Access Statistics for M Hashem Pesaran

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A Bias-Adjusted LM Test of Error Cross Section Independence 2 3 6 252 3 5 17 892
A Bias-Corrected CD Test for Error Cross-Sectional Dependence in Panel Data Models with Latent Factors 0 0 20 20 1 2 17 17
A Bias-Corrected CD Test for Error Cross-Sectional Dependence in Panel Data Models with Latent Factors 0 2 2 2 0 3 4 4
A Bias-Corrected CD Test for Error Cross-Sectional Dependence in Panel Data Models with Latent Factors 0 1 5 5 1 2 11 11
A Bias-Corrected Method of Moments Approach to Estimation of Dynamic Short-T Panels 0 2 3 55 0 2 9 60
A Counterfactual Economic Analysis of COVID-19 Using a Threshold Augmented Multi-Country Model 0 1 7 20 2 8 41 81
A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model 0 1 39 74 9 32 227 415
A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model 0 0 4 22 5 9 39 71
A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model 14 33 300 455 36 97 827 1,646
A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model 0 0 7 13 1 14 35 63
A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model 0 0 1 8 4 9 40 51
A Decision_Theoretic Approach to Forecast Evaluation 0 0 0 0 1 2 6 1,050
A Discrete-Time Version of Target Zone Models with Jumps 0 0 0 0 0 0 5 301
A Discrete-Time Version of Target Zone Models with Jumps 0 0 0 0 0 0 2 193
A Discrete-Time Version of Target Zone Models with Jumps 0 0 1 18 0 0 2 146
A Floor and Ceiling Model of U.S. Output 0 0 0 0 0 2 9 574
A Generalisation of the Non-Parametric Henriksson-Merton Test of Market Timing 0 0 0 0 0 1 6 1,834
A Generalised R2 Criterion for Regression Models Estimated by the Instrumental Variable Method 0 0 0 0 0 2 11 945
A Long-run Structural Macro-econometric Model of the UK 0 0 0 0 0 0 6 1,066
A Multi-Country Approach to Forecasting Output Growth Using PMIs 0 0 0 19 0 4 18 93
A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices 0 1 3 72 2 4 8 202
A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices 0 0 0 1 0 0 2 14
A Non-Nested Test of Level-Differenced versus Log-Differenced Stationary Models 0 0 0 0 0 7 10 454
A One-Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models 0 0 2 44 3 5 9 62
A Pair-Wise Approach to Testing for Output and Growth Convergence 0 0 0 149 1 1 6 592
A Pair-Wise Approach to Testing for Output and Growth Convergence 0 0 0 109 1 1 4 344
A Pair-wise Approach to Testing for Output and Growth Convergence 0 0 2 354 0 0 9 1,016
A Recursive Modelling Approach to Predicting UK Stock Returns 0 1 3 623 0 2 9 1,157
A Recursive Modelling Approach to Predicting UK Stock Returns' 0 0 0 0 0 0 6 1,161
A Rejoinder: On the Policy Ineffectiveness Proposition and a Keynesian Alternative 0 0 0 151 1 1 6 486
A Residual-based Threshold Method for Detection of Units that are Too Big to Fail in Large Factor Models 0 0 1 27 0 1 18 63
A SIMPLE NON-PARAMETRIC TEST OF PREDICTIVE PERFORMANCE 0 0 0 6 0 1 13 2,214
A SIMPLE, NON-PARAMETRIC TEST OF PREDICTIVE PERFORMANCE 0 0 0 0 1 2 18 1,874
A SIMULATION APPROACH TO THE PROBLEM OF COMPUTING COX'S STATISTIC FOR TESTING NON-NESTED MODELS 0 0 0 0 0 0 17 749
A Simple Panel Unit Root Test in the Presence of Cross Section Dependence 3 15 47 3,851 16 53 207 10,854
A Spatio-Temporal Model of House Prices in the US 0 0 3 158 2 12 33 586
A Spatio-Temporal Model of House Prices in the US 0 0 4 186 3 10 32 594
A Spatio-Temporal Model of House Prices in the US 0 0 4 774 4 13 42 2,143
A Spatiotemporal Equilibrium Model of Migration and Housing Interlinkages 1 21 21 21 4 11 11 11
A Structural Cointegrating VAR Approach to Macroeconometric Modelling 0 0 0 0 0 2 13 3,140
A Two Stage Approach to Spatiotemporal Analysis with Strong and Weak Cross-Sectional Dependence 0 0 0 96 0 3 6 252
A Two Stage Approach to Spatiotemporal Analysis with Strong and weak cross Sectional Dependence 0 0 0 104 0 1 11 218
A VECX Model of the Swiss Economy 0 0 0 142 0 0 10 347
A VECX* Model of the Swiss Economy 0 0 0 189 0 0 9 506
A VECX* model of the Swiss economy 0 0 0 93 0 0 4 288
A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model 0 0 3 12 2 5 30 101
A long run structural macroeconometric model of the UK 0 0 2 1,190 0 6 19 2,021
A long run structural macroeconometric model of the UK (first version) 0 0 1 11 0 0 6 227
A multi-country approach to forecasting output growth using PMIs 0 0 3 57 1 2 13 138
A multiple testing approach to the regularisation of large sample correlation matrices 0 0 0 31 1 1 11 70
A one-covariate at a time, multiple testing approach to variable selection in high-dimensional linear regression models 0 0 1 58 0 0 11 148
A structural cointegrating VAR approach to macroeconometric modelling 0 0 5 913 1 1 10 1,408
ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF U.S. UNEMPLOYMENT 0 0 0 1 0 0 0 584
ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF U.S. UNEMPLOYMENT 0 0 0 0 0 0 2 405
ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF US UNEMPLOYMENT 0 0 0 0 1 2 2 376
ASSET PRICE DYNAMICS AND AGGREGATION 0 0 0 0 0 1 4 213
Aggregation Bias and Labor Demand Equations for the U.K. Economy 0 0 2 151 0 0 4 463
Aggregation in Large Dynamic Panels 0 0 2 109 1 1 6 308
Aggregation in Large Dynamic Panels 0 0 0 115 0 0 1 266
Aggregation in Large Dynamic Panels 0 0 0 49 1 1 4 128
Aggregation in large dynamic panels 1 1 1 27 1 1 5 121
Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns 0 0 0 47 0 2 5 233
Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns 0 0 1 133 0 3 10 296
Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns 0 0 0 157 0 1 3 493
Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns 0 0 0 1 0 0 4 16
Alternative approaches to testing non-nested models with autocorrelated disturbances: an application to models of U.S. unemployment 0 0 0 2 0 0 2 31
Alternative approaches to testing non-nested models with autocorrelated disturbances: an application to models of U.S. unemployment 0 0 0 0 0 0 0 3
An Analysis of the determination of Dutsche Mark/French Franc Exchange rate in a Discrete-Time Target-Zone Model 0 0 0 1 0 0 3 916
An Augmented Anderson-Hsiao Estimator for Dynamic Short-T Panels 0 2 5 59 0 4 28 126
An Autoregressive Distributed Lag Modelling Approach to Cointegration Analysis 0 0 0 0 38 137 577 7,379
An Econometric Analysis of Exploration and Extraction of Oil in the U.K. Continental Shelf 0 0 0 128 1 1 8 281
An Empirical Growth Model for Major Oil Exporters 0 1 2 143 4 5 11 409
An Empirical Growth Model for Major Oil Exporters 0 0 0 0 4 5 6 40
An Empirical Growth Model for Major Oil Exporters 0 0 2 298 4 6 15 737
An Empirical Growth Model for Major Oil Exporters 0 0 1 140 4 8 11 354
An Exponential Class of Dynamic Binary Choice Panel Data Models with Fixed Effects 0 0 0 49 0 0 4 204
An Exponential Class of Dynamic Binary Choice Panel Data Models with Fixed Effects 0 0 1 123 0 0 3 143
Analytical and Numerical Solution of Finite-horizon Nonlinear Rational Expectations Models 0 0 0 0 0 0 2 1,191
Analytical and Numerical Solution of Multivariate Nonlinear Rational Expectations Models 0 0 0 60 0 0 2 231
Arbitrage Pricing Theory, the Stochastic Discount Factor and Estimation of Risk Premia from Portfolios 1 1 22 22 2 3 18 18
Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination across Models and Observation Windows 0 0 0 58 0 1 5 155
Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination across Models and Observation Windows 0 0 0 12 0 0 2 134
Assessing forecast uncertainties in a VECX* model for Switzerland: an exercise in forecast combination across models and observation windows 1 1 1 50 1 1 2 167
Bayes Estimation of Short-run Coefficients in Dynamic Panel Data Models 0 0 0 0 1 7 33 1,637
Beyond the DSGE Straitjacket 0 0 1 394 1 1 7 593
Beyond the DSGE Straitjacket 1 2 4 151 2 4 8 379
Beyond the DSGE straightjacket 0 0 1 155 0 0 5 205
Bias Reduction in Estimating Long-run Relationships from Dynamic Heterogenous Panels 0 0 0 0 0 1 2 808
Big Data Analytics: A New Perspective 0 1 1 35 1 2 8 90
Big Data Analytics: A New Perspective 0 0 0 21 1 2 5 85
Big data analytics: a new perspective 0 1 2 217 0 2 11 281
Bounds Testing Approaches to the Analysis of Long Run Relationships 0 2 9 1,741 1 6 49 3,270
Bounds Testing Approaches to the Analysis of Long-run Relationships 2 6 20 1,598 4 12 90 3,987
Business Cycle Effects of Credit Shocks in a DSGE Model with Firm Defaults 0 0 1 236 3 6 29 444
Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm Defaults 0 0 0 120 0 0 1 249
Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm Defaults 1 1 2 102 1 1 5 343
Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm Defaults 0 0 0 125 1 1 3 394
COVID-19 Time-Varying Reproduction Numbers Worldwide: An Empirical Analysis of Mandatory and Voluntary Social Distancing 0 1 2 2 2 4 29 29
COVID-19 Time-varying Reproduction Numbers Worldwide: An Empirical Analysis of Mandatory and Voluntary Social Distancing 0 1 7 7 0 2 30 30
COVID-19 Time-varying Reproduction Numbers Worldwide: An Empirical Analysis of Mandatory and Voluntary Social Distancing 0 0 0 0 0 0 7 7
China's Emergence in the World Economy and Business Cycles in Latin America 0 0 0 301 0 1 7 1,060
China's Emergence in the World Economy and Business Cycles in Latin America 0 0 0 2 0 0 2 25
China’s Emergence in the World Economy and Business Cycles in Latin America 0 1 5 91 1 5 18 216
China’s Emergence in the World Economy and Business Cycles in Latin America 0 0 0 107 1 2 7 296
China’s Emergence in the World Economy and Business Cycles in Latin America 0 0 1 58 0 1 9 194
Choice Between Disaggregate and Aggregate Specifications Estimated by Instrumental Variable Methods 0 0 0 0 0 1 4 453
Cointegration and Direct Tests of the Rational Expectations Hypothesis 0 0 0 0 1 1 3 375
Cointegration and Speed of Convergence to Equilibrium 0 0 0 0 0 0 11 905
Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors 1 1 2 173 1 1 12 370
Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors 0 0 5 232 3 4 27 433
Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Quantile Regression Models 0 2 13 113 0 4 40 275
Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors 1 1 3 123 1 2 14 483
Computational Issues in the Estimation of Higher-Order Panel Vector Autoregressions 0 0 0 0 1 1 6 499
Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market 0 1 1 148 0 1 2 292
Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market Crash 0 0 0 108 0 0 3 315
Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing 0 1 3 672 1 5 18 1,740
Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing 0 0 0 86 0 1 6 234
Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing 0 4 9 276 1 11 36 728
Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing 0 0 2 161 0 1 11 274
Country-Specific Oil Supply Shocks and the Global Economy: A Counterfactual Analysis 0 0 1 3 2 2 5 47
Country-Specific Oil Supply Shocks and the Global Economy: A Counterfactual Analysis 0 1 4 48 1 2 10 106
Country-Specific Oil Supply Shocks and the Global Economy: A Counterfactual Analysis 0 0 1 40 0 0 6 170
Country-Specific Oil Supply Shocks and the Global Economy: a Counterfactual Analysis 0 0 0 35 0 0 1 37
Country-specific oil supply shocks and the global economy: a counterfactual analysis 0 0 1 77 0 1 7 207
Cross-sectional Aggregation of Non-linear Models 0 0 0 0 1 2 2 931
Debt, Inflation and Growth - Robust Estimation of Long-Run Effects in Dynamic Panel Data Models 0 1 8 188 2 6 29 605
Debt, Inflation and Growth: Robust Estimation of Long-Run Effects in Dynamic Panel Data Models 0 0 4 114 3 6 19 232
Debt, Inflation and Growth: Robust Estimation of Long-Run Effects in Dynamic Panel Data Models 0 1 3 11 1 2 8 53
Debt, inflation and growth robust estimation of long-run effects in dynamic panel data models 2 4 26 211 6 20 90 512
Decision-Making in the Presence of Heterogeneous Information and Social Interactions 0 0 0 0 0 0 3 575
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Model 0 0 2 69 1 2 8 275
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 0 0 0 35 1 1 8 146
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 0 0 1 97 0 0 7 257
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 0 0 2 255 0 1 10 986
Diagnostics for IV Regressions 0 0 0 0 1 2 5 707
Double-question Survey Measures for the Analysis of Financial Bubbles and Crashes 0 0 0 8 1 2 5 33
Double-question Survey Measures for the Analysis of Financial Bubbles and Crashes 0 0 0 14 0 0 2 55
Dynamic Linear Models for Heterogeneous Panels 0 0 0 0 1 13 42 1,382
Dynamics of convergence to purchasing power parity in the World economy 0 0 0 0 0 0 0 371
ESTIMATING LIMITED-DEPENDENCE RATIONAL EXOECTATIONS MODELS 0 0 0 0 0 0 1 315
ESTIMATING LIMITED-DEPENDENT RATIONAL EXPECTATIONS MODELS 0 0 0 0 0 0 0 386
ESTIMATION OF SIMPLE CLASS OF MULTIVARIATE RATIONAL EXPECTATIONS MODELS: A TEST OF THE NEW CLASSICAL MODEL AT A SECTORAL LEVEL 0 0 0 0 0 0 2 423
EXPECTATIONS IN ECONOMICS 0 0 0 0 0 0 3 661
Econometric Analysis of Aggregation in the Context of Linear Prediction Models 0 0 3 147 2 3 7 517
Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit 0 0 0 73 0 0 9 187
Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit 0 0 0 71 0 2 7 277
Econometric Analysis of Production Networks with Dominant Units 0 0 2 40 0 2 12 117
Econometric Analysis of Production Networks with Dominant Units 0 0 2 42 1 1 5 51
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks 0 0 11 508 0 1 20 864
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7 0 0 1 171 0 0 3 360
Econometric Issues in the Analysis of Contagion 0 1 1 160 0 3 13 421
Econometric Issues in the Analysis of Contagion 0 0 0 131 0 0 6 374
Econometric Issues in the Analysis of Contagion 0 1 2 494 0 1 10 1,118
Econometric analysis of high dimensional VARs featuring a dominant unit 0 0 1 104 0 1 8 232
Econometrics: A Bird's Eye View 0 0 0 378 1 1 4 660
Econometrics: A Bird’s Eye View 1 2 14 674 2 13 50 1,226
Econometrics: A Bird’s Eye View 0 0 0 204 0 1 6 451
Economic Trends and Macroeconomic Policies in Post-revolutionary Iran 0 0 0 0 0 3 4 1,058
Economic and Statistical Measures of Forecast Accuracy 0 1 3 1,785 1 3 11 5,773
Equilibrium Asset Pricing Models and Predictability of Excess Returns 0 0 1 170 0 0 1 532
Estimating Limited-Dependent Rational Expectations Models: With an Application to Exchange Rate Determination in a Target Zone 0 0 0 66 0 0 0 252
Estimating Long-Run Relationships From Dynamic Heterogeneous Panels 0 0 0 0 6 19 84 2,074
Estimation and Inference In Short Panel Vector Autoregressions with Unit Roots And Cointegration 0 0 2 431 5 11 40 1,171
Estimation and Inference in Large Heterogeneous Panels with Cross Section Dependence 0 0 0 393 1 1 11 834
Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure 2 2 10 1,022 2 7 44 2,349
Estimation and Inference in Large Heterogenous Panels with Cross Section Dependence 0 0 0 150 0 3 6 419
Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration 0 0 1 1,007 4 7 20 2,533
Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration 0 0 1 734 1 4 17 1,474
Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration 0 0 2 76 8 17 48 773
Estimation and inference for spatial models with heterogeneous coefficients: an application to U.S. house prices 1 4 16 111 1 8 40 194
Estimation and inference in spatial models with dominant units 1 1 2 42 2 3 14 100
Estimation of Time-invariant Effects in Static Panel Data Models 1 1 3 46 1 1 12 156
Exchange Rate Unification, the Role of Markets and Planning in the Iranian Economic Reconstruction 0 0 0 0 0 0 0 343
Exploring the International Linkages of the Euro Area: A Global VAR Analysis 0 0 0 687 2 2 8 1,965
Exploring the International Linkages of the Euro Area: a Global VAR Analysis 0 0 4 201 0 1 20 592
Exploring the International Linkages of the Euro Area: a Global VAR Analysis 0 0 1 240 0 2 12 750
Exploring the International Linkages of the Euro Area: a Global VAR Analysis 2 2 4 223 2 3 12 629
Exploring the international linkages of the euro area: a global VAR analysis 2 3 4 178 2 5 13 578
Exponent of Cross-sectional Dependence for Residuals 0 0 1 33 2 2 10 68
Exponent of Cross-sectional Dependence: Estimation and Inference 0 0 0 147 0 0 6 306
Exponent of Cross-sectional Dependence: Estimation and Inference 1 1 2 50 1 2 7 206
Exponent of Cross-sectional Dependence: Estimation and Inference 1 1 2 64 1 3 16 202
Exponent of cross-sectional dependence for residuals 0 0 2 10 1 1 8 39
Factor Strengths, Pricing Errors, and Estimation of Risk Premia 1 1 25 25 3 8 41 41
Firm Heterogeneity and Credit Risk Diversification 0 0 2 284 0 2 6 680
Forecast Uncertainties In Macroeconometric Modelling: An Application to the UK Economy 0 0 2 164 2 3 13 414
Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy 0 0 1 94 0 0 4 435
Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy 0 0 2 472 0 1 6 1,409
Forecast Uncertainties in Macroeconomics Modelling: An Application to the UK Economy 0 0 3 205 2 3 8 694
Forecasting Economic and Financial Variables with Global VARs 0 0 1 207 0 1 5 523
Forecasting Economic and Financial Variables with Global VARs 0 0 1 312 0 3 7 918
Forecasting Random Walks Under Drift Instability 0 1 1 157 1 3 7 386
Forecasting Random Walks Under Drift Instability 0 0 0 27 0 0 1 124
Forecasting Random Walks under Drift Instability 0 0 0 76 0 0 0 267
Forecasting Stock Returns 0 0 0 0 0 0 4 1,144
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 1 167 0 1 3 489
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 2 169 0 0 6 523
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 3 623 1 5 35 1,518
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 0 199 0 0 4 544
Forecasting Ultimate Resource Recovery 0 0 0 0 0 0 1 372
Forecasting economic and financial variables with global VARs 0 1 4 333 2 4 25 664
Forecasting the Swiss Economy Using VECX* Models: An Exercise in Forecast Combination Across Modelsand Observation Windows 0 0 0 121 0 0 2 323
General Diagnostic Tests for Cross Section Dependence in Panels 1 3 11 1,156 7 19 80 3,399
General Diagnostic Tests for Cross Section Dependence in Panels 1 3 11 292 3 10 50 957
General Diagnostic Tests for Cross Section Dependence in Panels 16 37 111 1,952 55 168 679 5,988
Generalised Impulse Response Analysis in Linear Multivariate Models 0 0 0 0 3 15 67 4,105
Global Business Cycles and Credit Risk 0 0 4 212 1 1 5 544
Global Business Cycles and Credit Risk 1 1 1 205 1 1 5 610
Growth and Convergence in a Multi-Country Empirical Stochastic Solow Model 0 0 1 70 0 2 15 287
Growth and Convergence in a Multi-County empirical Stochastic Solow Model 0 0 0 2 0 0 6 726
Growth and Convergence: A Multi-Country Empirical Analysis of the Solow Growth Model 0 0 0 0 0 3 11 2,772
Half-panel jackknife fixed effects estimation of panels with weakly exogenous regressor 0 0 1 49 1 2 13 116
How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series? 0 0 0 224 2 3 8 479
How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series? 0 0 0 275 0 0 4 585
Identification of New Keynesian Phillips Curves from a Global Perspective 0 1 2 224 2 3 8 604
Identification of New Keynesian Phillips Curves from a Global Perspective 0 0 0 94 0 0 3 277
Identification of New Keynesian Phillips Curves from a Global Perspective 0 0 0 66 0 1 5 250
Identification of new Keynesian Phillips Curves from a global perspective 0 0 1 53 2 3 10 229
Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR 1 7 32 119 3 15 65 257
Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR 0 0 7 36 1 2 13 90
Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR 0 0 3 21 1 1 8 98
Identifying Global and National Output and Fiscal Policy ShocksUsing a GVAR 0 0 0 13 0 1 4 31
Identifying global and national output and fiscal policy shocks using a GVAR 0 0 4 33 1 1 9 47
Identifying the Effects of Sanctions on the Iranian Economy Using Newspaper Coverage 0 2 8 8 3 8 20 20
Identifying the Effects of Sanctions on the Iranian Economy using Newspaper Coverage 8 8 26 26 38 42 64 64
Identifying the Effects of Sanctions on the Iranian Economy using Newspaper Coverage 0 2 2 2 1 6 6 6
Infinite Dimensional VARs and Factor Models 0 0 0 33 0 3 7 198
Infinite Dimensional VARs and Factor Models 0 1 1 165 0 1 4 518
Infinite Dimensional VARs and Factor Models 0 0 1 70 0 0 3 264
Infinite-dimensional VARs and factor models 1 1 2 151 4 5 13 399
Iranian Economy During the Pahlavi Era 0 0 0 0 2 3 22 1,069
Iranian Economy in Twentieth Century: A Global Perspective 0 1 9 80 2 7 46 216
Iranian Economy in the Twentieth Century: A Global Perspective 0 0 2 475 1 2 9 1,061
Is There a Debt-threshold Effect on Output Growth? 0 3 10 73 0 6 27 192
Is There a Debt-threshold Effect on Output Growth? 0 0 2 153 2 6 19 418
Is there a Debt-Threshold Effect on Output Growth? 1 3 6 92 3 6 16 273
Is there a debt-threshold effect on output growth? 1 2 8 148 3 4 29 355
JOINT TEST OF NON-NESTED MODELS AND GENERAL ERRO SPECIFICATIONS 0 0 0 0 0 0 3 894
JOINT TESTS OF NON-NESTED MODLS AND GENERAL ERROR SPECIFICATIONS 0 0 0 0 0 0 2 880
Land Use Regulations, Migration and Rising House Price Dispersion in the U.S 1 1 2 66 1 5 7 87
Large Panel Data Models with Cross-Sectional Dependence: A Survey 0 0 2 226 1 2 12 518
Large Panels with Common Factors and Spatial Correlations 0 0 0 74 0 0 7 242
Large Panels with Common Factors and Spatial Correlations 0 0 0 136 2 2 5 372
Large Panels with Common Factors and Spatial Correlations 0 0 1 251 0 3 9 725
Large panel data models with cross-sectional dependence: a survey 0 4 14 201 15 37 83 371
Large panels with common factors and spatial correlation 0 0 2 14 0 1 15 112
Learning, Structural Instability and Present Value Calculations 0 0 0 61 0 3 4 321
Learning, Structural Instability and Present Value Calculations 0 0 1 138 0 0 2 698
Learning, Structural Instability and Present Value Calculations 0 0 0 54 0 1 2 244
Learning, structural instability and present value calculations 0 0 0 142 0 0 4 501
Learning, structural instability and present value calculations 0 0 0 31 0 0 2 265
Life-Cycle Models and Cross-Country Analysis of Saving 0 0 0 220 0 0 2 596
