| 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 |
0 |
0 |
3 |
90 |
0 |
2 |
9 |
158 |
| A Small Structural Monetary Policy Model for Small Open Economies with Debt Accumulation |
0 |
0 |
0 |
153 |
0 |
0 |
2 |
291 |
| A suggested framework for classifying the modes of cycle research |
0 |
0 |
1 |
60 |
2 |
6 |
8 |
136 |
| ALTERNATIVE MODELS FOR CONDITIONAL STOCK VOLATILITY |
0 |
0 |
0 |
2 |
3 |
7 |
9 |
1,221 |
| Alternative Models For Conditional Stock Volatility |
0 |
1 |
3 |
747 |
3 |
8 |
14 |
1,733 |
| An Econometric Analysis of Some Models for Constructed Binary Time Series |
0 |
0 |
0 |
322 |
0 |
1 |
2 |
599 |
| An Unintended Consequence of Using "Errors in Variables Shocks" in DSGE Models? |
0 |
1 |
2 |
79 |
2 |
4 |
12 |
79 |
| An econometric analysis of some models for constructed binary time series |
0 |
0 |
0 |
77 |
2 |
3 |
6 |
234 |
| Assessing Some Models of the Impact of Financial Stress upon Business Cycles |
0 |
0 |
0 |
60 |
0 |
1 |
1 |
168 |
| Australian Macro-Econometric Models and Their Construction - A Short History |
0 |
0 |
2 |
83 |
2 |
3 |
7 |
116 |
| Can Turkish Recessions Be Predicted? |
0 |
0 |
0 |
151 |
2 |
2 |
3 |
332 |
| Can Turkish Recessions be Predicted? |
0 |
0 |
0 |
58 |
1 |
2 |
2 |
91 |
| Can We Predict Recessions? |
0 |
0 |
2 |
338 |
1 |
2 |
5 |
448 |
| Checking If the Straitjacket Fits |
1 |
1 |
3 |
78 |
1 |
7 |
12 |
116 |
| Checking if the Straitjacket Fits |
1 |
1 |
3 |
15 |
3 |
4 |
7 |
37 |
| Critically Assessing Estimated DSGE Models: A Case Study of a Multi-Sector Model |
0 |
0 |
1 |
99 |
0 |
2 |
6 |
198 |
| Detecting Common Dynamics in Transitory Components |
0 |
0 |
0 |
81 |
0 |
0 |
0 |
177 |
| Diagnostic tests as residual analysis |
0 |
1 |
6 |
79 |
1 |
3 |
14 |
207 |
| Discovering Stars: Problems in Recovering Latent Variables from Models |
0 |
0 |
0 |
78 |
3 |
6 |
12 |
92 |
| Disecting the Cycle: A Methodological Investigation |
0 |
2 |
9 |
1,269 |
1 |
4 |
21 |
2,352 |
| Dissecting the Cycle |
0 |
0 |
0 |
178 |
1 |
4 |
5 |
376 |
| ESTIMATING LINEAR QUADRATIC MODELS WITH INTEGRATED PROCESSES |
0 |
0 |
0 |
0 |
4 |
8 |
13 |
336 |
| Econometric Analysis and Prediction of Recurrent Events |
0 |
0 |
0 |
71 |
1 |
3 |
6 |
228 |
| Econometric Analysis and Prediction of Recurrent Events |
0 |
1 |
1 |
270 |
3 |
5 |
5 |
377 |
| Econometric Analysis of Structural Systems with Permanent and Transitory Shocks |
1 |
1 |
1 |
519 |
2 |
4 |
4 |
884 |
| Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7 |
0 |
0 |
0 |
173 |
1 |
5 |
5 |
371 |
| Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables |
0 |
0 |
0 |
41 |
1 |
1 |
3 |
104 |
| Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables |
0 |
0 |
0 |
89 |
2 |
6 |
7 |
132 |
| Econometric Methods for Modelling Systems with a Mixture of I(1) and I(0) Variables |
0 |
0 |
0 |
168 |
1 |
1 |
3 |
188 |
