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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 |
1 |
1 |
13 |
636 |

A Bayesian Approach to Testing for Markov Switching in Univariate and Dynamic Factor Models |
0 |
0 |
0 |
43 |
0 |
0 |
11 |
152 |

A Bayesian Approach to Testing for Markov Switching in Univariate and Dynamic Factor Models |
0 |
0 |
0 |
32 |
1 |
1 |
5 |
124 |

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 |
0 |
0 |
12 |
1,046 |

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 |
0 |
1 |
9 |
245 |

Business cycle detrending of macroeconomic data via a latent business cycle index |
0 |
0 |
0 |
151 |
0 |
0 |
1 |
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 |
3 |
3 |
226 |
0 |
17 |
24 |
934 |

Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices? |
0 |
0 |
0 |
15 |
0 |
5 |
12 |
119 |

Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices? |
0 |
0 |
0 |
11 |
0 |
2 |
6 |
149 |

Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices? |
0 |
0 |
0 |
109 |
0 |
5 |
13 |
557 |

Earnings Growth and the Bull Market of the 1990s: Is There a Case for Rational Exuberance? |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
218 |

Friedman's Plucking Model of Business Fluctuations: Tests and Estimates of Permanent and Transitory Components |
0 |
0 |
0 |
0 |
0 |
2 |
9 |
1,072 |

Friedman's Plucking Model of Business Fluctuations: Tests and Estimates of Permanent and Transitory Components |
0 |
0 |
0 |
0 |
0 |
4 |
24 |
252 |

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

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

Implicit Estimates of Natural, Trend, and Cyclical Components of Real GNP |
0 |
0 |
0 |
16 |
1 |
2 |
4 |
106 |

Improved Inference for the Instrumental Variable Estimator |
0 |
0 |
0 |
183 |
1 |
1 |
6 |
723 |

Improved Inference for the Instrumental Variable Estimator |
0 |
0 |
0 |
40 |
1 |
1 |
7 |
181 |

Improved Inference for the Instrumental Variable Estimator |
0 |
0 |
0 |
18 |
1 |
2 |
5 |
105 |

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

Is There a Positive Relationship between Stock Market Volatility and the Equity Premium? |
0 |
0 |
0 |
72 |
1 |
2 |
11 |
229 |

Is There a Positive Relationship between Stock Market Volatility and the Equity Premium? |
1 |
1 |
1 |
272 |
1 |
2 |
10 |
718 |

Is There a Structural Break in the Equity Premium? |
0 |
0 |
0 |
103 |
0 |
0 |
4 |
238 |

Is There a Structural Break in the Equity Premium? |
0 |
0 |
0 |
17 |
0 |
1 |
5 |
66 |

Long-Term Behavior of Yield Curves |
0 |
1 |
1 |
229 |
0 |
2 |
7 |
528 |

MEAN REVERSION IN STOCK PRICES? A REAPPRAISAL OF EMPIRICAL EVIDENCE |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
92 |

MEAN REVERSION IN STOCK PRICES? A REAPPRAISAL OF EMPIRICAL EVIDENCE |
0 |
0 |
0 |
0 |
0 |
4 |
12 |
828 |

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

Markov regime-switching and unit root tests |
0 |
0 |
3 |
529 |
0 |
0 |
10 |
1,399 |

Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence |
0 |
1 |
3 |
398 |
0 |
1 |
14 |
1,058 |

More on the Exact Small Sample Distribution of the Instrumental Variable Estimator: A Reply to Maddala and Jeong |
0 |
0 |
0 |
0 |
2 |
3 |
7 |
82 |

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 |

Nelson_Plosser |
3 |
5 |
31 |
530 |
8 |
36 |
124 |
1,321 |

PREDICTABLE STOCK RETURNS: REALITY OR STATISTICAL ILLUSION? |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
241 |

PREDICTABLE STOCK RETURNS: REALITY OR STATISTICAL ILLUSION? |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
38 |

Parsimoneous Modeling of Yield Curves for U.S. Treasury Bills |
0 |
0 |
1 |
287 |
0 |
1 |
7 |
761 |

Pitfalls in the use of Time as an Explanatory Variable in Regression |
0 |
0 |
5 |
284 |
0 |
1 |
10 |
1,338 |

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 |
0 |
0 |
2 |
256 |

SOME FURTHERE RESULTS ON THE EXACT SMALL SAMPLE PROPERTIES OF THE INSTRUMENTAL VARIABLE ESTIMATOR |
0 |
0 |
0 |
0 |
0 |
1 |
8 |
169 |

SOME FURTHERE RESULTS ON THE EXACT SMALL SAMPLE PROPERTIES OF THE INSTRUMENTAL VARIABLE ESTIMATOR |
0 |
0 |
0 |
0 |
0 |
1 |
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 |
1 |
91 |
2 |
3 |
11 |
397 |

Spurious Inference in the GARCH(1,1) Model When It Is Weakly Identified |
0 |
0 |
0 |
120 |
0 |
0 |
7 |
163 |

Spurious Periodicity in Inappropriately Detrended Time Series |
0 |
1 |
3 |
14 |
0 |
8 |
29 |
393 |

Spurious Trend and Cycle in the State Space Decomposition of a Time Series with a Unit Root |
0 |
0 |
0 |
144 |
0 |
2 |
5 |
449 |

State-Space Modeling of the Relationship Between Air Quality and Mortality |
0 |
1 |
1 |
21 |
0 |
2 |
4 |
60 |

