| 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 |
2 |
188 |
4 |
7 |
11 |
501 |
| A Machine Learning Analysis of Seasonal and Cyclical Sales in Weekly Scanner Data |
0 |
0 |
0 |
54 |
1 |
2 |
4 |
80 |
| A New Look at Panel Testing of Stationarity and the PPP Hypothesis |
0 |
0 |
0 |
87 |
2 |
3 |
5 |
600 |
| A New Look at Panel Testing of Stationarity and the PPP Hypothesis |
0 |
0 |
1 |
491 |
4 |
5 |
7 |
1,355 |
| A Note on the Selection of Time Series Models |
0 |
0 |
0 |
1,103 |
1 |
4 |
5 |
2,340 |
| A PANIC Attack on Unit Roots and Cointegration |
0 |
0 |
1 |
894 |
1 |
2 |
5 |
2,521 |
| A Panic Attack on Unit Roots and Cointegration |
0 |
0 |
0 |
158 |
6 |
6 |
10 |
1,100 |
| A Semi-Parametric Factor Model for Interest Rates |
0 |
0 |
0 |
347 |
3 |
6 |
7 |
2,304 |
| A Semi-Parametric Factor Model for Interest Rates |
0 |
0 |
0 |
0 |
2 |
6 |
9 |
774 |
| A Semi-Parametric Factor Model for Interest Rates |
0 |
0 |
0 |
10 |
2 |
6 |
7 |
262 |
| A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure |
0 |
0 |
0 |
354 |
0 |
0 |
3 |
1,442 |
| A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure |
0 |
0 |
0 |
298 |
2 |
4 |
8 |
2,751 |
| A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
656 |
| A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks |
0 |
0 |
0 |
152 |
3 |
5 |
6 |
423 |
| A Test for Conditional Symmetry in Time Series Models |
1 |
1 |
1 |
471 |
3 |
4 |
5 |
2,025 |
| A systematic framework for analyzing the dynamic effects of permanent and transitory shocks |
0 |
0 |
3 |
16 |
1 |
6 |
10 |
82 |
| Accounting for Trends in the Almost Ideal Demand System |
0 |
0 |
0 |
615 |
2 |
2 |
5 |
2,493 |
| Adjustment Costs and Factor Demands in Canadian Manufacturing Industries |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
283 |
| Adjustment Costs and Factor Demands in Canadian Manufacturing Industries |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
146 |
| An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests |
0 |
0 |
0 |
0 |
0 |
3 |
4 |
1,248 |
| An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests |
0 |
0 |
0 |
76 |
1 |
2 |
3 |
375 |
| An Econometric Perspective on Algorithmic Subsampling |
0 |
0 |
0 |
29 |
3 |
3 |
4 |
40 |
| An econometric perspective on algorithmic subsampling |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
6 |
| Analysis of Vector Autoregressions in the Presence of Shifts in Mean |
0 |
0 |
0 |
347 |
3 |
3 |
6 |
1,504 |
| Approximate Factor Models with Weaker Loadings |
0 |
0 |
2 |
62 |
3 |
6 |
13 |
71 |
| Are More Data Always Better for Factor Analysis? |
0 |
0 |
1 |
387 |
2 |
11 |
18 |
1,147 |
| Assessing Three Estimators of Latent Factors with Calibrated Macroeconomic Data |
0 |
0 |
0 |
0 |
0 |
3 |
6 |
144 |
| Boosting High Dimensional Predictive Regressions with Time Varying Parameters |
0 |
0 |
1 |
62 |
2 |
3 |
8 |
74 |
| COVID-19 and The Macroeconomic Effects of Costly Disasters |
1 |
1 |
5 |
223 |
3 |
10 |
