| 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 |
0 |
2 |
189 |
2 |
7 |
21 |
515 |
| A Machine Learning Analysis of Seasonal and Cyclical Sales in Weekly Scanner Data |
0 |
0 |
0 |
54 |
2 |
4 |
8 |
86 |
| A New Look at Panel Testing of Stationarity and the PPP Hypothesis |
0 |
0 |
0 |
87 |
0 |
3 |
12 |
609 |
| A New Look at Panel Testing of Stationarity and the PPP Hypothesis |
0 |
0 |
1 |
491 |
1 |
1 |
11 |
1,359 |
| A Note on the Selection of Time Series Models |
0 |
0 |
0 |
1,103 |
1 |
5 |
13 |
2,349 |
| A PANIC Attack on Unit Roots and Cointegration |
0 |
2 |
2 |
896 |
3 |
20 |
25 |
2,544 |
| A Panic Attack on Unit Roots and Cointegration |
0 |
0 |
0 |
158 |
0 |
10 |
31 |
1,124 |
| A Semi-Parametric Factor Model for Interest Rates |
0 |
0 |
0 |
347 |
1 |
7 |
20 |
2,317 |
| A Semi-Parametric Factor Model for Interest Rates |
0 |
0 |
0 |
0 |
1 |
4 |
16 |
783 |
| A Semi-Parametric Factor Model for Interest Rates |
0 |
0 |
0 |
10 |
0 |
4 |
17 |
273 |
| A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure |
0 |
0 |
0 |
354 |
0 |
3 |
9 |
1,449 |
| A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure |
0 |
0 |
0 |
298 |
0 |
5 |
18 |
2,761 |
| A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks |
0 |
0 |
1 |
153 |
2 |
5 |
15 |
432 |
| A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks |
0 |
0 |
0 |
4 |
0 |
1 |
8 |
664 |
| A Test for Conditional Symmetry in Time Series Models |
0 |
0 |
1 |
471 |
0 |
7 |
15 |
2,035 |
| A systematic framework for analyzing the dynamic effects of permanent and transitory shocks |
0 |
0 |
1 |
17 |
0 |
9 |
25 |
101 |
| Accounting for Trends in the Almost Ideal Demand System |
0 |
0 |
0 |
615 |
0 |
4 |
11 |
2,500 |
| Adjustment Costs and Factor Demands in Canadian Manufacturing Industries |
0 |
0 |
0 |
0 |
0 |
3 |
4 |
150 |
| Adjustment Costs and Factor Demands in Canadian Manufacturing Industries |
0 |
0 |
0 |
0 |
0 |
3 |
6 |
287 |
| An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests |
0 |
0 |
0 |
0 |
3 |
5 |
12 |
1,256 |
| An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests |
0 |
0 |
0 |
76 |
0 |
1 |
13 |
385 |
| An Econometric Perspective on Algorithmic Subsampling |
0 |
0 |
0 |
29 |
1 |
2 |
9 |
46 |
| An econometric perspective on algorithmic subsampling |
0 |
0 |
1 |
1 |
1 |
3 |
10 |
14 |
| Analysis of Vector Autoregressions in the Presence of Shifts in Mean |
0 |
0 |
0 |
347 |
0 |
4 |
12 |
1,511 |
| Approximate Factor Models with Weaker Loadings |
0 |
0 |
2 |
63 |
1 |
4 |
22 |
83 |
| Are More Data Always Better for Factor Analysis? |
0 |
0 |
0 |
387 |
1 |
6 |
24 |
1,158 |
| Assessing Three Estimators of Latent Factors with Calibrated Macroeconomic Data |
0 |
0 |
0 |
0 |
0 |
3 |
11 |
151 |
| Boosting High Dimensional Predictive Regressions with Time Varying Parameters |
0 |
0 |
0 |
62 |
0 |
3 |
15 |
83 |
| COVID-19 and The Macroeconomic Effects of Costly Disasters |
1 |
1 |
4 |
225 |
2 |
8 |
31 |
749 |
