| 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 |
1 |
1 |
2 |
188 |
1 |
3 |
7 |
497 |
| A Machine Learning Analysis of Seasonal and Cyclical Sales in Weekly Scanner Data |
0 |
0 |
0 |
54 |
0 |
1 |
3 |
79 |
| A New Look at Panel Testing of Stationarity and the PPP Hypothesis |
0 |
0 |
0 |
87 |
1 |
1 |
3 |
598 |
| A New Look at Panel Testing of Stationarity and the PPP Hypothesis |
0 |
0 |
1 |
491 |
1 |
1 |
4 |
1,351 |
| A Note on the Selection of Time Series Models |
0 |
0 |
0 |
1,103 |
2 |
3 |
4 |
2,339 |
| A PANIC Attack on Unit Roots and Cointegration |
0 |
0 |
1 |
894 |
0 |
1 |
6 |
2,520 |
| A Panic Attack on Unit Roots and Cointegration |
0 |
0 |
0 |
158 |
0 |
0 |
5 |
1,094 |
| A Semi-Parametric Factor Model for Interest Rates |
0 |
0 |
0 |
347 |
1 |
3 |
4 |
2,301 |
| A Semi-Parametric Factor Model for Interest Rates |
0 |
0 |
0 |
10 |
3 |
4 |
5 |
260 |
| A Semi-Parametric Factor Model for Interest Rates |
0 |
0 |
0 |
0 |
2 |
4 |
7 |
772 |
| A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure |
0 |
0 |
0 |
298 |
1 |
2 |
6 |
2,749 |
| 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 Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks |
0 |
0 |
0 |
152 |
2 |
2 |
3 |
420 |
| A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
656 |
| A Test for Conditional Symmetry in Time Series Models |
0 |
0 |
0 |
470 |
1 |
1 |
2 |
2,022 |
| A systematic framework for analyzing the dynamic effects of permanent and transitory shocks |
0 |
0 |
4 |
16 |
4 |
5 |
10 |
81 |
| Accounting for Trends in the Almost Ideal Demand System |
0 |
0 |
0 |
615 |
0 |
0 |
3 |
2,491 |
| Adjustment Costs and Factor Demands in Canadian Manufacturing Industries |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
146 |
| Adjustment Costs and Factor Demands in Canadian Manufacturing Industries |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
283 |
| An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests |
0 |
0 |
0 |
76 |
1 |
1 |
4 |
374 |
| An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests |
0 |
0 |
0 |
0 |
3 |
3 |
4 |
1,248 |
| An Econometric Perspective on Algorithmic Subsampling |
0 |
0 |
0 |
29 |
0 |
0 |
1 |
37 |
| An econometric perspective on algorithmic subsampling |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
| Analysis of Vector Autoregressions in the Presence of Shifts in Mean |
0 |
0 |
1 |
347 |
0 |
0 |
4 |
1,501 |
| Approximate Factor Models with Weaker Loadings |
0 |
0 |
2 |
62 |
0 |
4 |
10 |
68 |
| Are More Data Always Better for Factor Analysis? |
0 |
0 |
1 |
387 |
4 |
9 |
16 |
1,145 |
| Assessing Three Estimators of Latent Factors with Calibrated Macroeconomic Data |
0 |
0 |
0 |
0 |
2 |
4 |
6 |
144 |
| Boosting High Dimensional Predictive Regressions with Time Varying Parameters |
0 |
0 |
1 |
62 |
0 |
2 |
6 |
72 |
| COVID-19 and The Macroeconomic Effects of Costly Disasters |
0 |
0 |
5 |
222 |
5 |
7 |
21 |
728 |
| Can Sticky Prices Account for the Variations and Persistence in Real Exchange Rates? |
0 |
0 |
0 |
66 |
2 |
2 |
3 |
348 |
| Confidence Intervals for Diffusion Index Forecasts with a Large Number of Predictor |
0 |
1 |
1 |
221 |
0 |
1 |
4 |
507 |
| Constructing High Frequency Economic Indicators by Imputation |
0 |
1 |
3 |
32 |
1 |
3 |
12 |
50 |
| Demand Systems With Nonstationary Prices |
