Journal Article |
File Downloads |
Abstract Views |

Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |

A Generalised Approach to the Treatment of Autocorrelation |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
270 |

A Method for Working with Sign Restrictions in Structural Equation Modelling |
0 |
0 |
1 |
20 |
1 |
1 |
6 |
70 |

A Note on the Extraction of Components from Time Series |
0 |
1 |
1 |
29 |
0 |
1 |
4 |
131 |

A Short‐Run Econometric Model of the Japanese Wool Textile Industry |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
8 |

A Simple Test for Heteroscedasticity and Random Coefficient Variation |
15 |
42 |
187 |
1,658 |
38 |
109 |
472 |
5,549 |

A Structural VAR Model of the Australian Economy |
1 |
2 |
6 |
6 |
1 |
2 |
10 |
11 |

A Survey of Some Recent Econometric Methods |
1 |
1 |
7 |
217 |
3 |
6 |
17 |
444 |

A comparison of two business cycle dating methods |
0 |
2 |
11 |
631 |
2 |
10 |
39 |
1,368 |

A further result on the sign of restricted least-squares estimates |
0 |
1 |
1 |
17 |
0 |
1 |
1 |
90 |

A multivariate latent factor decomposition of international bond yield spreads |
0 |
0 |
3 |
511 |
1 |
1 |
7 |
1,489 |

A note on the magnitude of risk premia |
0 |
0 |
0 |
6 |
1 |
1 |
1 |
57 |

A simple framework for analysing bull and bear markets |
0 |
1 |
9 |
1,034 |
4 |
15 |
74 |
3,188 |

A suggested framework for classifying the modes of cycle research |
0 |
1 |
3 |
389 |
1 |
2 |
9 |
718 |

A suggested framework for classifying the modes of cycle research |
0 |
0 |
0 |
0 |
2 |
4 |
4 |
4 |

Alternative models for conditional stock volatility |
2 |
5 |
24 |
886 |
7 |
17 |
89 |
2,041 |

An Econometric Analysis of Some Models for Constructed Binary Time Series |
0 |
1 |
1 |
10 |
0 |
1 |
2 |
51 |

An Econometric Analysis of Some Models for Constructed Binary Time Series |
0 |
0 |
0 |
142 |
0 |
0 |
3 |
334 |

Assessing the Variability of Inflation |
0 |
0 |
1 |
28 |
1 |
2 |
5 |
135 |

Australian Stock Market Volatility: 1875–1987* |
0 |
1 |
1 |
1 |
3 |
4 |
6 |
6 |

Calibration and Econometric Research: An Overview: Introduction |
0 |
0 |
0 |
404 |
1 |
1 |
1 |
776 |

Comment on Poirier: Dogma or Doubt? |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
200 |

Commentary on \\"An estimated DSGE model for the United Kingdom\\" |
0 |
0 |
0 |
75 |
2 |
2 |
7 |
215 |

Consistency tests for heteroskedastic and risk models |
0 |
0 |
1 |
25 |
1 |
1 |
4 |
173 |

Critically Assessing Estimated DSGE Models: A Case Study of a Multi‐sector Model |
0 |
0 |
0 |
10 |
2 |
3 |
14 |
48 |

Data mining and the econometrics industry: comments on the papers of Mayer and of Hoover and Perez |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
110 |

Detecting Common Dynamics in Transitory Components |
0 |
0 |
0 |
46 |
1 |
3 |
5 |
143 |

Diagnostic Tests for Models Based on Individual Data: A Survey |
0 |
0 |
3 |
373 |
1 |
4 |
18 |
960 |

Dissecting the cycle: a methodological investigation |
13 |
23 |
74 |
2,555 |
33 |
68 |
243 |
4,994 |

Do Markov-switching models capture nonlinearities in the data? |
0 |
0 |
0 |
7 |
1 |
3 |
7 |
32 |

Econometric Issues in the Analysis of Regressions with Generated Regressors |
2 |
6 |
32 |
1,466 |
3 |
15 |
84 |
3,323 |

Econometric Methods for Modelling Systems With a Mixture of i(1) and i(0) Variables |
1 |
1 |
1 |
12 |
2 |
4 |
6 |
59 |