| Can Sticky Prices Account for the Variations and Persistence in Real Exchange Rates? |
0 |
0 |
0 |
66 |
0 |
4 |
10 |
356 |
| Confidence Intervals for Diffusion Index Forecasts with a Large Number of Predictor |
0 |
0 |
1 |
221 |
0 |
3 |
11 |
516 |
| Constructing High Frequency Economic Indicators by Imputation |
0 |
0 |
3 |
32 |
0 |
7 |
25 |
64 |
| Demand Systems With Nonstationary Prices |
0 |
0 |
0 |
338 |
0 |
5 |
10 |
1,161 |
| Determining the Number of Factors in Approximate Factor Models |
1 |
3 |
17 |
1,479 |
4 |
30 |
113 |
4,831 |
| Determining the Number of Factors in Approximate Factor Models |
0 |
0 |
1 |
404 |
2 |
17 |
72 |
1,233 |
| Dynamic hierarchical factor models |
0 |
0 |
3 |
183 |
3 |
9 |
23 |
671 |
| Estimating the Rational Expectations Model of Speculative Storage: A Monte Carlo Comparison of Three Simulation Estimators |
0 |
0 |
0 |
386 |
1 |
5 |
15 |
2,401 |
| Estimating the rational expectations model of speculative storage: a Monte Carlo comparison of three simulation estimators |
0 |
0 |
0 |
15 |
2 |
4 |
16 |
105 |
| Estimation and Inference by Stochastic Optimization: Three Examples |
0 |
0 |
2 |
19 |
1 |
4 |
18 |
40 |
| Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems |
0 |
0 |
0 |
40 |
0 |
3 |
12 |
170 |
| Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems |
0 |
0 |
0 |
1 |
1 |
2 |
10 |
239 |
| Estimation of DSGE Models When the Data are Persistent |
0 |
0 |
1 |
143 |
0 |
6 |
16 |
442 |
| Estimators for Persistent and Possibly Non-Stationary Data with Classical Properties |
0 |
0 |
0 |
40 |
1 |
2 |
19 |
170 |
| Evaluating Latent and Observed Factors in Macroeconomics and Financ |
0 |
0 |
1 |
541 |
0 |
4 |
20 |
1,391 |
| Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation |
0 |
0 |
0 |
0 |
0 |
1 |
8 |
189 |
| Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation |
0 |
0 |
0 |
157 |
0 |
1 |
12 |
1,108 |
| Excess Sensitivity and Asymmetries in Consumption: an Empirical Investigation |
0 |
0 |
0 |
21 |
0 |
1 |
7 |
143 |
| Explaining the Persistence of Commodity Prices |
0 |
0 |
0 |
708 |
0 |
6 |
15 |
3,922 |
| Explaining the Persistence of Commodity Prices |
0 |
0 |
0 |
111 |
3 |
8 |
15 |
444 |
| FRED-MD: A Monthly Database for Macroeconomic Research |
3 |
3 |
24 |
280 |
9 |
32 |
148 |
1,025 |
| FRED-QD: A Quarterly Database for Macroeconomic Research |
0 |
0 |
1 |
32 |
0 |
7 |
28 |
155 |
| FRED-QD: A Quarterly Database for Macroeconomic Research |
0 |
0 |
1 |
61 |
1 |
7 |
22 |
117 |
| Factor-Based Imputation of Missing Values and Covariances in Panel Data of Large Dimensions |
1 |
2 |
4 |
46 |
3 |
9 |
25 |
106 |
| Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling |
0 |
0 |
0 |
136 |
2 |
5 |
27 |
358 |
| Forecasting Autoregressive Time Series in the Presence of Deterministic Components |
0 |
0 |
0 |
25 |
0 |
1 |
8 |
115 |
| Forecasting Dynamic Time Series in the Presence of Deterministic Components |
0 |
0 |
1 |
443 |
