| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Bayesian Approach to Testing for Markov Switching in Univariate and Dynamic Factor Models |
0 |
0 |
0 |
43 |
0 |
2 |
7 |
169 |
| A Bayesian Approach to Testing for Markov Switching in Univariate and Dynamic Factor Models |
0 |
0 |
1 |
33 |
0 |
0 |
10 |
139 |
| A Bayesian Approach to Testing for Markov Switching in Univariate and Dynamic Factor Models |
0 |
0 |
0 |
340 |
0 |
1 |
7 |
655 |
| A Bayesian Approach to Testing for Markov Switching in Univariate and Dynamic Factor Models |
0 |
0 |
0 |
108 |
0 |
0 |
11 |
436 |
| A General Approach to Constructing a Valid Test in Weakly Identified Models Where Zero-Limit-Information Condition (ZILC) Holds |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
73 |
| A Markov Model of Heteroskedasticity, Risk, and Learning in the Stock Market |
0 |
0 |
0 |
385 |
2 |
4 |
19 |
1,098 |
| A Reappraisal of Recent Tests of the Permanent Income Hypothesis |
0 |
0 |
0 |
55 |
0 |
2 |
12 |
277 |
| A Time-Varying Parameter Model for a Forward-Looking Monetary Policy Rule Based on Real-Time Data |
0 |
0 |
0 |
111 |
1 |
3 |
9 |
265 |
| Business cycle detrending of macroeconomic data via a latent business cycle index |
0 |
0 |
0 |
152 |
0 |
2 |
13 |
463 |
| Business-Cycle Filtering of Macroeconomic Data Via A Latent Business-Cycle Index |
0 |
0 |
0 |
34 |
0 |
0 |
5 |
99 |
| Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices? |
0 |
0 |
0 |
227 |
0 |
0 |
11 |
955 |
| Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices? |
0 |
0 |
0 |
17 |
1 |
2 |
11 |
158 |
| Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices? |
0 |
0 |
0 |
110 |
0 |
0 |
11 |
576 |
| Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices? |
0 |
0 |
0 |
12 |
0 |
0 |
7 |
161 |
| Earnings Growth and the Bull Market of the 1990s: Is There a Case for Rational Exuberance? |
0 |
0 |
0 |
0 |
0 |
1 |
10 |
234 |
| Friedman's Plucking Model of Business Fluctuations: Tests and Estimates of Permanent and Transitory Components |
0 |
0 |
0 |
0 |
0 |
0 |
19 |
1,117 |
| Friedman's Plucking Model of Business Fluctuations: Tests and Estimates of Permanent and Transitory Components |
0 |
0 |
0 |
0 |
0 |
0 |
17 |
300 |
| GRANT FUNDING IN ECONOMICS FROM THE NATIONAL SCIENCE FOUNDATION DURING FISCAL YEAR 1987 |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
219 |
| GRANT FUNDING IN ECONOMICS FROM THE NATIONAL SCIENCE FOUNDATION DURING FISCAL YEAR 1987 |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
15 |
| Implicit Estimates of Natural, Trend, and Cyclical Components of Real GNP |
0 |
0 |
0 |
16 |
0 |
0 |
5 |
116 |
| Improved Inference for the Instrumental Variable Estimator |
0 |
0 |
0 |
19 |
0 |
1 |
8 |
123 |
| Improved Inference for the Instrumental Variable Estimator |
0 |
0 |
0 |
183 |
1 |
1 |
12 |
748 |
| Improved Inference for the Instrumental Variable Estimator |
0 |
0 |
0 |
40 |
0 |
0 |
16 |
205 |
| Improved Inference for the Instrumental Variables Estimator |
0 |
0 |
0 |
104 |
1 |
2 |
11 |
404 |
| Is There a Positive Relationship between Stock Market Volatility and the Equity Premium? |
0 |
0 |
0 |
274 |
0 |
1 |
7 |
741 |
| Is There a Positive Relationship between Stock Market Volatility and the Equity Premium? |
0 |
0 |
0 |
74 |
0 |
2 |
12 |
252 |
| Is There a Structural Break in the Equity Premium? |
0 |
0 |
0 |
105 |
0 |
0 |
12 |
259 |
| Is There a Structural Break in the Equity Premium? |