Econometric analysis of structural systems with permanent and transitory shocks |
0 |
0 |
3 |
184 |
2 |
4 |
11 |
403 |

Econometric studies of macro and monetary relations: A.A. Powell and R.A. Williams (eds.), (North-Holland Publ. Co., Amsterdam, 1973) viii+358 pp. ($18.75) |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
67 |

Efficient estimation of models with composite disturbance terms |
0 |
1 |
1 |
20 |
0 |
1 |
1 |
75 |

Estimating The Density Tail Index For Financial Time Series |
0 |
2 |
6 |
245 |
2 |
4 |
18 |
530 |

Estimating predictions, prediction errors and their standard deviations using constructed variables |
0 |
0 |
0 |
53 |
2 |
2 |
4 |
143 |

Estimation and Solution of Models with Expectations and Structural Changes |
0 |
1 |
3 |
12 |
1 |
5 |
15 |
58 |

Evaluating Models: A Review of L.G. Godfrey Misspecification Tests in Econometrics Econometric Society Monographs No. 16 Cambridge University Press, 1988, pp. 252+xii, $49.50 |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
53 |

Exact Maximum Likelihood Estimation of Regression Models with Finite Order Moving Average Errors |
0 |
0 |
0 |
33 |
1 |
1 |
2 |
101 |

Extending a SVAR Model of the Australian Economy |
1 |
1 |
3 |
186 |
3 |
3 |
11 |
455 |

Heteroscedasticity in Models with Lagged Dependent Variables |
0 |
0 |
0 |
88 |
1 |
2 |
12 |
427 |

How Reliable are ORANI Conclusions? |
0 |
1 |
1 |
1 |
0 |
1 |
1 |
2 |

INVENTORIES, FLUCTUATIONS, AND GOODS SECTOR CYCLES |
0 |
0 |
3 |
32 |
1 |
1 |
5 |
76 |

Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change |
0 |
0 |
2 |
6 |
0 |
0 |
4 |
26 |

Learning About Models and Their Fit to Data |
0 |
0 |
2 |
91 |
1 |
2 |
5 |
278 |

Limited information estimation and evaluation of DSGE models |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
6 |

Limited information estimation and evaluation of DSGE models |
0 |
1 |
2 |
211 |
1 |
3 |
8 |
498 |

Making a match: Combining theory and evidence in policy-oriented macroeconomic modeling |
0 |
0 |
1 |
174 |
1 |
1 |
3 |
434 |

Mardi Dungey: 11 December 1966 â€“ 12 January 2019 |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
1 |

Methods for assessing the impact of financial effects on business cycles in macroeconometric models |
0 |
0 |
4 |
59 |
2 |
4 |
11 |
148 |

On the inconsistency of the MLE in certain heteroskedastic regression models |
0 |
0 |
0 |
33 |
0 |
0 |
3 |
206 |

On the role of simulation in the statistical evaluation of econometric models |
0 |
0 |
0 |
30 |
1 |
1 |
2 |
96 |

Optimal Control of Econometric Models with Autocorrelated Disturbance Terms |
0 |
0 |
0 |
26 |
0 |
1 |
2 |
101 |

Phillips curve inflation forecasts - comments |
0 |
0 |
1 |
39 |
0 |
0 |
2 |
95 |

Policy, Theory, and the Cycle |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
199 |

Post-Sample Prediction Tests for Generalized Method of Moments Estimators |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
164 |

Rational and polynomial lags: The finite connection |
1 |
1 |
1 |
8 |
1 |
2 |
2 |
51 |

Rejoinder to James Hamilton |
0 |
0 |
2 |
116 |
0 |
1 |
7 |
272 |

Resolving the liquidity effect |
0 |
1 |
6 |
34 |
1 |
2 |
10 |
93 |

Resolving the liquidity effect |
0 |
0 |
0 |
128 |
0 |
0 |
5 |
300 |

Seasonal integration and the evolving seasonals model |
0 |
0 |
0 |
58 |
0 |
0 |
2 |
174 |

