| Working Paper |
File Downloads |
Abstract Views |
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3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Bias-Adjusted LM Test of Error Cross Section Independence |
2 |
3 |
11 |
246 |
3 |
6 |
37 |
875 |
| A Bias-Corrected Method of Moments Approach to Estimation of Dynamic Short-T Panels |
0 |
0 |
1 |
52 |
1 |
3 |
8 |
51 |
| A Counterfactual Economic Analysis of COVID-19 Using a Threshold Augmented Multi-Country Model |
3 |
13 |
13 |
13 |
21 |
40 |
40 |
40 |
| A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model |
24 |
114 |
155 |
155 |
146 |
604 |
819 |
819 |
| A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model |
2 |
18 |
18 |
18 |
9 |
32 |
32 |
32 |
| A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model |
1 |
7 |
7 |
7 |
3 |
11 |
11 |
11 |
| A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model |
0 |
4 |
6 |
6 |
3 |
24 |
28 |
28 |
| A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model |
14 |
35 |
35 |
35 |
53 |
188 |
188 |
188 |
| A Decision_Theoretic Approach to Forecast Evaluation |
0 |
0 |
0 |
0 |
1 |
4 |
12 |
1,044 |
| A Discrete-Time Version of Target Zone Models with Jumps |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
191 |
| A Discrete-Time Version of Target Zone Models with Jumps |
0 |
0 |
1 |
17 |
0 |
1 |
3 |
144 |
| A Discrete-Time Version of Target Zone Models with Jumps |
0 |
0 |
0 |
0 |
1 |
3 |
4 |
296 |
| A Floor and Ceiling Model of U.S. Output |
0 |
0 |
0 |
0 |
0 |
3 |
26 |
565 |
| A Generalisation of the Non-Parametric Henriksson-Merton Test of Market Timing |
0 |
0 |
0 |
0 |
2 |
6 |
14 |
1,828 |
| A Generalised R2 Criterion for Regression Models Estimated by the Instrumental Variable Method |
0 |
0 |
0 |
0 |
0 |
1 |
11 |
934 |
| A Long-run Structural Macro-econometric Model of the UK |
0 |
0 |
0 |
0 |
2 |
3 |
7 |
1,060 |
| A Multi-Country Approach to Forecasting Output Growth Using PMIs |
0 |
0 |
1 |
19 |
0 |
2 |
11 |
75 |
| A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices |
0 |
0 |
0 |
69 |
0 |
1 |
3 |
194 |
| A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices |
0 |
0 |
0 |
1 |
1 |
3 |
6 |
12 |
| A Non-Nested Test of Level-Differenced versus Log-Differenced Stationary Models |
0 |
0 |
0 |
0 |
0 |
3 |
5 |
444 |
| A One-Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models |
0 |
1 |
1 |
42 |
0 |
4 |
8 |
53 |
| A Pair-Wise Approach to Testing for Output and Growth Convergence |
0 |
0 |
0 |
149 |
0 |
2 |
6 |
586 |
| A Pair-Wise Approach to Testing for Output and Growth Convergence |
0 |
0 |
0 |
109 |
1 |
2 |
7 |
340 |
| A Pair-wise Approach to Testing for Output and Growth Convergence |
1 |
2 |
2 |
352 |
1 |
3 |
8 |
1,007 |
| A Recursive Modelling Approach to Predicting UK Stock Returns |
0 |
1 |
3 |
620 |
0 |
2 |
10 |
1,148 |
| A Recursive Modelling Approach to Predicting UK Stock Returns' |
0 |
0 |
0 |
0 |
0 |
1 |
8 |
1,155 |
| A Rejoinder: On the Policy Ineffectiveness Proposition and a Keynesian Alternative |
0 |
0 |
0 |
151 |
0 |
3 |
4 |
480 |
| A Residual-based Threshold Method for Detection of Units that are Too Big to Fail in Large Factor Models |
0 |
0 |
3 |
26 |
2 |
6 |
13 |
45 |
| A SIMPLE NON-PARAMETRIC TEST OF PREDICTIVE PERFORMANCE |
0 |
0 |
0 |
6 |
1 |
4 |
24 |
2,201 |
| A SIMPLE, NON-PARAMETRIC TEST OF PREDICTIVE PERFORMANCE |
0 |
0 |
0 |
0 |
5 |
6 |
26 |
1,856 |
| A SIMULATION APPROACH TO THE PROBLEM OF COMPUTING COX'S STATISTIC FOR TESTING NON-NESTED MODELS |
0 |
0 |
0 |
0 |
13 |
14 |
17 |
732 |
| A Simple Panel Unit Root Test in the Presence of Cross Section Dependence |
10 |
15 |
58 |
3,804 |
31 |
67 |
304 |
10,647 |
| A Spatio-Temporal Model of House Prices in the US |
0 |
1 |
1 |
182 |
3 |
7 |
24 |
562 |
| A Spatio-Temporal Model of House Prices in the US |
0 |
0 |
0 |
155 |
0 |
1 |
19 |
553 |
| A Spatio-Temporal Model of House Prices in the US |
0 |
1 |
4 |
770 |
5 |
10 |
43 |
2,101 |
| A Structural Cointegrating VAR Approach to Macroeconometric Modelling |
0 |
0 |
0 |
0 |
4 |
6 |
26 |
3,127 |
| A Two Stage Approach to Spatiotemporal Analysis with Strong and Weak Cross-Sectional Dependence |
0 |
1 |
2 |
96 |
1 |
4 |
12 |
246 |
| A Two Stage Approach to Spatiotemporal Analysis with Strong and weak cross Sectional Dependence |
0 |
0 |
0 |
104 |
1 |
6 |
13 |
207 |
| A VECX Model of the Swiss Economy |
0 |
0 |
3 |
142 |
0 |
3 |
11 |
337 |
| A VECX* Model of the Swiss Economy |
0 |
0 |
2 |
189 |
0 |
2 |
6 |
497 |
| A VECX* model of the Swiss economy |
0 |
0 |
0 |
93 |
0 |
1 |
5 |
284 |
| A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model |
0 |
9 |
9 |
9 |
8 |
71 |
71 |
71 |
| A long run structural macroeconometric model of the UK |
1 |
1 |
5 |
1,188 |
5 |
7 |
25 |
2,002 |
| A long run structural macroeconometric model of the UK (first version) |
1 |
2 |
3 |
10 |
1 |
3 |
6 |
221 |
| A multi-country approach to forecasting output growth using PMIs |
0 |
0 |
2 |
54 |
1 |
5 |
11 |
125 |
| A multiple testing approach to the regularisation of large sample correlation matrices |
0 |
0 |
1 |
31 |
0 |
2 |
3 |
59 |
| A one-covariate at a time, multiple testing approach to variable selection in high-dimensional linear regression models |
0 |
0 |
3 |
57 |
1 |
3 |
15 |
137 |
| A structural cointegrating VAR approach to macroeconometric modelling |
1 |
2 |
2 |
908 |
3 |
5 |
13 |
1,398 |
| ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF U.S. UNEMPLOYMENT |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
403 |
| ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF U.S. UNEMPLOYMENT |
0 |
0 |
0 |
1 |
1 |
4 |
7 |
584 |
| ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF US UNEMPLOYMENT |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
374 |
| ASSET PRICE DYNAMICS AND AGGREGATION |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
209 |
| Aggregation Bias and Labor Demand Equations for the U.K. Economy |
0 |
0 |
2 |
149 |
1 |
4 |
10 |
459 |
| Aggregation in Large Dynamic Panels |
0 |
0 |
1 |
49 |
0 |
1 |
8 |
124 |
| Aggregation in Large Dynamic Panels |
0 |
1 |
1 |
115 |
1 |
3 |
4 |
265 |
| Aggregation in Large Dynamic Panels |
0 |
0 |
3 |
107 |
0 |
1 |
6 |
302 |
| Aggregation in large dynamic panels |
0 |
0 |
0 |
26 |
0 |
1 |
6 |
116 |
| Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns |
0 |
1 |
2 |
132 |
2 |
5 |
8 |
286 |
| 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 |
2 |
3 |
10 |
490 |
| Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns |
0 |
1 |
1 |
1 |
2 |
4 |
6 |
12 |
| 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 |
1 |
2 |
5 |
228 |
| Alternative approaches to testing non-nested models with autocorrelated disturbances: an application to models of U.S. unemployment |
0 |
0 |
0 |
2 |
0 |
1 |
2 |
29 |
| Alternative approaches to testing non-nested models with autocorrelated disturbances: an application to models of U.S. unemployment |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
3 |
| An Analysis of the determination of Dutsche Mark/French Franc Exchange rate in a Discrete-Time Target-Zone Model |
0 |
0 |
0 |
1 |
1 |
2 |
4 |
913 |
| An Augmented Anderson-Hsiao Estimator for Dynamic Short-T Panels |
1 |
2 |
4 |
54 |
5 |
12 |
16 |
98 |
| An Autoregressive Distributed Lag Modelling Approach to Cointegration Analysis |
0 |
0 |
0 |
0 |
46 |
115 |
449 |
6,802 |
| An Econometric Analysis of Exploration and Extraction of Oil in the U.K. Continental Shelf |
1 |
1 |
2 |
128 |
1 |
3 |
10 |
273 |
| An Empirical Growth Model for Major Oil Exporters |
0 |
1 |
3 |
141 |
2 |
4 |
9 |
398 |
| An Empirical Growth Model for Major Oil Exporters |
0 |
0 |
0 |
0 |
0 |
1 |
13 |
34 |
| An Empirical Growth Model for Major Oil Exporters |
0 |
0 |
4 |
296 |
0 |
1 |
15 |
722 |
| An Empirical Growth Model for Major Oil Exporters |
0 |
0 |
1 |
139 |
2 |
4 |
15 |
343 |
| An Exponential Class of Dynamic Binary Choice Panel Data Models with Fixed Effects |
0 |
0 |
1 |
49 |
0 |
2 |
7 |
200 |
| An Exponential Class of Dynamic Binary Choice Panel Data Models with Fixed Effects |
0 |
1 |
2 |
122 |
0 |
5 |
7 |
140 |
| Analytical and Numerical Solution of Finite-horizon Nonlinear Rational Expectations Models |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
1,189 |
| Analytical and Numerical Solution of Multivariate Nonlinear Rational Expectations Models |
0 |
0 |
0 |
60 |
0 |
2 |
4 |
229 |
| Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination across Models and Observation Windows |
0 |
0 |
0 |
12 |
0 |
1 |
2 |
132 |
| Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination across Models and Observation Windows |
0 |
1 |
1 |
58 |
0 |
2 |
4 |
150 |
| Assessing forecast uncertainties in a VECX* model for Switzerland: an exercise in forecast combination across models and observation windows |
0 |
0 |
0 |
49 |
0 |
1 |
1 |
165 |
| Bayes Estimation of Short-run Coefficients in Dynamic Panel Data Models |
0 |
0 |
0 |
0 |
4 |
9 |
34 |
1,604 |
| Beyond the DSGE Straitjacket |
0 |
0 |
1 |
147 |
2 |
4 |
8 |
371 |
| Beyond the DSGE Straitjacket |
0 |
1 |
3 |
393 |
2 |
8 |
18 |
586 |
| Beyond the DSGE straightjacket |
0 |
0 |
1 |
154 |
1 |
5 |
11 |
200 |
| Bias Reduction in Estimating Long-run Relationships from Dynamic Heterogenous Panels |
0 |
0 |
0 |
0 |
0 |
4 |
15 |
806 |
| Big Data Analytics: A New Perspective |
0 |
2 |
3 |
34 |
0 |
5 |
15 |
82 |
| Big Data Analytics: A New Perspective |
0 |
0 |
2 |
21 |
2 |
4 |
12 |
80 |
| Big data analytics: a new perspective |
0 |
1 |
3 |
215 |
1 |
5 |
21 |
270 |
| Bounds Testing Approaches to the Analysis of Long Run Relationships |
0 |
1 |
8 |
1,732 |
2 |
7 |
49 |
3,221 |
| Bounds Testing Approaches to the Analysis of Long-run Relationships |
1 |
4 |
34 |
1,578 |
12 |
28 |
147 |
3,897 |
| Business Cycle Effects of Credit Shocks in a DSGE Model with Firm Defaults |
2 |
2 |
6 |
235 |
4 |
8 |
26 |
415 |
| Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm Defaults |
0 |
1 |
1 |
100 |
1 |
3 |
8 |
338 |
| Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm Defaults |
0 |
0 |
1 |
125 |
1 |
3 |
9 |
391 |
| Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm Defaults |
0 |
0 |
0 |
120 |
1 |
3 |
8 |
248 |
| China's Emergence in the World Economy and Business Cycles in Latin America |
0 |
1 |
1 |
301 |
1 |
4 |
16 |
1,053 |
| China's Emergence in the World Economy and Business Cycles in Latin America |
0 |
0 |
1 |
2 |
1 |
2 |
10 |
23 |
| China’s Emergence in the World Economy and Business Cycles in Latin America |
0 |
0 |
0 |
57 |
1 |
3 |
11 |
185 |
| China’s Emergence in the World Economy and Business Cycles in Latin America |
0 |
0 |
1 |
86 |
1 |
4 |
18 |
198 |
| China’s Emergence in the World Economy and Business Cycles in Latin America |
0 |
0 |
2 |
107 |
1 |
3 |
15 |
289 |
| Choice Between Disaggregate and Aggregate Specifications Estimated by Instrumental Variable Methods |
0 |
0 |
0 |
0 |
0 |
2 |
8 |
449 |
| Cointegration and Direct Tests of the Rational Expectations Hypothesis |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
372 |
| Cointegration and Speed of Convergence to Equilibrium |
0 |
0 |
0 |
0 |
0 |
2 |
9 |
894 |
| Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors |
1 |
1 |
3 |
171 |
1 |
2 |
8 |
358 |
| Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors |
0 |
1 |
11 |
227 |
0 |
3 |
36 |
406 |
| Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Quantile Regression Models |
0 |
2 |
22 |
100 |
4 |
12 |
63 |
235 |
| Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors |
0 |
1 |
2 |
120 |
0 |
3 |
14 |
469 |
| Computational Issues in the Estimation of Higher-Order Panel Vector Autoregressions |
0 |
0 |
0 |
0 |
2 |
4 |
8 |
493 |
| Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market |
0 |
0 |
0 |
147 |
1 |
4 |
5 |
290 |
| Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market Crash |
0 |
0 |
0 |
108 |
0 |
1 |
6 |
312 |
| Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing |
0 |
0 |
2 |
159 |
0 |
3 |
24 |
263 |
| Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing |
0 |
1 |
4 |
669 |
4 |
8 |
23 |
1,722 |
| Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing |
0 |
1 |
13 |
267 |
3 |
14 |
52 |
692 |
| Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing |
0 |
1 |
1 |
86 |
1 |
4 |
14 |
228 |
| Country-Specific Oil Supply Shocks and the Global Economy: A Counterfactual Analysis |
0 |
0 |
3 |
39 |
1 |
4 |
19 |
164 |
| Country-Specific Oil Supply Shocks and the Global Economy: A Counterfactual Analysis |
0 |
0 |
0 |
2 |
0 |
2 |
13 |
42 |
| Country-Specific Oil Supply Shocks and the Global Economy: A Counterfactual Analysis |
0 |
0 |
1 |
44 |
1 |
2 |
17 |
96 |
| Country-Specific Oil Supply Shocks and the Global Economy: a Counterfactual Analysis |
0 |
0 |
0 |
35 |
1 |
2 |
8 |
36 |
| Country-specific oil supply shocks and the global economy: a counterfactual analysis |
0 |
1 |
3 |
76 |
2 |
5 |
21 |
200 |