| Estimation and Solution of Models with Expectations and Structural Changes |
0 |
0 |
0 |
66 |
3 |
4 |
15 |
203 |
| Estimation and Solution of Models with Expectations and Structural Changes |
0 |
0 |
0 |
63 |
1 |
4 |
7 |
182 |
| Estimation and Solution of Models with Expectations and Structural Changes |
1 |
1 |
1 |
67 |
2 |
2 |
6 |
125 |
| Extending an SVAR Model of the Australian Economy |
0 |
0 |
1 |
488 |
1 |
3 |
6 |
843 |
| Extracting, Using and Analysing Cyclical Information |
0 |
0 |
1 |
338 |
2 |
3 |
10 |
736 |
| 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 |
1 |
4 |
3,039 |
| Getting the ROC into Sync |
0 |
0 |
0 |
21 |
3 |
4 |
4 |
49 |
| ISSUES IN ADOPTING DSGE MODELS FOR USE IN THE POLICY PROCESS |
0 |
0 |
0 |
246 |
2 |
4 |
6 |
444 |
| Implications of Partial Information for Applied Macroeconomic Modelling |
0 |
0 |
1 |
29 |
4 |
8 |
9 |
49 |
| Implications of Partial Information for Econometric Modeling of Macroeconomic Systems |
0 |
0 |
0 |
46 |
1 |
2 |
5 |
68 |
| Inventories, Fluctuations and Business Cycles. Working paper #4 |
0 |
0 |
0 |
186 |
1 |
4 |
5 |
414 |
| Investigating Cycle Anatomy |
0 |
0 |
2 |
27 |
2 |
3 |
9 |
68 |
| Investigating the Relationship Between DSGE and SVAR Models |
0 |
2 |
11 |
176 |
1 |
9 |
31 |
440 |
| Issues in Adopting DSGE Models for Use in the Policy Process |
0 |
1 |
1 |
347 |
4 |
6 |
11 |
627 |
| Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change |
0 |
0 |
0 |
33 |
2 |
3 |
6 |
90 |
| Issues in Estimating New-Keynesian Phillips Curves in the Presence of Unknown Structural Change |
0 |
1 |
2 |
65 |
0 |
6 |
7 |
125 |
| Knowing the Cycle |
1 |
1 |
2 |
318 |
3 |
9 |
13 |
662 |
| Limited Information Estimation and Evaluation of DSGE Models |
0 |
0 |
0 |
135 |
0 |
0 |
1 |
283 |
| Limited Information Estimation and Evaluation of DSGE Models. Working paper #6 |
0 |
0 |
2 |
150 |
2 |
3 |
7 |
293 |
| Macro-Econometric System Modelling @75 |
0 |
0 |
1 |
145 |
1 |
2 |
3 |
194 |
| Macro-Econometric System Modelling @75 |
0 |
0 |
1 |
41 |
1 |
2 |
4 |
138 |
| Making a match: Combining theory and evidence in policy-oriented macroeconomic modelling |
0 |
0 |
0 |
91 |
1 |
1 |
2 |
192 |
| Making a match: combining theory and evidence in policy-oriented macroeconomic modelling |
0 |
0 |
0 |
130 |
3 |
3 |
3 |
428 |
| Measurement of Business Cycles |
0 |
0 |
2 |
1,216 |
4 |
6 |
10 |
3,471 |
| Modelling the Term Structure |
0 |
0 |
0 |
2 |
0 |
1 |
6 |
657 |
| Monetary Transmission in an Emerging Targeter: The Case of Brazil |
0 |
0 |
1 |
173 |
1 |
1 |
3 |
394 |
| On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables |
0 |
0 |
0 |
70 |
2 |
3 |
4 |
203 |
| On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables |
0 |
0 |
0 |
104 |
1 |
3 |
5 |
256 |
| On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables |
0 |
0 |
0 |
235 |
0 |
