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12 months |
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Last month |
3 months |
12 months |
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A Factor Analysis of Bond Risk Premia |
0 |
2 |
4 |
186 |
1 |
4 |
18 |
486 |

A Machine Learning Analysis of Seasonal and Cyclical Sales in Weekly Scanner Data |
0 |
0 |
0 |
54 |
0 |
0 |
2 |
76 |

A New Look at Panel Testing of Stationarity and the PPP Hypothesis |
0 |
0 |
0 |
87 |
0 |
0 |
3 |
595 |

A New Look at Panel Testing of Stationarity and the PPP Hypothesis |
0 |
0 |
0 |
490 |
0 |
0 |
0 |
1,347 |

A Note on the Selection of Time Series Models |
0 |
0 |
2 |
1,103 |
0 |
0 |
3 |
2,334 |

A PANIC Attack on Unit Roots and Cointegration |
0 |
0 |
1 |
893 |
1 |
3 |
13 |
2,509 |

A Panic Attack on Unit Roots and Cointegration |
0 |
0 |
0 |
158 |
1 |
3 |
10 |
1,085 |

A Semi-Parametric Factor Model for Interest Rates |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
255 |

A Semi-Parametric Factor Model for Interest Rates |
0 |
0 |
0 |
347 |
0 |
0 |
1 |
2,296 |

A Semi-Parametric Factor Model for Interest Rates |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
765 |

A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure |
0 |
0 |
0 |
298 |
0 |
0 |
0 |
2,743 |

A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure |
0 |
0 |
0 |
354 |
0 |
0 |
1 |
1,439 |

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 |
1 |
152 |
0 |
0 |
2 |
417 |

A Test for Conditional Symmetry in Time Series Models |
0 |
0 |
3 |
470 |
0 |
0 |
5 |
2,020 |

A systematic framework for analyzing the dynamic effects of permanent and transitory shocks |
0 |
0 |
1 |
12 |
0 |
2 |
4 |
71 |

Accounting for Trends in the Almost Ideal Demand System |
0 |
0 |
0 |
615 |
0 |
0 |
1 |
2,488 |

Adjustment Costs and Factor Demands in Canadian Manufacturing Industries |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
281 |

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 |
0 |
0 |
1,244 |

An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests |
0 |
0 |
0 |
76 |
1 |
1 |
2 |
366 |

An Econometric Perspective on Algorithmic Subsampling |
0 |
0 |
0 |
28 |
0 |
0 |
3 |
35 |

An econometric perspective on algorithmic subsampling |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
4 |

Analysis of Vector Autoregressions in the Presence of Shifts in Mean |
0 |
0 |
0 |
346 |
0 |
0 |
0 |
1,497 |

Approximate Factor Models with Weaker Loadings |
0 |
0 |
3 |
60 |
0 |
3 |
13 |
55 |

Are More Data Always Better for Factor Analysis? |
0 |
0 |
4 |
385 |
0 |
0 |
8 |
1,126 |

Assessing Three Estimators of Latent Factors with Calibrated Macroeconomic Data |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
138 |

Boosting High Dimensional Predictive Regressions with Time Varying Parameters |
0 |
0 |
0 |
61 |
0 |
0 |
1 |
66 |

COVID-19 and The Macroeconomic Effects of Costly Disasters |
0 |
2 |
8 |
215 |
2 |
8 |
39 |
699 |

Can Sticky Prices Account for the Variations and Persistence in Real Exchange Rates? |
0 |
0 |
0 |
66 |
0 |
1 |
1 |
345 |

Confidence Intervals for Diffusion Index Forecasts with a Large Number of Predictor |
0 |
0 |
0 |
219 |
0 |
1 |
2 |
502 |

Demand Systems With Nonstationary Prices |
0 |
0 |
1 |
338 |
0 |
0 |
2 |
1,150 |

Determining the Number of Factors in Approximate Factor Models |
1 |
3 |
6 |
1,445 |
1 |
12 |
31 |
4,664 |

Determining the Number of Factors in Approximate Factor Models |
0 |
0 |
1 |
399 |
0 |
1 |
12 |
1,149 |

Dynamic hierarchical factor models |
0 |
2 |
4 |
179 |
0 |
4 |
17 |
639 |

Estimating the Rational Expectations Model of Speculative Storage: A Monte Carlo Comparison of Three Simulation Estimators |
0 |
0 |
0 |
385 |
0 |
1 |
5 |
2,383 |

