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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 |
0 |
0 |
0 |
162 |

A Bayesian Approach to Testing for Markov Switching in Univariate and Dynamic Factor Models |
0 |
0 |
0 |
340 |
0 |
0 |
1 |
647 |

A Bayesian Approach to Testing for Markov Switching in Univariate and Dynamic Factor Models |
0 |
0 |
0 |
32 |
0 |
0 |
0 |
128 |

A Bayesian Approach to Testing for Markov Switching in Univariate and Dynamic Factor Models |
0 |
0 |
0 |
108 |
0 |
0 |
0 |
424 |

A General Approach to Constructing a Valid Test in Weakly Identified Models Where Zero-Limit-Information Condition (ZILC) Holds |
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0 |
0 |
0 |
0 |
0 |
0 |
68 |

A Markov Model of Heteroskedasticity, Risk, and Learning in the Stock Market |
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0 |
1 |
384 |
0 |
0 |
2 |
1,076 |

A Reappraisal of Recent Tests of the Permanent Income Hypothesis |
0 |
0 |
1 |
54 |
0 |
0 |
2 |
263 |

A Time-Varying Parameter Model for a Forward-Looking Monetary Policy Rule Based on Real-Time Data |
0 |
0 |
0 |
111 |
0 |
0 |
1 |
254 |

Business cycle detrending of macroeconomic data via a latent business cycle index |
0 |
0 |
0 |
151 |
0 |
0 |
0 |
447 |

Business-Cycle Filtering of Macroeconomic Data Via A Latent Business-Cycle Index |
0 |
0 |
0 |
34 |
0 |
0 |
0 |
93 |

Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices? |
0 |
0 |
0 |
227 |
0 |
0 |
0 |
942 |

Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices? |
0 |
0 |
0 |
16 |
0 |
0 |
1 |
146 |

Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices? |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
154 |

Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices? |
0 |
0 |
0 |
110 |
0 |
0 |
0 |
564 |

Earnings Growth and the Bull Market of the 1990s: Is There a Case for Rational Exuberance? |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
222 |

Friedman's Plucking Model of Business Fluctuations: Tests and Estimates of Permanent and Transitory Components |
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0 |
0 |
0 |
0 |
1 |
1 |
281 |

Friedman's Plucking Model of Business Fluctuations: Tests and Estimates of Permanent and Transitory Components |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
1,090 |

GRANT FUNDING IN ECONOMICS FROM THE NATIONAL SCIENCE FOUNDATION DURING FISCAL YEAR 1987 |
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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 |
0 |
212 |

Implicit Estimates of Natural, Trend, and Cyclical Components of Real GNP |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
110 |

Improved Inference for the Instrumental Variable Estimator |
0 |
0 |
0 |
40 |
0 |
0 |
0 |
187 |

Improved Inference for the Instrumental Variable Estimator |
0 |
0 |
0 |
19 |
0 |
0 |
0 |
112 |

Improved Inference for the Instrumental Variable Estimator |
0 |
0 |
0 |
183 |
0 |
0 |
2 |
734 |

Improved Inference for the Instrumental Variables Estimator |
0 |
0 |
1 |
104 |
0 |
0 |
4 |
390 |

Is There a Positive Relationship between Stock Market Volatility and the Equity Premium? |
0 |
0 |
0 |
274 |
0 |
0 |
1 |
733 |

Is There a Positive Relationship between Stock Market Volatility and the Equity Premium? |
0 |
0 |
0 |
74 |
0 |
1 |
1 |
239 |

Is There a Structural Break in the Equity Premium? |
0 |
0 |
0 |
104 |
0 |
0 |
0 |
244 |

Is There a Structural Break in the Equity Premium? |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
70 |

Long-Term Behavior of Yield Curves |
1 |
2 |
2 |
240 |
2 |
3 |
4 |
554 |

MEAN REVERSION IN STOCK PRICES? A REAPPRAISAL OF EMPIRICAL EVIDENCE |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
101 |

MEAN REVERSION IN STOCK PRICES? A REAPPRAISAL OF EMPIRICAL EVIDENCE |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
849 |