0 |
0 |
0 |
17 |
0 |
2 |
14 |
85 |
| Long-Term Behavior of Yield Curves |
0 |
0 |
0 |
241 |
0 |
0 |
8 |
567 |
| MEAN REVERSION IN STOCK PRICES? A REAPPRAISAL OF EMPIRICAL EVIDENCE |
0 |
0 |
0 |
0 |
0 |
1 |
16 |
124 |
| MEAN REVERSION IN STOCK PRICES? A REAPPRAISAL OF EMPIRICAL EVIDENCE |
0 |
0 |
0 |
0 |
0 |
3 |
16 |
870 |
| Markov regime switching and unit root tests |
0 |
0 |
0 |
247 |
1 |
1 |
13 |
640 |
| Markov regime-switching and unit root tests |
0 |
0 |
0 |
534 |
0 |
0 |
28 |
1,459 |
| Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence |
0 |
0 |
0 |
405 |
1 |
1 |
40 |
1,126 |
| More on the Exact Small Sample Distribution of the Instrumental Variable Estimator: A Reply to Maddala and Jeong |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
302 |
| More on the Exact Small Sample Distribution of the Instrumental Variable Estimator: A Reply to Maddala and Jeong |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
93 |
| Nelson_Plosser |
0 |
0 |
3 |
610 |
1 |
4 |
30 |
1,574 |
| PREDICTABLE STOCK RETURNS: REALITY OR STATISTICAL ILLUSION? |
0 |
0 |
0 |
0 |
0 |
0 |
12 |
54 |
| PREDICTABLE STOCK RETURNS: REALITY OR STATISTICAL ILLUSION? |
0 |
0 |
0 |
0 |
1 |
1 |
12 |
262 |
| Parsimoneous Modeling of Yield Curves for U.S. Treasury Bills |
1 |
1 |
1 |
293 |
1 |
2 |
9 |
798 |
| Pitfalls in the use of Time as an Explanatory Variable in Regression |
0 |
0 |
0 |
289 |
0 |
0 |
11 |
1,378 |
| Predictable Stock Returns: Reality or Statistical Illusion? |
0 |
0 |
0 |
115 |
0 |
0 |
11 |
309 |
| Pricing Stock Market Volatility: Does It Matter Whether the Volatility is Related to the Business Cycle? |
0 |
1 |
1 |
133 |
1 |
2 |
16 |
304 |
| SOME FURTHERE RESULTS ON THE EXACT SMALL SAMPLE PROPERTIES OF THE INSTRUMENTAL VARIABLE ESTIMATOR |
0 |
0 |
0 |
0 |
1 |
1 |
17 |
259 |
| SOME FURTHERE RESULTS ON THE EXACT SMALL SAMPLE PROPERTIES OF THE INSTRUMENTAL VARIABLE ESTIMATOR |
0 |
0 |
0 |
0 |
0 |
0 |
21 |
207 |
| SPURIOUS PERIODICITY IN INAPPROPRIATELY DETRENDED TIME SERIES |
0 |
0 |
0 |
5 |
0 |
2 |
17 |
37 |
| Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator |
0 |
0 |
0 |
94 |
0 |
0 |
23 |
470 |
| Spurious Inference in the GARCH(1,1) Model When It Is Weakly Identified |
0 |
0 |
0 |
121 |
0 |
0 |
12 |
182 |
| Spurious Periodicity in Inappropriately Detrended Time Series |
0 |
0 |
0 |
23 |
0 |
1 |
14 |
453 |
| Spurious Trend and Cycle in the State Space Decomposition of a Time Series with a Unit Root |
0 |
0 |
0 |
144 |
0 |
0 |
14 |
481 |
| State-Space Modeling of the Relationship Between Air Quality and Mortality |
0 |
0 |
0 |
23 |
0 |
2 |
8 |
72 |
| State-Space Modeling of the Relationship Between Air Quality and Mortality |
0 |
0 |
0 |
48 |
0 |
1 |
7 |
413 |
| THE DISTRIBUTION OF THE INSTRUMENTAL VARIABLES ESTIMATOR AND ITS T-RATIO WHEN THE INSTRUMENT IS A POOR ONE |
0 |
0 |
0 |
0 |
0 |
2 |
19 |
492 |
| THE DISTRIBUTION OF THE INSTRUMENTAL VARIABLES ESTIMATOR AND ITS T-RATIO WHEN THE INSTRUMENT IS A POOR ONE |
0 |
0 |
0 |
0 |
0 |
3 |
28 |
270 |
| THE MARKOV MODEL OF HETEROSKEDASTICITY, RISK AND LEARNING IN THE STOCK MARKET |
0 |
0 |
0 |
0 |
1 |
2 |
13 |
1,068 |
| THE MARKOV MODEL OF HETEROSKEDASTICITY, RISK AND LEARNING IN THE STOCK MARKET |
0 |
0 |
0 |
0 |
2 |
3 |
23 |
181 |
| THE TIME-VARYING-PARAMETER MODEL AS AN ALTERNATIVE TO ARCH FOR MODELING CHANGING CONDITIONAL VARIANCE: THE CASE OF THE LUCAS HYPOTHESIS |