1 |
2 |
15 |
2,036 |
| How Important Are Intergenerational Transfers of Time? A Macroeconomic Analysis |
0 |
0 |
0 |
0 |
0 |
4 |
7 |
243 |
| How Important Are Intergenerational Transfers of Time? a Macroeconomic Analysis |
0 |
0 |
1 |
41 |
0 |
2 |
7 |
222 |
| How Important are Intergenerational Transfers of Time? A Macroeconomic Analysis |
0 |
0 |
0 |
175 |
1 |
1 |
9 |
1,311 |
| Imputation of Counterfactual Outcomes when the Errors are Predictable |
0 |
0 |
2 |
14 |
1 |
2 |
9 |
19 |
| Inference by Stochastic Optimization: A Free-Lunch Bootstrap |
0 |
0 |
1 |
19 |
2 |
6 |
10 |
43 |
| Intergenerational Linkages in Consumption Behavior |
0 |
0 |
0 |
209 |
3 |
6 |
13 |
939 |
| Intergenerational Linkages in Consumption Behavior |
0 |
0 |
1 |
323 |
2 |
9 |
28 |
1,727 |
| Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power |
0 |
0 |
5 |
1,971 |
4 |
29 |
64 |
6,133 |
| Latent Dirichlet Analysis of Categorical Survey Expectations |
0 |
0 |
0 |
5 |
1 |
1 |
10 |
38 |
| Latent Dirichlet Analysis of Categorical Survey Responses |
0 |
0 |
0 |
29 |
0 |
3 |
27 |
80 |
| Least Squares Estimation Using Sketched Data with Heteroskedastic Errors |
0 |
0 |
0 |
20 |
0 |
2 |
18 |
55 |
| Level and Volatility Factors in Macroeconomic Data |
0 |
0 |
0 |
52 |
2 |
4 |
17 |
97 |
| Looking for Evidence of Speculative Stockholding in Commodity Markets |
0 |
0 |
0 |
11 |
0 |
0 |
8 |
111 |
| Looking for Evidence of Speculative Stockholding in Commodity Markets |
0 |
0 |
0 |
0 |
0 |
2 |
6 |
145 |
| Macro Factors in Bond Risk Premia |
0 |
1 |
2 |
410 |
0 |
10 |
22 |
1,158 |
| Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data |
0 |
0 |
0 |
64 |
1 |
9 |
19 |
178 |
| Measuring Uncertainty |
1 |
3 |
6 |
209 |
2 |
15 |
43 |
896 |
| Minimum Distance Estimation of Dynamic Models with Errors-In-Variables |
0 |
0 |
0 |
22 |
0 |
2 |
11 |
113 |
| Minimum distance estimation of possibly non-invertible moving average models |
0 |
0 |
0 |
42 |
1 |
2 |
10 |
101 |
| Modeling Macroeconomic Variations After COVID-19 |
0 |
0 |
2 |
59 |
2 |
2 |
27 |
169 |
| Modeling Macroeconomic Variations after Covid-19 |
0 |
1 |
3 |
75 |
1 |
5 |
24 |
172 |
| Nonparametric-two-Step Estimation of Unknown Regression Functions when the Regressors and the Regression Error Are not Independent |
0 |
0 |
0 |
1 |
1 |
3 |
9 |
270 |
| Nonparametric-two-Step Estimation of Unknown Regression Functions when the Regressors and the Regression Error Are not Independent |
0 |
0 |
0 |
33 |
1 |
2 |
6 |
140 |
| Opportunities and Challenges: Lessons from Analyzing Terabytes of Scanner Data |
0 |
0 |
0 |
67 |
0 |
4 |
20 |
103 |
| PPP May not Hold After all: A Further Investigation |
0 |
0 |
0 |
278 |
0 |
4 |
12 |
947 |
| PPP May not Hold Afterall: A Further Investigation |
0 |
0 |
0 |
18 |
1 |
3 |
11 |
342 |
| Panel Cointegration with Global Stochastic Trends |
0 |
0 |
0 |
471 |
0 |
5 |
21 |
1,068 |
| Parametric and Non-Parametric Approaches to Price and Tax Reform |
