| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Factor Analysis of Bond Risk Premia |
0 |
1 |
3 |
171 |
3 |
7 |
28 |
417 |
| A Machine Learning Analysis of Seasonal and Cyclical Sales in Weekly Scanner Data |
3 |
3 |
7 |
51 |
3 |
4 |
21 |
59 |
| A New Look at Panel Testing of Stationarity and the PPP Hypothesis |
1 |
1 |
2 |
484 |
3 |
4 |
17 |
1,319 |
| A New Look at Panel Testing of Stationarity and the PPP Hypothesis |
0 |
0 |
0 |
87 |
0 |
1 |
4 |
585 |
| A Note on the Selection of Time Series Models |
0 |
0 |
3 |
1,095 |
2 |
4 |
18 |
2,316 |
| A PANIC Attack on Unit Roots and Cointegration |
0 |
0 |
1 |
890 |
2 |
6 |
36 |
2,378 |
| A Panic Attack on Unit Roots and Cointegration |
0 |
0 |
0 |
158 |
3 |
3 |
34 |
1,055 |
| A Semi-Parametric Factor Model for Interest Rates |
0 |
0 |
0 |
346 |
0 |
1 |
7 |
2,286 |
| A Semi-Parametric Factor Model for Interest Rates |
0 |
0 |
0 |
9 |
0 |
0 |
4 |
250 |
| A Semi-Parametric Factor Model for Interest Rates |
0 |
0 |
0 |
0 |
0 |
1 |
11 |
760 |
| A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure |
0 |
0 |
0 |
298 |
0 |
0 |
4 |
2,735 |
| A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure |
0 |
0 |
0 |
354 |
1 |
2 |
9 |
1,434 |
| A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks |
0 |
0 |
0 |
149 |
0 |
0 |
2 |
406 |
| A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks |
0 |
0 |
0 |
4 |
0 |
0 |
3 |
647 |
| A Test for Conditional Symmetry in Time Series Models |
0 |
0 |
0 |
465 |
0 |
1 |
4 |
2,002 |
| A systematic framework for analyzing the dynamic effects of permanent and transitory shocks |
0 |
0 |
0 |
6 |
0 |
2 |
4 |
49 |
| Accounting for Trends in the Almost Ideal Demand System |
0 |
0 |
1 |
615 |
1 |
2 |
5 |
2,484 |
| Adjustment Costs and Factor Demands in Canadian Manufacturing Industries |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
146 |
| Adjustment Costs and Factor Demands in Canadian Manufacturing Industries |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
279 |
| An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests |
0 |
0 |
0 |
0 |
1 |
2 |
9 |
1,238 |
| An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests |
0 |
0 |
0 |
76 |
2 |
2 |
3 |
359 |
| An Econometric Perspective on Algorithmic Subsampling |
0 |
0 |
1 |
25 |
1 |
2 |
10 |
24 |
| Analysis of Vector Autoregressions in the Presence of Shifts in Mean |
0 |
1 |
2 |
345 |
0 |
1 |
12 |
1,488 |
| Are More Data Always Better for Factor Analysis? |
0 |
0 |
3 |
375 |
0 |
3 |
28 |
1,080 |
| Assessing Three Estimators of Latent Factors with Calibrated Macroeconomic Data |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
137 |
| Boosting High Dimensional Predictive Regressions with Time Varying Parameters |
0 |
1 |
1 |
53 |
3 |
9 |
23 |
40 |
| COVID-19 and The Macroeconomic Effects of Costly Disasters |
18 |
49 |
126 |
126 |
48 |
127 |
296 |
296 |
| Can Sticky Prices Account for the Variations and Persistence in Real Exchange Rates? |
0 |
0 |
0 |
66 |
0 |
1 |
5 |
342 |