19 |
731 |
| Can Sticky Prices Account for the Variations and Persistence in Real Exchange Rates? |
0 |
0 |
0 |
66 |
0 |
2 |
3 |
348 |
| Confidence Intervals for Diffusion Index Forecasts with a Large Number of Predictor |
0 |
1 |
1 |
221 |
1 |
2 |
5 |
508 |
| Constructing High Frequency Economic Indicators by Imputation |
0 |
0 |
3 |
32 |
3 |
5 |
15 |
53 |
| Demand Systems With Nonstationary Prices |
0 |
0 |
0 |
338 |
2 |
2 |
3 |
1,153 |
| Determining the Number of Factors in Approximate Factor Models |
0 |
0 |
4 |
404 |
0 |
13 |
22 |
1,175 |
| Determining the Number of Factors in Approximate Factor Models |
3 |
5 |
21 |
1,473 |
13 |
40 |
90 |
4,779 |
| Dynamic hierarchical factor models |
1 |
1 |
3 |
183 |
2 |
4 |
12 |
657 |
| Estimating the Rational Expectations Model of Speculative Storage: A Monte Carlo Comparison of Three Simulation Estimators |
0 |
0 |
0 |
386 |
2 |
5 |
8 |
2,392 |
| Estimating the rational expectations model of speculative storage: a Monte Carlo comparison of three simulation estimators |
0 |
0 |
0 |
15 |
3 |
7 |
8 |
97 |
| Estimation and Inference by Stochastic Optimization: Three Examples |
0 |
0 |
2 |
19 |
0 |
4 |
9 |
30 |
| Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems |
0 |
0 |
0 |
1 |
5 |
5 |
7 |
234 |
| Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems |
0 |
0 |
0 |
40 |
1 |
2 |
2 |
160 |
| Estimation of DSGE Models When the Data are Persistent |
0 |
0 |
1 |
143 |
1 |
2 |
5 |
431 |
| Estimators for Persistent and Possibly Non-Stationary Data with Classical Properties |
0 |
0 |
1 |
40 |
1 |
3 |
5 |
155 |
| Evaluating Latent and Observed Factors in Macroeconomics and Financ |
0 |
0 |
1 |
541 |
6 |
7 |
8 |
1,379 |
| Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation |
0 |
0 |
0 |
157 |
1 |
6 |
7 |
1,103 |
| Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation |
0 |
0 |
0 |
0 |
1 |
4 |
5 |
186 |
| Excess Sensitivity and Asymmetries in Consumption: an Empirical Investigation |
0 |
0 |
0 |
21 |
1 |
2 |
3 |
139 |
| Explaining the Persistence of Commodity Prices |
0 |
0 |
0 |
111 |
2 |
2 |
4 |
432 |
| Explaining the Persistence of Commodity Prices |
0 |
0 |
0 |
708 |
1 |
1 |
1 |
3,908 |
| FRED-MD: A Monthly Database for Macroeconomic Research |
2 |
7 |
28 |
274 |
19 |
46 |
128 |
965 |
| FRED-QD: A Quarterly Database for Macroeconomic Research |
0 |
0 |
2 |
31 |
2 |
5 |
12 |
134 |
| FRED-QD: A Quarterly Database for Macroeconomic Research |
0 |
0 |
1 |
61 |
2 |
8 |
13 |
105 |
| Factor-Based Imputation of Missing Values and Covariances in Panel Data of Large Dimensions |
0 |
0 |
3 |
44 |
0 |
3 |
8 |
88 |
| Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling |
0 |
0 |
0 |
136 |
2 |
8 |
11 |
340 |
| Forecasting Autoregressive Time Series in the Presence of Deterministic Components |
0 |
0 |
0 |
25 |
1 |
2 |
2 |
109 |
| Forecasting Dynamic Time Series in the Presence of Deterministic Components |
0 |
0 |
1 |
443 |
3 |
6 |
10 |
2,030 |