0 |
0 |
0 |
338 |
0 |
0 |
1 |
1,151 |
| Determining the Number of Factors in Approximate Factor Models |
2 |
3 |
21 |
1,470 |
15 |
29 |
85 |
4,766 |
| Determining the Number of Factors in Approximate Factor Models |
0 |
0 |
5 |
404 |
4 |
13 |
24 |
1,175 |
| Dynamic hierarchical factor models |
0 |
0 |
2 |
182 |
2 |
3 |
10 |
655 |
| Estimating the Rational Expectations Model of Speculative Storage: A Monte Carlo Comparison of Three Simulation Estimators |
0 |
0 |
0 |
386 |
2 |
3 |
6 |
2,390 |
| Estimating the rational expectations model of speculative storage: a Monte Carlo comparison of three simulation estimators |
0 |
0 |
0 |
15 |
3 |
4 |
5 |
94 |
| Estimation and Inference by Stochastic Optimization: Three Examples |
0 |
2 |
2 |
19 |
3 |
6 |
9 |
30 |
| Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
229 |
| Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems |
0 |
0 |
0 |
40 |
0 |
1 |
1 |
159 |
| Estimation of DSGE Models When the Data are Persistent |
0 |
0 |
1 |
143 |
1 |
3 |
4 |
430 |
| Estimators for Persistent and Possibly Non-Stationary Data with Classical Properties |
0 |
0 |
1 |
40 |
1 |
3 |
4 |
154 |
| Evaluating Latent and Observed Factors in Macroeconomics and Financ |
0 |
1 |
1 |
541 |
0 |
2 |
3 |
1,373 |
| Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation |
0 |
0 |
0 |
157 |
2 |
5 |
6 |
1,102 |
| Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation |
0 |
0 |
0 |
0 |
1 |
3 |
4 |
185 |
| Excess Sensitivity and Asymmetries in Consumption: an Empirical Investigation |
0 |
0 |
0 |
21 |
1 |
1 |
2 |
138 |
| Explaining the Persistence of Commodity Prices |
0 |
0 |
0 |
111 |
0 |
1 |
2 |
430 |
| Explaining the Persistence of Commodity Prices |
0 |
0 |
0 |
708 |
0 |
0 |
0 |
3,907 |
| FRED-MD: A Monthly Database for Macroeconomic Research |
3 |
7 |
28 |
272 |
9 |
41 |
121 |
946 |
| FRED-QD: A Quarterly Database for Macroeconomic Research |
0 |
0 |
2 |
31 |
2 |
3 |
11 |
132 |
| FRED-QD: A Quarterly Database for Macroeconomic Research |
0 |
0 |
1 |
61 |
2 |
7 |
12 |
103 |
| Factor-Based Imputation of Missing Values and Covariances in Panel Data of Large Dimensions |
0 |
1 |
3 |
44 |
0 |
4 |
9 |
88 |
| Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling |
0 |
0 |
0 |
136 |
4 |
6 |
9 |
338 |
| Forecasting Autoregressive Time Series in the Presence of Deterministic Components |
0 |
0 |
0 |
25 |
1 |
1 |
1 |
108 |
| Forecasting Dynamic Time Series in the Presence of Deterministic Components |
0 |
0 |
1 |
443 |
3 |
3 |
7 |
2,027 |
| How Important Are Intergenerational Transfers of Time? A Macroeconomic Analysis |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
236 |
| How Important Are Intergenerational Transfers of Time? a Macroeconomic Analysis |
0 |
0 |
0 |
40 |
0 |
1 |
1 |
216 |
| How Important are Intergenerational Transfers of Time? A Macroeconomic Analysis |
0 |
0 |
0 |
175 |
2 |
2 |
2 |
1,304 |
| Imputation of Counterfactual Outcomes when the Errors are Predictable |
0 |
1 |
1 |
13 |
1 |
4 |
4 |
14 |
| Inference by Stochastic Optimization: A Free-Lunch Bootstrap |
0 |
0 |
0 |
18 |
0 |
1 |
4 |
35 |
| Intergenerational Linkages in Consumption Behavior |
0 |
0 |
0 |
209 |
1 |
3 |
4 |
929 |
| Intergenerational Linkages in Consumption Behavior |
0 |
0 |
0 |
322 |
1 |
5 |
10 |
