Access Statistics for Roberto S. Mariano
Author contact details at EconPapers.
| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Macro-Economic Model of the Philippines, 1950-1969 |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
36 |
| Approximations to the Distribution Fuinctions of Theil's K- Class Estimators in the Case of Two Included Endogenous Variables |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
7 |
| Approximations to the Distribution Functions of the Ordinary Least Squares and Two-Stage Squares Least Squares Estimators in the Case of Two Included Endogenous Variables |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
10 |
| Comparing Predictive Accuracy |
2 |
5 |
21 |
1,913 |
6 |
12 |
63 |
4,590 |
| Comparing predictive accuracy I: an asymptotic test |
0 |
0 |
7 |
216 |
1 |
8 |
28 |
1,255 |
| Constructing a Coincident Index of Business Cycles Without Assuming a One-Factor Model |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
439 |
| Constructing a Coincident Index of Business Cycles without Assuming a One-factor Model |
0 |
0 |
1 |
179 |
1 |
2 |
5 |
402 |
| Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence |
0 |
0 |
0 |
422 |
1 |
1 |
3 |
970 |
| Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence |
0 |
0 |
0 |
11 |
0 |
0 |
3 |
95 |
| Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence |
0 |
0 |
1 |
11 |
0 |
0 |
3 |
86 |
| Direction-of-Change Forecasts for Asian Equity Markets Based on Conditional Variance, Skewness and Kurtosis Dynamics: Evidence from Hong Kong and Singapore |
0 |
0 |
2 |
103 |
0 |
1 |
6 |
298 |
| Exact Finite-Sample Distribution of the Limited-Information Maximum Likelihood Estimator in the Case of Two Included Endogenous Variables |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
21 |
| External Debt, Adjustment, and Growth |
0 |
1 |
1 |
157 |
0 |
1 |
2 |
501 |
| FINITE-SAMPLE PROPERTIES OF STOCHASTIC PREDICTORS IN NONLINEAR SYSTEMS: SOME INITIAL RESULTS |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
| Fighting COVID-19: Patterns in International Data, Expanded |
0 |
1 |
1 |
4 |
0 |
1 |
3 |
13 |
| Fighting COVID-19:Performance of Countries in the First Half of 2020 |
0 |
0 |
0 |
1 |
0 |
0 |
3 |
18 |
| Financial Liberalization and Monetary Policy Cooperation in East Asia |
0 |
0 |
0 |
32 |
1 |
1 |
1 |
142 |
| Financial Liberalization and Monetary Policy Cooperation in East Asia1 |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
127 |
| Finite-Sample Properties in Stochastic Predictors in Nonlinear Systems: Some Initial Results |
0 |
0 |
0 |
2 |
1 |
1 |
1 |
47 |
| Large Sample Asymptotic Expansions for General Linear Simultaneous Systems Under Misspecification |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
18 |
| Lawrence R. Klein’s Principles in Modeling and Contributions in Nowcasting, Real-Time Forecasting, and Machine Learning |
0 |
0 |
0 |
5 |
0 |
0 |
2 |
18 |
| Markov Switching Garch Models of Currency Crises in Southeast Asia |
0 |
0 |
0 |
445 |
1 |
2 |
3 |
926 |
| Markov switching GARCH models of currency turmoil in southeast Asia |
0 |
1 |
1 |
315 |
0 |
1 |
1 |
936 |
| Misaligned Incentives and Mortgage Lending in Asia |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
59 |
| Misaligned Incentives and Mortgage Lending in Asia |
0 |
0 |
1 |
11 |
0 |
1 |
3 |
115 |
| Misaligned Incentives and Mortgage Lending in Asia |
0 |
0 |
0 |
38 |
0 |
3 |
5 |
161 |
| On the Effect of Multicollinearity Upon the Properties of Structural Coefficient Estimators |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
93 |
| On the Existence of Moments of the Ordianary Least Squares and Two-Stage Least Squares Estimators |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
9 |
