| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A New Method for Working With Sign Restrictions in SVARs |
1 |
1 |
4 |
91 |
1 |
5 |
12 |
163 |
| A Small Structural Monetary Policy Model for Small Open Economies with Debt Accumulation |
0 |
1 |
1 |
154 |
1 |
6 |
7 |
297 |
| A suggested framework for classifying the modes of cycle research |
0 |
0 |
1 |
60 |
0 |
10 |
16 |
144 |
| ALTERNATIVE MODELS FOR CONDITIONAL STOCK VOLATILITY |
0 |
0 |
0 |
2 |
1 |
7 |
13 |
1,225 |
| Alternative Models For Conditional Stock Volatility |
0 |
0 |
2 |
747 |
3 |
16 |
25 |
1,746 |
| An Econometric Analysis of Some Models for Constructed Binary Time Series |
0 |
0 |
0 |
322 |
2 |
4 |
6 |
603 |
| An Unintended Consequence of Using "Errors in Variables Shocks" in DSGE Models? |
0 |
0 |
2 |
79 |
1 |
7 |
16 |
84 |
| An econometric analysis of some models for constructed binary time series |
0 |
0 |
0 |
77 |
0 |
6 |
10 |
238 |
| Assessing Some Models of the Impact of Financial Stress upon Business Cycles |
0 |
0 |
0 |
60 |
1 |
5 |
6 |
173 |
| Australian Macro-Econometric Models and Their Construction - A Short History |
0 |
0 |
2 |
83 |
2 |
5 |
10 |
119 |
| Can Turkish Recessions Be Predicted? |
0 |
0 |
0 |
151 |
0 |
4 |
5 |
334 |
| Can Turkish Recessions be Predicted? |
0 |
0 |
0 |
58 |
1 |
4 |
5 |
94 |
| Can We Predict Recessions? |
0 |
0 |
2 |
338 |
0 |
4 |
7 |
451 |
| Checking If the Straitjacket Fits |
0 |
1 |
2 |
78 |
1 |
7 |
16 |
122 |
| Checking if the Straitjacket Fits |
1 |
3 |
4 |
17 |
3 |
18 |
21 |
52 |
| Critically Assessing Estimated DSGE Models: A Case Study of a Multi-Sector Model |
0 |
0 |
1 |
99 |
2 |
7 |
13 |
205 |
| Detecting Common Dynamics in Transitory Components |
0 |
0 |
0 |
81 |
1 |
1 |
1 |
178 |
| Diagnostic tests as residual analysis |
0 |
1 |
7 |
80 |
2 |
10 |
20 |
216 |
| Discovering Stars: Problems in Recovering Latent Variables from Models |
0 |
0 |
0 |
78 |
1 |
5 |
13 |
94 |
| Disecting the Cycle: A Methodological Investigation |
1 |
1 |
7 |
1,270 |
4 |
8 |
21 |
2,359 |
| Dissecting the Cycle |
0 |
0 |
0 |
178 |
1 |
4 |
8 |
379 |
| ESTIMATING LINEAR QUADRATIC MODELS WITH INTEGRATED PROCESSES |
0 |
0 |
0 |
0 |
1 |
6 |
15 |
338 |
| Econometric Analysis and Prediction of Recurrent Events |
0 |
0 |
0 |
71 |
0 |
3 |
7 |
230 |
| Econometric Analysis and Prediction of Recurrent Events |
0 |
0 |
1 |
270 |
1 |
6 |
8 |
380 |
| Econometric Analysis of Structural Systems with Permanent and Transitory Shocks |
0 |
1 |
1 |
519 |
0 |
8 |
10 |
890 |
| Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7 |
0 |
0 |
0 |
173 |
1 |
6 |
10 |
376 |
| Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables |
1 |
1 |
1 |
90 |
2 |
5 |
9 |
135 |
| Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables |
0 |
0 |
0 |
41 |
1 |
4 |
5 |
107 |
| Econometric Methods for Modelling Systems with a Mixture of I(1) and I(0) Variables |
1 |
1 |
1 |
169 |