0 |
0 |
0 |
120 |
0 |
4 |
5 |
932 |
| Parametric and Nonparametric Approaches to Price and Tax Reform |
0 |
0 |
0 |
0 |
0 |
3 |
8 |
454 |
| Parametric and Nonparametric Approaches to Price and Tax Reform |
0 |
0 |
0 |
12 |
1 |
3 |
6 |
194 |
| Parametric and non-parametric approaches to price and tax reform |
0 |
0 |
0 |
327 |
0 |
2 |
10 |
1,912 |
| Principal Components and Regularized Estimation of Factor Models |
0 |
0 |
3 |
87 |
1 |
12 |
34 |
207 |
| Shock Restricted Structural Vector-Autoregressions |
1 |
1 |
1 |
143 |
1 |
4 |
18 |
216 |
| Simpler Proofs for Approximate Factor Models of Large Dimensions |
0 |
0 |
2 |
54 |
1 |
2 |
14 |
78 |
| Skewed Fluctuations and Propagation Through Production Networks |
0 |
0 |
5 |
10 |
1 |
5 |
29 |
35 |
| Testing for ARCH in the Presence of a Possibly Misspecified Conditional Mean |
0 |
0 |
0 |
445 |
1 |
2 |
14 |
1,839 |
| Testing for Homogeneity in Demand Systems when the Regressors Are Non-Stationary |
0 |
0 |
0 |
25 |
1 |
1 |
5 |
137 |
| Testing for Homogeneity in Demand Systems when the Regressors Are Non-Stationary |
0 |
0 |
0 |
2 |
0 |
8 |
16 |
1,515 |
| Tests for Skewness, Kurtosis, and Normality for Time Series Data |
0 |
1 |
5 |
4,598 |
1 |
16 |
45 |
19,922 |
| The ABC of Simulation Estimation with Auxiliary Statistics |
0 |
0 |
0 |
6 |
0 |
2 |
16 |
45 |
| The Economic Impact of Low- and High-Frequency Temperature Changes |
1 |
1 |
9 |
9 |
2 |
7 |
35 |
35 |
| The Empirical Risk-Return Relation: A Factor Analysis Approach |
0 |
1 |
1 |
581 |
0 |
5 |
14 |
1,619 |
| The Empirical Risk-Return Relation: a factor analysis approach |
0 |
0 |
1 |
278 |
0 |
4 |
19 |
812 |
| The Exact Error in Estimating the Special Density at the Origin |
0 |
0 |
0 |
22 |
1 |
5 |
11 |
94 |
| The Exact Error in Estimating the Special Density at the Origin |
0 |
0 |
0 |
0 |
1 |
3 |
10 |
348 |
| The Return to Adaptation in a Changing Climate |
0 |
0 |
10 |
10 |
0 |
3 |
32 |
32 |
| The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information |
0 |
0 |
0 |
0 |
1 |
2 |
10 |
251 |
| The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information |
0 |
0 |
0 |
11 |
2 |
5 |
12 |
95 |
| The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information |
0 |
0 |
0 |
0 |
0 |
1 |
9 |
209 |
| Time Series Estimation of the Dynamic Effects of Disaster-Type Shock |
0 |
0 |
1 |
34 |
0 |
2 |
12 |
50 |
| Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? |
0 |
0 |
1 |
211 |
0 |
4 |
23 |
707 |
| Understanding and Comparing Factor-Based Forecasts |
0 |
0 |
0 |
200 |
1 |
3 |
21 |
545 |
| Understanding and Comparing Factor-Based Forecasts |
0 |
0 |
0 |
97 |
0 |
4 |
11 |
295 |
| Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag |
0 |
1 |
1 |
260 |
0 |
3 |
15 |
698 |
| Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag |
0 |
0 |
0 |
1 |
1 |
1 |
13 |
1,033 |
| Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties |
0 |
0 |
0 |
1 |
0 |
