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Last month |
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12 months |
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A Bayesian Approach to Testing for Markov Switching in Univariate and Dynamic Factor Models |
0 |
0 |
0 |
43 |
1 |
1 |
11 |
153 |

A Bayesian Approach to Testing for Markov Switching in Univariate and Dynamic Factor Models |
0 |
0 |
0 |
108 |
0 |
0 |
4 |
419 |

A Bayesian Approach to Testing for Markov Switching in Univariate and Dynamic Factor Models |
0 |
0 |
0 |
340 |
0 |
1 |
13 |
636 |

A Bayesian Approach to Testing for Markov Switching in Univariate and Dynamic Factor Models |
0 |
0 |
0 |
32 |
1 |
2 |
6 |
125 |

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 |
3 |
66 |

A Markov Model of Heteroskedasticity, Risk, and Learning in the Stock Market |
0 |
0 |
1 |
379 |
2 |
2 |
14 |
1,048 |

A Reappraisal of Recent Tests of the Permanent Income Hypothesis |
0 |
0 |
0 |
53 |
0 |
1 |
2 |
253 |

A Time-Varying Parameter Model for a Forward-Looking Monetary Policy Rule Based on Real-Time Data |
0 |
0 |
2 |
110 |
1 |
2 |
10 |
246 |

Business cycle detrending of macroeconomic data via a latent business cycle index |
0 |
0 |
0 |
151 |
0 |
0 |
0 |
442 |

Business-Cycle Filtering of Macroeconomic Data Via A Latent Business-Cycle Index |
0 |
0 |
1 |
34 |
0 |
0 |
2 |
88 |

Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices? |
0 |
0 |
0 |
15 |
0 |
3 |
12 |
119 |

Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices? |
0 |
1 |
3 |
226 |
1 |
10 |
25 |
935 |

Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices? |
0 |
0 |
0 |
11 |
0 |
0 |
6 |
149 |

Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices? |
0 |
0 |
0 |
109 |
1 |
4 |
14 |
558 |

Earnings Growth and the Bull Market of the 1990s: Is There a Case for Rational Exuberance? |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
218 |

Friedman's Plucking Model of Business Fluctuations: Tests and Estimates of Permanent and Transitory Components |
0 |
0 |
0 |
0 |
0 |
1 |
8 |
1,072 |

Friedman's Plucking Model of Business Fluctuations: Tests and Estimates of Permanent and Transitory Components |
0 |
0 |
0 |
0 |
3 |
5 |
25 |
255 |

GRANT FUNDING IN ECONOMICS FROM THE NATIONAL SCIENCE FOUNDATION DURING FISCAL YEAR 1987 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
12 |

GRANT FUNDING IN ECONOMICS FROM THE NATIONAL SCIENCE FOUNDATION DURING FISCAL YEAR 1987 |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
211 |

Implicit Estimates of Natural, Trend, and Cyclical Components of Real GNP |
0 |
0 |
0 |
16 |
3 |
5 |
7 |
109 |

Improved Inference for the Instrumental Variable Estimator |
0 |
0 |
0 |
18 |
2 |
4 |
7 |
107 |

Improved Inference for the Instrumental Variable Estimator |
0 |
0 |
0 |
40 |
1 |
2 |
8 |
182 |

Improved Inference for the Instrumental Variable Estimator |
0 |
0 |
0 |
183 |
1 |
2 |
7 |
724 |

Improved Inference for the Instrumental Variables Estimator |
0 |
0 |
0 |
101 |
0 |
1 |
8 |
375 |

Is There a Positive Relationship between Stock Market Volatility and the Equity Premium? |
0 |
1 |
1 |
272 |
2 |
4 |
11 |
720 |

Is There a Positive Relationship between Stock Market Volatility and the Equity Premium? |
0 |
0 |
0 |
72 |
0 |
1 |
9 |
229 |

Is There a Structural Break in the Equity Premium? |
0 |
0 |
0 |
103 |
1 |
1 |
5 |
239 |

Is There a Structural Break in the Equity Premium? |
0 |
0 |
0 |
17 |
0 |
0 |
5 |
66 |

Long-Term Behavior of Yield Curves |
0 |
0 |
1 |
229 |
0 |
0 |
6 |
528 |

MEAN REVERSION IN STOCK PRICES? A REAPPRAISAL OF EMPIRICAL EVIDENCE |
0 |
0 |
0 |
0 |
2 |
2 |
9 |
94 |

MEAN REVERSION IN STOCK PRICES? A REAPPRAISAL OF EMPIRICAL EVIDENCE |
0 |
0 |
0 |
0 |
4 |
5 |
16 |
832 |

Markov regime switching and unit root tests |
0 |
0 |
1 |
245 |
0 |
1 |
9 |
612 |

