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 1 2 4 32
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 0 5
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 1 5
Comparing Predictive Accuracy 3 12 36 1,796 8 21 101 4,298
Comparing predictive accuracy I: an asymptotic test 1 3 15 167 5 13 38 1,104
Constructing a Coincident Index of Business Cycles Without Assuming a One-Factor Model 0 0 0 0 1 2 8 433
Constructing a Coincident Index of Business Cycles without Assuming a One-factor Model 3 6 8 172 3 7 16 372
Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence 0 0 0 9 0 0 3 79
Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence 1 1 1 11 1 3 4 87
Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence 0 0 2 421 1 2 7 958
Direction-of-Change Forecasts for Asian Equity Markets Based on Conditional Variance, Skewness and Kurtosis Dynamics: Evidence from Hong Kong and Singapore 1 1 2 101 1 1 4 289
Exact Finite-Sample Distribution of the Limited-Information Maximum Likelihood Estimator in the Case of Two Included Endogenous Variables 0 0 0 0 0 0 0 15
External Debt, Adjustment, and Growth 0 0 1 156 2 3 10 490
Financial Liberalization and Monetary Policy Cooperation in East Asia 0 0 0 32 0 1 2 139
Financial Liberalization and Monetary Policy Cooperation in East Asia1 0 0 1 17 1 2 9 124
Finite-Sample Properties in Stochastic Predictors in Nonlinear Systems: Some Initial Results 0 0 0 1 0 1 1 44
Large Sample Asymptotic Expansions for General Linear Simultaneous Systems Under Misspecification 0 0 0 0 0 0 1 14
Markov Switching Garch Models of Currency Crises in Southeast Asia 0 0 1 440 0 1 11 917
Markov switching GARCH models of currency turmoil in southeast Asia 0 0 1 311 0 1 9 929
Misaligned Incentives and Mortgage Lending in Asia 0 0 0 37 0 0 5 153
Misaligned Incentives and Mortgage Lending in Asia 0 0 0 10 0 2 7 110
Misaligned Incentives and Mortgage Lending in Asia 0 0 0 0 0 3 9 55
On the Effect of Multicollinearity Upon the Properties of Structural Coefficient Estimators 0 0 0 0 0 0 1 86
On the Existence of Moments of the Ordianary Least Squares and Two-Stage Least Squares Estimators 0 0 0 0 0 0 0 7
Sustainable External Debt Levels: Estimates for Selected Asian Countries 0 0 1 9 0 1 8 68
Sustainable External Debt Levels: Estimates for Selected Asian Countries 0 0 1 119 0 1 6 284
Testing under non-standard conditions in frequency domain: with applications to Markov regime-switching models of exchange rates and federal funds rate 0 0 0 86 0 0 1 390
The PIDS-NEDA Annual Macroeconometric Model, Version 1989: A Summary 0 0 0 21 1 1 5 136
Underpriced Default Spread Exacerbates Market Crashes 0 0 1 3 0 1 3 142
Underpriced Default Spread Exacerbates Market Crashes 0 0 1 90 3 4 8 467
Total Working Papers 9 23 72 4,009 28 73 282 12,232


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 6 23 326 4 12 55 877
A new coincident index of business cycles based on monthly and quarterly series 0 4 49 988 16 34 143 2,401
Analytical Small-Sample Distribution Theory in Econometrics: The Simultaneous-Equations Case 0 0 0 102 0 0 3 469
Approximations to the Distribution Functions of Theil's K-Class Estimators 0 1 1 13 0 1 2 89
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 0 0 3 157
Asymptotic Behavior of Predictors in a Nonlinear Simultaneous System 0 0 0 17 0 1 1 130
Bank lending and real estate in Asia: market optimism and asset bubbles 0 0 1 142 0 0 3 449
Comparing Predictive Accuracy 0 0 0 0 14 34 142 2,868
Comparing Predictive Accuracy 0 0 0 0 65 166 652 5,063
Complementarity and Conflict among Population and other Policies: Specifying an Economic-Demographic Model for a Developing Country 0 2 9 23 0 3 11 55
Finite Sample Properties of Instrumental Variable Estimators of Structural Coefficients 0 0 0 24 0 3 4 143
Markov switching GARCH models of currency turmoil in Southeast Asia 0 0 0 53 1 1 9 242
Measures of Deterministic Prediction Bias in Nonlinear Models 0 0 2 32 0 1 3 155
New tests of the life cycle and tax discounting hypotheses 0 0 2 54 0 1 5 124
Nonlinear and non-Gaussian state-space modeling with Monte Carlo simulations 0 0 1 66 0 1 2 215
Open vs. sealed-bid auctions: testing for revenue equivalence under Singapore's vehicle quota system 0 1 1 47 0 3 6 262
Prediction of Currency Crises: Case of Turkey 0 0 4 139 1 2 15 585
Prediction, Filtering and Smoothing in Non-linear and Non-normal Cases Using Monte Carlo Integration 1 1 3 201 1 1 9 1,059
Predictors in Dynamic Nonlinear Models: Large-Sample Behavior 0 1 1 5 1 3 4 180
Residual-Based Procedures for Prediction and Estimation in a Nonlinear Simultaneous System 0 0 0 29 0 2 5 177
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 4 19 130 1 6 40 422
Stock Market Returns and Economic Fundamentals in an Emerging Market: The Case of Korea 0 0 2 90 0 0 6 263
The Bangko Sentral’s structural long-term inflation forecasting model for the Philippines 0 0 3 30 1 2 16 187
The Existence of Moments of the Ordinary Least Squares and Two-Stage Least Squares Estimators 0 0 2 53 0 1 7 280
The NEDA quarterly macroeconomic model: theoretical structure and some empirical results 0 0 3 14 0 4 24 176
Total Journal Articles 4 20 126 2,621 105 282 1,170 17,080


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Comment on "Commodity Prices, Commodity Currencies, and Global Economic Developments" 0 0 0 2 0 0 0 43
Comment on "Demographic Transition, Childless Families and Economic Growth" 0 0 0 9 0 0 2 47
Comment on "Population Aging and Economic Growth in Asia" 0 0 0 6 0 0 1 32
Comment on "The Consumption Terms of Trade and Commodity Prices" 0 0 0 1 0 0 3 22
External Debt, Adjustment, and Growth 0 0 1 41 1 4 16 152
Misaligned Incentives and Mortgage Lending in Asia 0 0 0 16 0 1 7 172
Monetary policy approaches and implementation in Asia: the Philippines and Indonesia 0 2 2 56 0 6 30 308
Total Chapters 0 2 3 131 1 11 59 776


Statistics updated 2021-11-05