1,706 |
| Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power |
2 |
3 |
6 |
1,969 |
5 |
11 |
24 |
6,082 |
| Latent Dirichlet Analysis of Categorical Survey Expectations |
0 |
0 |
1 |
5 |
0 |
2 |
5 |
32 |
| Latent Dirichlet Analysis of Categorical Survey Responses |
0 |
0 |
0 |
29 |
1 |
3 |
5 |
58 |
| Least Squares Estimation Using Sketched Data with Heteroskedastic Errors |
0 |
0 |
0 |
20 |
0 |
2 |
5 |
41 |
| Level and Volatility Factors in Macroeconomic Data |
0 |
0 |
1 |
52 |
1 |
2 |
6 |
83 |
| Looking for Evidence of Speculative Stockholding in Commodity Markets |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
140 |
| Looking for Evidence of Speculative Stockholding in Commodity Markets |
0 |
0 |
0 |
11 |
1 |
3 |
4 |
107 |
| Macro Factors in Bond Risk Premia |
0 |
0 |
3 |
408 |
0 |
0 |
6 |
1,138 |
| Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data |
0 |
0 |
0 |
64 |
2 |
4 |
10 |
166 |
| Measuring Uncertainty |
0 |
1 |
4 |
204 |
2 |
4 |
23 |
862 |
| Minimum Distance Estimation of Dynamic Models with Errors-In-Variables |
0 |
0 |
0 |
22 |
1 |
1 |
3 |
103 |
| Minimum distance estimation of possibly non-invertible moving average models |
0 |
0 |
0 |
42 |
0 |
0 |
0 |
91 |
| Modeling Macroeconomic Variations After COVID-19 |
0 |
0 |
5 |
59 |
2 |
4 |
22 |
157 |
| Modeling Macroeconomic Variations after Covid-19 |
1 |
1 |
5 |
74 |
2 |
5 |
19 |
159 |
| Nonparametric-two-Step Estimation of Unknown Regression Functions when the Regressors and the Regression Error Are not Independent |
0 |
0 |
0 |
1 |
1 |
1 |
2 |
262 |
| Nonparametric-two-Step Estimation of Unknown Regression Functions when the Regressors and the Regression Error Are not Independent |
0 |
0 |
1 |
33 |
1 |
1 |
3 |
135 |
| Opportunities and Challenges: Lessons from Analyzing Terabytes of Scanner Data |
0 |
0 |
0 |
67 |
1 |
1 |
2 |
85 |
| PPP May not Hold After all: A Further Investigation |
0 |
0 |
0 |
278 |
1 |
1 |
1 |
936 |
| PPP May not Hold Afterall: A Further Investigation |
0 |
0 |
0 |
18 |
1 |
1 |
3 |
332 |
| Panel Cointegration with Global Stochastic Trends |
0 |
0 |
0 |
471 |
1 |
2 |
8 |
1,052 |
| Parametric and Non-Parametric Approaches to Price and Tax Reform |
0 |
0 |
0 |
120 |
0 |
0 |
2 |
927 |
| Parametric and Nonparametric Approaches to Price and Tax Reform |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
446 |
| Parametric and Nonparametric Approaches to Price and Tax Reform |
0 |
0 |
0 |
12 |
0 |
0 |
1 |
188 |
| Parametric and non-parametric approaches to price and tax reform |
0 |
0 |
0 |
327 |
1 |
2 |
2 |
1,904 |
| Principal Components and Regularized Estimation of Factor Models |
1 |
2 |
4 |
86 |
3 |
6 |
11 |
181 |
| Shock Restricted Structural Vector-Autoregressions |
0 |
0 |
0 |
142 |
2 |
6 |
10 |
205 |
| Simpler Proofs for Approximate Factor Models of Large Dimensions |
0 |
1 |
3 |
53 |
2 |
4 |
9 |
69 |
| Skewed Fluctuations and Propagation Through Production Networks |
0 |
1 |
9 |
9 |
5 |
8 |
21 |
21 |
| Testing for ARCH in the Presence of a Possibly Misspecified Conditional Mean |
0 |
0 |
0 |
445 |
1 |
1 |
4 |
1,827 |
| Testing for Homogeneity in Demand Systems when the Regressors Are Non-Stationary |
0 |
0 |
0 |
25 |
1 |
1 |
2 |
133 |
| Testing for Homogeneity in Demand Systems when the Regressors Are Non-Stationary |