Markov regime-switching and unit root tests |
0 |
0 |
2 |
529 |
1 |
1 |
8 |
1,400 |

Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence |
0 |
1 |
3 |
398 |
2 |
3 |
16 |
1,060 |

More on the Exact Small Sample Distribution of the Instrumental Variable Estimator: A Reply to Maddala and Jeong |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
291 |

More on the Exact Small Sample Distribution of the Instrumental Variable Estimator: A Reply to Maddala and Jeong |
0 |
0 |
0 |
0 |
0 |
2 |
6 |
82 |

Nelson_Plosser |
2 |
6 |
33 |
532 |
3 |
20 |
124 |
1,324 |

PREDICTABLE STOCK RETURNS: REALITY OR STATISTICAL ILLUSION? |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
38 |

PREDICTABLE STOCK RETURNS: REALITY OR STATISTICAL ILLUSION? |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
241 |

Parsimoneous Modeling of Yield Curves for U.S. Treasury Bills |
0 |
0 |
1 |
287 |
3 |
3 |
10 |
764 |

Pitfalls in the use of Time as an Explanatory Variable in Regression |
0 |
0 |
5 |
284 |
3 |
3 |
13 |
1,341 |

Predictable Stock Returns: Reality or Statistical Illusion? |
0 |
0 |
0 |
112 |
0 |
0 |
2 |
286 |

Pricing Stock Market Volatility: Does It Matter Whether the Volatility is Related to the Business Cycle? |
0 |
0 |
0 |
128 |
1 |
1 |
3 |
257 |

SOME FURTHERE RESULTS ON THE EXACT SMALL SAMPLE PROPERTIES OF THE INSTRUMENTAL VARIABLE ESTIMATOR |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
169 |

SOME FURTHERE RESULTS ON THE EXACT SMALL SAMPLE PROPERTIES OF THE INSTRUMENTAL VARIABLE ESTIMATOR |
0 |
0 |
0 |
0 |
0 |
0 |
9 |
227 |

SPURIOUS PERIODICITY IN INAPPROPRIATELY DETRENDED TIME SERIES |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |

Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator |
0 |
0 |
0 |
91 |
0 |
2 |
10 |
397 |

Spurious Inference in the GARCH(1,1) Model When It Is Weakly Identified |
0 |
0 |
0 |
120 |
1 |
1 |
7 |
164 |

Spurious Periodicity in Inappropriately Detrended Time Series |
0 |
0 |
3 |
14 |
3 |
7 |
29 |
396 |

Spurious Trend and Cycle in the State Space Decomposition of a Time Series with a Unit Root |
0 |
0 |
0 |
144 |
1 |
2 |
6 |
450 |

State-Space Modeling of the Relationship Between Air Quality and Mortality |
0 |
0 |
0 |
48 |
1 |
1 |
5 |
403 |

State-Space Modeling of the Relationship Between Air Quality and Mortality |
1 |
1 |
2 |
22 |
1 |
1 |
4 |
61 |

THE DISTRIBUTION OF THE INSTRUMENTAL VARIABLES ESTIMATOR AND ITS T-RATIO WHEN THE INSTRUMENT IS A POOR ONE |
0 |
0 |
0 |
0 |
1 |
5 |
19 |
217 |

THE DISTRIBUTION OF THE INSTRUMENTAL VARIABLES ESTIMATOR AND ITS T-RATIO WHEN THE INSTRUMENT IS A POOR ONE |
0 |
0 |
0 |
0 |
1 |
3 |
13 |
442 |

THE MARKOV MODEL OF HETEROSKEDASTICITY, RISK AND LEARNING IN THE STOCK MARKET |
0 |
0 |
0 |
0 |
1 |
1 |
9 |
142 |

THE MARKOV MODEL OF HETEROSKEDASTICITY, RISK AND LEARNING IN THE STOCK MARKET |
0 |
0 |
0 |
0 |
1 |
1 |
7 |
1,036 |

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 |
1 |
1 |
8 |
258 |

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 |
1 |
1 |
4 |
52 |

Testing for Mean Reversion in Heteroskedastic Data II: Autoregression Tests Based on Gibbs-Sampling-Augmented Randomization |
0 |
0 |
0 |
1 |
0 |
3 |
10 |
1,109 |

Testing for Mean Reversion in Heteroskedastic Data II: Autoregression Tests Based on Gibbs-Sampling-Augmented Randomization |
0 |
0 |
0 |
0 |
0 |
3 |
12 |
133 |

Testing for Men reversion in Heteroskedastic data Based on Gibbs-Simpling-Augmented Randomization |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
104 |

Testing for Men reversion in Heteroskedastic data Based on Gibbs-Simpling-Augmented Randomization |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
357 |

The Beveridge-Nelson Decomposition in Retrospect and Prospect |
0 |
0 |
0 |
44 |
2 |
2 |
3 |
101 |