Limited-Dependaent Rational Expectations Models with Future Expectations 0 0 0 0 0 1 3 338
Limited-Dependent Rational Expectations Models with Stochastic Thresholds 0 0 0 0 0 0 1 186
Limited-dependent rational expectations models with jumps 0 0 0 40 0 0 1 484
Long Run Macroeconomic Relations in the Global Economy 0 0 0 99 0 0 6 366
Long Run Macroeconomic Relations in the Global Economy 0 0 0 96 0 0 5 365
Long Run Macroeconomic Relations in the Global Economy 0 0 0 339 0 0 6 1,045
Long Run Macroeconomic Relations in the Global Economy 0 0 0 49 0 0 5 291
Long run macroeconomic relations in the global economy 0 0 0 84 0 1 11 291
Long-Run Effects in Large Heterogenous Panel Data Models with Cross-Sectionally Correlated Errors 0 1 11 69 1 4 27 194
Long-Run Structural Modelling 0 0 3 994 4 6 18 1,861
Long-Run Structural Modelling 0 0 0 0 4 5 25 666
Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis 3 4 19 71 5 21 63 183
Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis 1 5 6 64 6 16 40 159
Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis 0 2 18 90 2 6 71 300
Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis 2 2 7 20 5 6 20 38
Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis 7 25 100 492 34 115 519 2,374
Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis 3 8 13 80 13 33 90 205
Long-run effects in large heterogenous panel data models with cross-sectionally correlated errors 0 5 15 205 3 8 36 422
Long-term macroeconomic effects of climate change: A cross-country analysis 0 0 1 79 5 7 36 130
Lumpy Price Adjustments, A Microeconometric Analysis 0 0 0 94 1 4 22 442
Lumpy Price Adjustments: A Microeconometric Analysis 0 0 0 38 0 2 22 178
Lumpy Price Adjustments: A Microeconometric Analysis 0 0 0 29 2 4 16 218
Lumpy Price Adjustments: A Microeconometric Analysis 0 0 1 37 0 3 21 218
Lumpy price adjustments: a microeconometric analysis 0 0 0 81 1 2 12 375
Macroeconometric Modelling with a Global Perspective 0 0 0 171 0 2 4 432
Macroeconometric Modelling with a Global Perspective 0 1 1 896 0 4 11 2,032
Macroeconometric Modelling with a Global Perspective 0 0 0 214 3 5 10 557
Macroeconomic Dynamics and Credit Risk: A Global Perspective 0 2 12 379 1 6 47 954
Macroeconomic Dynamics and Credit Risk: A Global Perspective 0 0 1 570 0 5 13 1,318
Macroeconomic Dynamics and Credit Risk: A Global Perspective 0 1 3 1,289 5 17 35 3,058
Market Efficiency Today 0 0 0 230 1 1 7 537
Market Timing and Return Prediction under Model Instability 0 1 2 501 1 4 9 1,196
Market timing and return prediction under model instability 0 0 0 9 0 0 6 96
Matching Theory and Evidence on Covid-19 Using a Stochastic Network SIR Model 0 0 4 14 2 3 23 39
Matching Theory and Evidence on Covid-19 using a Stochastic Network SIR Model 0 1 15 46 0 7 67 108
Matching Theory and Evidence on Covid-19 using a Stochastic Network SIR Model 0 0 1 1 1 5 9 9
Maximum Likelihood Estimation of Fixed Effects Dynamic Panel Data Models Covering Short Time Periods 0 0 0 0 1 4 15 3,623
Mean Group Estimation in Presence of Weakly Cross-Correlated Estimators 0 1 3 43 0 2 8 44
Measurement of Factor Strenght: Theory and Practice 0 1 4 42 2 6 47 96
Measurement of Factor Strength: Theory and Practice 0 2 4 28 1 3 17 52
Model Averaging and Value-at-Risk Based Evaluation of Large Multi Asset Volatility Models for Risk Management 0 0 1 218 3 9 19 615
Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management 0 0 0 165 1 2 9 505
Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management 0 0 0 360 2 4 9 1,161
Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management 0 0 0 237 1 2 11 597
Model Averaging in Risk Management with an Application to Futures Markets 0 0 3 185 0 2 11 510
Model Averaging in Risk Management with an Application to Futures Markets 0 0 1 154 2 3 9 413
Model Instability and Choice of Observation Window 0 0 0 26 0 1 7 125
Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model 0 1 1 1,161 0 1 12 2,540
Modelling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model 0 1 8 638 2 3 26 1,496
Modelling Regional Interdependencies using a Global Error-Correcting Macroeconometric Model 0 0 5 46 1 4 23 157
Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution 0 0 0 124 0 2 5 283
Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution 0 1 2 178 0 1 9 391
Modelling regional interdependencies using a global error-correcting macroeconometric model 0 0 0 308 1 5 12 737
Monetary Policy Transmission and the Phillips Curve in a Global Context 0 1 1 168 0 4 9 427
Multivariate Linear Rational Expectations Models: Characterisation of the Nature of the Solutions and Their Fully Recursive Computation 0 0 0 0 1 3 10 1,035
Multivariate Rational Expectations Models and Macroeconomic Modelling: A Review and Some New Results 0 0 0 0 2 10 64 1,769
National and Global Macroeconometric Modelling Using GVAR 0 0 0 0 0 0 2 409
Neglected Heterogeneity and Dynamics in Cross-country Savings Regressions 0 0 1 461 3 6 13 1,601
New Directions in Applied Macroeconomic Modelling 0 0 0 0 1 3 15 402
Non-nested Hypothesis Testing: An Overview 0 1 11 1,719 6 22 94 7,463
Oil Exports and the Iranian Economy 0 0 1 196 0 3 12 420
Oil Exports and the Iranian Economy 0 0 0 138 0 0 4 427
Oil Exports and the Iranian Economy 0 0 1 167 0 1 9 509
Oil Exports and the Iranian Economy 0 0 2 156 0 0 6 504
Oil Investment in the North Sea 0 0 0 0 0 1 8 24
Oil Investment in the North Sea 0 0 0 0 0 1 3 892
Oil Prices and the Global Economy: Is It Different This Time Around? 0 0 0 56 0 0 5 87
Oil Prices and the Global Economy: Is It Different This Time Around? 0 0 1 75 0 0 5 121
Oil Prices and the Global Economy: Is It Different This Time Around? 0 0 0 18 0 0 5 54
Oil Prices and the Global Economy: Is it Different this Time Around? 1 1 2 19 1 1 7 102
Oil prices and the global economy: Is it different this time around? 0 0 1 68 0 0 4 124
Oil prices and the global economy: is it different this time around? 0 0 2 98 0 0 6 165
On Aggregation of Linear Dynamic Models 0 0 0 273 5 6 13 1,071
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 104 0 0 2 249
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 235 1 1 1 460
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 1 1 67 1 2 6 211
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 1 70 0 0 1 199
On Identification of Bayesian DSGE Models 0 0 1 50 1 1 6 175
On Identification of Bayesian DSGE Models 0 0 1 92 0 3 14 180
On Identification of Bayesian DSGE Models 0 0 1 36 0 1 4 91
On Identification of Bayesian DSGE Models 0 0 0 210 1 1 4 359
On Identification of Bayesian DSGE Models* 0 0 1 69 0 1 8 165
On The Panel Unit Root Tests Using Nonlinear Instrumental Variables 0 1 3 277 0 2 10 824
One Hundred Years of Oil Income and the Iranian Economy: A Curse or a Blessing? 0 0 0 3 0 0 7 38
One Hundred Years of Oil Income and the Iranian Economy: A Curse or a Blessing? 0 1 7 165 1 3 41 651
One Hundred Years of Oil Income and the Iranian Economy: A curse or a Blessing 0 0 4 217 2 3 22 464
Optimal Asset Allocation with Factor Models for Large Portfolios 0 0 4 148 2 5 17 500
Optimal Asset Allocation with Factor Models for Large Portfolios 0 0 0 306 1 1 4 906
Optimal Consumption Decisions under Social Interactions 0 0 0 0 0 0 5 1,107
Optimal Forecasts in the Presence of Structural Breaks 0 0 2 118 1 2 12 341