0 |
1 |
463 |
| On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables |
0 |
0 |
0 |
67 |
0 |
0 |
2 |
215 |
| POST-SAMPLE PREDICTION TESTS FOR GENERALIZED METHOD OF MOMENT ESTIMATORS |
0 |
0 |
0 |
0 |
3 |
4 |
5 |
371 |
| Patterns and Their Uses |
1 |
1 |
1 |
60 |
3 |
5 |
5 |
151 |
| Re-Examining What We Can Learn About Counterfactual Results from Time Series Regression |
2 |
4 |
18 |
37 |
13 |
20 |
61 |
111 |
| Recovering Stars in Macroeconomics |
0 |
1 |
8 |
43 |
6 |
10 |
29 |
67 |
| Recovering stars in macroeconomics |
1 |
1 |
2 |
6 |
4 |
6 |
9 |
15 |
| Resolving the Liquidity Effect |
0 |
0 |
0 |
0 |
0 |
2 |
7 |
425 |
| SOME ECONOMETRIC ANALYSIS OF CONSTRUCTED BINARY TIME SERIES |
0 |
0 |
0 |
121 |
0 |
0 |
4 |
373 |
| SOME ISSUES IN USING VARS FOR MACROECONOMETRIC RESEARCH |
1 |
1 |
2 |
584 |
1 |
2 |
7 |
821 |
| SOME SIMULATION STUDIES OF NON-PARAMETRIC ESTIMATORS |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
146 |
| Seasonal Integration and the Evolving Seasonals Model |
0 |
0 |
0 |
0 |
5 |
9 |
13 |
485 |
| Sign Restrictions in Structural Vector Autoregressions: A Critical Review |
0 |
0 |
0 |
796 |
1 |
11 |
14 |
1,706 |
| Sign Restrictions in Structural Vector Autoregressions: A Critical Review |
0 |
0 |
2 |
358 |
2 |
6 |
10 |
671 |
| Simulation Based Estimation of Some Factor Models in Econometrics |
0 |
0 |
0 |
3 |
1 |
3 |
7 |
622 |
| Some Consequences of Using "Measurement Error Shocks" When Estimating Time Series Models |
0 |
0 |
0 |
85 |
2 |
3 |
5 |
99 |
| Some Issues in Using Sign Restrictions for Identifying Structural VARs |
0 |
2 |
17 |
1,107 |
8 |
29 |
55 |
2,064 |
| Some Methods for Assessing the Need for Non-linear Models in Business Cycle Analysis and Forecasting |
0 |
0 |
0 |
162 |
3 |
5 |
7 |
391 |
| Some identification and estimation results for regression models with stochastically varying coefficients |
0 |
0 |
0 |
27 |
4 |
8 |
10 |
79 |
| Some methods for assessing the need for non-linear models in business cycle analysis |
0 |
0 |
0 |
47 |
0 |
3 |
4 |
127 |
| Structural Macro-Econometric Modelling in a Policy Environment |
0 |
0 |
0 |
228 |
1 |
3 |
6 |
431 |
| Structural Models of the Liquidity Effect |
0 |
0 |
0 |
0 |
1 |
3 |
4 |
443 |
| Structural macro-econometric modelling in a policy environment |
0 |
0 |
1 |
188 |
2 |
4 |
8 |
332 |
| Structural macro-wconometric modelling in a policy environment |
0 |
0 |
0 |
91 |
3 |
4 |
7 |
178 |
| Synchronization of cycles |
1 |
3 |
9 |
252 |
3 |
8 |
21 |
959 |
| Testing for Heteroskedasticity |
0 |
0 |
0 |
0 |
3 |
4 |
5 |
349 |
| The Credit Channel and Monetary Transmission in Brazil and Chile: A Structural VAR Approach |
1 |
1 |
3 |
331 |
6 |
8 |
17 |
607 |
| The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach |
0 |
0 |
0 |
358 |
1 |
1 |
2 |
811 |
| The Econometric Analysis of Constructed Binary Time Series |