The Distribution of the Instrumental Variables Estimator and Its t-RatioWhen the Instrument is a Poor One |
0 |
0 |
0 |
93 |
2 |
5 |
16 |
458 |

The Great Depression and Output Persistence |
0 |
0 |
0 |
8 |
1 |
1 |
4 |
53 |

The Great Depression and Output Persistence |
0 |
0 |
0 |
70 |
1 |
1 |
3 |
232 |

The Time-Varying-Parameter Model as an Alternative to ARCH for Modeling Changing Conditional Variance: The Case of Lucas Hypothesis |
0 |
1 |
1 |
180 |
1 |
2 |
9 |
530 |

The Uncertain Trend in U.S. GDP |
0 |
0 |
1 |
651 |
0 |
1 |
7 |
6,350 |

The Uncertain Trend in U.S. GDP |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
1,265 |

The Uncertain Trend in U.S. GDP |
0 |
0 |
0 |
17 |
1 |
3 |
4 |
136 |

The Uncertain Trend in U.S. GDP |
0 |
0 |
0 |
0 |
0 |
2 |
6 |
80 |

The Uncertain Trend in U.S. GDP |
0 |
0 |
2 |
244 |
1 |
3 |
9 |
1,175 |

The Zero-Information-Limit Condition and Spurious Inference |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
122 |

The Zero-Information-Limit Condition and Spurious Inference in Weakly Identified Models |
0 |
0 |
0 |
16 |
1 |
1 |
3 |
74 |

The Zero-Information-Limit-Condition and Spurious Inference in Weakly Identified Models |
0 |
0 |
0 |
15 |
1 |
2 |
5 |
50 |

The less volatile U.S. economy: a Bayesian investigation of timing, breadth, and potential explanations |
0 |
0 |
2 |
161 |
0 |
0 |
14 |
670 |

The less volatile U.S. economy: a Bayesian investigation of timing, breadth, and potential explanations |
0 |
0 |
1 |
150 |
0 |
1 |
9 |
455 |

Trend Inflation and the Nature of Structural Breaks in the New Keynesian Phillips Curve |
0 |
0 |
1 |
60 |
1 |
1 |
13 |
139 |

Trend Inflation and the Nature of Structural Breaks in the New Keynesian Phillips Curve |
0 |
0 |
1 |
69 |
0 |
1 |
10 |
150 |

Unit Root Tests in the Presence of Markov Regime-Switching |
0 |
0 |
0 |
34 |
1 |
1 |
1 |
119 |

Unit Root Tests in the Presence of Markov Regime-Switching |
0 |
0 |
0 |
181 |
0 |
0 |
5 |
540 |

Valid Confidence Intervals and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
0 |
1 |
3 |
4 |
107 |

Valid Confidence Intervals and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
122 |

Valid Confidence Intervals and Inference in the Presence of Weak Instruments |
0 |
1 |
2 |
168 |
0 |
3 |
9 |
1,079 |

Valid Confidence Intervals and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
0 |
1 |
2 |
6 |
334 |

Valid Confidence Intervals and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
0 |
1 |
2 |
7 |
492 |

Valid Confidence Regions and Inference in the Presence of Weak Instruments |
1 |
1 |
1 |
62 |
1 |
1 |
2 |
434 |

Valid Confidence Regions and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
0 |
2 |
2 |
7 |
81 |

Valid Inference for a Class of Models Where Standard Inference Performs Poorly: Including Nonlinear Regression, ARMA, GARCH, and Unobserved Components |
0 |
0 |
1 |
53 |
1 |
1 |
5 |
114 |

Valid Inference for a Class of Models Where Standard Inference Performs Poorly: Including Nonlinear Regression, ARMA, GARCH, and Unobserved Components |
0 |
0 |
1 |
27 |
0 |
0 |
3 |
50 |

Welfare Impacts of Alternative Public Policies for Environmental Protection in Agriculture in an Open Economy: A General Equilibrium Framework |
0 |
0 |
3 |
38 |
0 |
0 |
12 |
161 |

Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different? |
0 |
0 |
1 |
78 |
1 |
2 |
7 |
264 |

Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different? |
0 |
0 |
0 |
22 |
0 |
2 |
7 |
129 |

Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different? |
0 |
0 |
3 |
50 |
0 |
2 |
11 |
128 |

Why are Beveridge-Nelson and Unobserved-Component Decompositions of GDP so Different? |
0 |
0 |
3 |
326 |
0 |
3 |
13 |
711 |

Why are Beveridge-Nelson and Unobserved-component decompositions of GDP so Different? |
0 |
0 |
0 |
0 |
1 |
5 |
13 |
157 |

Total Working Papers |
4 |
13 |
83 |
8,436 |
74 |
182 |
864 |
42,085 |