Optimal Forecasts in the Presence of Structural Breaks (Updated 14 November 2011) 0 1 1 142 1 2 4 179
Optimality and Diversifiability of Mean Variance and Arbitrage Pricing Portfolios 0 0 0 78 0 0 3 296
PERSISTENCE, COINTEGRATION AND AGGREGATION: A DISAGGREGATED ANALYSIS OF OUTPUT FLUCTUATIONS IN THE U.S. ECONOMY 0 0 0 0 0 0 3 537
PERSISTENCE, COINTEGRATION AND AGGREGATION: A DISAGGREGATED ANALYSIS OF OUTPUT FLUCTUATIONS IN THE US ECONOMY 0 0 0 0 0 0 1 394
Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures 0 0 0 166 2 2 3 663
Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures 0 0 0 90 0 2 6 414
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 2 5 82 0 2 13 254
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 0 0 131 2 4 13 366
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 0 0 80 0 0 4 314
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 0 0 76 0 1 8 302
Panels with Nonstationary Multifactor Error Structures 0 0 0 78 0 2 11 304
Panels with Nonstationary Multifactor Error Structures 0 1 1 51 0 1 6 213
Panels with Nonstationary Multifactor Error Structures 0 0 0 232 0 2 8 637
Panels with Nonstationary Multifactor Error Structures 0 0 0 0 0 1 6 23
Panels with Nonstationary Multifactor Error Structures 0 0 0 34 0 0 3 224
Panels with nonstationary multifactor error structures 0 0 1 14 2 2 6 85
Planning and Macroeconomic Stabilization in Iran 0 0 0 0 0 0 2 505
Pooled Bewley Estimator of Long-Run Relationships in Dynamic Heterogenous Panels 0 1 28 28 1 3 9 9
Pooled Estimation of Long-run Relationships in Dynamic Heterogeneous Panels 0 0 0 0 6 20 83 2,105
Pooled Mean Group Estimation of Dynamic Heterogeneous Panels 16 41 195 5,374 62 160 806 13,561
Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors 0 0 0 21 1 1 15 88
Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors 0 0 0 10 0 0 4 68
Predictability of Asset Returns and the Efficient Market Hypothesis 0 1 2 184 0 2 12 283
Predictability of Asset Returns and the Efficient Market Hypothesis 0 0 0 357 0 0 8 933
Predictability of Asset Returns and the Efficient Market Hypothesis 0 0 0 73 0 0 6 244
Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients 0 0 0 4 0 0 6 33
Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients 0 0 2 96 1 1 16 166
Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients 0 0 6 72 1 5 24 212
RATIONAL EXPECTATIONS IN DISAGGREGATED MODELS: AN EMPIRICAL ANALYSIS OF OPEC'S BEHAVIOR 0 0 0 0 0 1 3 459
Random Coefficient Panel Data Models 0 0 0 455 2 3 9 1,122
Random Coefficient Panel Data Models 0 0 2 1,984 2 5 19 4,477
Random Coefficient Panel Data Models 0 2 9 727 1 6 22 1,420
Random Coefficient Panel Data Models 0 0 1 1,100 7 13 26 2,568
Real Time Econometrics 0 0 1 82 0 0 3 284
Real Time Econometrics 0 0 1 89 0 0 2 309
Real Time Econometrics 0 0 1 211 0 0 3 581
Real Time Econometrics 0 0 0 368 1 1 4 770
Regional Heterogeneity and U.S. Presidential Elections 0 0 4 20 0 1 13 25
Regional Heterogeneity and U.S. Presidential Elections 1 1 1 28 1 2 17 165
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models 0 0 0 75 0 0 0 211
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models 0 0 0 20 0 0 2 121
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models 0 0 0 24 0 2 6 112
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Models 0 0 0 81 0 1 2 183
Scope for Cost Minimization in Public Debt Management: the Case of the UK 0 0 2 339 1 2 10 1,981
Scope for Credit Risk Diversification 0 0 1 122 0 0 11 649
Scope for Credit Risk Diversification 0 0 0 283 0 0 3 1,027
Signs of Impact Effects in Time Series Regression Models 0 0 0 77 0 0 2 203
Small Sample Properties of Forecasts From Autoregressive Models Under Structural Breaks 0 0 0 108 0 3 12 445
Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks 0 0 1 178 0 2 8 543
Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks 0 0 1 243 0 2 10 765
Solution of Multivariate Linear Rational Expectations Models and Large Sparse Linear Systems 0 0 0 0 1 2 17 1,275
Spatial and Temporal Diffusion of House Prices in the UK 0 0 1 51 0 0 5 252
Spatial and Temporal Diffusion of House Prices in the UK 0 0 0 61 0 1 6 183
Spatial and Temporal Diffusion of House Prices in the UK 0 0 1 153 1 2 10 390
Spatial and Temporal Diffusion of House Prices in the UK 2 4 5 402 3 8 18 945
Stochastic Growth 0 0 0 0 1 4 17 1,151
Structural Analysis of Cointegrating VARs 0 0 0 0 5 10 25 1,492
Structural Analysis of Vector Error Correction Models with Exogenous I(1) Variables 0 0 0 0 0 3 11 1,942
Structural analysis of vector error correction models with exogenous I(1) variables 0 2 4 917 0 2 13 2,123
Structural analysis of vector error correction models with exogenous I(1) variables (first version) 0 0 0 4 0 0 11 475
Supply, Demand and Monetary Policy Shocks in a Multi-Country New Keynesian Model 0 0 0 338 0 4 18 1,019
Supply, demand and monetary policy shocks in a multi-country New Keynesian Model 0 0 2 177 0 1 14 432
Survey Expectations 1 2 12 523 2 6 30 1,064
Survey Expectations 0 0 0 77 0 0 4 304
Survey Expectations 0 2 4 473 1 9 74 2,032
THE IRANIAN FOREIGN EXCHANGE POLICY AND THE BLACK MARKET FOR DOLLARS 0 0 0 0 0 0 0 1,051
THE STATISTICAL AND ECONOMIC SIGNIFICANCE OF THE PREDICTABILITY OF EXCESS RETURNS ON COMMON STOCKS 0 0 0 0 0 0 1 659
THE STATISTICAL AND ECONOMIC SIGNIFICANCE OF THE PREDICTABILITY OF EXESS RETURNS ON COMMON STOCKS 0 0 0 0 0 0 2 546
Testing CAPM with a Large Number of Assets 0 0 4 111 1 1 9 282
Testing CAPM with a Large Number of Assets 0 0 4 151 2 5 24 422
Testing CAPM with a Large Number of Assets (Updated 28th March 2012) 0 0 2 273 1 3 15 684
Testing Dependence Among Serially Correlated Multi-category Variables 0 0 1 191 0 4 10 754
Testing Dependence among Serially Correlated Multi-Category Variables 0 0 0 74 0 0 3 308
Testing Dependence among Serially Correlated Multi-category Variables 0 0 0 52 0 2 3 253
Testing Slope Homogeneity in Large Panels 0 0 0 153 1 1 10 822
Testing Slope Homogeneity in Large Panels 0 1 4 288 3 10 38 1,034
Testing Slope Homogeneity in Large Panels 0 0 3 283 5 9 34 974
Testing Weak Cross-Sectional Dependence in Large Panels 0 0 1 184 0 1 13 369
Testing Weak Cross-Sectional Dependence in Large Panels 0 0 0 153 1 3 6 491
Testing Weak Cross-Sectional Dependence in Large Panels 0 0 0 53 0 0 2 221
Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities 0 3 5 23 2 9 17 66
Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities 0 0 2 141 0 2 15 192
Testing for Unit Roots in Heterogeneous Panels 0 0 0 0 9 32 135 2,897
Testing for the 'Existence of a Long-run Relationship' 0 0 0 0 30 93 394 4,660
Tests of Policy Ineffectiveness in Macroeconometrics 0 0 0 74 0 0 5 159
Tests of Policy Ineffectiveness in Macroeconometrics 0 0 0 80 0 0 1 177
Tests of Policy Ineffectiveness in Macroeconometrics 0 0 1 82 0 0 6 91
Tests of Policy Interventions in DSGE Models 0 0 2 69 0 0 6 102
The Cost Efficiency of UK Debt Management: A Recursive Modelling Approach 0 0 0 218 0 1 3 1,687
The Cost Efficiency of UK Debt Management: A Recursive Modelling Approach 0 0 2 94 0 1 4 622
The Forecasing time series subject to multiple structure breaks 0 0 0 0 0 1 2 269
The Interaction Between Theory and Observation in Economics 0 0 0 0 0 2 8 715
The Natural Rate Hypothesis and its Testable Implications 0 0 0 0 2 3 15 602
The Role of Economic Theory in Modelling the Long Run 0 0 0 0 3 3 23 2,347