| Cross-sectional Aggregation of Non-linear Models |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
929 |
| Debt, Inflation and Growth - Robust Estimation of Long-Run Effects in Dynamic Panel Data Models |
0 |
0 |
16 |
180 |
3 |
10 |
51 |
576 |
| Debt, Inflation and Growth: Robust Estimation of Long-Run Effects in Dynamic Panel Data Models |
2 |
2 |
7 |
110 |
4 |
5 |
19 |
213 |
| Debt, Inflation and Growth: Robust Estimation of Long-Run Effects in Dynamic Panel Data Models |
0 |
0 |
1 |
8 |
2 |
3 |
8 |
45 |
| Debt, inflation and growth robust estimation of long-run effects in dynamic panel data models |
2 |
10 |
31 |
185 |
8 |
33 |
92 |
422 |
| Decision-Making in the Presence of Heterogeneous Information and Social Interactions |
0 |
0 |
0 |
0 |
0 |
2 |
6 |
572 |
| Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Model |
1 |
1 |
2 |
67 |
1 |
4 |
14 |
267 |
| Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models |
1 |
1 |
1 |
253 |
1 |
4 |
13 |
976 |
| Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models |
0 |
0 |
1 |
35 |
0 |
3 |
12 |
138 |
| Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models |
0 |
0 |
0 |
96 |
0 |
2 |
11 |
250 |
| Diagnostics for IV Regressions |
0 |
0 |
0 |
0 |
2 |
4 |
12 |
702 |
| Double-question Survey Measures for the Analysis of Financial Bubbles and Crashes |
0 |
1 |
2 |
8 |
1 |
3 |
6 |
28 |
| Double-question Survey Measures for the Analysis of Financial Bubbles and Crashes |
0 |
0 |
0 |
14 |
2 |
5 |
9 |
53 |
| Dynamic Linear Models for Heterogeneous Panels |
0 |
0 |
0 |
0 |
4 |
12 |
50 |
1,340 |
| Dynamics of convergence to purchasing power parity in the World economy |
0 |
0 |
0 |
0 |
0 |
2 |
9 |
371 |
| ESTIMATING LIMITED-DEPENDENCE RATIONAL EXOECTATIONS MODELS |
0 |
0 |
0 |
0 |
1 |
2 |
9 |
314 |
| ESTIMATING LIMITED-DEPENDENT RATIONAL EXPECTATIONS MODELS |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
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 |
1 |
3 |
421 |
| EXPECTATIONS IN ECONOMICS |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
658 |
| Econometric Analysis of Aggregation in the Context of Linear Prediction Models |
0 |
0 |
0 |
144 |
1 |
4 |
14 |
510 |
| Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit |
0 |
0 |
2 |
73 |
1 |
2 |
10 |
178 |
| Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit |
0 |
0 |
0 |
71 |
0 |
1 |
3 |
270 |
| Econometric Analysis of Production Networks with Dominant Units |
0 |
1 |
1 |
40 |
2 |
5 |
7 |
46 |
| Econometric Analysis of Production Networks with Dominant Units |
0 |
1 |
3 |
38 |
1 |
4 |
14 |
105 |
| Econometric Analysis of Structural Systems with Permanent and Transitory Shocks |
0 |
1 |
13 |
497 |
0 |
3 |
22 |
844 |
| Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7 |
0 |
0 |
0 |
170 |
0 |
1 |
4 |
357 |
| Econometric Issues in the Analysis of Contagion |
0 |
0 |
1 |
131 |
0 |
2 |
7 |
368 |
| Econometric Issues in the Analysis of Contagion |
0 |
0 |
0 |
159 |
0 |
3 |
4 |
408 |
| Econometric Issues in the Analysis of Contagion |
0 |
1 |
2 |
492 |
1 |
4 |
18 |
1,108 |
| Econometric analysis of high dimensional VARs featuring a dominant unit |
0 |
0 |
0 |
103 |
1 |
3 |
7 |
224 |
| Econometrics: A Bird's Eye View |
1 |
2 |
4 |
378 |
1 |
6 |
15 |
656 |
| Econometrics: A Bird’s Eye View |
0 |
0 |
1 |
204 |
4 |
10 |
18 |
445 |
| Econometrics: A Bird’s Eye View |
1 |
5 |
16 |
660 |
3 |
15 |
47 |
1,176 |
| Economic Trends and Macroeconomic Policies in Post-revolutionary Iran |
0 |
0 |
0 |
0 |
2 |
4 |
17 |
1,054 |
| Economic and Statistical Measures of Forecast Accuracy |
0 |
1 |
3 |
1,782 |
2 |
3 |
11 |
5,762 |
| Equilibrium Asset Pricing Models and Predictability of Excess Returns |
0 |
0 |
0 |
169 |
2 |
3 |
10 |
531 |
| Estimating Limited-Dependent Rational Expectations Models: With an Application to Exchange Rate Determination in a Target Zone |
0 |
0 |
1 |
66 |
0 |
1 |
8 |
252 |
| Estimating Long-Run Relationships From Dynamic Heterogeneous Panels |
0 |
0 |
0 |
0 |
9 |
21 |
88 |
1,990 |
| Estimation and Inference In Short Panel Vector Autoregressions with Unit Roots And Cointegration |
0 |
0 |
0 |
429 |
4 |
7 |
13 |
1,131 |
| Estimation and Inference in Large Heterogeneous Panels with Cross Section Dependence |
0 |
0 |
2 |
393 |
1 |
4 |
22 |
823 |
| Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure |
1 |
2 |
8 |
1,012 |
2 |
7 |
34 |
2,305 |
| Estimation and Inference in Large Heterogenous Panels with Cross Section Dependence |
0 |
0 |
1 |
150 |
0 |
2 |
8 |
413 |
| Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration |
0 |
0 |
7 |
74 |
3 |
5 |
28 |
725 |
| Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration |
0 |
0 |
2 |
1,006 |
4 |
7 |
22 |
2,513 |
| Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration |
0 |
0 |
3 |
733 |
2 |
6 |
16 |
1,457 |
| Estimation and inference for spatial models with heterogeneous coefficients: an application to U.S. house prices |
1 |
3 |
19 |
95 |
4 |
14 |
55 |
154 |
| Estimation and inference in spatial models with dominant units |
0 |
0 |
13 |
40 |
2 |
4 |
32 |
86 |
| Estimation of Time-invariant Effects in Static Panel Data Models |
0 |
0 |
6 |
43 |
2 |
6 |
22 |
144 |
| Exchange Rate Unification, the Role of Markets and Planning in the Iranian Economic Reconstruction |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
343 |
| Exploring the International Linkages of the Euro Area: A Global VAR Analysis |
0 |
0 |
0 |
687 |
3 |
4 |
20 |
1,957 |
| Exploring the International Linkages of the Euro Area: a Global VAR Analysis |
0 |
0 |
1 |
219 |
1 |
4 |
19 |
617 |
| Exploring the International Linkages of the Euro Area: a Global VAR Analysis |
0 |
1 |
5 |
197 |
3 |
6 |
24 |
572 |
| Exploring the International Linkages of the Euro Area: a Global VAR Analysis |
0 |
0 |
0 |
239 |
4 |
5 |
15 |
738 |
| Exploring the international linkages of the euro area: a global VAR analysis |
0 |
0 |
0 |
174 |
5 |
11 |
26 |
565 |
| Exponent of Cross-sectional Dependence for Residuals |
0 |
1 |
1 |
32 |
0 |
4 |
12 |
58 |
| Exponent of Cross-sectional Dependence: Estimation and Inference |
0 |
0 |
1 |
48 |
0 |
2 |
8 |
199 |
| Exponent of Cross-sectional Dependence: Estimation and Inference |
0 |
0 |
0 |
62 |
3 |
7 |
14 |
186 |
| Exponent of Cross-sectional Dependence: Estimation and Inference |
0 |
0 |
0 |
147 |
1 |
3 |
8 |
300 |
| Exponent of cross-sectional dependence for residuals |
0 |
1 |
3 |
8 |
0 |
3 |
7 |
31 |
| Firm Heterogeneity and Credit Risk Diversification |
0 |
0 |
1 |
282 |