0 |
0 |
0 |
356 |
1 |
2 |
3 |
987 |
| The Econometric Analysis of Constructed Binary Time Series. Working paper #1 |
0 |
0 |
0 |
110 |
2 |
6 |
7 |
311 |
| The Econometric Analysis of Risk Terms |
0 |
0 |
0 |
69 |
0 |
0 |
1 |
257 |
| The Getting of Macroeconomic Wisdom |
0 |
0 |
0 |
116 |
2 |
5 |
6 |
290 |
| The Lagrange multiplier test and its applications to model specification in econometrics |
0 |
0 |
0 |
0 |
12 |
19 |
41 |
612 |
| The Phillips Curve in Australia |
0 |
0 |
1 |
1,293 |
1 |
3 |
7 |
3,868 |
| The Rise and Fall and Rise... of the Business Cycle |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
1,187 |
| The Shann Memorial Lecture, 1996: The Rise and Fall and Rise...of The Business Cycle |
0 |
0 |
0 |
10 |
0 |
1 |
1 |
29 |
| Three Questions Regarding Impulse Responses and Their Interpretation Found from Sign Restrictions |
0 |
0 |
4 |
173 |
3 |
3 |
13 |
98 |
| To Boost or Not to Boost? That is the Question |
0 |
0 |
2 |
43 |
3 |
7 |
18 |
54 |
| To Boost or Not to Boost? That is the Question |
0 |
0 |
3 |
16 |
1 |
3 |
13 |
54 |
| Too Many Shocks Spoil the Interpretation |
0 |
0 |
0 |
52 |
2 |
6 |
7 |
30 |
| Too many shocks spoil the interpretation |
0 |
0 |
0 |
87 |
1 |
3 |
11 |
189 |
| 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 |
3 |
3 |
5 |
96 |
| Two Stage and Related Estimators and Their Applications |
0 |
0 |
1 |
214 |
1 |
1 |
3 |
605 |
| USTRALIAN STOCK MARKET VOLATILITY: 1875-1987 |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
238 |
| Weak Instruments: A Guide to the Literature |
0 |
0 |
0 |
258 |
0 |
0 |
1 |
327 |
| What Will Take the Con Out of Econometrics? |
0 |
0 |
0 |
171 |
2 |
3 |
5 |
858 |
| Total Working Papers |
12 |
29 |
141 |
18,411 |
205 |
434 |
882 |
51,397 |
| 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 |
3 |
278 |
| A Method for Working with Sign Restrictions in Structural Equation Modelling |
0 |
1 |
5 |
31 |
1 |
6 |
18 |
102 |
| A Note on the Extraction of Components from Time Series |
0 |
0 |
0 |
31 |
0 |
0 |
0 |
136 |
| A Short‐Run Econometric Model of the Japanese Wool Textile Industry |
0 |
0 |
0 |
1 |
1 |
4 |
5 |
18 |
| A Simple Test for Heteroscedasticity and Random Coefficient Variation |
14 |
33 |
85 |
2,167 |
40 |
106 |
268 |
6,919 |
| A Structural VAR Model of the Australian Economy |
1 |
2 |
16 |
67 |
3 |
5 |
29 |
132 |
| A Survey of Some Recent Econometric Methods |
0 |
1 |
2 |
233 |
1 |
3 |
6 |
490 |
| A comparison of two business cycle dating methods |
1 |
3 |
9 |
678 |
3 |
7 |
20 |
1,471 |
| A further result on the sign of restricted least-squares estimates |
0 |
0 |
0 |
18 |
0 |
0 |
1 |
95 |
| A multivariate latent factor decomposition of international bond yield spreads |
0 |
0 |
0 |
520 |
4 |
7 |
8 |
1,516 |
| A note on the magnitude of risk premia |
0 |
0 |
0 |
7 |
0 |
1 |
2 |