The Role of Factor Strength and Pricing Errors for Estimation and Inference in Asset Pricing Models 0 1 6 51 0 2 27 101
The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification 0 0 2 190 0 0 4 631
The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification 0 0 0 81 0 0 3 337
The Role of Sectoral Interactions in Wage Determination in the UK Economy 0 0 0 0 1 1 6 393
The Use of Recursive Model Selection Strategies in Forecasting Stock Returns 0 0 0 0 0 1 4 716
Theory and Evidence in Economics 0 0 0 0 0 0 3 327
Theory and Practice of GVAR Modeling 0 0 3 178 2 5 17 600
Theory and Practice of GVAR Modeling 0 1 4 60 1 2 11 211
Theory and practice of GVAR modeling 0 0 2 285 2 4 22 430
To Pool or not to Pool: Revisited 0 0 0 65 0 1 3 142
To Pool or not to Pool: Revisited 0 0 0 67 0 0 3 40
Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with Interactive Effects 2 2 2 39 3 3 10 131
Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with interactive effects 1 1 2 109 4 6 11 120
Two-Step, Instrumental Variable and Maximum Likelihood Estimation of Multivariate Rational Expectations Models 0 0 0 293 0 2 3 1,078
Uncertainty and Economic Activity: A Global Perspective 0 1 9 229 1 8 50 665
Uncertainty and Economic Activity: A Global Perspective 0 0 2 8 0 1 8 59
Uncertainty and Economic Activity: A Global Perspective 0 0 0 97 0 0 12 162
Uncertainty and Economic Activity: A Multi-Country Perspective 0 1 1 19 0 1 4 82
Uncertainty and Economic Activity: A Multi-Country Perspective 0 0 1 15 0 0 8 84
Uncertainty and Economic Activity: A Multi-Country Perspective 1 2 6 53 1 2 13 135
Uncertainty and Irreversible Investment an Empirical Analysis of Development of Oil Fields in the UKCS 0 0 0 2 0 0 1 9
Uncertainty and Irreversible Investment: An Empirical Analysis of Development of Oilfields on the UKCS 0 0 0 0 1 2 10 473
Uncertainty and economic activity: a multi-country perspective 0 0 4 46 1 3 15 79
Unit Roots and Cointegration in Panels 0 0 0 334 1 6 18 732
Unit Roots and Cointegration in Panels 0 0 3 1,335 1 6 34 2,877
Unit Roots and Cointegration in Panels 2 4 9 1,117 5 9 29 2,115
Unit roots and cointegration in panels 0 0 3 226 0 1 12 639
Variable Selection and Forecasting in High Dimensional Linear Regressions with Structural Breaks 0 0 3 34 0 3 9 35
Variable Selection and Forecasting in High Dimensional Linear Regressions with Structural Breaks 0 0 0 17 0 0 5 30
Variable Selection and Inference for Multi-period Forecasting Problems 0 1 1 95 0 1 6 244
Variable Selection and Inference for Multi-period Forecasting Problems 0 0 0 101 0 0 2 194
Variable Selection and Inference for Multi-period Forecasting Problems 0 0 0 61 0 1 2 208
Variable Selection, Estimation and Inference for Multi-period Forecasting Problems 0 0 2 172 1 4 10 442
Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution 0 1 3 140 0 6 12 363
Voluntary and Mandatory Social Distancing: Evidence on COVID-19 Exposure Rates from Chinese Provinces and Selected Countries 0 2 3 4 0 2 13 26
Voluntary and Mandatory Social Distancing: Evidence on COVID-19 Exposure Rates from Chinese Provinces and Selected Countries 1 2 7 31 1 6 28 99
Voluntary and Mandatory Social Distancing: Evidence on COVID-19 Exposure Rates from Chinese Provinces and Selected Countries 0 0 0 43 0 1 9 70
Voluntary and Mandatory Social Distancing: Evidence on Covid-19 Exposure Rates from Chinese Provinces and Selected Countries 0 1 5 24 2 6 43 139
Weak and Strong Cross Section Dependence and Estimation of Large Panels 0 0 0 118 0 1 5 356
Weak and Strong Cross Section Dependence and Estimation of Large Panels 0 0 0 86 2 2 8 276
Weak and strong cross section dependence and estimation of large panels 0 0 0 79 0 1 7 282
What if the UK had Joined the Euro in 1999? An Empirical Evaluation Using a Global VAR 0 0 5 135 0 1 9 392
What if the UK had Joined the Euro in 1999? An Empirical Evaluation using a Global VAR 0 0 0 182 0 0 3 566
What if the UK has Joined the Euro in 1999? An Empirical Evaluation using a Global VAR 0 0 1 221 1 2 4 630
Total Working Papers 120 378 1,850 87,578 785 2,294 10,732 326,490


Journal Article File Downloads Abstract Views
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4 The Role of Theory in Applied Econometrics 0 1 1 1 0 1 3 7
A Bayesian analysis of linear regression models with highly collinear regressors 0 0 1 5 1 4 11 32
A Critique of the Proposed Tests of the Natural Rate-Rational Expectations Hypothesis 0 0 1 33 0 0 5 124
A Duration Model of Irreversible Oil Investment: Theory and Empirical Evidence 0 0 1 216 0 0 4 853
A Generalized R[superscript]2 Criterion for Regression Models Estimated by the Instrumental Variables Method 0 0 2 62 0 0 6 295
A Long run structural macroeconometric model of the UK 0 0 1 546 2 11 21 1,193
A One Covariate at a Time, Multiple Testing Approach to Variable Selection in High‐Dimensional Linear Regression Models 1 1 4 22 5 6 14 84
A Recursive Modelling Approach to Predicting UK Stock Returns 0 0 1 373 1 4 6 867
A Simple Nonparametric Test of Predictive Performance 0 0 0 0 2 6 38 2,647
A Two‐Stage Approach to Spatio‐Temporal Analysis with Strong and Weak Cross‐Sectional Dependence 0 0 1 19 1 3 8 87
A bias-adjusted LM test of error cross-section independence 0 0 2 202 4 9 53 828
A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model 1 3 3 3 8 15 15 15
A floor and ceiling model of US output 1 1 1 292 2 6 12 699
A generalization of the non-parametric Henriksson-Merton test of market timing 0 1 4 585 1 3 17 1,364
A multi-country approach to forecasting output growth using PMIs 0 0 1 17 0 5 11 102
A multiple testing approach to the regularisation of large sample correlation matrices 0 0 1 8 0 0 5 45
A pair-wise approach to testing for output and growth convergence 1 4 16 334 2 9 40 761
A proof of the asymptotic validity of a test for perfect aggregation 0 0 0 12 0 0 1 61
A simple panel unit root test in the presence of cross-section dependence 2 13 58 1,987 23 70 263 5,442
A simulation approach to the problem of computing Cox's statistic for testing nonnested models 0 0 0 95 1 1 4 258
A spatio-temporal model of house prices in the USA 3 9 30 240 15 31 112 742
A special issue in memory of John Denis Sargan: studies in empirical macroeconometrics 0 1 1 86 0 1 3 422
A unified approach to estimation and orthogonality tests in linear single-equation econometric models 0 0 0 39 0 1 15 143
AN EMPIRICAL GROWTH MODEL FOR MAJOR OIL EXPORTERS 0 0 1 48 7 10 30 173
Aggregation in large dynamic panels 3 4 5 54 4 8 31 222
Aggregation of linear dynamic models: an application to life-cycle consumption models under habit formation 0 0 1 50 4 10 22 204
An Alternative Econometric Approach to the Permanent Income Hypothesis: An International Comparison: A Comment 0 0 0 38 0 0 0 199
An Analysis of the Determination of Deutsche Mark/French Franc Exchange Rate in a Discrete-Time Target-Zone Model 0 0 0 42 0 2 2 349
An Econometric Analysis of Exploration and Extraction of Oil in the U.K. Continental Shelf 0 1 3 203 0 3 15 673
Analysis of Exchange-Rate Target Zones Using a Limited-Dependent Rational-Expectations Model with Jumps 0 0 0 0 1 1 4 303
Announcement 0 0 0 49 0 1 7 126
BEYOND THE DSGE STRAITJACKET-super-1 0 0 1 39 0 0 4 99
Bounds testing approaches to the analysis of level relationships 13 39 255 5,921 50 150 678 12,890