2 |
6 |
8 |
193 |
| Estimation and Solution of Models with Expectations and Structural Changes |
0 |
1 |
1 |
67 |
1 |
17 |
20 |
140 |
| Estimation and Solution of Models with Expectations and Structural Changes |
0 |
1 |
1 |
67 |
0 |
9 |
17 |
209 |
| Estimation and Solution of Models with Expectations and Structural Changes |
0 |
0 |
0 |
63 |
2 |
4 |
9 |
185 |
| Extending an SVAR Model of the Australian Economy |
0 |
0 |
1 |
488 |
2 |
6 |
10 |
848 |
| Extracting, Using and Analysing Cyclical Information |
0 |
0 |
0 |
338 |
4 |
17 |
22 |
751 |
| FISCAL POLICY AND THE CURRENT ACCOUNT: HISTORICAL, THEORETICAL AND POLICY PERSPECTIVES, AND "TWIN DEFICIT" AND THE AUSTRALIAN MODELS COMMENTS ON A CONFERENCE |
0 |
0 |
0 |
2 |
1 |
5 |
7 |
3,043 |
| Getting the ROC into Sync |
0 |
0 |
0 |
21 |
1 |
5 |
6 |
51 |
| ISSUES IN ADOPTING DSGE MODELS FOR USE IN THE POLICY PROCESS |
0 |
0 |
0 |
246 |
1 |
7 |
11 |
449 |
| Implications of Partial Information for Applied Macroeconomic Modelling |
0 |
0 |
1 |
29 |
0 |
5 |
10 |
50 |
| Implications of Partial Information for Econometric Modeling of Macroeconomic Systems |
0 |
0 |
0 |
46 |
1 |
4 |
7 |
71 |
| Inventories, Fluctuations and Business Cycles. Working paper #4 |
0 |
0 |
0 |
186 |
1 |
3 |
7 |
416 |
| Investigating Cycle Anatomy |
1 |
2 |
4 |
29 |
3 |
8 |
13 |
74 |
| Investigating the Relationship Between DSGE and SVAR Models |
0 |
1 |
10 |
177 |
0 |
9 |
35 |
448 |
| Issues in Adopting DSGE Models for Use in the Policy Process |
0 |
1 |
2 |
348 |
1 |
9 |
15 |
632 |
| Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change |
0 |
0 |
0 |
33 |
0 |
5 |
9 |
93 |
| Issues in Estimating New-Keynesian Phillips Curves in the Presence of Unknown Structural Change |
0 |
0 |
2 |
65 |
0 |
2 |
9 |
127 |
| Knowing the Cycle |
0 |
1 |
1 |
318 |
0 |
5 |
14 |
664 |
| Limited Information Estimation and Evaluation of DSGE Models |
0 |
0 |
0 |
135 |
1 |
2 |
3 |
285 |
| Limited Information Estimation and Evaluation of DSGE Models. Working paper #6 |
0 |
0 |
2 |
150 |
1 |
8 |
12 |
299 |
| Macro-Econometric System Modelling @75 |
0 |
0 |
1 |
41 |
2 |
16 |
19 |
153 |
| Macro-Econometric System Modelling @75 |
0 |
0 |
1 |
145 |
2 |
9 |
11 |
202 |
| Making a match: Combining theory and evidence in policy-oriented macroeconomic modelling |
0 |
0 |
0 |
91 |
0 |
4 |
5 |
195 |
| Making a match: combining theory and evidence in policy-oriented macroeconomic modelling |
0 |
0 |
0 |
130 |
1 |
15 |
15 |
440 |
| Measurement of Business Cycles |
0 |
1 |
1 |
1,217 |
4 |
14 |
18 |
3,481 |
| Modelling the Term Structure |
0 |
0 |
0 |
2 |
1 |
4 |
8 |
661 |
| Monetary Transmission in an Emerging Targeter: The Case of Brazil |
0 |
1 |
2 |
174 |
0 |
4 |
6 |
397 |
| On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables |
0 |
0 |
0 |
235 |
0 |
4 |
5 |
467 |
| On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables |
0 |
0 |
0 |