62 |
| A simple framework for analysing bull and bear markets |
0 |
6 |
25 |
1,138 |
11 |
34 |
95 |
3,488 |
| A suggested framework for classifying the modes of cycle research |
0 |
0 |
0 |
393 |
1 |
3 |
5 |
740 |
| A suggested framework for classifying the modes of cycle research |
0 |
0 |
0 |
4 |
2 |
2 |
3 |
22 |
| Alternative models for conditional stock volatility |
0 |
0 |
4 |
931 |
0 |
5 |
24 |
2,197 |
| An Econometric Analysis of Some Models for Constructed Binary Time Series |
0 |
0 |
0 |
144 |
0 |
7 |
8 |
353 |
| An Econometric Analysis of Some Models for Constructed Binary Time Series |
0 |
0 |
0 |
17 |
2 |
2 |
4 |
73 |
| Assessing the Variability of Inflation |
0 |
0 |
0 |
29 |
1 |
5 |
11 |
158 |
| Australian Stock Market Volatility: 1875–1987* |
0 |
0 |
0 |
4 |
0 |
4 |
7 |
24 |
| Calibration and Econometric Research: An Overview: Introduction |
0 |
0 |
0 |
406 |
4 |
5 |
7 |
790 |
| Comment on Poirier: Dogma or Doubt? |
0 |
0 |
0 |
16 |
0 |
2 |
4 |
204 |
| Commentary on \\"An estimated DSGE model for the United Kingdom\\" |
0 |
0 |
0 |
77 |
5 |
5 |
7 |
226 |
| Consistency tests for heteroskedastic and risk models |
0 |
0 |
0 |
25 |
1 |
2 |
3 |
178 |
| Critically Assessing Estimated DSGE Models: A Case Study of a Multi‐sector Model |
0 |
0 |
3 |
16 |
2 |
2 |
8 |
70 |
| Cycles and their important shocks: completing the investigation |
0 |
0 |
4 |
4 |
4 |
4 |
23 |
23 |
| Data mining and the econometrics industry: comments on the papers of Mayer and of Hoover and Perez |
0 |
0 |
0 |
11 |
2 |
3 |
8 |
121 |
| Detecting Common Dynamics in Transitory Components |
0 |
0 |
0 |
46 |
1 |
4 |
6 |
150 |
| Diagnostic Tests for Models Based on Individual Data: A Survey |
0 |
0 |
2 |
386 |
0 |
1 |
6 |
988 |
| Dissecting the cycle: a methodological investigation |
2 |
5 |
39 |
2,793 |
9 |
43 |
143 |
5,686 |
| Do Markov-switching models capture nonlinearities in the data? |
0 |
0 |
1 |
8 |
1 |
1 |
2 |
36 |
| Econometric Issues in the Analysis of Regressions with Generated Regressors |
5 |
11 |
37 |
1,572 |
12 |
38 |
95 |
3,571 |
| Econometric Methods for Modelling Systems With a Mixture of i(1) and i(0) Variables |
0 |
0 |
1 |
19 |
1 |
4 |
6 |
77 |
| Econometric analysis of structural systems with permanent and transitory shocks |
1 |
3 |
5 |
210 |
2 |
5 |
9 |
464 |
| 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 |
2 |
2 |
2 |
70 |
| Efficient estimation of models with composite disturbance terms |
0 |
0 |
0 |
20 |
1 |
2 |
3 |
79 |
| Estimating The Density Tail Index For Financial Time Series |
0 |
0 |
0 |
253 |
0 |
2 |
4 |
548 |
| Estimating predictions, prediction errors and their standard deviations using constructed variables |
0 |
0 |
1 |
54 |
1 |
3 |
7 |
152 |
| Estimation and Solution of Models with Expectations and Structural Changes |
1 |
1 |
2 |
29 |
1 |
2 |
8 |
114 |