| Confidence Intervals for Diffusion Index Forecasts with a Large Number of Predictor |
0 |
0 |
2 |
216 |
0 |
0 |
6 |
491 |
| Demand Systems With Nonstationary Prices |
0 |
0 |
0 |
335 |
0 |
3 |
6 |
1,143 |
| Determining the Number of Factors in Approximate Factor Models |
0 |
0 |
2 |
389 |
2 |
7 |
42 |
1,081 |
| Determining the Number of Factors in Approximate Factor Models |
4 |
8 |
19 |
1,415 |
10 |
20 |
71 |
4,455 |
| Dynamic hierarchical factor models |
1 |
1 |
6 |
169 |
6 |
9 |
36 |
581 |
| Estimating the Rational Expectations Model of Speculative Storage: A Monte Carlo Comparison of Three Simulation Estimators |
0 |
0 |
0 |
385 |
0 |
0 |
3 |
2,370 |
| Estimating the rational expectations model of speculative storage: a Monte Carlo comparison of three simulation estimators |
0 |
0 |
0 |
13 |
0 |
0 |
4 |
72 |
| Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems |
0 |
0 |
0 |
1 |
1 |
1 |
5 |
225 |
| Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems |
0 |
0 |
0 |
40 |
2 |
3 |
10 |
147 |
| Estimation of DSGE Models When the Data are Persistent |
0 |
0 |
1 |
141 |
2 |
2 |
5 |
409 |
| Estimators for Persistent and Possibly Non-Stationary Data with Classical Properties |
0 |
0 |
0 |
37 |
1 |
1 |
3 |
142 |
| Evaluating Latent and Observed Factors in Macroeconomics and Financ |
0 |
0 |
3 |
531 |
1 |
2 |
19 |
1,339 |
| Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation |
0 |
0 |
1 |
154 |
0 |
0 |
9 |
1,081 |
| Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
172 |
| Excess Sensitivity and Asymmetries in Consumption: an Empirical Investigation |
0 |
0 |
0 |
21 |
0 |
0 |
9 |
130 |
| Explaining the Persistence of Commodity Prices |
0 |
0 |
0 |
111 |
0 |
0 |
10 |
411 |
| Explaining the Persistence of Commodity Prices |
0 |
0 |
1 |
708 |
0 |
1 |
12 |
3,897 |
| FRED-MD: A Monthly Database for Macroeconomic Research |
0 |
0 |
7 |
159 |
4 |
8 |
85 |
427 |
| FRED-QD: A Quarterly Database for Macroeconomic Research |
2 |
4 |
13 |
13 |
3 |
10 |
35 |
35 |
| FRED-QD: A Quarterly Database for Macroeconomic Research |
0 |
0 |
50 |
50 |
3 |
6 |
41 |
41 |
| Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling |
1 |
3 |
6 |
127 |
1 |
5 |
15 |
294 |
| Forecasting Autoregressive Time Series in the Presence of Deterministic Components |
0 |
0 |
1 |
25 |
0 |
0 |
3 |
105 |
| Forecasting Dynamic Time Series in the Presence of Deterministic Components |
0 |
0 |
0 |
441 |
0 |
1 |
6 |
1,944 |
| How Important Are Intergenerational Transfers of Time? A Macroeconomic Analysis |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
232 |
| How Important Are Intergenerational Transfers of Time? a Macroeconomic Analysis |
0 |
0 |
0 |
40 |
0 |
0 |
3 |
207 |
| How Important are Intergenerational Transfers of Time? A Macroeconomic Analysis |
0 |
0 |
0 |
175 |
1 |
2 |
4 |
1,288 |
| Inference by Stochastic Optimization: A Free-Lunch Bootstrap |
0 |
2 |
14 |
14 |
0 |
2 |
15 |
15 |
| Intergenerational Linkages in Consumption Behavior |
0 |
0 |
1 |
207 |
0 |
0 |