1 |
3 |
7 |
674 |
| Forecast Uncertainties In Macroeconometric Modelling: An Application to the UK Economy |
0 |
0 |
0 |
162 |
1 |
2 |
9 |
401 |
| Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy |
0 |
0 |
1 |
470 |
1 |
2 |
14 |
1,403 |
| Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy |
0 |
0 |
0 |
93 |
2 |
4 |
12 |
431 |
| Forecast Uncertainties in Macroeconomics Modelling: An Application to the UK Economy |
0 |
0 |
3 |
202 |
1 |
3 |
20 |
686 |
| Forecasting Economic and Financial Variables with Global VARs |
0 |
0 |
1 |
206 |
1 |
4 |
16 |
518 |
| Forecasting Economic and Financial Variables with Global VARs |
1 |
1 |
3 |
311 |
2 |
5 |
10 |
911 |
| Forecasting Random Walks Under Drift Instability |
0 |
0 |
1 |
27 |
0 |
1 |
3 |
123 |
| Forecasting Random Walks Under Drift Instability |
0 |
0 |
0 |
156 |
0 |
1 |
2 |
379 |
| Forecasting Random Walks under Drift Instability |
0 |
0 |
0 |
76 |
0 |
1 |
4 |
267 |
| Forecasting Stock Returns |
0 |
0 |
0 |
0 |
0 |
2 |
5 |
1,140 |
| Forecasting Time Series Subject to Multiple Structural Breaks |
0 |
0 |
2 |
620 |
1 |
2 |
27 |
1,483 |
| Forecasting Time Series Subject to Multiple Structural Breaks |
0 |
0 |
0 |
167 |
2 |
3 |
5 |
517 |
| Forecasting Time Series Subject to Multiple Structural Breaks |
0 |
0 |
1 |
166 |
1 |
2 |
8 |
486 |
| Forecasting Time Series Subject to Multiple Structural Breaks |
0 |
0 |
1 |
199 |
2 |
3 |
14 |
540 |
| Forecasting Ultimate Resource Recovery |
0 |
0 |
0 |
0 |
0 |
1 |
14 |
371 |
| Forecasting economic and financial variables with global VARs |
0 |
2 |
2 |
329 |
6 |
12 |
23 |
639 |
| Forecasting the Swiss Economy Using VECX* Models: An Exercise in Forecast Combination Across Modelsand Observation Windows |
1 |
1 |
3 |
121 |
2 |
6 |
12 |
321 |
| General Diagnostic Tests for Cross Section Dependence in Panels |
0 |
1 |
14 |
1,145 |
9 |
21 |
78 |
3,319 |
| General Diagnostic Tests for Cross Section Dependence in Panels |
12 |
27 |
110 |
1,841 |
55 |
138 |
598 |
5,309 |
| General Diagnostic Tests for Cross Section Dependence in Panels |
0 |
2 |
14 |
281 |
8 |
17 |
77 |
907 |
| Generalised Impulse Response Analysis in Linear Multivariate Models |
0 |
0 |
0 |
0 |
14 |
25 |
106 |
4,038 |
| Global Business Cycles and Credit Risk |
0 |
0 |
1 |
204 |
0 |
2 |
8 |
605 |
| Global Business Cycles and Credit Risk |
0 |
0 |
2 |
208 |
0 |
2 |
8 |
539 |
| Growth and Convergence in a Multi-Country Empirical Stochastic Solow Model |
0 |
0 |
6 |
69 |
2 |
4 |
22 |
272 |
| Growth and Convergence in a Multi-County empirical Stochastic Solow Model |
0 |
0 |
0 |
2 |
6 |
13 |
43 |
720 |
| Growth and Convergence: A Multi-Country Empirical Analysis of the Solow Growth Model |
0 |
0 |
0 |
0 |
1 |
4 |
18 |
2,761 |
| Half-panel jackknife fixed effects estimation of panels with weakly exogenous regressor |
0 |
0 |
1 |
48 |
0 |
3 |
14 |
103 |
| How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series? |
0 |
0 |
2 |
275 |
1 |
2 |
11 |
581 |
| How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series? |
0 |
0 |
1 |
224 |
0 |
1 |
8 |
471 |
| Identification of New Keynesian Phillips Curves from a Global Perspective |
0 |
0 |
0 |
94 |
0 |
1 |
11 |
274 |
| Identification of New Keynesian Phillips Curves from a Global Perspective |
0 |
0 |
1 |
66 |
1 |
2 |
7 |
245 |
| Identification of New Keynesian Phillips Curves from a Global Perspective |
0 |
0 |
0 |
222 |
0 |
1 |
5 |
596 |
| Identification of new Keynesian Phillips Curves from a global perspective |
0 |
0 |
0 |
52 |
0 |
1 |
9 |
219 |
| Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR |
0 |
0 |
1 |
29 |
0 |
1 |
5 |
77 |
| Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR |
0 |
2 |
5 |
18 |
2 |
13 |
35 |
90 |
| Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR |
6 |
16 |
34 |
87 |
13 |
46 |
94 |
192 |
| Identifying Global and National Output and Fiscal Policy ShocksUsing a GVAR |
0 |
0 |
2 |
13 |
0 |
3 |
12 |
27 |
| Identifying global and national output and fiscal policy shocks using a GVAR |
0 |
1 |
8 |
29 |
2 |
6 |
17 |
38 |
| Infinite Dimensional VARs and Factor Models |
0 |
0 |
0 |
33 |
1 |
2 |
7 |
191 |
| Infinite Dimensional VARs and Factor Models |
0 |
0 |
0 |
164 |
0 |
2 |
12 |
514 |
| Infinite Dimensional VARs and Factor Models |
0 |
0 |
2 |
69 |
0 |
2 |
15 |
261 |
| Infinite-dimensional VARs and factor models |
0 |
0 |
2 |
149 |
1 |
3 |
15 |
386 |
| Iranian Economy During the Pahlavi Era |
0 |
0 |
0 |
0 |
3 |
9 |
34 |
1,047 |
| Iranian Economy in Twentieth Century: A Global Perspective |
0 |
1 |
5 |
71 |
2 |
7 |
22 |
170 |
| Iranian Economy in the Twentieth Century: A Global Perspective |
0 |
0 |
0 |
473 |
1 |
4 |
11 |
1,052 |
| Is There a Debt-threshold Effect on Output Growth? |
0 |
0 |
2 |
151 |
4 |
8 |
28 |
399 |
| Is There a Debt-threshold Effect on Output Growth? |
0 |
1 |
8 |
63 |
1 |
4 |
23 |
165 |
| Is there a Debt-Threshold Effect on Output Growth? |
0 |
0 |
8 |
86 |
2 |
5 |
26 |
257 |
| Is there a debt-threshold effect on output growth? |
1 |
7 |
25 |
140 |
8 |
37 |
76 |
326 |
| JOINT TEST OF NON-NESTED MODELS AND GENERAL ERRO SPECIFICATIONS |
0 |
0 |
0 |
0 |
1 |
2 |
20 |
891 |
| JOINT TESTS OF NON-NESTED MODLS AND GENERAL ERROR SPECIFICATIONS |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
878 |
| Land Use Regulations, Migration and Rising House Price Dispersion in the U.S |
0 |
1 |
2 |
64 |
1 |
7 |
24 |
80 |
| Large Panel Data Models with Cross-Sectional Dependence: A Survey |
1 |
2 |
6 |
224 |
2 |
4 |
15 |
506 |
| Large Panels with Common Factors and Spatial Correlations |
0 |
0 |
3 |
136 |
1 |
2 |
14 |
367 |
| Large Panels with Common Factors and Spatial Correlations |
0 |
1 |
1 |
250 |
1 |
3 |
19 |
716 |
| Large Panels with Common Factors and Spatial Correlations |
0 |
0 |
0 |
74 |
0 |
2 |
7 |
235 |
| Large panel data models with cross-sectional dependence: a survey |
1 |
6 |
12 |
187 |
3 |
16 |
49 |
288 |
| Large panels with common factors and spatial correlation |
0 |
1 |
1 |
12 |
0 |
2 |
15 |
97 |
| Learning, Structural Instability and Present Value Calculations |
0 |
0 |
1 |
137 |
1 |
2 |
9 |
696 |
| Learning, Structural Instability and Present Value Calculations |
0 |
0 |
0 |
54 |
0 |
1 |
5 |
242 |
| Learning, Structural Instability and Present Value Calculations |
0 |
0 |
0 |
61 |
0 |
1 |
2 |
317 |
| Learning, structural instability and present value calculations |
0 |
0 |
0 |
31 |
0 |
1 |
4 |
263 |
| Learning, structural instability and present value calculations |