67 |
1 |
6 |
7 |
221 |
| On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables |
0 |
0 |
0 |
104 |
1 |
2 |
5 |
257 |
| On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables |
0 |
0 |
0 |
70 |
1 |
7 |
8 |
208 |
| POST-SAMPLE PREDICTION TESTS FOR GENERALIZED METHOD OF MOMENT ESTIMATORS |
0 |
0 |
0 |
0 |
1 |
4 |
5 |
372 |
| Patterns and Their Uses |
0 |
1 |
1 |
60 |
1 |
11 |
13 |
159 |
| Re-Examining What We Can Learn About Counterfactual Results from Time Series Regression |
0 |
3 |
17 |
38 |
8 |
27 |
69 |
125 |
| Recovering Stars in Macroeconomics |
0 |
0 |
7 |
43 |
4 |
11 |
31 |
72 |
| Recovering stars in macroeconomics |
0 |
1 |
2 |
6 |
1 |
12 |
16 |
23 |
| Resolving the Liquidity Effect |
0 |
0 |
0 |
0 |
1 |
2 |
8 |
427 |
| SOME ECONOMETRIC ANALYSIS OF CONSTRUCTED BINARY TIME SERIES |
0 |
0 |
0 |
121 |
0 |
2 |
6 |
375 |
| SOME ISSUES IN USING VARS FOR MACROECONOMETRIC RESEARCH |
0 |
1 |
1 |
584 |
0 |
7 |
11 |
827 |
| SOME SIMULATION STUDIES OF NON-PARAMETRIC ESTIMATORS |
0 |
0 |
0 |
0 |
1 |
3 |
4 |
148 |
| Seasonal Integration and the Evolving Seasonals Model |
0 |
0 |
0 |
0 |
1 |
12 |
19 |
492 |
| Sign Restrictions in Structural Vector Autoregressions: A Critical Review |
0 |
0 |
2 |
358 |
0 |
12 |
19 |
681 |
| Sign Restrictions in Structural Vector Autoregressions: A Critical Review |
0 |
0 |
0 |
796 |
0 |
2 |
15 |
1,707 |
| Simulation Based Estimation of Some Factor Models in Econometrics |
0 |
0 |
0 |
3 |
0 |
2 |
8 |
623 |
| Some Consequences of Using "Measurement Error Shocks" When Estimating Time Series Models |
0 |
0 |
0 |
85 |
0 |
5 |
8 |
102 |
| Some Issues in Using Sign Restrictions for Identifying Structural VARs |
0 |
0 |
14 |
1,107 |
1 |
17 |
60 |
2,073 |
| Some Methods for Assessing the Need for Non-linear Models in Business Cycle Analysis and Forecasting |
0 |
0 |
0 |
162 |
6 |
13 |
15 |
401 |
| Some identification and estimation results for regression models with stochastically varying coefficients |
0 |
0 |
0 |
27 |
0 |
8 |
14 |
83 |
| Some methods for assessing the need for non-linear models in business cycle analysis |
0 |
0 |
0 |
47 |
1 |
2 |
6 |
129 |
| Structural Macro-Econometric Modelling in a Policy Environment |
0 |
0 |
0 |
228 |
1 |
5 |
10 |
435 |
| Structural Models of the Liquidity Effect |
0 |
0 |
0 |
0 |
1 |
4 |
7 |
446 |
| Structural macro-econometric modelling in a policy environment |
0 |
2 |
2 |
190 |
0 |
5 |
10 |
335 |
| Structural macro-wconometric modelling in a policy environment |
0 |
0 |
0 |
91 |
1 |
7 |
11 |
182 |
| Synchronization of cycles |
0 |
1 |
7 |
252 |
0 |
6 |
22 |
962 |
| Testing for Heteroskedasticity |
0 |
0 |
0 |
0 |
0 |
4 |
6 |
350 |
| The Credit Channel and Monetary Transmission in Brazil and Chile: A Structural VAR Approach |
2 |
4 |
6 |
334 |
2 |
15 |
26 |
616 |
| The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach |
0 |
0 |
0 |
358 |
0 |
3 |
4 |
813 |