5 |
914 |
| Intergenerational Linkages in Consumption Behavior |
0 |
0 |
0 |
318 |
6 |
11 |
22 |
1,668 |
| Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power |
0 |
0 |
1 |
1,949 |
2 |
7 |
47 |
5,969 |
| Latent Dirichlet Analysis of Categorical Survey Expectations |
1 |
1 |
1 |
1 |
1 |
3 |
10 |
10 |
| Latent Dirichlet Analysis of Categorical Survey Responses |
1 |
2 |
9 |
25 |
1 |
2 |
22 |
36 |
| Level and Volatility Factors in Macroeconomic Data |
0 |
0 |
1 |
48 |
2 |
5 |
8 |
60 |
| Looking for Evidence of Speculative Stockholding in Commodity Markets |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
136 |
| Looking for Evidence of Speculative Stockholding in Commodity Markets |
0 |
0 |
0 |
11 |
0 |
0 |
2 |
97 |
| Macro Factors in Bond Risk Premia |
1 |
1 |
4 |
398 |
2 |
4 |
12 |
1,083 |
| Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data |
3 |
4 |
14 |
27 |
5 |
10 |
37 |
48 |
| Measuring Uncertainty |
0 |
3 |
15 |
171 |
11 |
18 |
68 |
598 |
| Minimum Distance Estimation of Dynamic Models with Errors-In-Variables |
0 |
0 |
0 |
22 |
0 |
0 |
5 |
94 |
| Minimum distance estimation of possibly non-invertible moving average models |
0 |
0 |
0 |
42 |
0 |
0 |
2 |
81 |
| Nonparametric-two-Step Estimation of Unknown Regression Functions when the Regressors and the Regression Error Are not Independent |
0 |
0 |
0 |
1 |
1 |
2 |
5 |
246 |
| Nonparametric-two-Step Estimation of Unknown Regression Functions when the Regressors and the Regression Error Are not Independent |
0 |
0 |
0 |
31 |
0 |
0 |
1 |
128 |
| Opportunities and Challenges: Lessons from Analyzing Terabytes of Scanner Data |
0 |
1 |
2 |
64 |
1 |
4 |
11 |
62 |
| PPP May not Hold After all: A Further Investigation |
0 |
0 |
0 |
278 |
3 |
6 |
21 |
911 |
| PPP May not Hold Afterall: A Further Investigation |
0 |
0 |
0 |
17 |
1 |
4 |
8 |
263 |
| Panel Cointegration with Global Stochastic Trends |
0 |
0 |
0 |
468 |
1 |
6 |
26 |
1,007 |
| Parametric and Non-Parametric Approaches to Price and Tax Reform |
0 |
0 |
0 |
120 |
0 |
0 |
3 |
920 |
| Parametric and Nonparametric Approaches to Price and Tax Reform |
0 |
0 |
0 |
12 |
0 |
0 |
4 |
185 |
| Parametric and Nonparametric Approaches to Price and Tax Reform |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
443 |
| Parametric and non-parametric approaches to price and tax reform |
0 |
0 |
0 |
327 |
0 |
0 |
4 |
1,893 |
| Principal Components and Regularized Estimation of Factor Models |
1 |
1 |
9 |
74 |
1 |
1 |
17 |
137 |
| Shock Restricted Structural Vector-Autoregressions |
0 |
1 |
10 |
125 |
1 |
7 |
31 |
143 |
| Simpler Proofs for Approximate Factor Models of Large Dimensions |
1 |
4 |
39 |
39 |
2 |
7 |
21 |
21 |
| Sketching for Two-Stage Least Squares Estimation |
0 |
0 |
14 |
14 |
1 |
2 |
9 |
9 |
| Testing for ARCH in the Presence of a Possibly Misspecified Conditional Mean |
0 |
0 |
0 |
444 |
0 |
0 |
7 |
1,817 |
| Testing for Homogeneity in Demand Systems when the Regressors Are Non-Stationary |
0 |
1 |
2 |
25 |
2 |
3 |