0 |
0 |
1 |
142 |
0 |
3 |
9 |
497 |
| Life-Cycle Models and Cross-Country Analysis of Saving |
0 |
0 |
1 |
220 |
0 |
1 |
4 |
594 |
| Limited-Dependaent Rational Expectations Models with Future Expectations |
0 |
0 |
0 |
0 |
0 |
1 |
9 |
335 |
| Limited-Dependent Rational Expectations Models with Stochastic Thresholds |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
185 |
| Limited-dependent rational expectations models with jumps |
0 |
0 |
0 |
40 |
1 |
2 |
5 |
483 |
| Long Run Macroeconomic Relations in the Global Economy |
0 |
0 |
0 |
49 |
0 |
2 |
7 |
286 |
| Long Run Macroeconomic Relations in the Global Economy |
0 |
0 |
0 |
99 |
0 |
1 |
4 |
360 |
| Long Run Macroeconomic Relations in the Global Economy |
0 |
0 |
2 |
339 |
1 |
2 |
17 |
1,039 |
| Long Run Macroeconomic Relations in the Global Economy |
0 |
0 |
1 |
96 |
0 |
2 |
10 |
360 |
| Long run macroeconomic relations in the global economy |
0 |
0 |
0 |
84 |
0 |
1 |
21 |
280 |
| Long-Run Effects in Large Heterogenous Panel Data Models with Cross-Sectionally Correlated Errors |
2 |
2 |
6 |
58 |
3 |
5 |
21 |
167 |
| Long-Run Structural Modelling |
1 |
3 |
4 |
991 |
5 |
9 |
30 |
1,843 |
| Long-Run Structural Modelling |
0 |
0 |
0 |
0 |
9 |
14 |
43 |
641 |
| Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis |
4 |
28 |
123 |
392 |
35 |
147 |
654 |
1,855 |
| Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis |
1 |
1 |
13 |
13 |
2 |
4 |
18 |
18 |
| Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis |
0 |
2 |
7 |
52 |
5 |
21 |
84 |
120 |
| Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis |
0 |
0 |
6 |
58 |
2 |
10 |
42 |
119 |
| Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis |
1 |
3 |
25 |
72 |
7 |
36 |
147 |
229 |
| Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis |
0 |
1 |
13 |
67 |
19 |
27 |
69 |
115 |
| Long-run effects in large heterogenous panel data models with cross-sectionally correlated errors |
1 |
2 |
12 |
190 |
2 |
11 |
34 |
386 |
| Long-term macroeconomic effects of climate change: A cross-country analysis |
0 |
0 |
3 |
78 |
1 |
6 |
40 |
94 |
| Lumpy Price Adjustments, A Microeconometric Analysis |
0 |
0 |
0 |
94 |
1 |
2 |
9 |
420 |
| Lumpy Price Adjustments: A Microeconometric Analysis |
0 |
0 |
3 |
36 |
1 |
2 |
14 |
197 |
| Lumpy Price Adjustments: A Microeconometric Analysis |
0 |
0 |
1 |
29 |
1 |
3 |
13 |
202 |
| Lumpy Price Adjustments: A Microeconometric Analysis |
0 |
0 |
1 |
38 |
4 |
7 |
22 |
156 |
| Lumpy price adjustments: a microeconometric analysis |
0 |
0 |
0 |
81 |
0 |
3 |
15 |
363 |
| Macroeconometric Modelling with a Global Perspective |
0 |
2 |
4 |
895 |
6 |
12 |
26 |
2,021 |
| Macroeconometric Modelling with a Global Perspective |
0 |
0 |
1 |
171 |
1 |
3 |
10 |
428 |
| Macroeconometric Modelling with a Global Perspective |
0 |
0 |
0 |
214 |
1 |
2 |
6 |
547 |
| Macroeconomic Dynamics and Credit Risk: A Global Perspective |
0 |
1 |
5 |
367 |
1 |
11 |
34 |
907 |
| Macroeconomic Dynamics and Credit Risk: A Global Perspective |
0 |
2 |
7 |
569 |
2 |
8 |
30 |
1,305 |
| Macroeconomic Dynamics and Credit Risk: A Global Perspective |
1 |
1 |
3 |
1,286 |
4 |
8 |
39 |
3,023 |
| Market Efficiency Today |
0 |
0 |
0 |
230 |
1 |
4 |
6 |
530 |
| Market Timing and Return Prediction under Model Instability |
1 |
1 |
1 |
499 |
2 |
3 |
12 |
1,187 |
| Market timing and return prediction under model instability |
0 |
0 |
0 |
9 |
1 |
2 |
16 |
90 |
| Matching Theory and Evidence on Covid-19 Using a Stochastic Network SIR Model |
8 |
10 |
10 |
10 |
10 |
16 |
16 |
16 |
| Matching Theory and Evidence on Covid-19 using a Stochastic Network SIR Model |
17 |
31 |
31 |
31 |
15 |
41 |
41 |
41 |
| Maximum Likelihood Estimation of Fixed Effects Dynamic Panel Data Models Covering Short Time Periods |
0 |
0 |
0 |
0 |
4 |
8 |
21 |
3,608 |
| Mean Group Estimation in Presence of Weakly Cross-Correlated Estimators |
0 |
1 |
7 |
40 |
0 |
2 |
13 |
36 |
| Measurement of Factor Strenght: Theory and Practice |
0 |
2 |
38 |
38 |
4 |
15 |
49 |
49 |
| Measurement of Factor Strength: Theory and Practice |
0 |
3 |
24 |
24 |
3 |
9 |
35 |
35 |
| Model Averaging and Value-at-Risk Based Evaluation of Large Multi Asset Volatility Models for Risk Management |
0 |
0 |
0 |
217 |
0 |
1 |
9 |
596 |
| Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management |
0 |
0 |
0 |
165 |
0 |
2 |
9 |
496 |
| Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management |
0 |
0 |
0 |
360 |
2 |
3 |
9 |
1,152 |
| Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management |
0 |
0 |
0 |
237 |
1 |
4 |
17 |
586 |
| Model Averaging in Risk Management with an Application to Futures Markets |
0 |
0 |
3 |
153 |
0 |
2 |
11 |
404 |
| Model Averaging in Risk Management with an Application to Futures Markets |
0 |
0 |
1 |
182 |
1 |
2 |
13 |
499 |
| Model Instability and Choice of Observation Window |
0 |
0 |
0 |
26 |
0 |
3 |
12 |
118 |
| Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model |
0 |
0 |
7 |
1,160 |
2 |
8 |
30 |
2,528 |
| Modelling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model |
1 |
1 |
5 |
630 |
6 |
13 |
30 |
1,470 |
| Modelling Regional Interdependencies using a Global Error-Correcting Macroeconometric Model |
0 |
0 |
7 |
41 |
3 |
7 |
42 |
134 |
| Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution |
0 |
0 |
0 |
124 |
0 |
4 |
6 |
278 |
| Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution |
0 |
0 |
0 |
176 |
1 |
2 |
9 |
382 |
| Modelling regional interdependencies using a global error-correcting macroeconometric model |
0 |
0 |
1 |
308 |
3 |
5 |
19 |
725 |
| Monetary Policy Transmission and the Phillips Curve in a Global Context |
0 |
0 |
0 |
167 |
0 |
1 |
4 |
418 |
| Multivariate Linear Rational Expectations Models: Characterisation of the Nature of the Solutions and Their Fully Recursive Computation |
0 |
0 |
0 |
0 |
0 |
4 |
17 |
1,025 |
| Multivariate Rational Expectations Models and Macroeconomic Modelling: A Review and Some New Results |
0 |
0 |
0 |
0 |
3 |
9 |
52 |
1,705 |
| National and Global Macroeconometric Modelling Using GVAR |
0 |
0 |
0 |
0 |
1 |
4 |
6 |
407 |
| Neglected Heterogeneity and Dynamics in Cross-Country Savings Regressions |
0 |
0 |
1 |
82 |
2 |
5 |
13 |
535 |
| Neglected Heterogeneity and Dynamics in Cross-country Savings Regressions |
0 |
0 |
2 |
460 |
4 |
7 |
27 |
1,588 |
| New Directions in Applied Macroeconomic Modelling |
0 |
0 |
0 |
0 |
0 |
1 |
9 |
387 |