| How Important Are Intergenerational Transfers of Time? A Macroeconomic Analysis |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
237 |
| How Important Are Intergenerational Transfers of Time? a Macroeconomic Analysis |
0 |
0 |
0 |
40 |
0 |
0 |
1 |
216 |
| How Important are Intergenerational Transfers of Time? A Macroeconomic Analysis |
0 |
0 |
0 |
175 |
1 |
3 |
3 |
1,305 |
| Imputation of Counterfactual Outcomes when the Errors are Predictable |
1 |
1 |
2 |
14 |
1 |
4 |
5 |
15 |
| Inference by Stochastic Optimization: A Free-Lunch Bootstrap |
1 |
1 |
1 |
19 |
1 |
2 |
5 |
36 |
| Intergenerational Linkages in Consumption Behavior |
1 |
1 |
1 |
323 |
3 |
8 |
13 |
1,709 |
| Intergenerational Linkages in Consumption Behavior |
0 |
0 |
0 |
209 |
1 |
3 |
5 |
930 |
| Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power |
1 |
3 |
7 |
1,970 |
13 |
22 |
37 |
6,095 |
| Latent Dirichlet Analysis of Categorical Survey Expectations |
0 |
0 |
1 |
5 |
1 |
3 |
6 |
33 |
| Latent Dirichlet Analysis of Categorical Survey Responses |
0 |
0 |
0 |
29 |
1 |
3 |
6 |
59 |
| Least Squares Estimation Using Sketched Data with Heteroskedastic Errors |
0 |
0 |
0 |
20 |
2 |
4 |
7 |
43 |
| Level and Volatility Factors in Macroeconomic Data |
0 |
0 |
1 |
52 |
4 |
5 |
10 |
87 |
| Looking for Evidence of Speculative Stockholding in Commodity Markets |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
141 |
| Looking for Evidence of Speculative Stockholding in Commodity Markets |
0 |
0 |
0 |
11 |
0 |
3 |
4 |
107 |
| Macro Factors in Bond Risk Premia |
1 |
1 |
4 |
409 |
4 |
4 |
10 |
1,142 |
| Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data |
0 |
0 |
0 |
64 |
0 |
4 |
10 |
166 |
| Measuring Uncertainty |
0 |
1 |
4 |
204 |
4 |
8 |
24 |
866 |
| Minimum Distance Estimation of Dynamic Models with Errors-In-Variables |
0 |
0 |
0 |
22 |
3 |
4 |
6 |
106 |
| Minimum distance estimation of possibly non-invertible moving average models |
0 |
0 |
0 |
42 |
1 |
1 |
1 |
92 |
| Modeling Macroeconomic Variations After COVID-19 |
0 |
0 |
5 |
59 |
2 |
5 |
23 |
159 |
| Modeling Macroeconomic Variations after Covid-19 |
0 |
1 |
4 |
74 |
2 |
5 |
20 |
161 |
| Nonparametric-two-Step Estimation of Unknown Regression Functions when the Regressors and the Regression Error Are not Independent |
0 |
0 |
1 |
33 |
0 |
1 |
3 |
135 |
| Nonparametric-two-Step Estimation of Unknown Regression Functions when the Regressors and the Regression Error Are not Independent |
0 |
0 |
0 |
1 |
2 |
3 |
4 |
264 |
| Opportunities and Challenges: Lessons from Analyzing Terabytes of Scanner Data |
0 |
0 |
0 |
67 |
0 |
1 |
2 |
85 |
| PPP May not Hold After all: A Further Investigation |
0 |
0 |
0 |
278 |
1 |
2 |
2 |
937 |
| PPP May not Hold Afterall: A Further Investigation |
0 |
0 |
0 |
18 |
2 |
3 |
5 |
334 |
| Panel Cointegration with Global Stochastic Trends |
0 |
0 |
0 |
471 |
6 |
8 |
14 |
1,058 |
| Parametric and Non-Parametric Approaches to Price and Tax Reform |