0 |
0 |
0 |
2 |
1 |
2 |
3 |
1,502 |
| Tests for Skewness, Kurtosis, and Normality for Time Series Data |
1 |
2 |
5 |
4,596 |
5 |
9 |
20 |
19,892 |
| The ABC of Simulation Estimation with Auxiliary Statistics |
0 |
0 |
0 |
6 |
2 |
3 |
6 |
34 |
| The Economic Impact of Low- and High-Frequency Temperature Changes |
0 |
3 |
8 |
8 |
2 |
6 |
18 |
18 |
| The Empirical Risk-Return Relation: A Factor Analysis Approach |
0 |
0 |
0 |
580 |
2 |
2 |
5 |
1,608 |
| The Empirical Risk-Return Relation: a factor analysis approach |
0 |
0 |
1 |
278 |
3 |
4 |
6 |
798 |
| The Exact Error in Estimating the Special Density at the Origin |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
83 |
| The Exact Error in Estimating the Special Density at the Origin |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
340 |
| The Return of Adaptation to Extreme Weather |
0 |
2 |
9 |
9 |
0 |
7 |
17 |
17 |
| The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
243 |
| The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information |
0 |
0 |
0 |
11 |
2 |
2 |
2 |
85 |
| The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
200 |
| Time Series Estimation of the Dynamic Effects of Disaster-Type Shock |
0 |
1 |
1 |
34 |
1 |
3 |
8 |
43 |
| Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? |
1 |
1 |
2 |
211 |
4 |
9 |
18 |
695 |
| Understanding and Comparing Factor-Based Forecasts |
0 |
0 |
0 |
200 |
1 |
2 |
6 |
529 |
| Understanding and Comparing Factor-Based Forecasts |
0 |
0 |
0 |
97 |
1 |
2 |
4 |
287 |
| Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag |
0 |
0 |
0 |
259 |
4 |
6 |
7 |
690 |
| Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag |
0 |
0 |
0 |
1 |
2 |
5 |
7 |
1,026 |
| Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties |
0 |
0 |
0 |
1 |
1 |
1 |
4 |
354 |
| Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties |
0 |
0 |
0 |
68 |
1 |
1 |
5 |
289 |
| Total Working Papers |
12 |
36 |
159 |
24,539 |
169 |
370 |
890 |
101,532 |
| 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 |
2 |
7 |
646 |
| A PANIC Attack on Unit Roots and Cointegration |
0 |
0 |
2 |
1,043 |
6 |
8 |
19 |
3,110 |
| A Semiparametric Factor Model Of Interest Rates And Tests Of The Affine Term Structure |
1 |
1 |
1 |
72 |
3 |
3 |
5 |
337 |
| A Simple Test for Nonstationarity in Mixed Panels |
0 |
0 |
0 |
27 |
1 |
2 |
4 |
122 |
| A consistent test for conditional symmetry in time series models |
0 |
0 |
1 |
58 |
1 |
1 |
5 |
217 |
| 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 |
3 |
4 |
343 |
| A systematic framework for analyzing the dynamic effects of permanent and transitory shocks |
0 |
1 |
6 |
349 |
2 |
8 |
20 |
773 |
| AN AUTOREGRESSIVE SPECTRAL DENSITY ESTIMATOR AT FREQUENCY ZERO FOR NONSTATIONARITY TESTS |
0 |
0 |
1 |
82 |
1 |
2 |
4 |
205 |
| ANALYSIS OF VECTOR AUTOREGRESSIONS IN THE PRESENCE OF SHIFTS IN MEAN |
0 |
0 |
2 |
77 |
0 |
1 |
4 |
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 |
4 |
10 |
19 |
27 |
| Are more data always better for factor analysis? |
0 |
0 |
7 |
482 |
1 |
6 |
26 |
1,489 |
| Boosting diffusion indices |
0 |
0 |
1 |
114 |
5 |
5 |
8 |
417 |
| Boosting high dimensional predictive regressions with time varying parameters |
0 |
0 |
1 |
13 |
2 |
2 |
6 |
48 |
| COVID-19 and the Costs of Deadly Disasters |
