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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 |