Journal Article |
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12 months |
Total |
Last month |
3 months |
12 months |
Total |

A Generalised Approach to the Treatment of Autocorrelation |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
272 |

A Method for Working with Sign Restrictions in Structural Equation Modelling |
0 |
0 |
2 |
23 |
0 |
0 |
4 |
81 |

A Note on the Extraction of Components from Time Series |
0 |
0 |
0 |
30 |
0 |
0 |
1 |
134 |

A Short‐Run Econometric Model of the Japanese Wool Textile Industry |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
12 |

A Simple Test for Heteroscedasticity and Random Coefficient Variation |
6 |
22 |
107 |
1,936 |
23 |
61 |
321 |
6,318 |

A Structural VAR Model of the Australian Economy |
0 |
3 |
7 |
28 |
2 |
9 |
22 |
61 |

A Survey of Some Recent Econometric Methods |
0 |
0 |
3 |
226 |
2 |
3 |
10 |
473 |

A comparison of two business cycle dating methods |
0 |
0 |
10 |
664 |
3 |
4 |
20 |
1,432 |

A further result on the sign of restricted least-squares estimates |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
92 |

A multivariate latent factor decomposition of international bond yield spreads |
0 |
0 |
1 |
517 |
0 |
0 |
4 |
1,502 |

A note on the magnitude of risk premia |
0 |
0 |
1 |
7 |
0 |
0 |
2 |
59 |

A simple framework for analysing bull and bear markets |
2 |
7 |
21 |
1,076 |
3 |
12 |
51 |
3,294 |

A suggested framework for classifying the modes of cycle research |
0 |
0 |
2 |
393 |
0 |
0 |
5 |
731 |

A suggested framework for classifying the modes of cycle research |
0 |
0 |
1 |
4 |
0 |
0 |
1 |
13 |

Alternative models for conditional stock volatility |
0 |
1 |
7 |
917 |
0 |
6 |
32 |
2,144 |

An Econometric Analysis of Some Models for Constructed Binary Time Series |
0 |
0 |
0 |
144 |
1 |
1 |
2 |
343 |

An Econometric Analysis of Some Models for Constructed Binary Time Series |
1 |
1 |
2 |
14 |
2 |
2 |
4 |
62 |

Assessing the Variability of Inflation |
0 |
0 |
0 |
28 |
0 |
0 |
3 |
144 |

Australian Stock Market Volatility: 1875–1987* |
0 |
0 |
0 |
4 |
0 |
0 |
2 |
16 |

Calibration and Econometric Research: An Overview: Introduction |
0 |
0 |
0 |
406 |
0 |
1 |
2 |
781 |

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 |
76 |
0 |
0 |
0 |
218 |

Consistency tests for heteroskedastic and risk models |
0 |
0 |
0 |
25 |
0 |
0 |
1 |
174 |

Critically Assessing Estimated DSGE Models: A Case Study of a Multi‐sector Model |
0 |
0 |
1 |
12 |
0 |
0 |
3 |
57 |

Data mining and the econometrics industry: comments on the papers of Mayer and of Hoover and Perez |
0 |
0 |
0 |
11 |
0 |
0 |
1 |
113 |

Detecting Common Dynamics in Transitory Components |
0 |
0 |
0 |
46 |
0 |
0 |
0 |
144 |

Diagnostic Tests for Models Based on Individual Data: A Survey |
0 |
1 |
4 |
383 |
0 |
1 |
6 |
981 |

Dissecting the cycle: a methodological investigation |
2 |
11 |
63 |
2,697 |
9 |
33 |
174 |
5,394 |

Do Markov-switching models capture nonlinearities in the data? |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
33 |

Econometric Issues in the Analysis of Regressions with Generated Regressors |
7 |
15 |
28 |
1,517 |
11 |
22 |
57 |
3,437 |

Econometric Methods for Modelling Systems With a Mixture of i(1) and i(0) Variables |
0 |
0 |
0 |
14 |
0 |
0 |
3 |
66 |

Econometric analysis of structural systems with permanent and transitory shocks |
1 |
4 |
7 |
198 |
2 |
5 |
17 |
437 |

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 |
0 |
68 |

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

Estimating The Density Tail Index For Financial Time Series |
0 |
0 |
2 |
252 |
1 |
1 |
5 |
541 |

Estimating predictions, prediction errors and their standard deviations using constructed variables |
0 |
0 |
0 |
53 |
0 |
0 |
0 |
145 |

Estimation and Solution of Models with Expectations and Structural Changes |
0 |
2 |
8 |
22 |
0 |
5 |
16 |
86 |

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 |
0 |
0 |
0 |
57 |

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

Excess shocks can limit the economic interpretation |
3 |
5 |
19 |
22 |
3 |
10 |
43 |
53 |

Extending a SVAR Model of the Australian Economy |
0 |
2 |
3 |
190 |
1 |
4 |
7 |
473 |

Heteroscedasticity in Models with Lagged Dependent Variables |
0 |
0 |
1 |
89 |
0 |
0 |
2 |
433 |

How Reliable are ORANI Conclusions? |
0 |
1 |
1 |
2 |
0 |
1 |
2 |
8 |

INVENTORIES, FLUCTUATIONS, AND GOODS SECTOR CYCLES |
0 |
1 |
1 |
33 |
0 |
1 |
2 |
79 |

Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
27 |

Learning About Models and Their Fit to Data |
0 |
0 |
0 |
91 |
0 |
0 |
0 |
279 |

Limited information estimation and evaluation of DSGE models |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
11 |

Limited information estimation and evaluation of DSGE models |
0 |
0 |
1 |
213 |
0 |
1 |
4 |
509 |