| Non-nested Hypothesis Testing: An Overview |
2 |
6 |
14 |
1,708 |
24 |
53 |
134 |
7,369 |
| Oil Exports and the Iranian Economy |
0 |
0 |
2 |
166 |
1 |
3 |
20 |
500 |
| Oil Exports and the Iranian Economy |
0 |
0 |
1 |
195 |
2 |
5 |
17 |
408 |
| Oil Exports and the Iranian Economy |
0 |
0 |
0 |
138 |
1 |
2 |
13 |
423 |
| Oil Exports and the Iranian Economy |
0 |
0 |
0 |
154 |
0 |
2 |
11 |
498 |
| Oil Investment in the North Sea |
0 |
0 |
0 |
0 |
0 |
3 |
7 |
889 |
| Oil Investment in the North Sea |
0 |
0 |
0 |
0 |
0 |
1 |
10 |
16 |
| Oil Prices and the Global Economy: Is It Different This Time Around? |
0 |
0 |
2 |
74 |
0 |
2 |
15 |
116 |
| Oil Prices and the Global Economy: Is It Different This Time Around? |
0 |
0 |
1 |
18 |
1 |
2 |
13 |
49 |
| Oil Prices and the Global Economy: Is it Different this Time Around? |
0 |
0 |
4 |
17 |
0 |
4 |
25 |
95 |
| Oil Prices and the Global Economy; Is It Different This Time Around? |
0 |
1 |
2 |
56 |
1 |
6 |
16 |
82 |
| Oil prices and the global economy: Is it different this time around? |
1 |
3 |
26 |
67 |
2 |
6 |
41 |
120 |
| Oil prices and the global economy: is it different this time around? |
2 |
7 |
30 |
96 |
2 |
10 |
46 |
159 |
| On Aggregation of Linear Dynamic Models |
0 |
0 |
1 |
273 |
0 |
2 |
14 |
1,058 |
| On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables |
0 |
0 |
0 |
66 |
0 |
1 |
5 |
205 |
| On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables |
0 |
0 |
2 |
235 |
0 |
1 |
7 |
459 |
| On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables |
0 |
0 |
2 |
69 |
0 |
1 |
5 |
198 |
| On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables |
0 |
0 |
0 |
104 |
0 |
1 |
7 |
247 |
| On Identification of Bayesian DSGE Models |
0 |
0 |
1 |
91 |
2 |
3 |
10 |
166 |
| On Identification of Bayesian DSGE Models |
0 |
0 |
1 |
49 |
0 |
1 |
6 |
169 |
| On Identification of Bayesian DSGE Models |
0 |
1 |
2 |
210 |
0 |
3 |
9 |
355 |
| On Identification of Bayesian DSGE Models |
0 |
0 |
0 |
35 |
0 |
2 |
12 |
87 |
| On Identification of Bayesian DSGE Models* |
1 |
1 |
2 |
68 |
1 |
2 |
10 |
157 |
| On The Panel Unit Root Tests Using Nonlinear Instrumental Variables |
0 |
1 |
2 |
274 |
0 |
3 |
8 |
814 |
| One Hundred Years of Oil Income and the Iranian Economy: A Curse or a Blessing? |
1 |
7 |
15 |
158 |
3 |
25 |
63 |
610 |
| One Hundred Years of Oil Income and the Iranian Economy: A Curse or a Blessing? |
0 |
0 |
1 |
3 |
1 |
5 |
11 |
31 |
| One Hundred Years of Oil Income and the Iranian Economy: A curse or a Blessing |
1 |
3 |
6 |
213 |
2 |
14 |
36 |
442 |
| Optimal Asset Allocation with Factor Models for Large Portfolios |
0 |
0 |
3 |
144 |
1 |
6 |
21 |
483 |
| Optimal Asset Allocation with Factor Models for Large Portfolios |
0 |
0 |
1 |
306 |
1 |
4 |
10 |
902 |
| Optimal Consumption Decisions under Social Interactions |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
1,102 |
| Optimal Forecasts in the Presence of Structural Breaks |
0 |
0 |
2 |
116 |
1 |
4 |
16 |
329 |
| Optimal Forecasts in the Presence of Structural Breaks (Updated 14 November 2011) |
0 |
0 |
1 |
141 |
0 |
1 |
6 |
175 |
| Optimality and Diversifiability of Mean Variance and Arbitrage Pricing Portfolios |
0 |
0 |
0 |
78 |
0 |
2 |
6 |
293 |
| PERSISTENCE, COINTEGRATION AND AGGREGATION: A DISAGGREGATED ANALYSIS OF OUTPUT FLUCTUATIONS IN THE U.S. ECONOMY |
0 |
0 |
0 |
0 |
1 |
2 |
5 |
534 |
| PERSISTENCE, COINTEGRATION AND AGGREGATION: A DISAGGREGATED ANALYSIS OF OUTPUT FLUCTUATIONS IN THE US ECONOMY |
0 |
0 |
0 |
0 |
2 |
3 |
7 |
393 |
| Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures |
0 |
0 |
3 |
166 |
0 |
1 |
7 |
660 |
| Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures |
0 |
0 |
0 |
90 |
0 |
1 |
6 |
408 |
| Panel Unit Root Tests in the Presence of a Multifactor Error Structure |
0 |
0 |
1 |
131 |
0 |
3 |
12 |
353 |
| Panel Unit Root Tests in the Presence of a Multifactor Error Structure |
0 |
0 |
1 |
77 |
2 |
4 |
19 |
241 |
| Panel Unit Root Tests in the Presence of a Multifactor Error Structure |
0 |
0 |
0 |
80 |
0 |
3 |
12 |
310 |
| Panel Unit Root Tests in the Presence of a Multifactor Error Structure |
0 |
0 |
2 |
76 |
1 |
5 |
20 |
294 |
| Panels with Nonstationary Multifactor Error Structures |
0 |
0 |
0 |
34 |
0 |
1 |
13 |
221 |
| Panels with Nonstationary Multifactor Error Structures |
0 |
1 |
1 |
50 |
0 |
2 |
11 |
207 |
| Panels with Nonstationary Multifactor Error Structures |
0 |
0 |
0 |
232 |
0 |
3 |
10 |
629 |
| Panels with Nonstationary Multifactor Error Structures |
0 |
0 |
0 |
78 |
0 |
4 |
11 |
293 |
| Panels with Nonstationary Multifactor Error Structures |
0 |
0 |
0 |
0 |
0 |
1 |
10 |
17 |
| Panels with nonstationary multifactor error structures |
0 |
0 |
1 |
13 |
0 |
1 |
14 |
79 |
| Planning and Macroeconomic Stabilization in Iran |
0 |
0 |
0 |
0 |
0 |
3 |
7 |
503 |
| Pooled Estimation of Long-run Relationships in Dynamic Heterogeneous Panels |
0 |
0 |
0 |
0 |
10 |
21 |
85 |
2,022 |
| Pooled Mean Group Estimation of Dynamic Heterogeneous Panels |
17 |
51 |
224 |
5,179 |
82 |
207 |
825 |
12,755 |
| Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors |
0 |
0 |
0 |
10 |
0 |
1 |
7 |
64 |
| Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors |
0 |
0 |
0 |
21 |
2 |
4 |
14 |
73 |
| Predictability of Asset Returns and the Efficient Market Hypothesis |
0 |
1 |
2 |
357 |
1 |
5 |
13 |
925 |
| Predictability of Asset Returns and the Efficient Market Hypothesis |
0 |
0 |
3 |
182 |
1 |
4 |
23 |
271 |
| Predictability of Asset Returns and the Efficient Market Hypothesis |
0 |
0 |
2 |
73 |
1 |
3 |
9 |
238 |
| Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients |
0 |
4 |
10 |
94 |
2 |
9 |
21 |
150 |
| Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients |
2 |
3 |
7 |
66 |
3 |
8 |
21 |
188 |
| Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients |
0 |
0 |
2 |
4 |
0 |
2 |
14 |
27 |
| RATIONAL EXPECTATIONS IN DISAGGREGATED MODELS: AN EMPIRICAL ANALYSIS OF OPEC'S BEHAVIOR |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
456 |
| Random Coefficient Panel Data Models |
0 |
0 |
0 |
718 |
1 |
5 |
17 |
1,398 |
| Random Coefficient Panel Data Models |
0 |
0 |
0 |
455 |
0 |
1 |
11 |
1,113 |
| Random Coefficient Panel Data Models |
0 |
0 |
5 |
1,982 |
2 |
3 |
28 |
4,458 |
| Random Coefficient Panel Data Models |
1 |
1 |
2 |
1,099 |
1 |
4 |
17 |
2,542 |
| Real Time Econometrics |
0 |
0 |
0 |
210 |
0 |
1 |
8 |
578 |
| Real Time Econometrics |
0 |
0 |
0 |
81 |