0 |
0 |
0 |
1 |
0 |
0 |
6 |
276 |
| THE TIME-VARYING-PARAMETER MODEL AS AN ALTERNATIVE TO ARCH FOR MODELING CHANGING CONDITIONAL VARIANCE: THE CASE OF THE LUCAS HYPOTHESIS |
0 |
0 |
0 |
1 |
0 |
0 |
5 |
64 |
| Testing for Mean Reversion in Heteroskedastic Data II: Autoregression Tests Based on Gibbs-Sampling-Augmented Randomization |
0 |
0 |
0 |
1 |
0 |
1 |
5 |
1,122 |
| Testing for Mean Reversion in Heteroskedastic Data II: Autoregression Tests Based on Gibbs-Sampling-Augmented Randomization |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
154 |
| Testing for Men reversion in Heteroskedastic data Based on Gibbs-Simpling-Augmented Randomization |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
369 |
| Testing for Men reversion in Heteroskedastic data Based on Gibbs-Simpling-Augmented Randomization |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
113 |
| The Beveridge-Nelson Decomposition in Retrospect and Prospect |
0 |
0 |
1 |
49 |
0 |
1 |
8 |
124 |
| The Distribution of the Instrumental Variables Estimator and Its t-RatioWhen the Instrument is a Poor One |
0 |
0 |
1 |
103 |
0 |
2 |
22 |
511 |
| The Great Depression and Output Persistence |
0 |
0 |
0 |
8 |
0 |
0 |
14 |
69 |
| The Great Depression and Output Persistence |
0 |
0 |
0 |
70 |
0 |
2 |
10 |
249 |
| The Time-Varying-Parameter Model as an Alternative to ARCH for Modeling Changing Conditional Variance: The Case of Lucas Hypothesis |
0 |
0 |
0 |
182 |
0 |
2 |
15 |
552 |
| The Uncertain Trend in U.S. GDP |
0 |
0 |
0 |
0 |
0 |
0 |
17 |
1,294 |
| The Uncertain Trend in U.S. GDP |
0 |
0 |
0 |
657 |
0 |
0 |
13 |
6,382 |
| The Uncertain Trend in U.S. GDP |
0 |
0 |
0 |
247 |
0 |
0 |
7 |
1,201 |
| The Uncertain Trend in U.S. GDP |
0 |
0 |
0 |
19 |
0 |
1 |
8 |
159 |
| The Uncertain Trend in U.S. GDP |
0 |
0 |
0 |
0 |
0 |
1 |
29 |
123 |
| The Zero-Information-Limit Condition and Spurious Inference |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
132 |
| The Zero-Information-Limit Condition and Spurious Inference in Weakly Identified Models |
0 |
0 |
0 |
16 |
0 |
0 |
4 |
83 |
| The Zero-Information-Limit-Condition and Spurious Inference in Weakly Identified Models |
0 |
0 |
0 |
15 |
0 |
0 |
4 |
56 |
| The less volatile U.S. economy: a Bayesian investigation of timing, breadth, and potential explanations |
0 |
0 |
1 |
152 |
0 |
3 |
14 |
478 |
| The less volatile U.S. economy: a Bayesian investigation of timing, breadth, and potential explanations |
0 |
0 |
0 |
162 |
0 |
0 |
12 |
700 |
| Trend Inflation and the Nature of Structural Breaks in the New Keynesian Phillips Curve |
0 |
0 |
0 |
72 |
0 |
0 |
10 |
173 |
| Trend Inflation and the Nature of Structural Breaks in the New Keynesian Phillips Curve |
0 |
0 |
0 |
63 |
0 |
2 |
19 |
173 |
| Unit Root Tests in the Presence of Markov Regime-Switching |
0 |
0 |
0 |
182 |
0 |
2 |
14 |
564 |
| Unit Root Tests in the Presence of Markov Regime-Switching |
0 |
0 |
0 |
34 |
0 |
1 |
12 |
138 |
| Valid Confidence Intervals and Inference in the Presence of Weak Instruments |
0 |
0 |
1 |
171 |
3 |
6 |
27 |
1,123 |
| Valid Confidence Intervals and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
0 |
1 |
2 |
15 |
148 |
| Valid Confidence Intervals and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
0 |
1 |
1 |
13 |
352 |
| Valid Confidence Intervals and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
0 |
0 |
1 |
10 |
122 |