2 |
9 |
361 |
| Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties |
0 |
0 |
0 |
68 |
0 |
3 |
10 |
297 |
| Total Working Papers |
9 |
21 |
138 |
24,595 |
99 |
587 |
2,118 |
103,069 |
| 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 |
0 |
260 |
0 |
2 |
10 |
654 |
| A PANIC Attack on Unit Roots and Cointegration |
0 |
0 |
2 |
1,044 |
1 |
15 |
41 |
3,142 |
| A Semiparametric Factor Model Of Interest Rates And Tests Of The Affine Term Structure |
0 |
0 |
1 |
72 |
0 |
5 |
12 |
345 |
| A Simple Test for Nonstationarity in Mixed Panels |
0 |
0 |
0 |
27 |
0 |
3 |
12 |
130 |
| A consistent test for conditional symmetry in time series models |
0 |
0 |
0 |
58 |
0 |
3 |
12 |
228 |
| A hierarchical factor analysis of U.S. housing market dynamics |
0 |
0 |
0 |
117 |
0 |
8 |
24 |
363 |
| A hierarchical factor analysis of U.S. housing market dynamics |
0 |
0 |
1 |
4 |
0 |
1 |
3 |
57 |
| A systematic framework for analyzing the dynamic effects of permanent and transitory shocks |
0 |
0 |
3 |
350 |
1 |
6 |
26 |
787 |
| AN AUTOREGRESSIVE SPECTRAL DENSITY ESTIMATOR AT FREQUENCY ZERO FOR NONSTATIONARITY TESTS |
0 |
0 |
0 |
82 |
0 |
0 |
16 |
219 |
| ANALYSIS OF VECTOR AUTOREGRESSIONS IN THE PRESENCE OF SHIFTS IN MEAN |
0 |
0 |
0 |
77 |
1 |
5 |
8 |
270 |
| An Econometric Perspective on Algorithmic Subsampling |
0 |
0 |
0 |
4 |
0 |
1 |
9 |
31 |
| Approximate factor models with weaker loadings |
0 |
1 |
1 |
4 |
5 |
9 |
40 |
55 |
| Are more data always better for factor analysis? |
0 |
0 |
2 |
483 |
2 |
14 |
43 |
1,523 |
| Boosting diffusion indices |
0 |
0 |
0 |
114 |
1 |
5 |
16 |
427 |
| Boosting high dimensional predictive regressions with time varying parameters |
0 |
0 |
0 |
13 |
0 |
7 |
21 |
66 |
| COVID-19 and the Costs of Deadly Disasters |
1 |
2 |
2 |
33 |
1 |
4 |
13 |
76 |
| Can sticky prices account for the variations and persistence in real exchange rates? |
0 |
0 |
0 |
37 |
1 |
2 |
2 |
124 |
| Commodity Prices, Convenience Yields, and Inflation |
1 |
1 |
3 |
122 |
1 |
8 |
30 |
468 |
| Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions |
0 |
1 |
2 |
201 |
0 |
5 |
33 |
758 |
| Constructing Common Factors from Continuous and Categorical Data |
0 |
0 |
0 |
3 |
0 |
0 |
8 |
48 |
| Constructing high frequency economic indicators by imputation |
0 |
0 |
6 |
6 |
1 |
1 |
27 |
28 |
| Demand Systems with Nonstationary Prices |
1 |
2 |
2 |
52 |
1 |
4 |
14 |
269 |
| Detecting Information Pooling: Evidence from Earnings Forecasts after Brokerage Mergers |
0 |
0 |
0 |
14 |
0 |
3 |
9 |
145 |
| Determining the Number of Factors in Approximate Factor Models |
0 |
0 |
0 |
1,297 |
7 |
34 |
107 |
5,135 |
| Determining the Number of Primitive Shocks in Factor Models |
0 |
0 |
0 |
383 |
0 |
2 |
17 |
877 |
| Dynamic Hierarchical Factor Model |
0 |
1 |
3 |
159 |
2 |
10 |
35 |
789 |
| Dynamic Identification of Dynamic Stochastic General Equilibrium Models |
0 |
0 |
1 |
103 |
0 |
2 |
32 |
373 |