10 |
126 |
| Testing for Homogeneity in Demand Systems when the Regressors Are Non-Stationary |
0 |
0 |
0 |
2 |
1 |
1 |
7 |
1,489 |
| Tests for Skewness, Kurtosis, and Normality for Time Series Data |
0 |
0 |
5 |
4,573 |
6 |
19 |
64 |
19,759 |
| The ABC of Simulation Estimation with Auxiliary Statistics |
1 |
1 |
2 |
6 |
1 |
3 |
4 |
21 |
| The Empirical Risk-Return Relation: A Factor Analysis Approach |
0 |
0 |
2 |
576 |
1 |
2 |
17 |
1,582 |
| The Empirical Risk-Return Relation: a factor analysis approach |
1 |
1 |
5 |
272 |
4 |
6 |
25 |
764 |
| The Exact Error in Estimating the Special Density at the Origin |
0 |
0 |
0 |
22 |
1 |
1 |
6 |
82 |
| The Exact Error in Estimating the Special Density at the Origin |
0 |
0 |
0 |
0 |
1 |
1 |
8 |
331 |
| The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information |
0 |
0 |
0 |
0 |
3 |
3 |
7 |
237 |
| The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information |
0 |
0 |
0 |
11 |
1 |
3 |
9 |
83 |
| The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
196 |
| Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? |
2 |
7 |
35 |
159 |
14 |
33 |
133 |
464 |
| Understanding and Comparing Factor-Based Forecasts |
0 |
1 |
1 |
198 |
1 |
3 |
9 |
503 |
| Understanding and Comparing Factor-Based Forecasts |
0 |
0 |
2 |
96 |
2 |
4 |
15 |
270 |
| Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag |
0 |
0 |
0 |
1 |
2 |
6 |
17 |
978 |
| Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag |
0 |
1 |
1 |
254 |
1 |
4 |
11 |
668 |
| Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties |
0 |
0 |
0 |
1 |
1 |
2 |
10 |
332 |
| Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties |
0 |
2 |
4 |
67 |
2 |
5 |
18 |
267 |
| Total Working Papers |
42 |
106 |
455 |
23,454 |
197 |
470 |
1,860 |
96,476 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Note on the Selection of Time Series Models |
0 |
0 |
2 |
245 |
1 |
2 |
14 |
611 |
| A PANIC Attack on Unit Roots and Cointegration |
0 |
0 |
1 |
1,031 |
3 |
8 |
47 |
3,008 |
| A Semiparametric Factor Model Of Interest Rates And Tests Of The Affine Term Structure |
0 |
0 |
0 |
71 |
0 |
1 |
1 |
330 |
| A Simple Test for Nonstationarity in Mixed Panels |
0 |
0 |
1 |
26 |
0 |
1 |
5 |
101 |
| A consistent test for conditional symmetry in time series models |
0 |
0 |
0 |
55 |
0 |
0 |
5 |
195 |
| A hierarchical factor analysis of U.S. housing market dynamics |
0 |
0 |
0 |
0 |
1 |
2 |
7 |
38 |
| A hierarchical factor analysis of U.S. housing market dynamics |
1 |
3 |
7 |
113 |
2 |
6 |
16 |
318 |
| A systematic framework for analyzing the dynamic effects of permanent and transitory shocks |
0 |
0 |
2 |
314 |
1 |
6 |
17 |
670 |
| AN AUTOREGRESSIVE SPECTRAL DENSITY ESTIMATOR AT FREQUENCY ZERO FOR NONSTATIONARITY TESTS |
0 |
1 |
1 |
81 |
1 |
2 |
3 |
199 |
| ANALYSIS OF VECTOR AUTOREGRESSIONS IN THE PRESENCE OF SHIFTS IN MEAN |
0 |
0 |
1 |
71 |
0 |
0 |
5 |
247 |
| Are more data always better for factor analysis? |
2 |
5 |
16 |
393 |
7 |
23 |
83 |
1,236 |