| Valid Confidence Intervals and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
0 |
0 |
1 |
14 |
510 |
| Valid Confidence Regions and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
63 |
1 |
2 |
9 |
450 |
| Valid Confidence Regions and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
0 |
0 |
0 |
11 |
98 |
| Valid Inference for a Class of Models Where Standard Inference Performs Poorly: Including Nonlinear Regression, ARMA, GARCH, and Unobserved Components |
0 |
0 |
0 |
27 |
0 |
0 |
12 |
66 |
| Valid Inference for a Class of Models Where Standard Inference Performs Poorly: Including Nonlinear Regression, ARMA, GARCH, and Unobserved Components |
0 |
0 |
0 |
54 |
0 |
0 |
16 |
137 |
| Welfare Impacts of Alternative Public Policies for Environmental Protection in Agriculture in an Open Economy: A General Equilibrium Framework |
0 |
0 |
0 |
40 |
0 |
0 |
7 |
183 |
| Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different? |
0 |
0 |
0 |
26 |
0 |
1 |
12 |
163 |
| Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different? |
0 |
0 |
2 |
60 |
0 |
1 |
15 |
169 |
| Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different? |
0 |
0 |
0 |
82 |
0 |
0 |
11 |
290 |
| Why are Beveridge-Nelson and Unobserved-Component Decompositions of GDP so Different? |
0 |
0 |
0 |
338 |
0 |
1 |
18 |
763 |
| Why are Beveridge-Nelson and Unobserved-component decompositions of GDP so Different? |
0 |
0 |
0 |
0 |
0 |
0 |
13 |
206 |
| Total Working Papers |
1 |
2 |
12 |
8,679 |
22 |
92 |
1,212 |
44,826 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Bayesian Approach to Testing for Markov-Switching in Univariate and Dynamic Factor Models |
0 |
0 |
0 |
88 |
1 |
1 |
10 |
682 |
| A Critique of Some Recent Empirical Research on the Explanation of the Term Structure of Interest Rates: Comment |
0 |
0 |
0 |
26 |
0 |
1 |
5 |
127 |
| A Markov model of heteroskedasticity, risk, and learning in the stock market |
0 |
1 |
2 |
115 |
3 |
8 |
30 |
391 |
| A Reappraisal of Recent Tests of the Permanent Income Hypothesis [Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence] |
0 |
0 |
0 |
46 |
0 |
0 |
5 |
152 |
| A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the `business cycle' |
2 |
8 |
16 |
2,033 |
3 |
14 |
72 |
4,060 |
| Adjustment Lags versus Information Lags: A Test of Alternative Explanations of the Phillips Curve Phenomenon |
0 |
0 |
0 |
6 |
0 |
0 |
7 |
42 |
| Adjustment Lags versus Information Lags: A Test of Alternative Explanations of the Phillips Curve Phenomenon: A Reply |
0 |
0 |
0 |
2 |
0 |
1 |
5 |
33 |
| BUSINESS-CYCLE FILTERING OF MACROECONOMIC DATA VIA A LATENT BUSINESS-CYCLE INDEX |
0 |
0 |
0 |
63 |
0 |
1 |
7 |
261 |
| Book reviews |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
26 |
| Business Cycle Turning Points, A New Coincident Index, And Tests Of Duration Dependence Based On A Dynamic Factor Model With Regime Switching |
1 |
1 |
3 |
671 |
1 |
8 |
27 |
1,456 |
| Comment on "Policy Robustness: Specification and Simulation of a Monthly Money Market Model" |
0 |
0 |
0 |
1 |
1 |
2 |
6 |
48 |
| Discussion of the Zellner and Schwert papers |
0 |
0 |
0 |
5 |
1 |
1 |
4 |
29 |
| Does an intertemporal tradeoff between risk and return explain mean reversion in stock prices? |
0 |
0 |
0 |
97 |
0 |
1 |
23 |
652 |
| Earnings growth and the bull market of the 1990s: Is there a case for rational exuberance? |
0 |
0 |
0 |
11 |
1 |
