1 |
2 |
6 |
156 |
| Unconventional monetary policies and bank credit in the Eurozone: An events study approach |
0 |
0 |
0 |
6 |
1 |
1 |
2 |
16 |
| Unit root tests and dramatic shifts with infinite variance processes |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
36 |
| Unveiling investor-induced channels of financial contagion in the 2008 financial crisis using copulas |
0 |
0 |
2 |
12 |
0 |
0 |
3 |
28 |
| Total Journal Articles |
6 |
9 |
49 |
900 |
17 |
32 |
124 |
2,795 |
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