Estimating the rational expectations model of speculative storage: a Monte Carlo comparison of three simulation estimators |
0 |
0 |
1 |
14 |
0 |
0 |
2 |
88 |

Estimation and Inference by Stochastic Optimization: Three Examples |
0 |
0 |
1 |
17 |
0 |
1 |
3 |
21 |

Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems |
0 |
0 |
0 |
40 |
0 |
0 |
0 |
158 |

Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
227 |

Estimation of DSGE Models When the Data are Persistent |
0 |
0 |
0 |
142 |
0 |
0 |
3 |
421 |

Estimators for Persistent and Possibly Non-Stationary Data with Classical Properties |
0 |
0 |
1 |
39 |
0 |
1 |
3 |
150 |

Evaluating Latent and Observed Factors in Macroeconomics and Financ |
0 |
0 |
4 |
540 |
1 |
4 |
11 |
1,369 |

Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
181 |

Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation |
0 |
0 |
1 |
157 |
1 |
1 |
4 |
1,096 |

Excess Sensitivity and Asymmetries in Consumption: an Empirical Investigation |
0 |
0 |
0 |
21 |
0 |
0 |
1 |
136 |

Explaining the Persistence of Commodity Prices |
0 |
0 |
0 |
111 |
0 |
1 |
2 |
427 |

Explaining the Persistence of Commodity Prices |
0 |
0 |
0 |
708 |
0 |
2 |
3 |
3,907 |

FRED-MD: A Monthly Database for Macroeconomic Research |
0 |
4 |
30 |
238 |
2 |
36 |
163 |
795 |

FRED-QD: A Quarterly Database for Macroeconomic Research |
2 |
2 |
3 |
29 |
4 |
9 |
30 |
116 |

FRED-QD: A Quarterly Database for Macroeconomic Research |
1 |
1 |
4 |
60 |
3 |
9 |
19 |
91 |

Factor-Based Imputation of Missing Values and Covariances in Panel Data of Large Dimensions |
0 |
0 |
4 |
41 |
0 |
1 |
9 |
77 |

Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling |
1 |
1 |
5 |
136 |
3 |
4 |
13 |
329 |

Forecasting Autoregressive Time Series in the Presence of Deterministic Components |
0 |
0 |
0 |
25 |
0 |
0 |
0 |
107 |

Forecasting Dynamic Time Series in the Presence of Deterministic Components |
1 |
1 |
1 |
442 |
1 |
1 |
1 |
2,019 |

How Important Are Intergenerational Transfers of Time? A Macroeconomic Analysis |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
235 |

How Important Are Intergenerational Transfers of Time? a Macroeconomic Analysis |
0 |
0 |
0 |
40 |
0 |
0 |
0 |
212 |

How Important are Intergenerational Transfers of Time? A Macroeconomic Analysis |
0 |
0 |
0 |
175 |
0 |
1 |
4 |
1,300 |

Inference by Stochastic Optimization: A Free-Lunch Bootstrap |
0 |
0 |
0 |
18 |
0 |
1 |
1 |
31 |

Intergenerational Linkages in Consumption Behavior |
0 |
1 |
1 |
322 |
0 |
1 |
3 |
1,696 |

Intergenerational Linkages in Consumption Behavior |
0 |
0 |
0 |
209 |
0 |
0 |
3 |
924 |

Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power |
1 |
1 |
3 |
1,961 |
2 |
9 |
24 |
6,052 |

Latent Dirichlet Analysis of Categorical Survey Expectations |
0 |
0 |
1 |
4 |
1 |
1 |
5 |
25 |

Latent Dirichlet Analysis of Categorical Survey Responses |
0 |
0 |
0 |
29 |
0 |
1 |
4 |
53 |

Least Squares Estimation Using Sketched Data with Heteroskedastic Errors |
0 |
0 |
1 |
20 |
0 |
1 |
4 |
36 |

Level and Volatility Factors in Macroeconomic Data |
0 |
0 |
1 |
51 |
0 |
1 |
2 |
77 |

Looking for Evidence of Speculative Stockholding in Commodity Markets |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
138 |

Looking for Evidence of Speculative Stockholding in Commodity Markets |
0 |
0 |
0 |
11 |
0 |
0 |
2 |
103 |

Macro Factors in Bond Risk Premia |
0 |
0 |
2 |
405 |
1 |
3 |
13 |
1,130 |

Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data |
0 |
0 |
5 |
64 |
0 |
1 |
12 |
155 |