1 |
12 |
85 |
| Empirical evidence on the recent behavior and usefulness of simple-sum and weighted measures of the money stock (commentary) |
0 |
0 |
0 |
1 |
0 |
0 |
10 |
25 |
| Empirical evidence on the recent behavior and usefulness of simple-sum and weighted measures of the money stock (commentary) |
0 |
0 |
0 |
4 |
0 |
0 |
10 |
56 |
| Estimation of Term Premiums from Average Yield Differentials in the Term Structure of Interest Rates |
0 |
0 |
0 |
25 |
0 |
0 |
5 |
144 |
| Estimation of a forward-looking monetary policy rule: A time-varying parameter model using ex post data |
0 |
0 |
4 |
289 |
1 |
1 |
21 |
610 |
| Expectation horizon and the Phillips Curve: the solution to an empirical puzzle |
0 |
0 |
1 |
225 |
1 |
1 |
16 |
783 |
| Friedman's Plucking Model of Business Fluctuations: Tests and Estimates of Permanent and Transitory Components |
0 |
0 |
0 |
1 |
0 |
3 |
22 |
1,106 |
| Gains in efficiency from joint estimation of systems of autoregressive-moving average processes |
0 |
0 |
0 |
9 |
0 |
0 |
6 |
33 |
| Granger Causality and the Natural Rate Hypothesis |
0 |
0 |
0 |
22 |
0 |
1 |
5 |
93 |
| Has The U.S. Economy Become More Stable? A Bayesian Approach Based On A Markov-Switching Model Of The Business Cycle |
0 |
2 |
6 |
862 |
1 |
5 |
20 |
2,576 |
| Hypothesis testing based on goodness-of-fit in the moving average time series model |
0 |
0 |
1 |
53 |
0 |
0 |
3 |
277 |
| Implict Estimates of the Natural and Cyclical Components of Japan's Real GNP |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
19 |
| Inflation and Capital Budgeting |
0 |
0 |
1 |
218 |
0 |
2 |
11 |
800 |
| Inflation and Rates of Return on Common Stocks |
1 |
2 |
5 |
429 |
1 |
3 |
19 |
1,181 |
| Is There a Positive Relationship between Stock Market Volatility and the Equity Premium? |
0 |
0 |
0 |
0 |
0 |
1 |
10 |
464 |
| Long-Term Behavior of Yield Curves |
0 |
0 |
2 |
81 |
2 |
3 |
15 |
238 |
| Macroeconomic time-series, business cycles, and macroeconomic policies A comment |
0 |
0 |
0 |
7 |
0 |
0 |
4 |
32 |
| Markov Regime Switching and Unit-Root Tests |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
479 |
| Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence |
0 |
0 |
0 |
216 |
0 |
0 |
19 |
808 |
| New measures of the output gap based on the forward-looking new Keynesian Phillips curve |
0 |
1 |
2 |
236 |
0 |
1 |
17 |
572 |
| Parsimonious Modeling of Yield Curves |
7 |
20 |
122 |
6,768 |
20 |
64 |
391 |
14,243 |
| Pitfalls in the Use of Time as an Explanatory Variable in Regression |
0 |
0 |
0 |
0 |
0 |
2 |
15 |
366 |
| Predictable Stock Returns: The Role of Small Sample Bias |
1 |
2 |
6 |
461 |
2 |
3 |
22 |
1,002 |
| Pricing Stock Market Volatility: Does it Matter whether the Volatility is Related to the Business Cycle? |
0 |
0 |
0 |
12 |
0 |
0 |
8 |
66 |
| Rational Expectations and the Estimation of Econometric Models |
0 |
0 |
0 |
17 |
0 |
0 |
4 |
53 |
| Rational Expectations and the Predictive Efficiency of Economic Models |
0 |
0 |
0 |
23 |
0 |
0 |
4 |
86 |
| Recursive Structure in U.S. Income, Prices, and Output |
0 |
0 |
0 |
14 |
0 |
0 |
8 |
88 |
| Short-Term Interest Rates as Predictors of Inflation: On Testing the Hypothesis That the Real Rate of Interest is Constant |
0 |
0 |
0 |
522 |
0 |
4 |
17 |
1,668 |
| Sleep and psychological well-being |
0 |
0 |
0 |
27 |
0 |
3 |
29 |
178 |
| Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator |
0 |
0 |
0 |
127 |
0 |
0 |
17 |
556 |
| Spurious Inference in the GARCH (1,1) Model When It Is Weakly Identified |
0 |
0 |
0 |
58 |
0 |
3 |
8 |
237 |
| Spurious Periodicity in Inappropriately Detrended Time Series |
0 |
0 |
0 |
270 |
1 |
1 |
17 |
849 |
| Spurious trend and cycle in the state space decomposition of a time series with a unit root |
0 |
0 |
0 |
20 |
0 |
1 |
16 |
86 |
| Testing a Model of the Term Structure of Interest Rates in an Error-learning Framework |
0 |
0 |
0 |
8 |
0 |
1 |
7 |
50 |
| Testing for mean reversion in heteroskedastic data II: Autoregression tests based on Gibbs-sampling-augmented randomization1 |
0 |
0 |
0 |
39 |
0 |
0 |
11 |
142 |
| Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization1 |
0 |
2 |
4 |
160 |
0 |
5 |
43 |
431 |
| The Beveridge-Nelson decomposition in retrospect and prospect |
0 |
2 |
5 |
182 |
0 |
7 |
31 |
669 |
| The Distribution of the Instrumental Variables Estimator and Its t-Ratio When the Instrument Is a Poor One |
0 |
1 |
10 |
444 |
0 |
4 |
41 |
1,229 |
| The Ex Ante Prediction Performance of the St. Louis and FRB-MIT-PENN Econometric Models and Some Results on Composite Predictors |
0 |
1 |
1 |
34 |
0 |
1 |
12 |
106 |
| The Great Depression and Output Persistence |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
220 |
| The Great Depression and Output Persistence: A Reply to Papell and Prodan |
0 |
0 |
0 |
0 |
1 |
1 |
10 |
89 |
| The Less-Volatile U.S. Economy: A Bayesian Investigation of Timing, Breadth, and Potential Explanations |
0 |
0 |
0 |
1 |
0 |
3 |
19 |
565 |
| The NERC Fan in Retrospect and Lessons for the Future |
0 |
0 |
0 |
8 |
0 |
1 |
12 |
31 |
| The NERC Fan: A Retrospective Analysis of the NERC Summary Forecasts |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
158 |
| The Prediction Performance of the FRB-MIT-PENN Model of the U.S. Economy |
0 |
2 |
7 |
398 |
1 |
4 |
23 |
1,199 |
| The Stochastic Structure of the Velocity of Money |
0 |
0 |
3 |
78 |
0 |
0 |
13 |
259 |
| The Structural Break in the Equity Premium |
0 |
0 |
0 |
28 |
0 |
0 |
8 |
103 |
| The Time-Varying-Parameter Model for Modeling Changing Conditional Variance: The Case of the Lucas Hypothesis |
0 |
0 |
0 |
0 |
0 |
0 |
13 |
783 |
| The first-order moving average process: Identification, estimation and prediction |
0 |
0 |
0 |
166 |
0 |
1 |
11 |
555 |
| The stochastic properties of velocity and the quantity theory of money |
0 |
0 |
0 |
43 |
0 |
0 |
7 |
140 |
| The uncertain trend in U.S. GDP |
0 |
0 |
0 |
92 |
0 |
1 |
12 |
393 |
| The zero-information-limit condition and spurious inference in weakly identified models |
0 |
0 |
0 |
60 |
0 |
1 |
9 |
166 |
| Trend Inflation and the Nature of Structural Breaks in the New Keynesian Phillips Curve |
0 |
0 |
0 |
25 |
5 |
6 |
19 |
113 |
| Trends and random walks in macroeconmic time series: Some evidence and implications |
0 |
4 |
12 |
3,530 |
4 |
16 |
58 |
8,446 |
| Valid Confidence Intervals and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
0 |
0 |
0 |
15 |
381 |
| Why Are the Beveridge-Nelson and Unobserved-Components Decompositions of GDP So Different? |
0 |
0 |
2 |
486 |
0 |
3 |
24 |
1,136 |
| Why are stock returns and volatility negatively correlated? |
0 |
0 |
0 |
147 |
0 |
0 |
9 |
417 |
| Total Journal Articles |
12 |
49 |
215 |
20,090 |
51 |
197 |
1,417 |
55,599 |
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