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 1 34
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 0 8
Comparing Predictive Accuracy 2 4 28 1,888 8 16 67 4,515
Comparing predictive accuracy I: an asymptotic test 0 1 8 208 2 7 30 1,224
Constructing a Coincident Index of Business Cycles Without Assuming a One-Factor Model 0 0 0 0 0 0 1 438
Constructing a Coincident Index of Business Cycles without Assuming a One-factor Model 0 0 2 178 0 0 3 395
Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence 0 1 1 422 0 1 3 967
Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence 0 0 0 11 0 0 1 92
Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence 0 0 1 10 0 0 1 83
Direction-of-Change Forecasts for Asian Equity Markets Based on Conditional Variance, Skewness and Kurtosis Dynamics: Evidence from Hong Kong and Singapore 0 0 0 101 0 0 0 292
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 1 18
External Debt, Adjustment, and Growth 0 0 0 156 0 0 0 499
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 0 0 3 0 0 0 10
Fighting COVID-19:Performance of Countries in the First Half of 2020 0 0 0 1 0 0 1 15
Financial Liberalization and Monetary Policy Cooperation in East Asia 0 0 0 32 0 0 2 141
Financial Liberalization and Monetary Policy Cooperation in East Asia1 0 0 0 17 0 0 1 127
Finite-Sample Properties in Stochastic Predictors in Nonlinear Systems: Some Initial Results 0 0 0 2 0 0 0 46
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 1 2 4 0 1 3 15
Markov Switching Garch Models of Currency Crises in Southeast Asia 0 0 1 445 0 0 1 923
Markov switching GARCH models of currency turmoil in southeast Asia 1 1 1 314 1 2 4 935
Misaligned Incentives and Mortgage Lending in Asia 0 0 0 10 0 0 2 112
Misaligned Incentives and Mortgage Lending in Asia 0 0 0 38 0 0 0 156
Misaligned Incentives and Mortgage Lending in Asia 0 0 0 0 0 0 1 58
On the Effect of Multicollinearity Upon the Properties of Structural Coefficient Estimators 0 0 0 0 0 0 0 92
On the Existence of Moments of the Ordianary Least Squares and Two-Stage Least Squares Estimators 0 0 0 0 0 0 0 7
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 2 3 9 0 2 3 32
Sustainable External Debt Levels: Estimates for Selected Asian Countries 0 0 0 9 0 0 2 75
Sustainable External Debt Levels: Estimates for Selected Asian Countries 0 0 0 119 0 0 2 287
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 0 391
The PIDS-NEDA Annual Macroeconometric Model, Version 1989: A Summary 0 0 0 22 1 3 5 145
Underpriced Default Spread Exacerbates Market Crashes 0 0 0 90 0 0 1 475
Underpriced Default Spread Exacerbates Market Crashes 0 0 0 3 0 0 1 144
Total Working Papers 3 10 47 4,178 12 32 137 12,778