0 |
0 |
0 |
120 |
0 |
0 |
1 |
927 |
| Parametric and Nonparametric Approaches to Price and Tax Reform |
0 |
0 |
0 |
12 |
0 |
0 |
1 |
188 |
| Parametric and Nonparametric Approaches to Price and Tax Reform |
0 |
0 |
0 |
0 |
2 |
2 |
3 |
448 |
| Parametric and non-parametric approaches to price and tax reform |
0 |
0 |
0 |
327 |
2 |
4 |
4 |
1,906 |
| Principal Components and Regularized Estimation of Factor Models |
0 |
1 |
3 |
86 |
4 |
9 |
14 |
185 |
| Shock Restricted Structural Vector-Autoregressions |
0 |
0 |
0 |
142 |
2 |
7 |
10 |
207 |
| Simpler Proofs for Approximate Factor Models of Large Dimensions |
1 |
1 |
4 |
54 |
1 |
4 |
9 |
70 |
| Skewed Fluctuations and Propagation Through Production Networks |
0 |
0 |
9 |
9 |
3 |
10 |
24 |
24 |
| Testing for ARCH in the Presence of a Possibly Misspecified Conditional Mean |
0 |
0 |
0 |
445 |
4 |
5 |
7 |
1,831 |
| Testing for Homogeneity in Demand Systems when the Regressors Are Non-Stationary |
0 |
0 |
0 |
2 |
3 |
5 |
6 |
1,505 |
| Testing for Homogeneity in Demand Systems when the Regressors Are Non-Stationary |
0 |
0 |
0 |
25 |
1 |
2 |
3 |
134 |
| Tests for Skewness, Kurtosis, and Normality for Time Series Data |
0 |
2 |
5 |
4,596 |
2 |
11 |
22 |
19,894 |
| The ABC of Simulation Estimation with Auxiliary Statistics |
0 |
0 |
0 |
6 |
3 |
6 |
9 |
37 |
| The Economic Impact of Low- and High-Frequency Temperature Changes |
0 |
0 |
8 |
8 |
2 |
5 |
20 |
20 |
| The Empirical Risk-Return Relation: A Factor Analysis Approach |
0 |
0 |
0 |
580 |
1 |
3 |
6 |
1,609 |
| The Empirical Risk-Return Relation: a factor analysis approach |
0 |
0 |
1 |
278 |
1 |
5 |
7 |
799 |
| The Exact Error in Estimating the Special Density at the Origin |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
341 |
| The Exact Error in Estimating the Special Density at the Origin |
0 |
0 |
0 |
22 |
2 |
2 |
2 |
85 |
| The Return to Adaptation in a Changing Climate |
1 |
2 |
10 |
10 |
4 |
7 |
21 |
21 |
| The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information |
0 |
0 |
0 |
0 |
1 |
3 |
3 |
244 |
| The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information |
0 |
0 |
0 |
0 |
2 |
2 |
4 |
202 |
| The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information |
0 |
0 |
0 |
11 |
0 |
2 |
2 |
85 |
| Time Series Estimation of the Dynamic Effects of Disaster-Type Shock |
0 |
0 |
1 |
34 |
0 |
2 |
8 |
43 |
| Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? |
0 |
1 |
2 |
211 |
2 |
10 |
18 |
697 |
| Understanding and Comparing Factor-Based Forecasts |
0 |
0 |
0 |
200 |
6 |
8 |
12 |
535 |
| Understanding and Comparing Factor-Based Forecasts |
0 |
0 |
0 |
97 |
2 |
4 |
6 |
289 |
| Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag |
0 |
0 |
0 |
1 |
1 |
4 |
8 |
1,027 |
| Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag |
0 |
0 |
0 |
259 |
2 |
7 |
9 |
692 |
| Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties |
0 |
0 |
0 |
68 |