| ESTIMATORS FOR PERSISTENT AND POSSIBLY NONSTATIONARY DATA WITH CLASSICAL PROPERTIES |
0 |
0 |
0 |
14 |
0 |
8 |
12 |
143 |
| Editors' Report 2006 |
0 |
0 |
0 |
3 |
0 |
1 |
8 |
61 |
| Editors' Report 2007 |
0 |
0 |
0 |
11 |
0 |
3 |
9 |
74 |
| Editors' Report 2008 |
0 |
0 |
0 |
8 |
0 |
1 |
5 |
61 |
| Editors’ Report 2009 |
0 |
0 |
0 |
6 |
0 |
3 |
11 |
64 |
| Estimating the rational expectations model of speculative storage: A Monte Carlo comparison of three simulation estimators |
0 |
0 |
0 |
98 |
0 |
2 |
11 |
394 |
| Estimation and Inference by Stochastic Optimization: Three Examples |
0 |
0 |
0 |
1 |
0 |
1 |
9 |
25 |
| Estimation and inference in nearly unbalanced nearly cointegrated systems |
0 |
0 |
1 |
91 |
1 |
2 |
11 |
295 |
| Estimation of DSGE models when the data are persistent |
0 |
0 |
0 |
121 |
1 |
6 |
14 |
512 |
| Estimation of Panel Data Models with Parameter Heterogeneity when Group Membership is Unknown |
0 |
0 |
0 |
35 |
1 |
7 |
25 |
192 |
| Evaluating latent and observed factors in macroeconomics and finance |
0 |
0 |
5 |
373 |
0 |
8 |
34 |
916 |
| Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation |
0 |
0 |
0 |
1 |
0 |
1 |
12 |
527 |
| Explaining the Persistence of Commodity Prices |
0 |
0 |
1 |
145 |
0 |
3 |
15 |
484 |
| Extremum Estimation when the Predictors are Estimated from Large Panels |
0 |
0 |
0 |
41 |
0 |
8 |
23 |
278 |
| FRED-MD: A Monthly Database for Macroeconomic Research |
7 |
25 |
93 |
464 |
24 |
69 |
286 |
1,491 |
| FRED-QD: A Quarterly Database for Macroeconomic Research |
1 |
2 |
9 |
67 |
10 |
32 |
148 |
563 |
| Factor-based imputation of missing values and covariances in panel data of large dimensions |
1 |
1 |
1 |
7 |
2 |
5 |
16 |
51 |
| Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling |
0 |
0 |
0 |
269 |
1 |
9 |
30 |
863 |
| Forecasting autoregressive time series in the presence of deterministic components |
0 |
0 |
0 |
83 |
1 |
1 |
9 |
534 |
| Forecasting economic time series using targeted predictors |
2 |
4 |
28 |
874 |
7 |
20 |
122 |
2,233 |
| INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT |
0 |
0 |
1 |
113 |
1 |
3 |
15 |
290 |
| Imputation of Counterfactual Outcomes when the Errors are Predictable |
0 |
0 |
1 |
2 |
0 |
1 |
10 |
16 |
| Imputation of Counterfactual Outcomes when the Errors are Predictable: Rejoinder |
0 |
0 |
0 |
1 |
0 |
0 |
7 |
9 |
| Intergenerational Linkages in Consumption Behavior |
0 |
1 |
2 |
51 |
1 |
6 |
19 |
231 |
| Intergenerational Time Transfers and Childcare |
0 |
0 |
0 |
158 |
0 |
3 |
20 |
661 |
| LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power |
0 |
0 |
0 |
1,132 |
2 |
22 |
53 |
3,235 |
| Large Dimensional Factor Analysis |
0 |
1 |
13 |
166 |
4 |
14 |
93 |
513 |
| Latent Dirichlet Analysis of Categorical Survey Responses |
0 |
0 |
2 |
9 |
1 |
2 |
13 |
31 |
| Level and volatility factors in macroeconomic data |
0 |
0 |
0 |
28 |
1 |
3 |
12 |
123 |