| The Econometric Analysis of Constructed Binary Time Series |
0 |
0 |
0 |
356 |
0 |
9 |
11 |
995 |
| The Econometric Analysis of Constructed Binary Time Series. Working paper #1 |
0 |
0 |
0 |
110 |
3 |
7 |
11 |
316 |
| The Econometric Analysis of Risk Terms |
0 |
0 |
0 |
69 |
1 |
2 |
2 |
259 |
| The Getting of Macroeconomic Wisdom |
0 |
0 |
0 |
116 |
0 |
6 |
10 |
294 |
| The Lagrange multiplier test and its applications to model specification in econometrics |
0 |
0 |
0 |
0 |
5 |
21 |
45 |
621 |
| The Phillips Curve in Australia |
0 |
0 |
1 |
1,293 |
6 |
9 |
15 |
3,876 |
| The Rise and Fall and Rise... of the Business Cycle |
0 |
0 |
0 |
0 |
1 |
4 |
6 |
1,190 |
| The Shann Memorial Lecture, 1996: The Rise and Fall and Rise...of The Business Cycle |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
29 |
| Three Questions Regarding Impulse Responses and Their Interpretation Found from Sign Restrictions |
0 |
0 |
4 |
173 |
1 |
6 |
15 |
101 |
| To Boost or Not to Boost? That is the Question |
1 |
1 |
2 |
44 |
4 |
9 |
21 |
60 |
| To Boost or Not to Boost? That is the Question |
0 |
0 |
2 |
16 |
0 |
3 |
10 |
56 |
| Too Many Shocks Spoil the Interpretation |
0 |
0 |
0 |
52 |
0 |
3 |
8 |
31 |
| Too many shocks spoil the interpretation |
0 |
0 |
0 |
87 |
0 |
4 |
12 |
192 |
| Towards a Strucrural VAR Model of the Australian Economy |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
1,341 |
| Turning Point and Oscillatory Cycles |
0 |
0 |
1 |
54 |
2 |
8 |
10 |
101 |
| Two Stage and Related Estimators and Their Applications |
0 |
0 |
1 |
214 |
1 |
10 |
12 |
614 |
| USTRALIAN STOCK MARKET VOLATILITY: 1875-1987 |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
239 |
| Weak Instruments: A Guide to the Literature |
0 |
0 |
0 |
258 |
3 |
8 |
8 |
335 |
| What Will Take the Con Out of Econometrics? |
0 |
0 |
0 |
171 |
3 |
10 |
12 |
866 |
| Total Working Papers |
9 |
34 |
139 |
18,433 |
130 |
724 |
1,303 |
51,916 |
| 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 |
0 |
2 |
5 |
280 |
| A Method for Working with Sign Restrictions in Structural Equation Modelling |
0 |
0 |
3 |
31 |
1 |
9 |
24 |
110 |
| A Note on the Extraction of Components from Time Series |
0 |
0 |
0 |
31 |
0 |
3 |
3 |
139 |
| A Short‐Run Econometric Model of the Japanese Wool Textile Industry |
0 |
0 |
0 |
1 |
0 |
4 |
7 |
21 |
| A Simple Test for Heteroscedasticity and Random Coefficient Variation |
5 |
29 |
88 |
2,182 |
21 |
95 |
295 |
6,974 |
| A Structural VAR Model of the Australian Economy |
2 |
4 |
17 |
70 |
5 |
12 |
32 |
141 |
| A Survey of Some Recent Econometric Methods |
0 |
0 |
1 |
233 |
0 |
5 |
9 |
494 |
| A comparison of two business cycle dating methods |
0 |
1 |
8 |
678 |
3 |
8 |
20 |
1,476 |
| A further result on the sign of restricted least-squares estimates |
0 |
0 |
0 |
18 |
1 |
1 |
2 |
96 |
| A multivariate latent factor decomposition of international bond yield spreads |