| Predictive Performance of Mixed-Frequency Nowcasting and Forecasting Models (with Application to Philippine Inflation and GDP Growth)Abstract: We study how the separation of time and risk preferences relates to a behavioral property that generalizes impatience to stochastic environments: Stochastic Impatience. We show that, within a broad class of models, Stochastic Impatience holds if and only if risk aversion is not too high relative to the inverse of the elasticity of intertemporal substitution. In par-ticular, in the models of Epstein and Zin (1989) and Hansen and Sargent (1995), Stochastic Impatience is violated for all commonly used parameters |
0 |
0 |
1 |
10 |
0 |
0 |
3 |
35 |
| Sustainable External Debt Levels: Estimates for Selected Asian Countries |
0 |
0 |
0 |
119 |
0 |
0 |
1 |
288 |
| Sustainable External Debt Levels: Estimates for Selected Asian Countries |
0 |
0 |
0 |
9 |
0 |
0 |
3 |
78 |
| Testing under non-standard conditions in frequency domain: with applications to Markov regime-switching models of exchange rates and federal funds rate |
0 |
0 |
1 |
87 |
0 |
0 |
2 |
393 |
| The PIDS-NEDA Annual Macroeconometric Model, Version 1989: A Summary |
0 |
0 |
0 |
22 |
1 |
1 |
4 |
149 |
| Underpriced Default Spread Exacerbates Market Crashes |
0 |
0 |
0 |
90 |
0 |
0 |
0 |
475 |
| Underpriced Default Spread Exacerbates Market Crashes |
0 |
0 |
0 |
3 |
0 |
0 |
4 |
148 |
| Total Working Papers |
2 |
8 |
38 |
4,222 |
13 |
37 |
166 |
12,962 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Coincident Index, Common Factors, and Monthly Real GDP* |
3 |
8 |
24 |
414 |
6 |
15 |
45 |
1,049 |
| A new coincident index of business cycles based on monthly and quarterly series |
1 |
4 |
25 |
1,094 |
11 |
29 |
75 |
2,667 |
| Analytical Small-Sample Distribution Theory in Econometrics: The Simultaneous-Equations Case |
0 |
0 |
0 |
104 |
1 |
1 |
1 |
473 |
| Approximations to the Distribution Functions of Theil's K-Class Estimators |
0 |
0 |
0 |
13 |
2 |
2 |
3 |
94 |
| Approximations to the Distribution Functions of the Ordinary Least-Squares and Two-Stage Least-Squares Estimators in the Case of Two Included Endogenous Variables |
0 |
0 |
0 |
22 |
2 |
2 |
3 |
160 |
| Asymptotic Behavior of Predictors in a Nonlinear Simultaneous System |
0 |
0 |
0 |
17 |
0 |
1 |
1 |
132 |
| Bank lending and real estate in Asia: market optimism and asset bubbles |
0 |
0 |
0 |
143 |
0 |
0 |
1 |
453 |
| Comparing Predictive Accuracy |
0 |
0 |
0 |
0 |
12 |
27 |
80 |
3,283 |
| Comparing Predictive Accuracy |
0 |
0 |
0 |
0 |
39 |
101 |
352 |
7,219 |
| Complementarity and Conflict among Population and other Policies: Specifying an Economic-Demographic Model for a Developing Country |
0 |
0 |
0 |
23 |
0 |
0 |
1 |
61 |
| Fighting COVID-19: patterns in international data |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
8 |
| Finite Sample Properties of Instrumental Variable Estimators of Structural Coefficients |
0 |
0 |
0 |
24 |
0 |
0 |
0 |
143 |
| MONETARY POLICY COOPERATION TO SUPPORT ASIAN ECONOMIC INTEGRATION |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
| Markov switching GARCH models of currency turmoil in Southeast Asia |
0 |
0 |
0 |
57 |
1 |
2 |
5 |
259 |
| Measures of Deterministic Prediction Bias in Nonlinear Models |
0 |
0 |
0 |
32 |
0 |
0 |
2 |
159 |
| New tests of the life cycle and tax discounting hypotheses |
0 |
0 |
2 |
59 |
0 |
2 |
8 |
138 |
| Nonlinear and non-Gaussian state-space modeling with Monte Carlo simulations |
0 |
0 |
0 |
67 |
0 |
1 |
3 |
225 |
| Open vs. sealed-bid auctions: testing for revenue equivalence under Singapore's vehicle quota system |
0 |
0 |
0 |
48 |
0 |
1 |
3 |
269 |
| Optimal saving and sustainable foreign debt |
0 |
0 |
2 |
4 |
0 |
0 |
4 |
11 |
| Potential output and output gap estimation models for the Philippines |
0 |
1 |
3 |
12 |
2 |
4 |
12 |
63 |
| Prediction of Currency Crises: Case of Turkey |
0 |
0 |
0 |
143 |
1 |
1 |
1 |