China's Emergence in the World Economy and Business Cycles in Latin America 0 3 6 206 5 14 60 712
Choice between Disaggregate and Aggregate Specifications Estimated by Instrumental Variables Methods 0 0 0 0 0 0 1 460
Cointegration and speed of convergence to equilibrium 2 4 11 668 8 17 94 1,321
Common correlated effects estimation of heterogeneous dynamic panel quantile regression models 0 2 7 15 1 5 16 38
Comparison of Local Power of Alternative Tests of Non-Nested Regression Models 0 0 0 39 1 2 4 279
Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash 0 0 1 42 1 2 14 206
Consistency of short-term and long-term expectations 0 0 0 19 0 0 2 65
Constructing Multi-Country Rational Expectations Models 0 0 1 28 2 3 10 109
Correction to: Exponent of Cross-sectional Dependence for Residuals 0 1 1 1 0 1 4 4
Costly Adjustment under Rational Expectations: A Generalization 0 1 1 29 0 1 2 241
Counterfactual analysis in macroeconometrics: An empirical investigation into the effects of quantitative easing 1 2 10 99 2 4 29 307
Country-specific oil supply shocks and the global economy: A counterfactual analysis 1 2 6 57 4 6 14 162
Cross-sectional aggregation of non-linear models 0 0 3 131 0 2 10 337
Cross‐Sectional Dependence in Panel Data Models: A Special Issue 0 0 5 68 2 2 10 145
DISTINGUISHED AUTHORS 0 0 0 31 1 2 4 90
Decision Making in the Presence of Heterogeneous Information and Social Interactions 0 0 0 0 0 0 1 285
Detection of units with pervasive effects in large panel data models 0 0 2 2 0 2 11 11
Diagnostic Tests of Cross‐section Independence for Limited Dependent Variable Panel Data Models 0 0 1 36 0 1 10 134
Diagnostics for IV Regressions 1 2 4 4 3 7 11 12
Double-Question Survey Measures for the Analysis of Financial Bubbles and Crashes 0 1 1 2 1 4 6 10
ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION 1 2 12 411 5 14 49 808
Econometric Analysis of Aggregation in the Context of Linear Prediction Models 1 2 2 146 2 5 8 833
Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit 0 0 1 66 0 1 8 170
Econometric analysis of production networks with dominant units 0 0 0 0 3 8 23 25
Econometric analysis of structural systems with permanent and transitory shocks 0 0 3 185 0 0 9 405
Econometric issues in the analysis of contagion 0 0 4 242 4 6 24 543
Editorial statement 0 0 0 0 0 1 1 5
Empirical Econometric Modelling of Food Consumption Using a New Informational Complexity Approach: Comments 0 0 0 35 0 0 0 136
Estimating limited-dependent rational expectations models with an application to exchange rate determination in a target zone 0 0 0 35 1 1 3 161
Estimating long-run relationships from dynamic heterogeneous panels 4 19 93 3,397 21 67 291 6,166
Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure 1 3 8 829 6 13 64 2,041
Estimation and inference for spatial models with heterogeneous coefficients: An application to US house prices 1 8 21 21 5 21 50 50
Estimation and inference in spatial models with dominant units 0 0 3 3 1 1 9 9
Estimation of Simple Class of Multivariate Rational Expectations Models: A Test of the New Classical Model at a Sectoral Level 0 0 0 0 0 0 1 110
Estimation of time-invariant effects in static panel data models 0 0 3 14 2 3 12 72
Evaluation of macroeconometric models 0 0 1 94 2 3 6 178
Expenditure of oil revenue: An optimal control approach with application to the Iranian economy: H. Motamen, (Frances Pinter, London, 1979) pp. 189, [UK pound]12.50 0 0 0 47 0 0 0 124
Exploring the international linkages of the euro area: a global VAR analysis 2 7 18 950 8 26 87 2,223
Exponent of Cross-sectional Dependence for Residuals 0 1 2 7 0 1 7 28
Exponent of Cross‐Sectional Dependence: Estimation and Inference 1 1 4 26 2 3 16 126
Exponential class of dynamic binary choice panel data models with fixed effects 0 0 0 2 1 1 8 34
Firm heterogeneity and credit risk diversification 0 0 0 57 0 0 4 216
Forecast Combination Across Estimation Windows 0 0 1 76 0 0 11 224
Forecast Combination Across Estimation Windows 0 0 1 11 1 3 15 70
Forecast Uncertainties in Macroeconomic Modeling: An Application to the U.K. Economy 0 0 1 36 0 0 5 148
Forecasting Time Series Subject to Multiple Structural Breaks 0 2 7 314 1 8 25 878
Forecasting economic and financial variables with global VARs 1 1 8 184 2 5 29 492
Forecasting the Swiss economy using VECX models: An exercise in forecast combination across models and observation windows 0 0 0 0 0 2 3 3
Forecasting ultimate resource recovery 0 0 1 59 0 0 2 194
Formation of Inflation Expectations in British Manufacturing Industries 0 0 0 59 0 0 4 205
General diagnostic tests for cross-sectional dependence in panels 3 16 28 28 12 40 110 110
Generalized impulse response analysis in linear multivariate models 11 41 160 2,820 33 121 521 6,457
Global and Partial Non-Nested Hypotheses and Asymptotic Local Power 0 0 1 21 1 1 2 60
Growth and Convergence in Multi-country Empirical Stochastic Solow Model 0 0 4 714 0 4 32 1,797
Half‐panel jackknife fixed‐effects estimation of linear panels with weakly exogenous regressors 0 0 1 4 0 0 4 27
Heterogeneity and cross section dependence in panel data models: theory and applications introduction 3 5 11 513 4 6 31 1,205
How costly is it to ignore breaks when forecasting the direction of a time series? 0 0 0 94 0 0 4 311
Identification of New Keynesian Phillips Curves from a Global Perspective 0 0 0 109 0 2 4 320
Identification of New Keynesian Phillips Curves from a Global Perspective 0 0 0 0 1 5 11 12
Identification of rational expectations models 1 2 2 102 2 3 4 200
Impulse response analysis in nonlinear multivariate models 5 20 91 2,808 25 73 276 5,623
In memory of Clive Granger: an advisory board member of the journal 0 0 0 27 0 0 0 85
Infinite-dimensional VARs and factor models 2 2 3 129 4 4 12 385
Inflation, Capital Gains and U.K. Personal Savings: 1953-1981 0 0 1 85 0 0 3 266
Introducing a replication section 1 1 4 55 1 3 15 239
Is There a Debt-Threshold Effect on Output Growth? 5 10 57 209 12 30 148 624
Journal of Applied Econometrics Conference Sponsorship Grants 0 0 0 0 1 1 2 420
Journal of Applied Econometrics Dissertation Prize 0 0 0 138 0 0 5 463
Journal of Applied Econometrics Dissertation Prize 0 0 0 63 0 1 6 279
Journal of Applied Econometrics distinguished authors 0 0 0 0 0 1 4 286
Journal of Applied Econometrics distinguished authors 0 0 0 0 0 2 5 63
Journal of applied econometrics distinguished authors 0 0 0 0 1 1 5 13
Journal of applied econometrics distinguished authors 0 1 1 49 1 2 11 216
Journal of applied econometrics scholars programme 0 0 0 32 0 2 3 153
LONG-RUN STRUCTURAL MODELLING 1 1 5 255 3 7 42 736
Large panels with common factors and spatial correlation 1 3 18 220 5 11 53 630
Learning, Structural Instability, and Present Value Calculations 0 1 1 51 0 1 4 276
Life and Work of John Richard Nicholas Stone 1913-1991 0 0 0 22 1 2 9 285
Life-cycle consumption under social interactions 0 0 0 61 0 0 3 223
Limited-dependent rational expectations models with future expectations 0 0 0 33 0 1 1 158
Limited-dependent rational expectations models with stochastic thresholds 0 0 0 35 0 0 1 154
Long Run Macroeconomic Relations in the Global Economy 0 0 3 187 1 4 19 567
Lumpy Price Adjustments: A Microeconometric Analysis 0 0 1 52 1 1 7 230
Lumpy Price Adjustments: A Microeconometric Analysis 0 0 0 7 2 4 20 92
MACROECONOMETRIC MODELLING WITH A GLOBAL PERSPECTIVE* 0 0 1 166 3 3 10 469