1 |
2 |
6 |
290 |
| Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties |
0 |
0 |
0 |
1 |
1 |
2 |
4 |
355 |
| Total Working Papers |
15 |
33 |
163 |
24,554 |
244 |
558 |
1,081 |
101,776 |
| 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 |
3 |
260 |
2 |
4 |
9 |
648 |
| A PANIC Attack on Unit Roots and Cointegration |
0 |
0 |
1 |
1,043 |
5 |
13 |
21 |
3,115 |
| A Semiparametric Factor Model Of Interest Rates And Tests Of The Affine Term Structure |
0 |
1 |
1 |
72 |
0 |
3 |
5 |
337 |
| A Simple Test for Nonstationarity in Mixed Panels |
0 |
0 |
0 |
27 |
2 |
4 |
6 |
124 |
| A consistent test for conditional symmetry in time series models |
0 |
0 |
1 |
58 |
2 |
3 |
6 |
219 |
| A hierarchical factor analysis of U.S. housing market dynamics |
0 |
0 |
0 |
3 |
0 |
1 |
2 |
55 |
| A hierarchical factor analysis of U.S. housing market dynamics |
0 |
0 |
0 |
117 |
3 |
6 |
7 |
346 |
| A systematic framework for analyzing the dynamic effects of permanent and transitory shocks |
0 |
1 |
3 |
349 |
1 |
9 |
17 |
774 |
| AN AUTOREGRESSIVE SPECTRAL DENSITY ESTIMATOR AT FREQUENCY ZERO FOR NONSTATIONARITY TESTS |
0 |
0 |
1 |
82 |
2 |
4 |
6 |
207 |
| ANALYSIS OF VECTOR AUTOREGRESSIONS IN THE PRESENCE OF SHIFTS IN MEAN |
0 |
0 |
1 |
77 |
0 |
0 |
3 |
264 |
| An Econometric Perspective on Algorithmic Subsampling |
0 |
0 |
2 |
4 |
0 |
0 |
3 |
23 |
| Approximate factor models with weaker loadings |
0 |
0 |
2 |
3 |
5 |
12 |
22 |
32 |
| Are more data always better for factor analysis? |
0 |
0 |
7 |
482 |
4 |
9 |
29 |
1,493 |
| Boosting diffusion indices |
0 |
0 |
1 |
114 |
2 |
7 |
10 |
419 |
| Boosting high dimensional predictive regressions with time varying parameters |
0 |
0 |
1 |
13 |
0 |
2 |
6 |
48 |
| COVID-19 and the Costs of Deadly Disasters |
0 |
0 |
0 |
31 |
3 |
6 |
8 |
69 |
| Can sticky prices account for the variations and persistence in real exchange rates? |
0 |
0 |
0 |
37 |
0 |
0 |
0 |
122 |
| Commodity Prices, Convenience Yields, and Inflation |
0 |
1 |
2 |
120 |
6 |
7 |
21 |
452 |
| Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions |
0 |
0 |
1 |
200 |
4 |
13 |
16 |
741 |
| Constructing Common Factors from Continuous and Categorical Data |
0 |
0 |
0 |
3 |
1 |
2 |
8 |
46 |
| Constructing high frequency economic indicators by imputation |
2 |
3 |
5 |
5 |
4 |
8 |
18 |
19 |
| Demand Systems with Nonstationary Prices |
0 |
0 |
0 |
50 |
3 |
4 |
6 |
261 |
| Detecting Information Pooling: Evidence from Earnings Forecasts after Brokerage Mergers |
0 |
0 |
0 |
14 |
0 |
3 |
4 |
140 |
| Determining the Number of Factors in Approximate Factor Models |
0 |
0 |
0 |
1,297 |
11 |
48 |
74 |
5,091 |
| Determining the Number of Primitive Shocks in Factor Models |
0 |
0 |
0 |
383 |
3 |
6 |
11 |
867 |
| Dynamic Hierarchical Factor Model |
0 |
0 |
4 |
157 |
3 |
13 |
27 |
772 |
| Dynamic Identification of Dynamic Stochastic General Equilibrium Models |
0 |
1 |
1 |
103 |
15 |
17 |
21 |
361 |