| 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 |
1 |
1 |
1 |
58 |
| Exact Maximum Likelihood Estimation of Regression Models with Finite Order Moving Average Errors |
0 |
0 |
0 |
33 |
0 |
2 |
3 |
105 |
| Excess shocks can limit the economic interpretation |
0 |
0 |
3 |
33 |
3 |
3 |
13 |
87 |
| Extending a SVAR Model of the Australian Economy |
1 |
1 |
1 |
193 |
4 |
11 |
17 |
502 |
| Getting the ROC into Sync |
0 |
0 |
1 |
6 |
0 |
3 |
7 |
22 |
| Heteroscedasticity in Models with Lagged Dependent Variables |
1 |
1 |
1 |
90 |
1 |
5 |
7 |
442 |
| How Reliable are ORANI Conclusions? |
0 |
0 |
0 |
2 |
2 |
2 |
4 |
15 |
| INVENTORIES, FLUCTUATIONS, AND GOODS SECTOR CYCLES |
0 |
0 |
1 |
34 |
1 |
1 |
5 |
84 |
| Investigating Some Issues Relating to Regime Matching |
0 |
0 |
1 |
1 |
5 |
5 |
9 |
9 |
| Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change |
0 |
0 |
2 |
10 |
0 |
2 |
7 |
35 |
| Learning About Models and Their Fit to Data |
0 |
0 |
1 |
92 |
1 |
3 |
5 |
284 |
| Limited information estimation and evaluation of DSGE models |
0 |
0 |
0 |
213 |
0 |
6 |
9 |
519 |
| Limited information estimation and evaluation of DSGE models |
0 |
0 |
0 |
1 |
0 |
2 |
4 |
16 |
| Making a match: Combining theory and evidence in policy-oriented macroeconomic modeling |
0 |
1 |
2 |
185 |
1 |
7 |
10 |
472 |
| Mardi Dungey: 11 December 1966 – 12 January 2019 |
0 |
0 |
2 |
9 |
1 |
1 |
4 |
17 |
| Methods for assessing the impact of financial effects on business cycles in macroeconometric models |
0 |
0 |
0 |
64 |
1 |
1 |
1 |
163 |
| On the inconsistency of the MLE in certain heteroskedastic regression models |
0 |
0 |
0 |
35 |
1 |
2 |
4 |
213 |
| On the role of simulation in the statistical evaluation of econometric models |
0 |
0 |
0 |
31 |
2 |
2 |
2 |
101 |
| Optimal Control of Econometric Models with Autocorrelated Disturbance Terms |
0 |
0 |
0 |
26 |
1 |
1 |
2 |
103 |
| Phillips curve inflation forecasts - comments |
0 |
0 |
0 |
39 |
0 |
1 |
1 |
99 |
| Policy, Theory, and the Cycle |
0 |
0 |
0 |
0 |
1 |
3 |
3 |
207 |
| Post-Sample Prediction Tests for Generalized Method of Moments Estimators |
0 |
0 |
0 |
0 |
2 |
2 |
3 |
172 |
| Rational and polynomial lags: The finite connection |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
52 |
| Rejoinder to James Hamilton |
0 |
3 |
5 |
123 |
4 |
9 |
15 |
293 |
| Resolving the liquidity effect |
0 |
1 |
3 |
42 |
0 |
2 |
7 |
118 |
| Resolving the liquidity effect |
0 |
1 |
4 |
133 |
3 |
6 |
11 |
319 |
| Seasonal integration and the evolving seasonals model |
0 |
1 |
1 |
59 |
1 |
2 |
5 |
184 |
| Shocking Stories |
0 |
0 |
3 |
16 |
2 |
2 |
5 |
69 |
| Sign Restrictions in Structural Vector Autoregressions: A Critical Review |
0 |
2 |
10 |
563 |
4 |
29 |
58 |
1,470 |
| Some Simulation Studies of Nonparametric Estimators |
0 |
0 |
0 |
0 |
1 |
2 |
5 |
103 |