0 |
0 |
0 |
31 |
2 |
3 |
5 |
66 |
| Can sticky prices account for the variations and persistence in real exchange rates? |
0 |
0 |
0 |
37 |
0 |
0 |
1 |
122 |
| Commodity Prices, Convenience Yields, and Inflation |
1 |
1 |
2 |
120 |
1 |
4 |
16 |
446 |
| Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions |
0 |
1 |
1 |
200 |
4 |
11 |
12 |
737 |
| Constructing Common Factors from Continuous and Categorical Data |
0 |
0 |
0 |
3 |
1 |
2 |
7 |
45 |
| Constructing high frequency economic indicators by imputation |
1 |
2 |
3 |
3 |
4 |
8 |
15 |
15 |
| Demand Systems with Nonstationary Prices |
0 |
0 |
0 |
50 |
1 |
1 |
4 |
258 |
| Detecting Information Pooling: Evidence from Earnings Forecasts after Brokerage Mergers |
0 |
0 |
0 |
14 |
2 |
3 |
4 |
140 |
| Determining the Number of Factors in Approximate Factor Models |
0 |
0 |
0 |
1,297 |
21 |
41 |
68 |
5,080 |
| Determining the Number of Primitive Shocks in Factor Models |
0 |
0 |
0 |
383 |
3 |
3 |
8 |
864 |
| Dynamic Hierarchical Factor Model |
0 |
0 |
4 |
157 |
4 |
12 |
25 |
769 |
| Dynamic Identification of Dynamic Stochastic General Equilibrium Models |
0 |
1 |
1 |
103 |
1 |
2 |
6 |
346 |
| ESTIMATORS FOR PERSISTENT AND POSSIBLY NONSTATIONARY DATA WITH CLASSICAL PROPERTIES |
0 |
0 |
0 |
14 |
1 |
2 |
3 |
133 |
| Editors' Report 2006 |
0 |
0 |
0 |
3 |
2 |
2 |
3 |
55 |
| Editors' Report 2007 |
0 |
0 |
0 |
11 |
3 |
3 |
4 |
69 |
| Editors' Report 2008 |
0 |
0 |
0 |
8 |
1 |
1 |
3 |
58 |
| Editors’ Report 2009 |
0 |
0 |
0 |
6 |
1 |
1 |
2 |
54 |
| Estimating the rational expectations model of speculative storage: A Monte Carlo comparison of three simulation estimators |
0 |
0 |
0 |
98 |
1 |
3 |
3 |
386 |
| Estimation and Inference by Stochastic Optimization: Three Examples |
0 |
0 |
0 |
1 |
0 |
1 |
3 |
17 |
| 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 |
1 |
3 |
501 |
| Estimation of Panel Data Models with Parameter Heterogeneity when Group Membership is Unknown |
0 |
0 |
1 |
35 |
3 |
6 |
9 |
174 |
| Evaluating latent and observed factors in macroeconomics and finance |
0 |
1 |
5 |
371 |
1 |
6 |
24 |
891 |
| Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation |
0 |
0 |
0 |
1 |
0 |
2 |
5 |
520 |
| Explaining the Persistence of Commodity Prices |
0 |
0 |
0 |
144 |
0 |
0 |
4 |
472 |
| Extremum Estimation when the Predictors are Estimated from Large Panels |
0 |
0 |
0 |
41 |
0 |
1 |
4 |
257 |
| FRED-MD: A Monthly Database for Macroeconomic Research |
13 |
22 |
81 |
416 |
28 |
74 |
264 |
1,349 |
| FRED-QD: A Quarterly Database for Macroeconomic Research |
0 |
4 |
14 |
63 |
6 |
29 |
122 |
469 |
| Factor-based imputation of missing values and covariances in panel data of large dimensions |
0 |
0 |
1 |
6 |
1 |
3 |
10 |
42 |
| Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling |
0 |
0 |
3 |
269 |
4 |
5 |
17 |
841 |
| Forecasting autoregressive time series in the presence of deterministic components |
0 |
0 |
0 |
83 |
0 |
1 |
2 |
527 |
| Forecasting economic time series using targeted predictors |
3 |
5 |
34 |
861 |
14 |
24 |
126 |
2,179 |
| INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT |
0 |
1 |
4 |
113 |
0 |
2 |
8 |
278 |
| Imputation of Counterfactual Outcomes when the Errors are Predictable |
0 |
1 |
1 |
2 |
1 |
2 |
6 |
9 |