0 |
1 |
8 |
281 |
| Real Time Econometrics |
0 |
0 |
0 |
88 |
0 |
1 |
10 |
307 |
| Real Time Econometrics |
0 |
0 |
1 |
368 |
0 |
1 |
9 |
766 |
| Regional Heterogeneity and U.S. Presidential Elections |
0 |
27 |
27 |
27 |
4 |
148 |
148 |
148 |
| Regional Heterogeneity and U.S. Presidential Elections |
1 |
16 |
16 |
16 |
3 |
12 |
12 |
12 |
| Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models |
0 |
0 |
0 |
24 |
0 |
1 |
3 |
106 |
| Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models |
0 |
0 |
0 |
75 |
1 |
2 |
4 |
211 |
| Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models |
0 |
0 |
0 |
20 |
0 |
1 |
5 |
119 |
| Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Models |
0 |
0 |
0 |
81 |
0 |
2 |
2 |
181 |
| Scope for Cost Minimization in Public Debt Management: the Case of the UK |
0 |
0 |
2 |
337 |
1 |
7 |
32 |
1,971 |
| Scope for Credit Risk Diversification |
0 |
0 |
0 |
283 |
2 |
3 |
7 |
1,024 |
| Scope for Credit Risk Diversification |
0 |
0 |
0 |
121 |
1 |
4 |
10 |
638 |
| Signs of Impact Effects in Time Series Regression Models |
0 |
1 |
1 |
77 |
0 |
2 |
8 |
201 |
| Small Sample Properties of Forecasts From Autoregressive Models Under Structural Breaks |
0 |
0 |
0 |
108 |
0 |
3 |
10 |
433 |
| Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks |
0 |
0 |
0 |
177 |
0 |
2 |
9 |
535 |
| Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks |
1 |
1 |
1 |
242 |
1 |
3 |
10 |
755 |
| Solution of Multivariate Linear Rational Expectations Models and Large Sparse Linear Systems |
0 |
0 |
0 |
0 |
1 |
4 |
19 |
1,258 |
| Spatial and Temporal Diffusion of House Prices in the UK |
0 |
0 |
1 |
152 |
1 |
5 |
18 |
380 |
| Spatial and Temporal Diffusion of House Prices in the UK |
0 |
0 |
2 |
397 |
1 |
2 |
11 |
927 |
| Spatial and Temporal Diffusion of House Prices in the UK |
0 |
0 |
0 |
50 |
1 |
3 |
9 |
247 |
| Spatial and Temporal Diffusion of House Prices in the UK |
0 |
0 |
0 |
61 |
2 |
5 |
12 |
177 |
| Stochastic Growth |
0 |
0 |
0 |
0 |
2 |
4 |
15 |
1,134 |
| Structural Analysis of Cointegrating VARs |
0 |
0 |
0 |
0 |
4 |
8 |
24 |
1,467 |
| Structural Analysis of Vector Error Correction Models with Exogenous I(1) Variables |
0 |
0 |
0 |
0 |
5 |
9 |
36 |
1,931 |
| Structural analysis of vector error correction models with exogenous I(1) variables |
0 |
2 |
3 |
913 |
3 |
8 |
27 |
2,110 |
| Structural analysis of vector error correction models with exogenous I(1) variables (first version) |
0 |
0 |
0 |
4 |
0 |
1 |
11 |
464 |
| Supply, Demand and Monetary Policy Shocks in a Multi-Country New Keynesian Model |
0 |
0 |
8 |
338 |
4 |
13 |
42 |
1,001 |
| Supply, demand and monetary policy shocks in a multi-country New Keynesian Model |
0 |
0 |
4 |
175 |
2 |
4 |
15 |
418 |
| Survey Expectations |
0 |
0 |
0 |
77 |
1 |
2 |
9 |
300 |
| Survey Expectations |
0 |
1 |
6 |
511 |
2 |
9 |
44 |
1,034 |
| Survey Expectations |
2 |
4 |
13 |
469 |
7 |
25 |
107 |
1,958 |
| THE IRANIAN FOREIGN EXCHANGE POLICY AND THE BLACK MARKET FOR DOLLARS |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
1,051 |
| THE STATISTICAL AND ECONOMIC SIGNIFICANCE OF THE PREDICTABILITY OF EXCESS RETURNS ON COMMON STOCKS |
0 |
0 |
0 |
0 |
1 |
2 |
9 |
658 |
| THE STATISTICAL AND ECONOMIC SIGNIFICANCE OF THE PREDICTABILITY OF EXESS RETURNS ON COMMON STOCKS |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
544 |
| Testing CAPM with a Large Number of Assets |
1 |
1 |
3 |
147 |
1 |
6 |
25 |
398 |
| Testing CAPM with a Large Number of Assets |
1 |
1 |
2 |
107 |
2 |
3 |
10 |
273 |
| Testing CAPM with a Large Number of Assets (Updated 28th March 2012) |
0 |
1 |
5 |
271 |
2 |
7 |
23 |
669 |
| Testing Dependence Among Serially Correlated Multi-category Variables |
0 |
0 |
1 |
190 |
1 |
3 |
12 |
744 |
| Testing Dependence among Serially Correlated Multi-Category Variables |
0 |
0 |
3 |
74 |
0 |
2 |
10 |
305 |
| Testing Dependence among Serially Correlated Multi-category Variables |
0 |
1 |
2 |
52 |
0 |
3 |
10 |
250 |
| Testing Slope Homogeneity in Large Panels |
0 |
1 |
4 |
284 |
0 |
5 |
29 |
996 |
| Testing Slope Homogeneity in Large Panels |
0 |
0 |
0 |
153 |
1 |
3 |
14 |
812 |
| Testing Slope Homogeneity in Large Panels |
0 |
0 |
2 |
280 |
2 |
6 |
39 |
940 |
| Testing Weak Cross-Sectional Dependence in Large Panels |
0 |
0 |
1 |
153 |
1 |
4 |
12 |
485 |
| Testing Weak Cross-Sectional Dependence in Large Panels |
0 |
0 |
2 |
183 |
3 |
7 |
28 |
356 |
| Testing Weak Cross-Sectional Dependence in Large Panels |
0 |
1 |
1 |
53 |
0 |
2 |
7 |
219 |
| Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities |
0 |
0 |
4 |
18 |
0 |
4 |
13 |
49 |
| Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities |
0 |
1 |
10 |
139 |
0 |
4 |
25 |
177 |
| Testing for Unit Roots in Heterogeneous Panels |
0 |
0 |
0 |
0 |
14 |
41 |
177 |
2,762 |
| Testing for the 'Existence of a Long-run Relationship' |
0 |
0 |
0 |
0 |
34 |
111 |
378 |
4,266 |
| Tests of Policy Ineffectiveness in Macroeconometrics |
0 |
0 |
0 |
74 |
0 |
4 |
13 |
154 |
| Tests of Policy Ineffectiveness in Macroeconometrics |
0 |
0 |
2 |
80 |
0 |
3 |
7 |
176 |
| Tests of Policy Ineffectiveness in Macroeconometrics |
0 |
0 |
0 |
81 |
0 |
2 |
6 |
85 |
| Tests of Policy Interventions in DSGE Models |
0 |
1 |
7 |
67 |
0 |
4 |
18 |
96 |
| The Cost Efficiency of UK Debt Management: A Recursive Modelling Approach |
0 |
0 |
1 |
92 |
0 |
1 |
3 |
618 |
| The Cost Efficiency of UK Debt Management: A Recursive Modelling Approach |
0 |
0 |
1 |
218 |
0 |
2 |
3 |
1,684 |
| The Forecasing time series subject to multiple structure breaks |
0 |
0 |
0 |
0 |
0 |
1 |
8 |
267 |
| The Interaction Between Theory and Observation in Economics |
0 |
0 |
0 |
0 |
0 |
2 |
20 |
707 |
| The Natural Rate Hypothesis and its Testable Implications |
0 |
0 |
0 |
0 |
1 |
5 |
13 |
587 |
| The Role of Economic Theory in Modelling the Long Run |
0 |
0 |
0 |
0 |
3 |
6 |
21 |
2,324 |
| The Role of Factor Strength and Pricing Errors for Estimation and Inference in Asset Pricing Models |
1 |
1 |
19 |
45 |
3 |
7 |
49 |
74 |
| The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification |
0 |
0 |
0 |
81 |
1 |
2 |
5 |
334 |
| The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification |
0 |
1 |
1 |
188 |
0 |
4 |
11 |
627 |
| The Role of Sectoral Interactions in Wage Determination in the UK Economy |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
387 |
| The Use of Recursive Model Selection Strategies in Forecasting Stock Returns |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