| Boosting diffusion indices |
0 |
0 |
0 |
103 |
0 |
0 |
4 |
379 |
| Can sticky prices account for the variations and persistence in real exchange rates? |
0 |
0 |
0 |
36 |
0 |
1 |
4 |
116 |
| Commodity Prices, Convenience Yields, and Inflation |
1 |
3 |
6 |
79 |
2 |
13 |
32 |
318 |
| Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions |
0 |
1 |
4 |
180 |
1 |
8 |
26 |
656 |
| Constructing Common Factors from Continuous and Categorical Data |
0 |
0 |
0 |
2 |
0 |
1 |
4 |
30 |
| Demand Systems with Nonstationary Prices |
0 |
0 |
0 |
47 |
1 |
3 |
10 |
234 |
| Detecting Information Pooling: Evidence from Earnings Forecasts after Brokerage Mergers |
0 |
0 |
0 |
12 |
0 |
0 |
6 |
133 |
| Determining the Number of Factors in Approximate Factor Models |
0 |
0 |
4 |
1,297 |
13 |
43 |
104 |
4,742 |
| Determining the Number of Primitive Shocks in Factor Models |
3 |
8 |
23 |
348 |
5 |
13 |
47 |
763 |
| Dynamic Hierarchical Factor Model |
1 |
6 |
15 |
118 |
4 |
14 |
51 |
624 |
| Dynamic Identification of Dynamic Stochastic General Equilibrium Models |
0 |
0 |
4 |
95 |
2 |
7 |
31 |
309 |
| ESTIMATORS FOR PERSISTENT AND POSSIBLY NONSTATIONARY DATA WITH CLASSICAL PROPERTIES |
0 |
0 |
0 |
14 |
2 |
4 |
9 |
120 |
| Editors' Report 2006 |
0 |
0 |
0 |
2 |
1 |
1 |
5 |
48 |
| Editors' Report 2007 |
0 |
0 |
0 |
11 |
0 |
1 |
2 |
60 |
| Editors' Report 2008 |
0 |
0 |
0 |
7 |
0 |
0 |
2 |
51 |
| Editors’ Report 2009 |
0 |
1 |
1 |
6 |
0 |
1 |
4 |
49 |
| Estimating the rational expectations model of speculative storage: A Monte Carlo comparison of three simulation estimators |
0 |
2 |
3 |
83 |
0 |
5 |
21 |
333 |
| Estimation and inference in nearly unbalanced nearly cointegrated systems |
0 |
0 |
1 |
90 |
2 |
3 |
14 |
268 |
| Estimation of DSGE models when the data are persistent |
1 |
2 |
3 |
112 |
3 |
6 |
19 |
472 |
| Estimation of Panel Data Models with Parameter Heterogeneity when Group Membership is Unknown |
1 |
2 |
5 |
20 |
3 |
7 |
24 |
117 |
| Evaluating latent and observed factors in macroeconomics and finance |
1 |
1 |
5 |
333 |
3 |
4 |
21 |
778 |
| Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation |
0 |
0 |
0 |
1 |
0 |
1 |
12 |
499 |
| Explaining the Persistence of Commodity Prices |
0 |
0 |
0 |
142 |
1 |
3 |
13 |
448 |
| Extremum Estimation when the Predictors are Estimated from Large Panels |
0 |
0 |
2 |
37 |
0 |
0 |
6 |
236 |
| FRED-MD: A Monthly Database for Macroeconomic Research |
0 |
2 |
10 |
23 |
9 |
22 |
49 |
108 |
| Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling |
2 |
4 |
8 |
247 |
5 |
21 |
48 |
764 |
| Forecasting autoregressive time series in the presence of deterministic components |
0 |
0 |
1 |
83 |
0 |
1 |
5 |
525 |
| Forecasting economic time series using targeted predictors |
7 |
21 |
102 |
595 |
21 |
51 |
237 |
1,452 |
| INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT |
1 |
1 |
2 |
97 |
2 |
4 |
12 |
234 |
| Intergenerational Linkages in Consumption Behavior |
0 |
0 |
3 |
46 |
0 |
0 |
7 |
190 |