Markov regime switching and unit root tests |
0 |
0 |
0 |
247 |
0 |
0 |
2 |
626 |

Markov regime-switching and unit root tests |
0 |
0 |
1 |
533 |
0 |
0 |
6 |
1,428 |

Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence |
0 |
0 |
1 |
401 |
0 |
0 |
5 |
1,081 |

More on the Exact Small Sample Distribution of the Instrumental Variable Estimator: A Reply to Maddala and Jeong |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
89 |

More on the Exact Small Sample Distribution of the Instrumental Variable Estimator: A Reply to Maddala and Jeong |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
294 |

Nelson_Plosser |
1 |
2 |
4 |
595 |
2 |
4 |
22 |
1,519 |

PREDICTABLE STOCK RETURNS: REALITY OR STATISTICAL ILLUSION? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
248 |

PREDICTABLE STOCK RETURNS: REALITY OR STATISTICAL ILLUSION? |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
41 |

Parsimoneous Modeling of Yield Curves for U.S. Treasury Bills |
1 |
1 |
3 |
292 |
2 |
2 |
5 |
778 |

Pitfalls in the use of Time as an Explanatory Variable in Regression |
0 |
0 |
0 |
288 |
0 |
0 |
1 |
1,364 |

Predictable Stock Returns: Reality or Statistical Illusion? |
0 |
0 |
1 |
114 |
0 |
0 |
1 |
294 |

Pricing Stock Market Volatility: Does It Matter Whether the Volatility is Related to the Business Cycle? |
1 |
2 |
2 |
132 |
1 |
2 |
4 |
284 |

SOME FURTHERE RESULTS ON THE EXACT SMALL SAMPLE PROPERTIES OF THE INSTRUMENTAL VARIABLE ESTIMATOR |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
181 |

SOME FURTHERE RESULTS ON THE EXACT SMALL SAMPLE PROPERTIES OF THE INSTRUMENTAL VARIABLE ESTIMATOR |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
238 |

SPURIOUS PERIODICITY IN INAPPROPRIATELY DETRENDED TIME SERIES |
0 |
0 |
1 |
3 |
0 |
0 |
2 |
17 |

Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator |
0 |
0 |
1 |
92 |
0 |
2 |
4 |
442 |

Spurious Inference in the GARCH(1,1) Model When It Is Weakly Identified |
0 |
0 |
0 |
120 |
1 |
1 |
1 |
168 |

Spurious Periodicity in Inappropriately Detrended Time Series |
0 |
0 |
0 |
22 |
0 |
0 |
2 |
436 |

Spurious Trend and Cycle in the State Space Decomposition of a Time Series with a Unit Root |
0 |
0 |
0 |
144 |
1 |
2 |
2 |
466 |

State-Space Modeling of the Relationship Between Air Quality and Mortality |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
62 |

State-Space Modeling of the Relationship Between Air Quality and Mortality |
0 |
0 |
0 |
48 |
0 |
0 |
0 |
405 |

THE DISTRIBUTION OF THE INSTRUMENTAL VARIABLES ESTIMATOR AND ITS T-RATIO WHEN THE INSTRUMENT IS A POOR ONE |
0 |
0 |
0 |
0 |
1 |
1 |
8 |
473 |

THE DISTRIBUTION OF THE INSTRUMENTAL VARIABLES ESTIMATOR AND ITS T-RATIO WHEN THE INSTRUMENT IS A POOR ONE |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
241 |

THE MARKOV MODEL OF HETEROSKEDASTICITY, RISK AND LEARNING IN THE STOCK MARKET |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1,052 |

THE MARKOV MODEL OF HETEROSKEDASTICITY, RISK AND LEARNING IN THE STOCK MARKET |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
158 |

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 |
1 |
58 |

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 |
2 |
268 |

Testing for Mean Reversion in Heteroskedastic Data II: Autoregression Tests Based on Gibbs-Sampling-Augmented Randomization |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
1,115 |

Testing for Mean Reversion in Heteroskedastic Data II: Autoregression Tests Based on Gibbs-Sampling-Augmented Randomization |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
147 |