| Some consequences of viewing LIML as an iterated Aitken estimator |
0 |
0 |
1 |
60 |
2 |
2 |
6 |
135 |
| Some experiments in constructing a hybrid model for macroeconomic analysis |
0 |
0 |
0 |
42 |
0 |
1 |
2 |
196 |
| Some identification and estimation results for regression models with stochastically varying coefficients |
0 |
0 |
3 |
197 |
2 |
4 |
7 |
453 |
| Some methods for assessing the need for non-linear models in business cycle analysis |
0 |
0 |
0 |
92 |
2 |
3 |
5 |
222 |
| Some uses of simulation in econometrics |
0 |
0 |
0 |
6 |
2 |
2 |
2 |
46 |
| Specification Testing of Markov Switching Models* |
0 |
0 |
2 |
133 |
0 |
1 |
5 |
292 |
| Specification of the Disturbance for Efficient Estimation-An Extended Analysis |
0 |
0 |
0 |
7 |
1 |
1 |
1 |
78 |
| Structural Models Of The Liquidity Effect |
0 |
0 |
1 |
200 |
0 |
1 |
4 |
516 |
| Synchronization of cycles |
1 |
1 |
9 |
1,431 |
1 |
7 |
20 |
2,562 |
| Testing for covariance stationarity in stock market data |
0 |
0 |
0 |
156 |
0 |
1 |
2 |
447 |
| Testing for duration dependence in economic cycles |
0 |
0 |
0 |
107 |
2 |
2 |
4 |
380 |
| The Econometric Analysis of Models with Risk Terms |
0 |
0 |
0 |
237 |
1 |
2 |
5 |
677 |
| The Econometrics of the New Keynesian Policy Model: Introduction |
0 |
0 |
0 |
255 |
0 |
0 |
2 |
537 |
| The Estimation and Use of Models with Moving Average Disturbance Terms: A Survey |
0 |
0 |
1 |
37 |
0 |
1 |
3 |
142 |
| The LIML and Related Estimators of an Equation with Moving Average Disturbances |
0 |
0 |
0 |
10 |
0 |
1 |
4 |
83 |
| The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics |
9 |
31 |
95 |
4,722 |
29 |
76 |
243 |
15,193 |
| The Phillips curve in Australia |
0 |
0 |
1 |
266 |
4 |
6 |
16 |
1,066 |
| The econometrics of financial markets |
2 |
2 |
8 |
2,255 |
4 |
13 |
29 |
4,359 |
| Three Basic Issues that Arise when Using Informational Restrictions in SVARs |
0 |
0 |
3 |
15 |
2 |
4 |
9 |
50 |
| Three Econometric Methodologies: A Critical Appraisal |
0 |
0 |
0 |
0 |
1 |
2 |
12 |
816 |
| Time Series Behaviour and Dynamic Specification |
0 |
0 |
0 |
0 |
2 |
2 |
3 |
84 |
| Towards an Understanding of Some Business Cycle Characteristics |
0 |
0 |
0 |
101 |
0 |
1 |
3 |
424 |
| Turning point and oscillatory cycles: Concepts, measurement, and use |
0 |
0 |
0 |
16 |
0 |
0 |
6 |
44 |
| Two Stage and Related Estimators and Their Applications |
0 |
0 |
1 |
200 |
1 |
3 |
10 |
499 |
| Use '4Rs' criteria to assess papers |
0 |
0 |
0 |
2 |
2 |
2 |
3 |
10 |
| WHO'S AFRAID OF INFLATION? |
0 |
0 |
0 |
5 |
0 |
1 |
2 |
31 |
| Weak instruments (in Russian) |
0 |
0 |
0 |
34 |
1 |
2 |
3 |
95 |
| What Will Take the Con out of Econometrics? |
0 |
1 |
1 |
188 |
1 |
3 |
6 |
546 |
| Total Journal Articles |
39 |
112 |
408 |
25,198 |
222 |
595 |
1,512 |
68,137 |
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