| Looking for evidence of speculative stockholding in commodity markets |
0 |
0 |
0 |
37 |
0 |
0 |
8 |
166 |
| MEASUREMENT ERRORS IN DYNAMIC MODELS |
0 |
0 |
0 |
17 |
1 |
2 |
8 |
70 |
| Macro Factors in Bond Risk Premia |
1 |
2 |
3 |
148 |
4 |
14 |
39 |
736 |
| Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data |
0 |
0 |
2 |
14 |
0 |
2 |
27 |
69 |
| Measuring Uncertainty |
2 |
5 |
28 |
442 |
14 |
44 |
177 |
1,925 |
| Minimum Distance Estimation of Possibly Noninvertible Moving Average Models |
0 |
0 |
0 |
4 |
1 |
2 |
9 |
39 |
| PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION |
0 |
0 |
1 |
103 |
0 |
4 |
19 |
275 |
| PPP May not Hold Afterall: A Further Investigation |
0 |
0 |
0 |
41 |
0 |
4 |
17 |
314 |
| Panel cointegration with global stochastic trends |
1 |
3 |
5 |
309 |
2 |
5 |
27 |
823 |
| Principal components estimation and identification of static factors |
0 |
0 |
1 |
177 |
0 |
4 |
27 |
617 |
| Rank regularized estimation of approximate factor models |
0 |
0 |
2 |
42 |
1 |
6 |
19 |
137 |
| Review of Coint 2.0 |
0 |
0 |
0 |
279 |
0 |
1 |
5 |
719 |
| Selecting Instrumental Variables in a Data Rich Environment |
1 |
1 |
2 |
175 |
1 |
8 |
17 |
500 |
| Simulated minimum distance estimation of dynamic models with errors-in-variables |
0 |
0 |
0 |
16 |
1 |
4 |
22 |
167 |
| THE EXACT ERROR IN ESTIMATING THE SPECTRAL DENSITY AT THE ORIGIN |
0 |
0 |
0 |
2 |
0 |
3 |
12 |
26 |
| Testing Cross-Section Correlation in Panel Data Using Spacings |
0 |
0 |
0 |
141 |
0 |
1 |
11 |
479 |
| Testing for ARCH in the presence of a possibly misspecified conditional mean |
0 |
0 |
1 |
54 |
0 |
7 |
34 |
284 |
| Testing for Homogeneity in Demand Systems When the Regressors Are Nonstationary |
0 |
0 |
0 |
191 |
0 |
3 |
9 |
836 |
| Testing for unit roots in flow data sampled at different frequencies |
0 |
0 |
0 |
17 |
0 |
2 |
9 |
119 |
| Tests for Skewness, Kurtosis, and Normality for Time Series Data |
0 |
0 |
1 |
312 |
1 |
10 |
27 |
914 |
| The ABC of simulation estimation with auxiliary statistics |
0 |
0 |
1 |
8 |
2 |
9 |
18 |
84 |
| The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information |
0 |
0 |
0 |
40 |
0 |
3 |
17 |
364 |
| The empirical risk-return relation: A factor analysis approach |
1 |
3 |
3 |
421 |
2 |
8 |
22 |
1,114 |
| Time series estimation of the dynamic effects of disaster-type shocks |
0 |
0 |
6 |
11 |
1 |
5 |
36 |
52 |
| Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? |
1 |
7 |
22 |
92 |
4 |
25 |
96 |
303 |
| Understanding and Comparing Factor-Based Forecasts |
0 |
1 |
1 |
194 |
1 |
5 |
12 |
621 |
| Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties |
0 |
0 |
1 |
355 |
0 |
3 |
23 |
1,042 |
| Viewpoint: Boosting Recessions |
1 |
1 |
1 |
7 |
3 |
4 |
13 |
42 |
| Viewpoint: Boosting Recessions |
0 |
0 |
3 |
114 |
3 |
8 |
22 |
348 |
| Total Journal Articles |
22 |
65 |
270 |
13,254 |
125 |
599 |
2,454 |
45,442 |
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