593 |
| Prediction, Filtering and Smoothing in Non-linear and Non-normal Cases Using Monte Carlo Integration |
0 |
0 |
0 |
204 |
0 |
1 |
3 |
1,074 |
| Predictive Performance of Mixed-Frequency Nowcasting and Forecasting Models (with Application to Philippine Inflation and GDP Growth) |
0 |
0 |
1 |
8 |
2 |
3 |
10 |
32 |
| Predictors in Dynamic Nonlinear Models: Large-Sample Behavior |
0 |
0 |
0 |
5 |
0 |
0 |
3 |
187 |
| Residual-Based Procedures for Prediction and Estimation in a Nonlinear Simultaneous System |
1 |
1 |
2 |
34 |
1 |
3 |
5 |
189 |
| Some large-concentration-parameter asymptotics for the k-class estimators |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
52 |
| Statistical tests for multiple forecast comparison |
0 |
0 |
2 |
148 |
2 |
2 |
10 |
480 |
| Stock Market Returns and Economic Fundamentals in an Emerging Market: The Case of Korea |
0 |
1 |
1 |
92 |
1 |
5 |
6 |
278 |
| The Bangko Sentral’s structural long-term inflation forecasting model for the Philippines |
0 |
0 |
2 |
35 |
1 |
1 |
11 |
207 |
| The Existence of Moments of the Ordinary Least Squares and Two-Stage Least Squares Estimators |
0 |
0 |
0 |
55 |
0 |
0 |
0 |
282 |
| The NEDA quarterly macroeconomic model: theoretical structure and some empirical results |
0 |
0 |
1 |
20 |
0 |
0 |
8 |
199 |
| Total Journal Articles |
5 |
15 |
65 |
2,898 |
84 |
204 |
658 |
20,443 |
| Chapter |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Modified Neoclassical Growth Model with Endogenous Labor Participation |
1 |
1 |
1 |
3 |
1 |
1 |
5 |
8 |
| Capital Controls, Financial Crises and Cures: Simulations with an Econometric Model for Malaysia |
0 |
0 |
0 |
4 |
1 |
3 |
4 |
24 |
| Capital and Growth |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
3 |
| Comment on "Commodity Prices, Commodity Currencies, and Global Economic Developments" |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
45 |
| Comment on "Demographic Transition, Childless Families and Economic Growth" |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
48 |
| Comment on "Population Aging and Economic Growth in Asia" |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
33 |
| Comment on "The Consumption Terms of Trade and Commodity Prices" |
0 |
0 |
0 |
1 |
0 |
1 |
1 |
24 |
| Does Monetary Policy Matter for Long-Run Growth? |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
10 |
| Economic Adjustment and Growth: A Summing Up |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
13 |
| External Debt, Adjustment, and Growth |
0 |
0 |
0 |
42 |
0 |
0 |
1 |
165 |
| External Debt, Adjustment, and Growth |
0 |
0 |
0 |
2 |
0 |
1 |
2 |
10 |
| Finance and Endogenous Growth |
0 |
1 |
1 |
2 |
0 |
1 |
3 |
7 |
| High-mixed-frequency forecasting models for GDP and inflation |
0 |
1 |
1 |
35 |
2 |
3 |
5 |
84 |
| Misaligned Incentives and Mortgage Lending in Asia |
0 |
0 |
1 |
17 |
1 |
3 |
7 |
182 |
| Monetary policy approaches and implementation in Asia: the Philippines and Indonesia |
0 |
0 |
0 |
57 |
0 |
0 |
2 |
336 |
| Openness, Human Development, and Fiscal Policies |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
| Optimal Saving and Sustainable Foreign Debt |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
| Outward-Oriented Trade Policies and Economic Growth |
0 |
0 |
0 |
5 |
1 |
2 |
3 |
17 |
| Stabilization Policies and Structural Reforms: The Philippine Case |
0 |
0 |
0 |
6 |
0 |
0 |
2 |
15 |
| Stochastic Prediction in Dynamic Nonlinear Systems |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
4 |
| Testing the Neoclassical Theory of Economic Growth: A Panel Data Approach |
0 |
0 |
0 |
2 |
1 |
1 |
4 |
16 |
| The Basic Neoclassical Growth Model: A Review |
1 |
1 |
4 |
23 |
2 |
3 |
10 |
53 |
| Total Chapters |
2 |
4 |
8 |
219 |
9 |
22 |
65 |
1,103 |
|
|
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