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 2 2 28
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 1 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 4
Comparing Predictive Accuracy 1 7 17 1,740 4 24 67 4,117
Comparing predictive accuracy I: an asymptotic test 1 3 10 146 8 15 47 1,052
Constructing a Coincident Index of Business Cycles Without Assuming a One-Factor Model 0 0 0 0 1 3 7 418
Constructing a Coincident Index of Business Cycles without Assuming a One-factor Model 0 1 2 162 1 2 9 351
Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence 0 0 1 416 2 3 9 944
Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence 0 0 2 10 0 0 6 79
Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence 0 0 1 9 4 7 11 70
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 98 1 1 8 283
Exact Finite-Sample Distribution of the Limited-Information Maximum Likelihood Estimator in the Case of Two Included Endogenous Variables 0 0 0 0 6 6 7 15
External Debt, Adjustment, and Growth 0 0 0 153 1 1 4 472
Financial Liberalization and Monetary Policy Cooperation in East Asia 0 0 0 32 0 1 8 136
Financial Liberalization and Monetary Policy Cooperation in East Asia1 0 0 0 16 0 2 14 110
Finite-Sample Properties in Stochastic Predictors in Nonlinear Systems: Some Initial Results 0 0 0 0 0 1 3 40
Large Sample Asymptotic Expansions for General Linear Simultaneous Systems Under Misspecification 0 0 0 0 2 2 2 12
Markov Switching Garch Models of Currency Crises in Southeast Asia 0 1 1 436 0 4 11 898
Markov switching GARCH models of currency turmoil in southeast Asia 0 0 2 310 2 4 12 910
Misaligned Incentives and Mortgage Lending in Asia 0 0 0 10 2 4 10 96
Misaligned Incentives and Mortgage Lending in Asia 0 0 0 0 3 7 17 39
Misaligned Incentives and Mortgage Lending in Asia 0 0 0 37 1 4 10 143
On the Effect of Multicollinearity Upon the Properties of Structural Coefficient Estimators 0 0 0 0 2 2 7 82
On the Existence of Moments of the Ordianary Least Squares and Two-Stage Least Squares Estimators 0 0 0 0 0 0 0 3
Sustainable External Debt Levels: Estimates for Selected Asian Countries 0 0 0 118 1 1 6 274
Sustainable External Debt Levels: Estimates for Selected Asian Countries 0 0 2 8 3 4 8 54
Testing under non-standard conditions in frequency domain: with applications to Markov regime-switching models of exchange rates and federal funds rate 1 1 1 86 1 1 5 388
The PIDS-NEDA Annual Macroeconometric Model, Version 1989: A Summary 0 0 1 20 1 2 6 126
Underpriced Default Spread Exacerbates Market Crashes 0 0 0 89 1 2 2 456
Underpriced Default Spread Exacerbates Market Crashes 0 0 0 2 2 4 6 137
Total Working Papers 3 13 40 3,898 49 109 306 11,742


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 35 293 4 16 73 790
A new coincident index of business cycles based on monthly and quarterly series 3 6 23 919 17 34 86 2,109
Analytical Small-Sample Distribution Theory in Econometrics: The Simultaneous-Equations Case 0 0 0 101 0 0 6 463
Approximations to the Distribution Functions of Theil's K-Class Estimators 0 0 0 12 1 1 1 84
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 1 1 2 152
Asymptotic Behavior of Predictors in a Nonlinear Simultaneous System 0 0 0 17 1 1 6 128
Bank lending and real estate in Asia: market optimism and asset bubbles 0 0 0 140 2 3 13 443
Comparing Predictive Accuracy 0 0 0 0 20 81 241 4,152
Comparing Predictive Accuracy 0 0 0 0 9 23 68 2,635
Complementarity and Conflict among Population and other Policies: Specifying an Economic-Demographic Model for a Developing Country 0 0 0 12 1 1 1 41
Finite Sample Properties of Instrumental Variable Estimators of Structural Coefficients 0 0 0 24 0 2 3 138
Markov switching GARCH models of currency turmoil in Southeast Asia 0 0 2 51 3 7 26 225
Measures of Deterministic Prediction Bias in Nonlinear Models 0 0 0 30 0 0 1 152
New tests of the life cycle and tax discounting hypotheses 1 1 1 49 2 3 8 114
Nonlinear and non-Gaussian state-space modeling with Monte Carlo simulations 0 0 0 64 0 0 2 211
Open vs. sealed-bid auctions: testing for revenue equivalence under Singapore's vehicle quota system 0 0 2 46 2 2 5 251
Prediction of Currency Crises: Case of Turkey 0 0 1 135 2 3 7 566
Prediction, Filtering and Smoothing in Non-linear and Non-normal Cases Using Monte Carlo Integration 0 0 0 198 0 0 5 1,044
Predictors in Dynamic Nonlinear Models: Large-Sample Behavior 0 0 0 4 1 1 3 175
Residual-Based Procedures for Prediction and Estimation in a Nonlinear Simultaneous System 1 1 2 29 1 1 3 167
Some large-concentration-parameter asymptotics for the k-class estimators 0 0 0 21 0 1 2 52
Statistical tests for multiple forecast comparison 0 3 7 97 2 8 27 358
Stock Market Returns and Economic Fundamentals in an Emerging Market: The Case of Korea 0 0 1 85 3 5 7 247
The Bangko Sentral’s structural long-term inflation forecasting model for the Philippines 2 3 9 24 2 5 18 154
The Existence of Moments of the Ordinary Least Squares and Two-Stage Least Squares Estimators 0 0 0 49 0 0 3 267
The NEDA quarterly macroeconomic model: theoretical structure and some empirical results 0 0 3 10 1 1 14 139
Total Journal Articles 10 22 86 2,432 75 200 631 15,257


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 2 2 41
Comment on "Demographic Transition, Childless Families and Economic Growth" 0 0 0 9 1 1 1 43
Comment on "Population Aging and Economic Growth in Asia" 0 0 0 6 0 1 1 28
Comment on "The Consumption Terms of Trade and Commodity Prices" 0 0 0 1 0 2 2 17
External Debt, Adjustment, and Growth 1 1 1 39 2 4 5 121
Misaligned Incentives and Mortgage Lending in Asia 0 0 0 16 4 10 16 155
Monetary policy approaches and implementation in Asia: the Philippines and Indonesia 0 0 0 53 2 6 14 252
Total Chapters 1 1 1 126 9 26 41 657


Statistics updated 2020-02-04