State-Space Modeling of the Relationship Between Air Quality and Mortality |
0 |
0 |
0 |
48 |
0 |
0 |
4 |
402 |

THE DISTRIBUTION OF THE INSTRUMENTAL VARIABLES ESTIMATOR AND ITS T-RATIO WHEN THE INSTRUMENT IS A POOR ONE |
0 |
0 |
0 |
0 |
0 |
2 |
13 |
441 |

THE DISTRIBUTION OF THE INSTRUMENTAL VARIABLES ESTIMATOR AND ITS T-RATIO WHEN THE INSTRUMENT IS A POOR ONE |
0 |
0 |
0 |
0 |
1 |
6 |
20 |
216 |

THE MARKOV MODEL OF HETEROSKEDASTICITY, RISK AND LEARNING IN THE STOCK MARKET |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
1,035 |

THE MARKOV MODEL OF HETEROSKEDASTICITY, RISK AND LEARNING IN THE STOCK MARKET |
0 |
0 |
0 |
0 |
0 |
2 |
8 |
141 |

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 |
3 |
51 |

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 |
7 |
257 |

Testing for Mean Reversion in Heteroskedastic Data II: Autoregression Tests Based on Gibbs-Sampling-Augmented Randomization |
0 |
0 |
0 |
1 |
1 |
3 |
11 |
1,109 |

Testing for Mean Reversion in Heteroskedastic Data II: Autoregression Tests Based on Gibbs-Sampling-Augmented Randomization |
0 |
0 |
0 |
0 |
1 |
3 |
13 |
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 |
6 |
357 |

The Beveridge-Nelson Decomposition in Retrospect and Prospect |
0 |
0 |
0 |
44 |
0 |
0 |
2 |
99 |

The Distribution of the Instrumental Variables Estimator and Its t-RatioWhen the Instrument is a Poor One |
0 |
0 |
0 |
93 |
1 |
4 |
14 |
456 |

The Great Depression and Output Persistence |
0 |
0 |
0 |
70 |
0 |
0 |
2 |
231 |

The Great Depression and Output Persistence |
0 |
0 |
0 |
8 |
0 |
0 |
3 |
52 |

The Time-Varying-Parameter Model as an Alternative to ARCH for Modeling Changing Conditional Variance: The Case of Lucas Hypothesis |
0 |
1 |
1 |
180 |
0 |
1 |
8 |
529 |

The Uncertain Trend in U.S. GDP |
0 |
0 |
0 |
17 |
1 |
2 |
3 |
135 |

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

The Uncertain Trend in U.S. GDP |
0 |
0 |
0 |
0 |
1 |
3 |
6 |
80 |

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

The Uncertain Trend in U.S. GDP |
0 |
0 |
2 |
244 |
1 |
2 |
8 |
1,174 |

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 |
0 |
0 |
2 |
73 |

The Zero-Information-Limit-Condition and Spurious Inference in Weakly Identified Models |
0 |
0 |
0 |
15 |
0 |
1 |
4 |
49 |

The less volatile U.S. economy: a Bayesian investigation of timing, breadth, and potential explanations |
0 |
1 |
1 |
150 |
0 |
2 |
11 |
455 |

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

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

Trend Inflation and the Nature of Structural Breaks in the New Keynesian Phillips Curve |
0 |
0 |
1 |
60 |
0 |
2 |
15 |
138 |

Unit Root Tests in the Presence of Markov Regime-Switching |
0 |
0 |
0 |
34 |
0 |
0 |
1 |
118 |

Unit Root Tests in the Presence of Markov Regime-Switching |
0 |
0 |
0 |
181 |
0 |
0 |
8 |
540 |

Valid Confidence Intervals and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
0 |
1 |
1 |
5 |
333 |

Valid Confidence Intervals and Inference in the Presence of Weak Instruments |
1 |
1 |
2 |
168 |
3 |
4 |
10 |
1,079 |

Valid Confidence Intervals and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
0 |
1 |
1 |
6 |
122 |

Valid Confidence Intervals and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
0 |
2 |
2 |
3 |
106 |

Valid Confidence Intervals and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
0 |
1 |
2 |
6 |
491 |

Valid Confidence Regions and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
61 |
0 |
0 |
1 |
433 |

Valid Confidence Regions and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
79 |

Valid Inference for a Class of Models Where Standard Inference Performs Poorly: Including Nonlinear Regression, ARMA, GARCH, and Unobserved Components |
0 |
0 |
1 |
53 |
0 |
0 |
5 |
113 |

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 |
4 |
50 |

Welfare Impacts of Alternative Public Policies for Environmental Protection in Agriculture in an Open Economy: A General Equilibrium Framework |
0 |
0 |
4 |
38 |
0 |
0 |
14 |
161 |

Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different? |
0 |
0 |
1 |
78 |
0 |
1 |
7 |
263 |

Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different? |
0 |
0 |
3 |
50 |
1 |
2 |
12 |
128 |

Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different? |
0 |
0 |
0 |
22 |
0 |
3 |
8 |
129 |

Why are Beveridge-Nelson and Unobserved-Component Decompositions of GDP so Different? |
0 |
0 |
3 |
326 |
2 |
4 |
13 |
711 |

Why are Beveridge-Nelson and Unobserved-component decompositions of GDP so Different? |
0 |
0 |
0 |
0 |
2 |
4 |
13 |
156 |

Total Working Papers |
5 |
18 |
82 |
8,432 |
43 |
181 |
842 |
42,011 |