| Imputation of Counterfactual Outcomes when the Errors are Predictable: Rejoinder |
0 |
0 |
0 |
1 |
1 |
2 |
5 |
6 |
| Intergenerational Linkages in Consumption Behavior |
0 |
0 |
2 |
50 |
2 |
2 |
9 |
218 |
| Intergenerational Time Transfers and Childcare |
0 |
0 |
1 |
158 |
3 |
6 |
11 |
648 |
| LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power |
0 |
0 |
0 |
1,132 |
3 |
10 |
18 |
3,193 |
| Large Dimensional Factor Analysis |
1 |
4 |
15 |
159 |
4 |
43 |
84 |
478 |
| Latent Dirichlet Analysis of Categorical Survey Responses |
0 |
0 |
1 |
8 |
0 |
2 |
9 |
25 |
| Level and volatility factors in macroeconomic data |
0 |
0 |
0 |
28 |
0 |
2 |
9 |
115 |
| 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 |
6 |
146 |
1 |
4 |
31 |
705 |
| Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data |
0 |
0 |
3 |
13 |
2 |
2 |
17 |
51 |
| Measuring Uncertainty |
0 |
6 |
25 |
425 |
6 |
27 |
133 |
1,819 |
| Minimum Distance Estimation of Possibly Noninvertible Moving Average Models |
0 |
0 |
0 |
4 |
1 |
3 |
5 |
33 |
| PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION |
0 |
1 |
3 |
103 |
2 |
4 |
9 |
261 |
| PPP May not Hold Afterall: A Further Investigation |
0 |
0 |
0 |
41 |
1 |
1 |
3 |
299 |
| Panel cointegration with global stochastic trends |
1 |
2 |
2 |
306 |
3 |
7 |
11 |
806 |
| Principal components estimation and identification of static factors |
0 |
0 |
3 |
177 |
2 |
2 |
11 |
597 |
| Rank regularized estimation of approximate factor models |
0 |
0 |
3 |
42 |
0 |
3 |
10 |
125 |
| Review of Coint 2.0 |
0 |
0 |
0 |
279 |
1 |
1 |
1 |
715 |
| Selecting Instrumental Variables in a Data Rich Environment |
0 |
1 |
1 |
174 |
0 |
3 |
5 |
486 |
| Simulated minimum distance estimation of dynamic models with errors-in-variables |
0 |
0 |
0 |
16 |
3 |
5 |
8 |
153 |
| 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 |
1 |
1 |
3 |
470 |
| Testing for ARCH in the presence of a possibly misspecified conditional mean |
0 |
1 |
1 |
54 |
0 |
4 |
9 |
259 |
| Testing for Homogeneity in Demand Systems When the Regressors Are Nonstationary |
0 |
0 |
0 |
191 |
3 |
3 |
4 |
830 |
| Testing for unit roots in flow data sampled at different frequencies |
0 |
0 |
0 |
17 |
0 |
1 |
4 |
113 |
| Tests for Skewness, Kurtosis, and Normality for Time Series Data |
0 |
0 |
1 |
312 |
2 |
3 |
9 |
891 |
| The ABC of simulation estimation with auxiliary statistics |
0 |
0 |
0 |
7 |
0 |
0 |
3 |
68 |
| The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information |
0 |
0 |
0 |
40 |
0 |
1 |
2 |
349 |
| The empirical risk-return relation: A factor analysis approach |
0 |
0 |
0 |
418 |
1 |
2 |
11 |
1,097 |
| Time series estimation of the dynamic effects of disaster-type shocks |
0 |
2 |
6 |
10 |
3 |
9 |
22 |
33 |
| Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? |
0 |
4 |
15 |
79 |
8 |
17 |
70 |
244 |
| Understanding and Comparing Factor-Based Forecasts |
0 |
0 |
0 |
193 |
0 |
1 |
8 |
612 |
| Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties |
0 |
0 |
4 |
355 |
4 |
6 |
19 |
1,029 |
| Viewpoint: Boosting Recessions |
1 |
2 |
4 |
114 |
2 |
5 |
18 |
333 |
| Viewpoint: Boosting Recessions |
0 |
0 |
0 |
6 |
1 |
3 |
5 |
32 |
| Total Journal Articles |
22 |
64 |
281 |
13,115 |
203 |
500 |
1,518 |
43,864 |
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