0 |
0 |
0 |
520 |
0 |
9 |
13 |
1,521 |
| A note on the magnitude of risk premia |
0 |
0 |
0 |
7 |
0 |
2 |
3 |
64 |
| A simple framework for analysing bull and bear markets |
2 |
8 |
31 |
1,146 |
11 |
44 |
119 |
3,521 |
| A suggested framework for classifying the modes of cycle research |
0 |
0 |
0 |
393 |
2 |
3 |
7 |
742 |
| A suggested framework for classifying the modes of cycle research |
0 |
1 |
1 |
5 |
0 |
10 |
11 |
30 |
| Alternative models for conditional stock volatility |
0 |
0 |
3 |
931 |
3 |
4 |
25 |
2,201 |
| An Econometric Analysis of Some Models for Constructed Binary Time Series |
0 |
0 |
0 |
17 |
1 |
7 |
9 |
78 |
| An Econometric Analysis of Some Models for Constructed Binary Time Series |
0 |
0 |
0 |
144 |
6 |
6 |
14 |
359 |
| Assessing the Variability of Inflation |
0 |
0 |
0 |
29 |
1 |
2 |
11 |
159 |
| Australian Stock Market Volatility: 1875–1987* |
0 |
0 |
0 |
4 |
0 |
3 |
9 |
27 |
| Calibration and Econometric Research: An Overview: Introduction |
0 |
0 |
0 |
406 |
5 |
14 |
17 |
800 |
| Comment on Poirier: Dogma or Doubt? |
0 |
0 |
0 |
16 |
0 |
1 |
4 |
205 |
| Commentary on \\"An estimated DSGE model for the United Kingdom\\" |
0 |
0 |
0 |
77 |
0 |
8 |
9 |
229 |
| Consistency tests for heteroskedastic and risk models |
0 |
0 |
0 |
25 |
4 |
8 |
10 |
185 |
| Critically Assessing Estimated DSGE Models: A Case Study of a Multi‐sector Model |
0 |
0 |
3 |
16 |
0 |
5 |
11 |
73 |
| Cycles and their important shocks: completing the investigation |
0 |
0 |
3 |
4 |
0 |
13 |
28 |
32 |
| Data mining and the econometrics industry: comments on the papers of Mayer and of Hoover and Perez |
0 |
0 |
0 |
11 |
0 |
2 |
7 |
121 |
| Detecting Common Dynamics in Transitory Components |
0 |
0 |
0 |
46 |
0 |
3 |
7 |
152 |
| Diagnostic Tests for Models Based on Individual Data: A Survey |
0 |
0 |
2 |
386 |
1 |
7 |
12 |
995 |
| Dissecting the cycle: a methodological investigation |
4 |
11 |
42 |
2,802 |
11 |
38 |
152 |
5,715 |
| Do Markov-switching models capture nonlinearities in the data? |
0 |
0 |
0 |
8 |
0 |
6 |
6 |
41 |
| Econometric Issues in the Analysis of Regressions with Generated Regressors |
5 |
23 |
49 |
1,590 |
16 |
53 |
128 |
3,612 |
| Econometric Methods for Modelling Systems With a Mixture of i(1) and i(0) Variables |
0 |
0 |
1 |
19 |
1 |
5 |
10 |
81 |
| Econometric analysis of structural systems with permanent and transitory shocks |
0 |
1 |
4 |
210 |
2 |
9 |
15 |
471 |
| 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 |
1 |
5 |
5 |
73 |
| Efficient estimation of models with composite disturbance terms |
0 |
0 |
0 |
20 |
0 |
7 |
9 |
85 |
| Estimating The Density Tail Index For Financial Time Series |
0 |
0 |
0 |
253 |
2 |
6 |
8 |
554 |
| Estimating predictions, prediction errors and their standard deviations using constructed variables |
0 |
0 |
0 |
54 |
0 |
1 |
5 |
152 |