| ESTIMATORS FOR PERSISTENT AND POSSIBLY NONSTATIONARY DATA WITH CLASSICAL PROPERTIES |
0 |
0 |
0 |
14 |
0 |
2 |
3 |
133 |
| Editors' Report 2006 |
0 |
0 |
0 |
3 |
0 |
2 |
3 |
55 |
| Editors' Report 2007 |
0 |
0 |
0 |
11 |
0 |
3 |
4 |
69 |
| Editors' Report 2008 |
0 |
0 |
0 |
8 |
0 |
1 |
3 |
58 |
| Editors’ Report 2009 |
0 |
0 |
0 |
6 |
0 |
1 |
2 |
54 |
| Estimating the rational expectations model of speculative storage: A Monte Carlo comparison of three simulation estimators |
0 |
0 |
0 |
98 |
1 |
4 |
4 |
387 |
| Estimation and Inference by Stochastic Optimization: Three Examples |
0 |
0 |
0 |
1 |
3 |
4 |
6 |
20 |
| Estimation and inference in nearly unbalanced nearly cointegrated systems |
0 |
0 |
1 |
91 |
0 |
1 |
4 |
287 |
| Estimation of DSGE models when the data are persistent |
0 |
0 |
0 |
121 |
1 |
2 |
4 |
502 |
| Estimation of Panel Data Models with Parameter Heterogeneity when Group Membership is Unknown |
0 |
0 |
1 |
35 |
1 |
7 |
10 |
175 |
| Evaluating latent and observed factors in macroeconomics and finance |
2 |
2 |
6 |
373 |
9 |
13 |
28 |
900 |
| Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation |
0 |
0 |
0 |
1 |
4 |
5 |
9 |
524 |
| Explaining the Persistence of Commodity Prices |
0 |
0 |
0 |
144 |
1 |
1 |
5 |
473 |
| Extremum Estimation when the Predictors are Estimated from Large Panels |
0 |
0 |
0 |
41 |
4 |
4 |
8 |
261 |
| FRED-MD: A Monthly Database for Macroeconomic Research |
9 |
24 |
80 |
425 |
25 |
72 |
269 |
1,374 |
| FRED-QD: A Quarterly Database for Macroeconomic Research |
0 |
1 |
14 |
63 |
22 |
44 |
131 |
491 |
| Factor-based imputation of missing values and covariances in panel data of large dimensions |
0 |
0 |
1 |
6 |
2 |
4 |
11 |
44 |
| Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling |
0 |
0 |
2 |
269 |
0 |
4 |
14 |
841 |
| Forecasting autoregressive time series in the presence of deterministic components |
0 |
0 |
0 |
83 |
2 |
3 |
4 |
529 |
| Forecasting economic time series using targeted predictors |
2 |
6 |
35 |
863 |
14 |
32 |
133 |
2,193 |
| INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT |
0 |
0 |
4 |
113 |
4 |
5 |
12 |
282 |
| Imputation of Counterfactual Outcomes when the Errors are Predictable |
0 |
0 |
1 |
2 |
1 |
2 |
6 |
10 |
| Imputation of Counterfactual Outcomes when the Errors are Predictable: Rejoinder |
0 |
0 |
0 |
1 |
1 |
3 |
6 |
7 |
| Intergenerational Linkages in Consumption Behavior |
0 |
0 |
2 |
50 |
3 |
5 |
12 |
221 |
| Intergenerational Time Transfers and Childcare |
0 |
0 |
1 |
158 |
3 |
9 |
13 |
651 |
| LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power |
0 |
0 |
0 |
1,132 |
8 |
17 |
26 |
3,201 |
| Large Dimensional Factor Analysis |
3 |
6 |
16 |
162 |
8 |
21 |
87 |
486 |
| Latent Dirichlet Analysis of Categorical Survey Responses |
0 |
0 |
1 |
8 |
0 |
2 |
8 |
25 |
| Level and volatility factors in macroeconomic data |
0 |
0 |
0 |
28 |
2 |
3 |
11 |
117 |
| Looking for evidence of speculative stockholding in commodity markets |