Making a match: Combining theory and evidence in policy-oriented macroeconomic modeling |
0 |
0 |
6 |
181 |
0 |
0 |
17 |
457 |

Mardi Dungey: 11 December 1966 â€“ 12 January 2019 |
0 |
1 |
2 |
5 |
0 |
1 |
3 |
11 |

Methods for assessing the impact of financial effects on business cycles in macroeconometric models |
0 |
0 |
1 |
63 |
2 |
2 |
7 |
159 |

On the inconsistency of the MLE in certain heteroskedastic regression models |
0 |
0 |
0 |
34 |
0 |
0 |
0 |
208 |

On the role of simulation in the statistical evaluation of econometric models |
0 |
0 |
0 |
31 |
0 |
0 |
0 |
99 |

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

Phillips curve inflation forecasts - comments |
0 |
0 |
0 |
39 |
0 |
0 |
0 |
97 |

Policy, Theory, and the Cycle |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
202 |

Post-Sample Prediction Tests for Generalized Method of Moments Estimators |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
167 |

Rational and polynomial lags: The finite connection |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
52 |

Rejoinder to James Hamilton |
0 |
1 |
1 |
118 |
0 |
2 |
2 |
277 |

Resolving the liquidity effect |
0 |
0 |
0 |
37 |
0 |
0 |
1 |
106 |

Resolving the liquidity effect |
0 |
0 |
0 |
128 |
0 |
0 |
1 |
307 |

Seasonal integration and the evolving seasonals model |
0 |
0 |
0 |
58 |
0 |
0 |
1 |
179 |

Shocking Stories |
0 |
1 |
1 |
11 |
0 |
1 |
1 |
58 |

Sign Restrictions in Structural Vector Autoregressions: A Critical Review |
2 |
4 |
9 |
539 |
5 |
15 |
36 |
1,368 |

Some Simulation Studies of Nonparametric Estimators |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
97 |

Some consequences of viewing LIML as an iterated Aitken estimator |
0 |
1 |
1 |
59 |
0 |
1 |
1 |
124 |

Some experiments in constructing a hybrid model for macroeconomic analysis |
0 |
0 |
0 |
41 |
0 |
0 |
0 |
190 |

Some identification and estimation results for regression models with stochastically varying coefficients |
0 |
0 |
2 |
191 |
0 |
0 |
2 |
441 |

Some methods for assessing the need for non-linear models in business cycle analysis |
0 |
0 |
1 |
90 |
0 |
1 |
3 |
211 |

Some uses of simulation in econometrics |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
43 |

Specification Testing of Markov Switching Models* |
0 |
0 |
0 |
131 |
0 |
0 |
2 |
287 |

Specification of the Disturbance for Efficient Estimation-An Extended Analysis |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
77 |

Structural Models Of The Liquidity Effect |
0 |
1 |
2 |
198 |
1 |
2 |
3 |
508 |

Synchronization of cycles |
1 |
2 |
24 |
1,392 |
4 |
8 |
79 |
2,497 |

Testing for covariance stationarity in stock market data |
0 |
0 |
0 |
156 |
0 |
0 |
1 |
445 |

Testing for duration dependence in economic cycles |
0 |
0 |
0 |
107 |
0 |
0 |
1 |
373 |

The Econometric Analysis of Models with Risk Terms |
0 |
1 |
3 |
236 |
0 |
1 |
18 |
669 |

The Econometrics of the New Keynesian Policy Model: Introduction |
0 |
3 |
7 |
255 |
0 |
3 |
8 |
533 |

The Estimation and Use of Models with Moving Average Disturbance Terms: A Survey |
0 |
0 |
2 |
36 |
0 |
0 |
2 |
139 |

The LIML and Related Estimators of an Equation with Moving Average Disturbances |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
78 |

The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics |
10 |
20 |
88 |
4,520 |
18 |
60 |
276 |
14,696 |

The Phillips curve in Australia |
0 |
1 |
6 |
264 |
0 |
7 |
18 |
1,043 |

The econometrics of financial markets |
13 |
15 |
28 |
2,237 |
20 |
24 |
70 |
4,301 |

Three Basic Issues that Arise when Using Informational Restrictions in SVARs |
0 |
0 |
4 |
6 |
1 |
6 |
20 |
29 |

Three Econometric Methodologies: A Critical Appraisal |
0 |
0 |
0 |
0 |
0 |
4 |
16 |
791 |

Time Series Behaviour and Dynamic Specification |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
81 |

Towards an Understanding of Some Business Cycle Characteristics |
0 |
0 |
1 |
101 |
0 |
1 |
3 |
421 |

Turning point and oscillatory cycles: Concepts, measurement, and use |
0 |
0 |
5 |
15 |
1 |
2 |
10 |
33 |

Two Stage and Related Estimators and Their Applications |
0 |
0 |
2 |
198 |
0 |
2 |
7 |
484 |

Use '4Rs' criteria to assess papers |
0 |
0 |
2 |
2 |
0 |
0 |
3 |
5 |

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

Weak instruments (in Russian) |
0 |
0 |
0 |
33 |
0 |
0 |
2 |
91 |

What Will Take the Con out of Econometrics? |
0 |
0 |
2 |
184 |
1 |
1 |
5 |
533 |

What is a good macroeconomic model for a central bank to use? panel discussion |
0 |
1 |
1 |
107 |
0 |
1 |
1 |
261 |

What is a good macroeconomic model for a central bank to use? panel discussion |
0 |
1 |
2 |
22 |
0 |
1 |
3 |
95 |

Total Journal Articles |
48 |
129 |
506 |
24,376 |
116 |
330 |
1,464 |
65,615 |