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 0 26
Approximations to the Distribution Fuinctions of Theil's K- Class Estimators in the Case of Two Included Endogenous Variables 0 0 0 0 1 1 2 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 3
Comparing Predictive Accuracy 2 5 16 1,732 5 15 54 4,085
Comparing predictive accuracy I: an asymptotic test 2 3 6 141 4 12 24 1,024
Constructing a Coincident Index of Business Cycles Without Assuming a One-Factor Model 0 0 0 0 0 0 3 414
Constructing a Coincident Index of Business Cycles without Assuming a One-factor Model 1 1 1 161 2 3 7 346
Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence 1 1 3 10 1 1 8 77
Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence 0 1 2 9 0 1 5 62
Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence 0 0 1 416 1 1 7 937
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 4 5 280
Exact Finite-Sample Distribution of the Limited-Information Maximum Likelihood Estimator in the Case of Two Included Endogenous Variables 0 0 0 0 1 1 2 9
External Debt, Adjustment, and Growth 0 0 2 153 2 2 5 470
Financial Liberalization and Monetary Policy Cooperation in East Asia 0 0 2 32 1 1 5 130
Financial Liberalization and Monetary Policy Cooperation in East Asia1 0 0 0 16 7 7 10 103
Finite-Sample Properties in Stochastic Predictors in Nonlinear Systems: Some Initial Results 0 0 0 0 0 0 0 37
Large Sample Asymptotic Expansions for General Linear Simultaneous Systems Under Misspecification 0 0 0 0 0 0 1 10
Markov Switching Garch Models of Currency Crises in Southeast Asia 0 0 0 435 1 2 7 893
Markov switching GARCH models of currency turmoil in southeast Asia 0 2 2 310 2 4 12 903
Misaligned Incentives and Mortgage Lending in Asia 0 0 0 37 2 2 6 136
Misaligned Incentives and Mortgage Lending in Asia 0 0 0 10 1 1 4 88
Misaligned Incentives and Mortgage Lending in Asia 0 0 0 0 1 2 8 29
On the Effect of Multicollinearity Upon the Properties of Structural Coefficient Estimators 0 0 0 0 0 2 6 80
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 1 1 2 8 2 2 3 49
Sustainable External Debt Levels: Estimates for Selected Asian Countries 0 0 0 118 1 2 3 271
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 85 1 1 1 384
The PIDS-NEDA Annual Macroeconometric Model, Version 1989: A Summary 0 0 1 20 1 3 4 124
Underpriced Default Spread Exacerbates Market Crashes 0 0 0 2 0 0 2 132
Underpriced Default Spread Exacerbates Market Crashes 0 0 0 89 0 0 0 454
Total Working Papers 7 14 38 3,882 38 70 194 11,564


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 9 32 280 7 17 64 758
A new coincident index of business cycles based on monthly and quarterly series 4 6 18 907 11 17 55 2,059
Analytical Small-Sample Distribution Theory in Econometrics: The Simultaneous-Equations Case 0 0 0 101 2 2 3 460
Approximations to the Distribution Functions of Theil's K-Class Estimators 0 0 0 12 0 0 0 83
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 1 151
Asymptotic Behavior of Predictors in a Nonlinear Simultaneous System 0 0 0 17 0 0 0 122
Bank lending and real estate in Asia: market optimism and asset bubbles 0 0 0 140 3 6 10 439
Comparing Predictive Accuracy 0 0 0 0 2 16 56 2,602
Comparing Predictive Accuracy 0 0 0 0 23 63 188 4,038
Complementarity and Conflict among Population and other Policies: Specifying an Economic-Demographic Model for a Developing Country 0 0 0 12 0 0 1 40
Finite Sample Properties of Instrumental Variable Estimators of Structural Coefficients 0 0 0 24 1 1 2 136
Markov switching GARCH models of currency turmoil in Southeast Asia 0 0 3 51 3 3 13 209
Measures of Deterministic Prediction Bias in Nonlinear Models 0 0 0 30 0 0 1 151
New tests of the life cycle and tax discounting hypotheses 0 0 1 48 1 1 5 109
Nonlinear and non-Gaussian state-space modeling with Monte Carlo simulations 0 0 0 64 0 1 1 210
Open vs. sealed-bid auctions: testing for revenue equivalence under Singapore's vehicle quota system 0 0 1 45 0 0 2 247
Prediction of Currency Crises: Case of Turkey 0 0 1 135 2 2 6 563
Prediction, Filtering and Smoothing in Non-linear and Non-normal Cases Using Monte Carlo Integration 0 0 0 198 1 3 3 1,042
Predictors in Dynamic Nonlinear Models: Large-Sample Behavior 0 0 0 4 0 0 0 172
Residual-Based Procedures for Prediction and Estimation in a Nonlinear Simultaneous System 1 1 1 28 2 2 2 166
Some large-concentration-parameter asymptotics for the k-class estimators 0 0 0 21 1 1 1 51
Statistical tests for multiple forecast comparison 1 1 6 93 2 2 26 346
Stock Market Returns and Economic Fundamentals in an Emerging Market: The Case of Korea 0 0 1 85 0 0 5 242
The Bangko Sentral’s structural long-term inflation forecasting model for the Philippines 1 2 9 19 2 4 24 146
The Existence of Moments of the Ordinary Least Squares and Two-Stage Least Squares Estimators 0 0 1 49 0 0 1 264
The NEDA quarterly macroeconomic model: theoretical structure and some empirical results 1 1 2 9 1 2 16 130
Total Journal Articles 11 20 76 2,394 65 144 486 14,936


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 1 39
Comment on "Demographic Transition, Childless Families and Economic Growth" 0 0 0 9 0 0 0 42
Comment on "Population Aging and Economic Growth in Asia" 0 0 0 6 0 0 0 27
Comment on "The Consumption Terms of Trade and Commodity Prices" 0 0 0 1 0 0 0 15
External Debt, Adjustment, and Growth 0 0 0 38 0 0 0 116
Misaligned Incentives and Mortgage Lending in Asia 0 0 0 16 1 1 7 144
Monetary policy approaches and implementation in Asia: the Philippines and Indonesia 0 0 0 53 3 4 11 244
Total Chapters 0 0 0 125 4 5 19 627


Statistics updated 2019-09-09