| Estimation and Solution of Models with Expectations and Structural Changes |
0 |
1 |
2 |
29 |
1 |
3 |
9 |
116 |
| 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 |
15 |
2 |
3 |
3 |
60 |
| Exact Maximum Likelihood Estimation of Regression Models with Finite Order Moving Average Errors |
0 |
0 |
0 |
33 |
0 |
0 |
3 |
105 |
| Excess shocks can limit the economic interpretation |
0 |
0 |
2 |
33 |
2 |
8 |
17 |
92 |
| Extending a SVAR Model of the Australian Economy |
0 |
1 |
1 |
193 |
0 |
10 |
23 |
508 |
| Getting the ROC into Sync |
0 |
0 |
1 |
6 |
0 |
0 |
6 |
22 |
| Heteroscedasticity in Models with Lagged Dependent Variables |
0 |
1 |
1 |
90 |
2 |
8 |
14 |
449 |
| How Reliable are ORANI Conclusions? |
0 |
0 |
0 |
2 |
0 |
6 |
8 |
19 |
| INVENTORIES, FLUCTUATIONS, AND GOODS SECTOR CYCLES |
0 |
0 |
1 |
34 |
1 |
4 |
7 |
87 |
| Investigating Some Issues Relating to Regime Matching |
0 |
1 |
2 |
2 |
6 |
12 |
16 |
16 |
| Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change |
0 |
0 |
2 |
10 |
0 |
2 |
8 |
37 |
| Learning About Models and Their Fit to Data |
0 |
0 |
1 |
92 |
0 |
3 |
6 |
286 |
| Limited information estimation and evaluation of DSGE models |
0 |
0 |
0 |
1 |
0 |
0 |
3 |
16 |
| Limited information estimation and evaluation of DSGE models |
0 |
0 |
0 |
213 |
1 |
4 |
13 |
523 |
| Making a match: Combining theory and evidence in policy-oriented macroeconomic modeling |
0 |
0 |
2 |
185 |
1 |
3 |
11 |
474 |
| Mardi Dungey: 11 December 1966 – 12 January 2019 |
0 |
0 |
2 |
9 |
0 |
2 |
5 |
18 |
| Methods for assessing the impact of financial effects on business cycles in macroeconometric models |
0 |
0 |
0 |
64 |
0 |
6 |
6 |
168 |
| On the inconsistency of the MLE in certain heteroskedastic regression models |
0 |
0 |
0 |
35 |
0 |
2 |
5 |
214 |
| On the role of simulation in the statistical evaluation of econometric models |
0 |
0 |
0 |
31 |
1 |
3 |
3 |
102 |
| Optimal Control of Econometric Models with Autocorrelated Disturbance Terms |
0 |
0 |
0 |
26 |
0 |
3 |
4 |
105 |
| Phillips curve inflation forecasts - comments |
0 |
0 |
0 |
39 |
1 |
2 |
3 |
101 |
| Policy, Theory, and the Cycle |
0 |
0 |
0 |
0 |
0 |
5 |
7 |
211 |
| Post-Sample Prediction Tests for Generalized Method of Moments Estimators |
0 |
0 |
0 |
0 |
1 |
7 |
7 |
177 |
| Rational and polynomial lags: The finite connection |
0 |
0 |
0 |
8 |
0 |
1 |
1 |
53 |
| Rejoinder to James Hamilton |
0 |
1 |
6 |
124 |
4 |
15 |
25 |
304 |
| Resolving the liquidity effect |
0 |
0 |
3 |
42 |
1 |
4 |
9 |
122 |
| Resolving the liquidity effect |
0 |
0 |
3 |
133 |
1 |
9 |
14 |
325 |
| Seasonal integration and the evolving seasonals model |
0 |
0 |
1 |
59 |
0 |
5 |
9 |
188 |
| Shocking Stories |
0 |
0 |
0 |
16 |
0 |
6 |
6 |
73 |
| Sign Restrictions in Structural Vector Autoregressions: A Critical Review |
1 |
2 |
12 |
565 |
10 |
25 |
75 |
1,491 |
| Some Simulation Studies of Nonparametric Estimators |