0 |
0 |
0 |
37 |
0 |
1 |
3 |
161 |
| MEASUREMENT ERRORS IN DYNAMIC MODELS |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
63 |
| Macro Factors in Bond Risk Premia |
0 |
0 |
5 |
146 |
4 |
7 |
33 |
709 |
| Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data |
1 |
1 |
3 |
14 |
9 |
11 |
25 |
60 |
| Measuring Uncertainty |
6 |
8 |
26 |
431 |
21 |
34 |
138 |
1,840 |
| Minimum Distance Estimation of Possibly Noninvertible Moving Average Models |
0 |
0 |
0 |
4 |
0 |
3 |
3 |
33 |
| PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION |
0 |
1 |
3 |
103 |
3 |
6 |
11 |
264 |
| PPP May not Hold Afterall: A Further Investigation |
0 |
0 |
0 |
41 |
1 |
2 |
4 |
300 |
| Panel cointegration with global stochastic trends |
0 |
1 |
2 |
306 |
6 |
12 |
17 |
812 |
| Principal components estimation and identification of static factors |
0 |
0 |
2 |
177 |
3 |
5 |
13 |
600 |
| Rank regularized estimation of approximate factor models |
0 |
0 |
3 |
42 |
1 |
4 |
10 |
126 |
| Review of Coint 2.0 |
0 |
0 |
0 |
279 |
0 |
1 |
1 |
715 |
| Selecting Instrumental Variables in a Data Rich Environment |
0 |
0 |
1 |
174 |
2 |
4 |
7 |
488 |
| Simulated minimum distance estimation of dynamic models with errors-in-variables |
0 |
0 |
0 |
16 |
2 |
6 |
10 |
155 |
| THE EXACT ERROR IN ESTIMATING THE SPECTRAL DENSITY AT THE ORIGIN |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
15 |
| Testing Cross-Section Correlation in Panel Data Using Spacings |
0 |
0 |
0 |
141 |
3 |
4 |
6 |
473 |
| Testing for ARCH in the presence of a possibly misspecified conditional mean |
0 |
1 |
1 |
54 |
2 |
5 |
11 |
261 |
| Testing for Homogeneity in Demand Systems When the Regressors Are Nonstationary |
0 |
0 |
0 |
191 |
0 |
3 |
4 |
830 |
| Testing for unit roots in flow data sampled at different frequencies |
0 |
0 |
0 |
17 |
1 |
2 |
5 |
114 |
| Tests for Skewness, Kurtosis, and Normality for Time Series Data |
0 |
0 |
1 |
312 |
3 |
6 |
11 |
894 |
| The ABC of simulation estimation with auxiliary statistics |
1 |
1 |
1 |
8 |
1 |
1 |
4 |
69 |
| The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information |
0 |
0 |
0 |
40 |
3 |
4 |
5 |
352 |
| The empirical risk-return relation: A factor analysis approach |
0 |
0 |
0 |
418 |
0 |
1 |
10 |
1,097 |
| Time series estimation of the dynamic effects of disaster-type shocks |
0 |
1 |
6 |
10 |
3 |
10 |
24 |
36 |
| Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? |
2 |
4 |
15 |
81 |
13 |
25 |
74 |
257 |
| Understanding and Comparing Factor-Based Forecasts |
0 |
0 |
0 |
193 |
2 |
3 |
8 |
614 |
| Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties |
0 |
0 |
4 |
355 |
1 |
7 |
18 |
1,030 |
| Viewpoint: Boosting Recessions |
0 |
2 |
4 |
114 |
4 |
9 |
21 |
337 |
| Viewpoint: Boosting Recessions |
0 |
0 |
0 |
6 |
1 |
4 |
5 |
33 |
| Total Journal Articles |
28 |
66 |
279 |
13,143 |
289 |
660 |
1,686 |
44,153 |
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