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* 1 5 22 382 3 10 41 990
A new coincident index of business cycles based on monthly and quarterly series 4 11 32 1,063 6 19 68 2,578
Analytical Small-Sample Distribution Theory in Econometrics: The Simultaneous-Equations Case 0 0 1 104 0 0 1 472
Approximations to the Distribution Functions of Theil's K-Class Estimators 0 0 0 13 0 0 1 91
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 0 157
Asymptotic Behavior of Predictors in a Nonlinear Simultaneous System 0 0 0 17 0 0 0 131
Bank lending and real estate in Asia: market optimism and asset bubbles 0 0 0 143 0 0 1 452
Comparing Predictive Accuracy 0 0 0 0 14 34 107 3,183
Comparing Predictive Accuracy 0 0 0 0 70 172 596 6,773
Complementarity and Conflict among Population and other Policies: Specifying an Economic-Demographic Model for a Developing Country 0 0 0 23 0 0 1 60
Fighting COVID-19: patterns in international data 0 0 0 0 0 0 1 6
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 1 57 0 1 7 254
Measures of Deterministic Prediction Bias in Nonlinear Models 0 0 0 32 0 0 1 157
New tests of the life cycle and tax discounting hypotheses 0 0 1 57 0 1 2 130
Nonlinear and non-Gaussian state-space modeling with Monte Carlo simulations 0 0 0 67 1 2 2 221
Open vs. sealed-bid auctions: testing for revenue equivalence under Singapore's vehicle quota system 0 0 0 48 0 0 0 266
Optimal saving and sustainable foreign debt 0 0 0 2 0 0 2 7
Potential output and output gap estimation models for the Philippines 0 0 0 9 0 0 5 50
Prediction of Currency Crises: Case of Turkey 0 1 2 143 0 1 2 592
Prediction, Filtering and Smoothing in Non-linear and Non-normal Cases Using Monte Carlo Integration 0 0 1 204 1 3 4 1,070
Predictive Performance of Mixed-Frequency Nowcasting and Forecasting Models (with Application to Philippine Inflation and GDP Growth) 0 1 4 7 0 2 7 22
Predictors in Dynamic Nonlinear Models: Large-Sample Behavior 0 0 0 5 0 1 2 184
Residual-Based Procedures for Prediction and Estimation in a Nonlinear Simultaneous System 0 0 2 32 0 0 2 184
Some large-concentration-parameter asymptotics for the k-class estimators 0 0 0 21 0 0 0 52
Statistical tests for multiple forecast comparison 1 2 4 146 3 5 11 467
Stock Market Returns and Economic Fundamentals in an Emerging Market: The Case of Korea 0 0 0 91 0 0 2 272
The Bangko Sentral’s structural long-term inflation forecasting model for the Philippines 1 1 3 33 1 1 3 195
The Existence of Moments of the Ordinary Least Squares and Two-Stage Least Squares Estimators 0 0 1 55 0 0 1 282
The NEDA quarterly macroeconomic model: theoretical structure and some empirical results 0 0 0 18 0 1 4 190
Total Journal Articles 7 21 74 2,818 99 253 874 19,635


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Economic Adjustment and Growth:Theory and Practice 0 1 3 5 0 2 15 22
Total Books 0 1 3 5 0 2 15 22


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 0 0 1 2 0 0 2 3
Capital Controls, Financial Crises and Cures: Simulations with an Econometric Model for Malaysia 0 0 0 4 0 0 0 20
Capital and Growth 0 0 0 0 0 0 0 0
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 0 48
Comment on "Population Aging and Economic Growth in Asia" 0 0 0 6 0 0 0 32
Comment on "The Consumption Terms of Trade and Commodity Prices" 0 0 0 1 0 0 0 23
Does Monetary Policy Matter for Long-Run Growth? 0 0 0 1 0 1 5 7
Economic Adjustment and Growth: A Summing Up 0 0 1 2 0 1 4 10
External Debt, Adjustment, and Growth 0 0 1 2 0 0 7 8
External Debt, Adjustment, and Growth 0 0 0 42 0 1 2 162
Finance and Endogenous Growth 0 0 1 1 0 0 3 4
High-mixed-frequency forecasting models for GDP and inflation 0 1 2 33 0 1 7 77
Misaligned Incentives and Mortgage Lending in Asia 0 0 0 16 0 1 1 175
Monetary policy approaches and implementation in Asia: the Philippines and Indonesia 0 0 0 57 0 0 0 331
Openness, Human Development, and Fiscal Policies 0 0 0 0 0 0 0 2
Optimal Saving and Sustainable Foreign Debt 0 0 0 0 0 0 0 2
Outward-Oriented Trade Policies and Economic Growth 0 1 2 5 0 2 8 14
Stabilization Policies and Structural Reforms: The Philippine Case 1 1 3 6 1 1 5 12
Stochastic Prediction in Dynamic Nonlinear Systems 0 0 0 0 0 0 0 0
Testing the Neoclassical Theory of Economic Growth: A Panel Data Approach 0 0 2 2 2 4 12 12
The Basic Neoclassical Growth Model: A Review 1 3 11 18 2 4 23 41
Total Chapters 2 6 24 209 5 16 79 1,026


Statistics updated 2024-06-06