0 |
0 |
0 |
0 |
0 |
2 |
6 |
104 |
| Some consequences of viewing LIML as an iterated Aitken estimator |
0 |
0 |
1 |
60 |
0 |
3 |
6 |
136 |
| Some experiments in constructing a hybrid model for macroeconomic analysis |
0 |
0 |
0 |
42 |
1 |
6 |
8 |
202 |
| Some identification and estimation results for regression models with stochastically varying coefficients |
0 |
0 |
3 |
197 |
1 |
9 |
14 |
460 |
| Some methods for assessing the need for non-linear models in business cycle analysis |
0 |
0 |
0 |
92 |
1 |
8 |
11 |
228 |
| Some uses of simulation in econometrics |
0 |
0 |
0 |
6 |
1 |
5 |
5 |
49 |
| Specification Testing of Markov Switching Models* |
0 |
0 |
1 |
133 |
1 |
3 |
7 |
295 |
| Specification of the Disturbance for Efficient Estimation-An Extended Analysis |
0 |
0 |
0 |
7 |
1 |
3 |
3 |
80 |
| Structural Models Of The Liquidity Effect |
0 |
0 |
1 |
200 |
2 |
6 |
10 |
522 |
| Synchronization of cycles |
0 |
1 |
8 |
1,431 |
4 |
9 |
25 |
2,570 |
| Testing for covariance stationarity in stock market data |
0 |
0 |
0 |
156 |
0 |
2 |
4 |
449 |
| Testing for duration dependence in economic cycles |
0 |
0 |
0 |
107 |
3 |
7 |
7 |
385 |
| The Econometric Analysis of Models with Risk Terms |
0 |
0 |
0 |
237 |
0 |
3 |
7 |
679 |
| The Econometrics of the New Keynesian Policy Model: Introduction |
0 |
0 |
0 |
255 |
0 |
2 |
3 |
539 |
| The Estimation and Use of Models with Moving Average Disturbance Terms: A Survey |
1 |
1 |
2 |
38 |
1 |
3 |
6 |
145 |
| The LIML and Related Estimators of an Equation with Moving Average Disturbances |
0 |
0 |
0 |
10 |
1 |
2 |
6 |
85 |
| The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics |
6 |
26 |
95 |
4,739 |
17 |
77 |
254 |
15,241 |
| The Phillips curve in Australia |
0 |
0 |
1 |
266 |
3 |
14 |
26 |
1,076 |
| The econometrics of financial markets |
1 |
3 |
7 |
2,256 |
23 |
80 |
100 |
4,435 |
| Three Basic Issues that Arise when Using Informational Restrictions in SVARs |
0 |
0 |
3 |
15 |
1 |
5 |
11 |
53 |
| Three Econometric Methodologies: A Critical Appraisal |
0 |
0 |
0 |
0 |
0 |
5 |
13 |
820 |
| Time Series Behaviour and Dynamic Specification |
0 |
0 |
0 |
0 |
0 |
5 |
6 |
87 |
| Towards an Understanding of Some Business Cycle Characteristics |
0 |
0 |
0 |
101 |
1 |
6 |
7 |
430 |
| Turning point and oscillatory cycles: Concepts, measurement, and use |
0 |
0 |
0 |
16 |
0 |
5 |
10 |
49 |
| Two Stage and Related Estimators and Their Applications |
0 |
0 |
1 |
200 |
0 |
8 |
15 |
506 |
| Use '4Rs' criteria to assess papers |
0 |
0 |
0 |
2 |
1 |
3 |
4 |
11 |
| WHO'S AFRAID OF INFLATION? |
0 |
1 |
1 |
6 |
0 |
1 |
3 |
32 |
| Weak instruments (in Russian) |
0 |
0 |
0 |
34 |
1 |
4 |
5 |
98 |
| What Will Take the Con out of Econometrics? |
0 |
0 |
1 |
188 |
2 |
6 |
11 |
551 |
| Total Journal Articles |
27 |
117 |
423 |
25,276 |
199 |
873 |
1,980 |
68,788 |
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