Macroeconomic Dynamics and Credit Risk: A Global Perspective 1 4 22 431 4 13 62 1,089
March 2008 Announcement: Journal of Applied Econometrics Distinguished Authors 0 0 0 20 0 1 2 122
Market timing and return prediction under model instability 0 2 5 278 0 7 23 696
Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods 4 10 30 1,046 8 20 82 2,330
Mean group estimation in presence of weakly cross-correlated estimators 0 0 1 7 1 2 10 38
Measurement of factor strength: Theory and practice 0 1 1 1 1 7 10 10
Model averaging in risk management with an application to futures markets 0 1 3 71 1 2 8 234
Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model 1 1 17 674 4 8 67 1,284
Multivariate Linear Rational Expectations Models 0 1 4 54 2 4 16 155
Nonlinear Dynamics and Econometrics: An Introduction 0 0 0 96 0 2 3 281
Oil Export and the Economy of Iran (in Persian) 0 0 3 4 1 2 15 27
Oil exports and the Iranian economy 2 2 6 62 2 4 17 209
Oil investment in the North Sea 0 0 0 91 0 1 3 321
Oil prices and the global economy: Is it different this time around? 0 0 17 156 1 8 43 298
On Identification of Bayesian DSGE Models 0 1 3 95 1 3 12 244
On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Comments 0 0 0 23 0 0 1 153
On the Policy Ineffectiveness Proposition and a Keynesian Alternative: A Rejoinder 0 0 0 85 0 0 1 350
On the comprehensive method of testing non-nested regression models 1 1 1 15 1 1 3 68
On the interpretation of panel unit root tests 1 1 5 111 1 1 10 298
Optimal forecasts in the presence of structural breaks 0 1 5 73 3 4 18 232
Pairwise Tests of Purchasing Power Parity 0 0 1 143 0 2 9 348
Panel unit root tests in the presence of a multifactor error structure 1 1 10 327 2 8 36 876
Panels with non-stationary multifactor error structures 2 6 13 221 5 13 42 624
Persistence of Shocks and Their 0 0 0 41 0 0 6 190
Persistence profiles and business cycle fluctuations in a disaggregated model of U.K. output growth 0 0 2 116 1 2 9 324
Persistence, cointegration, and aggregation: A disaggregated analysis of output fluctuations in the U.S. economy 0 0 1 101 0 2 4 243
Pitfalls of testing non-nested hypotheses by the lagrange multiplier method 0 0 0 26 0 1 2 140
Pitfalls of testing non-nested hypotheses by the lagrange multiplier method 0 0 0 16 0 0 0 97
Predictability of Stock Returns: Robustness and Economic Significance 1 4 24 1,018 2 15 51 1,919
REAL-TIME ECONOMETRICS 0 0 0 61 0 0 5 179
Rejoinder 0 0 0 14 0 0 2 72
Rejoinder to comments on forecasting economic and financial variables with global VARs 0 0 0 38 0 0 2 114
Rising Public Debt to GDP Can Harm Economic Growth 2 2 18 91 4 11 58 306
Selection of estimation window in the presence of breaks 1 4 23 462 1 7 60 980
Signs of impact effects in time series regression models 0 0 0 57 0 0 2 159
Small sample properties of forecasts from autoregressive models under structural breaks 3 5 10 132 5 12 40 431
Solution of Nonlinear Rational Expectations Models with Applications to Finite-Horizon Life-Cycle Models of Consumption 0 0 1 65 0 1 3 323
Solution of finite-horizon multivariate linear rational expectations models and sparse linear systems 2 2 2 54 2 2 4 172
Stochastic Growth Models and Their Econometric Implications 0 0 3 330 0 1 22 1,034
Structural Analysis of Cointegrating VARs 2 2 6 441 3 5 22 842
Structural analysis of vector error correction models with exogenous I(1) variables 2 4 28 688 8 16 88 1,488
THEORY AND PRACTICE OF GVAR MODELLING 0 0 9 73 3 9 43 249
Testing Dependence Among Serially Correlated Multicategory Variables 0 0 1 104 0 1 5 276
Testing Non-Nested Nonlinear Regression Models 0 2 2 179 1 4 8 524
Testing Weak Cross-Sectional Dependence in Large Panels 1 3 8 56 4 12 37 186
Testing for Aggregation Bias in Linear Models 0 1 1 139 0 2 5 444
Testing for Structural Stability and Predictive Failure: A Review 0 0 0 0 6 7 23 357
Testing for unit roots in heterogeneous panels 16 44 213 4,257 65 184 777 11,455
Testing slope homogeneity in large panels 10 26 100 522 25 70 284 1,301
Tests of Policy Interventions in DSGE Models 0 0 1 5 2 4 9 41
Tests of non-nested linear regression models subject to linear restrictions 0 0 0 13 0 0 2 100
Tests of non-nested regression models: Small sample adjustments and Monte Carlo evidence 1 1 3 115 2 3 7 412
The Cost Effectiveness of the UK's Sovereign Debt Portfolio 0 0 0 34 0 0 0 188
The Demand for Food in the United States and the Netherlands: A Systems Approach with the CBS Model: Comments 0 0 0 28 0 0 3 180
The Determinants of United Kingdom Import Prices-A Note 0 0 0 21 1 1 3 149
The J-test as a Hausman specification test 0 0 0 74 0 0 2 238
The Richard Stone Prize in Applied Econometrics 0 0 0 39 0 0 2 142
The Richard Stone Prize in Applied Econometrics 0 0 0 38 1 1 6 241
The Richard Stone Prize in Applied Econometrics 0 0 0 0 0 0 1 54
The Role of Economic Theory in Modelling the Long Run 4 9 40 550 13 33 123 1,320
The Role of Sectoral Interactions in Wage Determination in the UK Economy 0 1 7 116 0 3 13 386
The Small Sample Problem of Truncation Remainders in the Estimation of Distributed Lag Models with Autocorrelated Errors 0 0 1 35 0 0 1 214
The role of theory in econometrics 0 0 2 239 0 0 8 609
The spatial and temporal diffusion of house prices in the UK 1 4 11 200 3 14 58 634
To Pool or Not to Pool: Revisited 0 0 0 4 0 0 1 36
Variable selection, estimation and inference for multi-period forecasting problems 1 1 8 101 2 2 20 313
Weak and strong cross‐section dependence and estimation of large panels 0 0 1 123 1 2 17 385
Weak and strong cross‐section dependence and estimation of large panels 0 0 0 20 3 5 32 213
What if the UK or Sweden had joined the euro in 1999? An empirical evaluation using a Global VAR 0 3 6 184 0 8 25 524
Total Journal Articles 135 396 1,722 44,597 542 1,528 6,322 117,819


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Global and National Macroeconometric Modelling: A Long-Run Structural Approach 0 0 0 0 1 2 19 262
Global and National Macroeconometric Modelling: A Long-Run Structural Approach 0 0 0 0 4 9 47 457
Time Series and Panel Data Econometrics 0 0 0 0 11 34 150 561
Total Books 0 0 0 0 16 45 216 1,280


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Discussion of 'The Role of the Exchange Rate in Monetary Policy - the Experience of Other Countries' 0 0 0 38 0 0 0 128
Global Business Cycles and Credit Risk 0 0 1 64 0 1 3 190
Growth and Income Distribution in Iran 0 0 0 0 0 0 2 2
Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR 0 0 5 13 3 5 18 35
Long-Run Effects in Large Heterogeneous Panel Data Models with Cross-Sectionally Correlated Errors 2 12 53 111 5 29 107 267
Survey Expectations 3 9 28 325 6 25 75 805
Total Chapters 5 21 87 551 14 60 205 1,427


Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
GAUSS and Matlab codes for Multivariate Linear Rational Expectations Models: Characterization of the Nature of the Solutions and Their Fully Recursive Computation 0 1 19 993 3 6 49 3,190
GAUSS and Matlab codes for Multivariate Rational Expectations Models and Macroeconometric Modelling: A Review and Some New Results 0 2 14 969 2 6 47 2,385
GAUSS and Matlab codes for Solution of Finite-Horizon Multivariate Linear Rational Expectations Models and Sparse Linear Systems 0 0 6 736 1 1 12 2,879
Total Software Items 0 3 39 2,698 6 13 108 8,454


Statistics updated 2022-01-05