| Intergenerational Time Transfers and Childcare |
1 |
1 |
2 |
135 |
1 |
4 |
13 |
562 |
| LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power |
0 |
0 |
3 |
1,132 |
2 |
12 |
61 |
3,070 |
| Large Dimensional Factor Analysis |
0 |
0 |
7 |
93 |
2 |
5 |
28 |
264 |
| Level and volatility factors in macroeconomic data |
0 |
1 |
6 |
27 |
2 |
5 |
17 |
89 |
| Looking for evidence of speculative stockholding in commodity markets |
0 |
0 |
0 |
37 |
1 |
2 |
14 |
155 |
| MEASUREMENT ERRORS IN DYNAMIC MODELS |
0 |
0 |
1 |
14 |
0 |
1 |
6 |
54 |
| Macro Factors in Bond Risk Premia |
1 |
2 |
5 |
107 |
6 |
12 |
46 |
525 |
| Measuring Uncertainty |
3 |
12 |
46 |
266 |
15 |
44 |
194 |
1,016 |
| Minimum Distance Estimation of Possibly Noninvertible Moving Average Models |
0 |
0 |
0 |
4 |
0 |
0 |
3 |
24 |
| PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION |
1 |
1 |
2 |
97 |
1 |
3 |
8 |
233 |
| PPP May not Hold Afterall: A Further Investigation |
0 |
0 |
1 |
41 |
3 |
4 |
10 |
272 |
| Panel cointegration with global stochastic trends |
1 |
1 |
11 |
282 |
2 |
6 |
37 |
709 |
| Principal components estimation and identification of static factors |
0 |
1 |
7 |
122 |
1 |
8 |
31 |
378 |
| Rank regularized estimation of approximate factor models |
0 |
0 |
15 |
19 |
2 |
7 |
50 |
59 |
| Review of Coint 2.0 |
0 |
0 |
1 |
279 |
0 |
0 |
2 |
713 |
| Selecting Instrumental Variables in a Data Rich Environment |
0 |
0 |
8 |
167 |
2 |
7 |
36 |
455 |
| Simulated minimum distance estimation of dynamic models with errors-in-variables |
0 |
0 |
2 |
12 |
3 |
3 |
16 |
117 |
| THE EXACT ERROR IN ESTIMATING THE SPECTRAL DENSITY AT THE ORIGIN |
0 |
0 |
1 |
1 |
1 |
1 |
4 |
7 |
| Testing Cross-Section Correlation in Panel Data Using Spacings |
0 |
0 |
1 |
140 |
1 |
1 |
4 |
457 |
| Testing for ARCH in the presence of a possibly misspecified conditional mean |
0 |
1 |
5 |
45 |
0 |
3 |
19 |
211 |
| Testing for Homogeneity in Demand Systems When the Regressors Are Nonstationary |
0 |
0 |
0 |
189 |
1 |
2 |
5 |
815 |
| Testing for unit roots in flow data sampled at different frequencies |
0 |
0 |
0 |
16 |
0 |
1 |
2 |
103 |
| Tests for Skewness, Kurtosis, and Normality for Time Series Data |
0 |
1 |
6 |
280 |
2 |
4 |
26 |
785 |
| The ABC of simulation estimation with auxiliary statistics |
0 |
0 |
3 |
7 |
1 |
3 |
26 |
51 |
| The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information |
0 |
0 |
1 |
38 |
1 |
3 |
6 |
341 |
| The empirical risk-return relation: A factor analysis approach |
2 |
5 |
19 |
358 |
8 |
20 |
68 |
887 |
| Understanding and Comparing Factor-Based Forecasts |
1 |
1 |
7 |
175 |
6 |
9 |
36 |
553 |
| Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties |
1 |
4 |
18 |
326 |
6 |
16 |
53 |
920 |
| Viewpoint: Boosting Recessions |
0 |
2 |
5 |
5 |
0 |
3 |
10 |
10 |
| Viewpoint: Boosting Recessions |
0 |
1 |
14 |
73 |
3 |
25 |
60 |
226 |
| Total Journal Articles |
32 |
97 |
430 |
11,153 |
169 |
503 |
1,923 |
36,070 |
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