Measuring Uncertainty |
0 |
0 |
9 |
198 |
2 |
4 |
33 |
827 |

Minimum Distance Estimation of Dynamic Models with Errors-In-Variables |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
100 |

Minimum distance estimation of possibly non-invertible moving average models |
0 |
0 |
0 |
42 |
0 |
0 |
1 |
90 |

Modeling Macroeconomic Variations After COVID-19 |
0 |
2 |
3 |
50 |
2 |
5 |
8 |
130 |

Modeling Macroeconomic Variations after Covid-19 |
0 |
4 |
8 |
67 |
2 |
12 |
42 |
134 |

Nonparametric-two-Step Estimation of Unknown Regression Functions when the Regressors and the Regression Error Are not Independent |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
260 |

Nonparametric-two-Step Estimation of Unknown Regression Functions when the Regressors and the Regression Error Are not Independent |
0 |
0 |
1 |
32 |
0 |
0 |
2 |
132 |

Opportunities and Challenges: Lessons from Analyzing Terabytes of Scanner Data |
0 |
0 |
0 |
67 |
0 |
0 |
2 |
83 |

PPP May not Hold After all: A Further Investigation |
0 |
0 |
0 |
278 |
0 |
1 |
1 |
933 |

PPP May not Hold Afterall: A Further Investigation |
0 |
0 |
0 |
17 |
0 |
2 |
6 |
326 |

Panel Cointegration with Global Stochastic Trends |
1 |
1 |
1 |
471 |
2 |
3 |
7 |
1,044 |

Parametric and Non-Parametric Approaches to Price and Tax Reform |
0 |
0 |
0 |
120 |
0 |
0 |
0 |
924 |

Parametric and Nonparametric Approaches to Price and Tax Reform |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
445 |

Parametric and Nonparametric Approaches to Price and Tax Reform |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
187 |

Parametric and non-parametric approaches to price and tax reform |
0 |
0 |
0 |
327 |
0 |
0 |
2 |
1,902 |

Principal Components and Regularized Estimation of Factor Models |
0 |
0 |
0 |
82 |
0 |
2 |
6 |
169 |

Shock Restricted Structural Vector-Autoregressions |
1 |
1 |
3 |
142 |
1 |
2 |
10 |
193 |

Simpler Proofs for Approximate Factor Models of Large Dimensions |
0 |
0 |
1 |
50 |
1 |
2 |
6 |
59 |

Testing for ARCH in the Presence of a Possibly Misspecified Conditional Mean |
0 |
0 |
0 |
445 |
0 |
0 |
1 |
1,823 |

Testing for Homogeneity in Demand Systems when the Regressors Are Non-Stationary |
0 |
0 |
0 |
2 |
0 |
2 |
5 |
1,497 |

Testing for Homogeneity in Demand Systems when the Regressors Are Non-Stationary |
0 |
0 |
0 |
25 |
0 |
2 |
4 |
131 |

Tests for Skewness, Kurtosis, and Normality for Time Series Data |
1 |
2 |
3 |
4,590 |
2 |
6 |
13 |
19,866 |

The ABC of Simulation Estimation with Auxiliary Statistics |
0 |
0 |
0 |
6 |
0 |
1 |
2 |
28 |

The Empirical Risk-Return Relation: A Factor Analysis Approach |
0 |
0 |
2 |
580 |
0 |
0 |
8 |
1,601 |

The Empirical Risk-Return Relation: a factor analysis approach |
0 |
0 |
0 |
276 |
0 |
1 |
6 |
789 |

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 |
0 |
0 |
335 |

The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
198 |

The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
83 |

The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
240 |

Time Series Estimation of the Dynamic Effects of Disaster-Type Shock |
0 |
0 |
1 |
33 |
0 |
1 |
3 |
34 |

Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? |
0 |
0 |
4 |
206 |
6 |
8 |
23 |
672 |

Understanding and Comparing Factor-Based Forecasts |
0 |
0 |
0 |
97 |
0 |
0 |
0 |
282 |

Understanding and Comparing Factor-Based Forecasts |
1 |
1 |
1 |
200 |
1 |
1 |
3 |
523 |

Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag |
0 |
0 |
0 |
1 |
0 |
0 |
3 |
1,019 |

Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag |
0 |
0 |
1 |
259 |
0 |
0 |
2 |
683 |

Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties |
0 |
0 |
0 |
68 |
0 |
0 |
2 |
283 |

Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
348 |

Total Working Papers |
11 |
31 |
146 |
24,305 |
45 |
192 |
751 |
100,409 |