Testing for Men reversion in Heteroskedastic data Based on Gibbs-Simpling-Augmented Randomization |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
106 |

Testing for Men reversion in Heteroskedastic data Based on Gibbs-Simpling-Augmented Randomization |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
361 |

The Beveridge-Nelson Decomposition in Retrospect and Prospect |
0 |
1 |
2 |
48 |
0 |
2 |
5 |
116 |

The Distribution of the Instrumental Variables Estimator and Its t-RatioWhen the Instrument is a Poor One |
0 |
0 |
3 |
102 |
2 |
2 |
8 |
488 |

The Great Depression and Output Persistence |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
54 |

The Great Depression and Output Persistence |
0 |
0 |
0 |
70 |
0 |
0 |
0 |
239 |

The Time-Varying-Parameter Model as an Alternative to ARCH for Modeling Changing Conditional Variance: The Case of Lucas Hypothesis |
0 |
1 |
1 |
182 |
0 |
1 |
2 |
537 |

The Uncertain Trend in U.S. GDP |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
148 |

The Uncertain Trend in U.S. GDP |
0 |
0 |
0 |
245 |
0 |
0 |
4 |
1,190 |

The Uncertain Trend in U.S. GDP |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1,275 |

The Uncertain Trend in U.S. GDP |
0 |
0 |
0 |
657 |
0 |
2 |
3 |
6,368 |

The Uncertain Trend in U.S. GDP |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
93 |

The Zero-Information-Limit Condition and Spurious Inference |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
125 |

The Zero-Information-Limit Condition and Spurious Inference in Weakly Identified Models |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
77 |

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

The less volatile U.S. economy: a Bayesian investigation of timing, breadth, and potential explanations |
0 |
0 |
0 |
162 |
0 |
0 |
5 |
687 |

The less volatile U.S. economy: a Bayesian investigation of timing, breadth, and potential explanations |
0 |
0 |
0 |
150 |
0 |
0 |
0 |
461 |

Trend Inflation and the Nature of Structural Breaks in the New Keynesian Phillips Curve |
0 |
0 |
1 |
63 |
0 |
0 |
2 |
152 |

Trend Inflation and the Nature of Structural Breaks in the New Keynesian Phillips Curve |
0 |
0 |
1 |
70 |
1 |
1 |
2 |
160 |

Unit Root Tests in the Presence of Markov Regime-Switching |
0 |
0 |
0 |
181 |
0 |
0 |
0 |
549 |

Unit Root Tests in the Presence of Markov Regime-Switching |
0 |
0 |
0 |
34 |
0 |
0 |
0 |
126 |

Valid Confidence Intervals and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
111 |

Valid Confidence Intervals and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
339 |

Valid Confidence Intervals and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
170 |
0 |
0 |
1 |
1,095 |

Valid Confidence Intervals and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
131 |

Valid Confidence Intervals and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
496 |

Valid Confidence Regions and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
87 |

Valid Confidence Regions and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
63 |
0 |
0 |
2 |
441 |

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 |
0 |
53 |

Valid Inference for a Class of Models Where Standard Inference Performs Poorly: Including Nonlinear Regression, ARMA, GARCH, and Unobserved Components |
0 |
0 |
0 |
53 |
0 |
0 |
1 |
120 |

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 |
0 |
171 |

Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different? |
0 |
0 |
1 |
81 |
0 |
0 |
5 |
276 |

Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different? |
0 |
0 |
4 |
56 |
0 |
0 |
7 |
147 |

Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different? |
0 |
0 |
1 |
24 |
0 |
0 |
5 |
148 |

Why are Beveridge-Nelson and Unobserved-Component Decompositions of GDP so Different? |
0 |
0 |
2 |
334 |
0 |
1 |
7 |
737 |

Why are Beveridge-Nelson and Unobserved-component decompositions of GDP so Different? |
0 |
0 |
0 |
0 |
0 |
1 |
11 |
187 |

Total Working Papers |
4 |
9 |
35 |
8,618 |
15 |
38 |
183 |
43,382 |