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 1 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 2 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 1 2 10
Comparing Predictive Accuracy 0 4 18 1,904 2 12 62 4,565
Comparing predictive accuracy I: an asymptotic test 1 1 8 215 4 7 21 1,240
Constructing a Coincident Index of Business Cycles Without Assuming a One-Factor Model 0 0 0 0 1 1 1 439
Constructing a Coincident Index of Business Cycles without Assuming a One-factor Model 0 0 1 179 0 1 5 400
Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence 1 1 1 11 1 2 3 86
Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence 0 0 0 11 0 2 2 94
Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence 0 0 0 422 0 1 2 969
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 1 2 294
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 20
External Debt, Adjustment, and Growth 0 0 0 156 1 1 1 500
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 2 12
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 0 0 0 141
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 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 0 1 5 0 1 3 18
Markov Switching Garch Models of Currency Crises in Southeast Asia 0 0 0 445 1 1 1 924
Markov switching GARCH models of currency turmoil in southeast Asia 0 0 1 314 0 0 1 935
Misaligned Incentives and Mortgage Lending in Asia 0 0 0 10 0 0 1 113
Misaligned Incentives and Mortgage Lending in Asia 0 0 0 0 0 1 1 59
Misaligned Incentives and Mortgage Lending in Asia 0 0 0 38 0 1 2 158
On the Effect of Multicollinearity Upon the Properties of Structural Coefficient Estimators 0 0 0 0 0 1 1 93
On the Existence of Moments of the Ordianary Least Squares and Two-Stage Least Squares Estimators 0 0 0 0 0 1 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 0 9 0 1 2 34
Sustainable External Debt Levels: Estimates for Selected Asian Countries 0 0 0 9 0 1 2 77
Sustainable External Debt Levels: Estimates for Selected Asian Countries 0 0 0 119 0 0 1 288
Testing under non-standard conditions in frequency domain: with applications to Markov regime-switching models of exchange rates and federal funds rate 0 1 1 87 0 1 2 393
The PIDS-NEDA Annual Macroeconometric Model, Version 1989: A Summary 0 0 0 22 0 0 5 148
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 2 2 146
Total Working Papers 2 7 31 4,205 11 44 138 12,896


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* 0 3 25 404 1 8 48 1,031
A new coincident index of business cycles based on monthly and quarterly series 1 7 31 1,087 3 10 58 2,626
Analytical Small-Sample Distribution Theory in Econometrics: The Simultaneous-Equations Case 0 0 0 104 0 0 0 472
Approximations to the Distribution Functions of Theil's K-Class Estimators 0 0 0 13 1 1 1 92
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 1 1 158
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 1 453
Comparing Predictive Accuracy 0 0 0 0 2 15 87 3,242
Comparing Predictive Accuracy 0 0 0 0 11 54 391 7,039
Complementarity and Conflict among Population and other Policies: Specifying an Economic-Demographic Model for a Developing Country 0 0 0 23 0 1 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 0 2 2 256
Measures of Deterministic Prediction Bias in Nonlinear Models 0 0 0 32 0 0 0 157
New tests of the life cycle and tax discounting hypotheses 0 0 2 59 0 1 6 136
Nonlinear and non-Gaussian state-space modeling with Monte Carlo simulations 0 0 0 67 1 1 4 224
Open vs. sealed-bid auctions: testing for revenue equivalence under Singapore's vehicle quota system 0 0 0 48 0 1 2 268
Optimal saving and sustainable foreign debt 0 0 0 2 0 0 1 8
Potential output and output gap estimation models for the Philippines 0 0 2 11 2 2 7 57
Prediction of Currency Crises: Case of Turkey 0 0 0 143 0 0 0 592
Prediction, Filtering and Smoothing in Non-linear and Non-normal Cases Using Monte Carlo Integration 0 0 0 204 0 0 4 1,072
Predictive Performance of Mixed-Frequency Nowcasting and Forecasting Models (with Application to Philippine Inflation and GDP Growth) 0 0 1 8 0 1 5 27
Predictors in Dynamic Nonlinear Models: Large-Sample Behavior 0 0 0 5 0 0 1 185
Residual-Based Procedures for Prediction and Estimation in a Nonlinear Simultaneous System 0 0 1 33 0 0 2 186
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 4 148 0 1 14 477
Stock Market Returns and Economic Fundamentals in an Emerging Market: The Case of Korea 0 0 0 91 0 1 1 273
The Bangko Sentral’s structural long-term inflation forecasting model for the Philippines 0 2 3 35 0 2 11 205
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 2 20 0 2 9 198
Total Journal Articles 1 12 71 2,876 21 104 659 20,115


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 0 2 7 0 1 9 31
Total Books 0 0 2 7 0 1 9 31


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 0 2 0 1 3 6
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 1 2 2
Comment on "Commodity Prices, Commodity Currencies, and Global Economic Developments" 0 0 0 2 0 2 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 1 1 33
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 0 2 8
Economic Adjustment and Growth: A Summing Up 0 0 0 2 0 2 3 13
External Debt, Adjustment, and Growth 0 0 0 42 0 0 3 164
External Debt, Adjustment, and Growth 0 0 0 2 0 0 1 9
Finance and Endogenous Growth 0 0 0 1 0 0 1 5
High-mixed-frequency forecasting models for GDP and inflation 0 0 2 34 0 0 5 81
Misaligned Incentives and Mortgage Lending in Asia 0 0 0 16 1 2 2 177
Monetary policy approaches and implementation in Asia: the Philippines and Indonesia 0 0 0 57 0 0 3 334
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 1 1 3
Outward-Oriented Trade Policies and Economic Growth 0 0 0 5 0 1 2 15
Stabilization Policies and Structural Reforms: The Philippine Case 0 0 1 6 1 2 4 15
Stochastic Prediction in Dynamic Nonlinear Systems 0 0 0 0 0 2 2 2
Testing the Neoclassical Theory of Economic Growth: A Panel Data Approach 0 0 0 2 0 0 6 15
The Basic Neoclassical Growth Model: A Review 0 1 5 22 0 2 11 50
Total Chapters 0 1 8 214 2 17 54 1,070


Statistics updated 2025-04-04