Shocking Stories |
0 |
1 |
4 |
9 |
0 |
2 |
6 |
54 |

Sign Restrictions in Structural Vector Autoregressions: A Critical Review |
1 |
8 |
30 |
511 |
8 |
24 |
93 |
1,265 |

Some Simulation Studies of Nonparametric Estimators |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
94 |

Some consequences of viewing LIML as an iterated Aitken estimator |
0 |
0 |
0 |
58 |
0 |
1 |
2 |
122 |

Some experiments in constructing a hybrid model for macroeconomic analysis |
0 |
0 |
0 |
40 |
0 |
0 |
1 |
186 |

Some identification and estimation results for regression models with stochastically varying coefficients |
1 |
1 |
2 |
184 |
1 |
1 |
9 |
421 |

Some methods for assessing the need for non-linear models in business cycle analysis |
0 |
0 |
1 |
87 |
0 |
0 |
2 |
206 |

Some uses of simulation in econometrics |
0 |
0 |
0 |
6 |
0 |
1 |
2 |
38 |

Specification Testing of Markov Switching Models* |
0 |
0 |
2 |
131 |
1 |
1 |
6 |
285 |

Specification of the Disturbance for Efficient Estimation-An Extended Analysis |
0 |
0 |
0 |
7 |
0 |
0 |
2 |
76 |

Structural Models Of The Liquidity Effect |
0 |
0 |
2 |
195 |
1 |
1 |
12 |
501 |

Synchronization of cycles |
5 |
9 |
50 |
1,306 |
10 |
18 |
114 |
2,273 |

Testing for covariance stationarity in stock market data |
0 |
0 |
0 |
156 |
0 |
0 |
2 |
443 |

Testing for duration dependence in economic cycles |
0 |
0 |
2 |
107 |
2 |
2 |
15 |
366 |

The Econometric Analysis of Models with Risk Terms |
0 |
1 |
6 |
229 |
2 |
3 |
15 |
617 |

The Econometrics of the New Keynesian Policy Model: Introduction |
0 |
2 |
2 |
245 |
2 |
4 |
7 |
520 |

The Estimation and Use of Models with Moving Average Disturbance Terms: A Survey |
0 |
0 |
0 |
32 |
0 |
0 |
4 |
134 |

The LIML and Related Estimators of an Equation with Moving Average Disturbances |
0 |
1 |
1 |
9 |
1 |
2 |
4 |
76 |

The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics |
18 |
59 |
193 |
4,234 |
56 |
178 |
526 |
13,846 |

The Phillips curve in Australia |
0 |
1 |
11 |
255 |
1 |
4 |
61 |
1,005 |

The econometrics of financial markets |
2 |
8 |
34 |
2,174 |
9 |
21 |
85 |
4,144 |

Three Econometric Methodologies: A Critical Appraisal |
0 |
0 |
0 |
0 |
1 |
5 |
22 |
736 |

Time Series Behaviour and Dynamic Specification |
0 |
0 |
0 |
0 |
2 |
2 |
3 |
80 |

Towards an Understanding of Some Business Cycle Characteristics |
0 |
0 |
2 |
98 |
4 |
4 |
9 |
412 |

Two Stage and Related Estimators and Their Applications |
0 |
0 |
1 |
192 |
2 |
2 |
8 |
468 |

Use '4Rs' criteria to assess papers |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |

WHO'S AFRAID OF INFLATION? |
0 |
0 |
0 |
4 |
1 |
1 |
2 |
28 |

Weak instruments (in Russian) |
0 |
0 |
0 |
33 |
0 |
0 |
3 |
88 |

What Will Take the Con out of Econometrics? |
0 |
1 |
2 |
179 |
0 |
5 |
16 |
519 |

What is a good macroeconomic model for a central bank to use? panel discussion |
0 |
0 |
1 |
20 |
0 |
0 |
2 |
90 |

What is a good macroeconomic model for a central bank to use? panel discussion |
0 |
0 |
2 |
106 |
0 |
0 |
2 |
257 |

Total Journal Articles |
64 |
189 |
756 |
23,082 |
239 |
607 |
2,339 |
61,879 |