712 |
| Theory and Evidence in Economics |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
324 |
| Theory and Practice of GVAR Modeling |
0 |
0 |
6 |
175 |
2 |
5 |
41 |
583 |
| Theory and Practice of GVAR Modeling |
1 |
2 |
6 |
56 |
6 |
10 |
26 |
200 |
| Theory and practice of GVAR modeling |
0 |
0 |
1 |
283 |
3 |
9 |
24 |
408 |
| To Pool or not to Pool: Revisited |
0 |
0 |
0 |
67 |
0 |
2 |
10 |
37 |
| To Pool or not to Pool: Revisited |
0 |
0 |
4 |
65 |
0 |
1 |
8 |
139 |
| Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with Interactive Effects |
0 |
1 |
2 |
37 |
1 |
4 |
7 |
121 |
| Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with interactive effects |
0 |
0 |
0 |
107 |
2 |
3 |
6 |
109 |
| Two-Step, Instrumental Variable and Maximum Likelihood Estimation of Multivariate Rational Expectations Models |
0 |
0 |
0 |
293 |
0 |
2 |
6 |
1,075 |
| Uncertainty and Economic Activity: A Global Perspective |
1 |
6 |
17 |
220 |
11 |
23 |
65 |
615 |
| Uncertainty and Economic Activity: A Global Perspective |
0 |
2 |
2 |
6 |
1 |
7 |
19 |
51 |
| Uncertainty and Economic Activity: A Global Perspective |
0 |
0 |
1 |
97 |
0 |
3 |
12 |
150 |
| Uncertainty and Economic Activity: A Multi-Country Perspective |
0 |
1 |
4 |
14 |
1 |
10 |
40 |
76 |
| Uncertainty and Economic Activity: A Multi-Country Perspective |
0 |
0 |
2 |
18 |
0 |
6 |
14 |
78 |
| Uncertainty and Economic Activity: A Multi-Country Perspective |
0 |
3 |
6 |
47 |
0 |
10 |
20 |
122 |
| Uncertainty and Irreversible Investment an Empirical Analysis of Development of Oil Fields in the UKCS |
0 |
0 |
0 |
2 |
0 |
1 |
3 |
8 |
| Uncertainty and Irreversible Investment: An Empirical Analysis of Development of Oilfields on the UKCS |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
463 |
| Uncertainty and economic activity: a multi-country perspective |
0 |
0 |
4 |
42 |
1 |
4 |
17 |
64 |
| Unit Roots and Cointegration in Panels |
0 |
1 |
6 |
1,108 |
3 |
9 |
39 |
2,086 |
| Unit Roots and Cointegration in Panels |
0 |
0 |
8 |
1,332 |
9 |
27 |
58 |
2,843 |
| Unit Roots and Cointegration in Panels |
0 |
0 |
0 |
334 |
1 |
3 |
10 |
714 |
| Unit roots and cointegration in panels |
0 |
0 |
1 |
223 |
0 |
1 |
10 |
627 |
| Variable Selection and Forecasting in High Dimensional Linear Regressions with Structural Breaks |
0 |
6 |
31 |
31 |
0 |
7 |
26 |
26 |
| Variable Selection and Forecasting in High Dimensional Linear Regressions with Structural Breaks |
0 |
0 |
17 |
17 |
0 |
5 |
25 |
25 |
| Variable Selection and Inference for Multi-period Forecasting Problems |
0 |
0 |
0 |
94 |
1 |
4 |
5 |
238 |
| Variable Selection and Inference for Multi-period Forecasting Problems |
0 |
0 |
0 |
101 |
1 |
3 |
6 |
192 |
| Variable Selection and Inference for Multi-period Forecasting Problems |
0 |
0 |
1 |
61 |
1 |
3 |
11 |
206 |
| Variable Selection, Estimation and Inference for Multi-period Forecasting Problems |
0 |
0 |
2 |
170 |
2 |
6 |
15 |
432 |
| Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution |
0 |
0 |
0 |
137 |
1 |
3 |
6 |
351 |
| Voluntary and Mandatory Social Distancing: Evidence on COVID-19 Exposure Rates from Chinese Provinces and Selected Countries |
1 |
3 |
24 |
24 |
4 |
14 |
71 |
71 |
| Voluntary and Mandatory Social Distancing: Evidence on COVID-19 Exposure Rates from Chinese Provinces and Selected Countries |
0 |
1 |
1 |
1 |
0 |
3 |
13 |
13 |
| Voluntary and Mandatory Social Distancing: Evidence on COVID-19 Exposure Rates from Chinese Provinces and Selected Countries |
0 |
4 |
43 |
43 |
0 |
7 |
61 |
61 |
| Voluntary and Mandatory Social Distancing: Evidence on Covid-19 Exposure Rates from Chinese Provinces and Selected Countries |
0 |
1 |
19 |
19 |
2 |
6 |
96 |
96 |
| Weak and Strong Cross Section Dependence and Estimation of Large Panels |
0 |
0 |
1 |
86 |
1 |
2 |
12 |
268 |
| Weak and Strong Cross Section Dependence and Estimation of Large Panels |
0 |
0 |
0 |
118 |
0 |
3 |
11 |
351 |
| Weak and strong cross section dependence and estimation of large panels |
0 |
0 |
1 |
79 |
0 |
1 |
12 |
275 |
| What if the UK had Joined the Euro in 1999? An Empirical Evaluation Using a Global VAR |
0 |
0 |
4 |
130 |
0 |
4 |
14 |
383 |
| What if the UK had Joined the Euro in 1999? An Empirical Evaluation using a Global VAR |
0 |
0 |
0 |
182 |
1 |
2 |
5 |
563 |
| What if the UK has Joined the Euro in 1999? An Empirical Evaluation using a Global VAR |
0 |
0 |
0 |
220 |
1 |
5 |
8 |
626 |
| Total Working Papers |
175 |
650 |
2,132 |
85,810 |
1,250 |
4,193 |
12,884 |
316,293 |
| Journal Article |
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Abstract Views |
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3 months |
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| 4 The Role of Theory in Applied Econometrics |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
4 |
| A Bayesian analysis of linear regression models with highly collinear regressors |
0 |
0 |
2 |
4 |
1 |
3 |
14 |
21 |
| A Critique of the Proposed Tests of the Natural Rate-Rational Expectations Hypothesis |
0 |
0 |
1 |
32 |
1 |
3 |
6 |
119 |
| A Duration Model of Irreversible Oil Investment: Theory and Empirical Evidence |
0 |
0 |
2 |
215 |
0 |
1 |
8 |
849 |
| A Generalized R[superscript]2 Criterion for Regression Models Estimated by the Instrumental Variables Method |
0 |
0 |
1 |
60 |
0 |
5 |
11 |
289 |
| A Long run structural macroeconometric model of the UK |
1 |
1 |
4 |
545 |
2 |
5 |
21 |
1,172 |
| A One Covariate at a Time, Multiple Testing Approach to Variable Selection in High‐Dimensional Linear Regression Models |
0 |
1 |
2 |
18 |
1 |
5 |
19 |
70 |
| A Recursive Modelling Approach to Predicting UK Stock Returns |
0 |
0 |
3 |
372 |
0 |
1 |
10 |
861 |
| A Simple Nonparametric Test of Predictive Performance |
0 |
0 |
0 |
0 |
5 |
10 |
47 |
2,609 |
| A Two‐Stage Approach to Spatio‐Temporal Analysis with Strong and Weak Cross‐Sectional Dependence |
0 |
0 |
1 |
18 |
2 |
4 |
12 |
79 |
| A bias-adjusted LM test of error cross-section independence |
0 |
4 |
17 |
200 |
6 |
14 |
56 |
775 |
| A floor and ceiling model of US output |
0 |
0 |
1 |
291 |
0 |
4 |
15 |
687 |
| A generalization of the non-parametric Henriksson-Merton test of market timing |
1 |
2 |
5 |
581 |
4 |
11 |
25 |
1,347 |
| A multi-country approach to forecasting output growth using PMIs |
0 |
0 |
1 |
16 |
0 |
2 |
8 |
91 |
| A multiple testing approach to the regularisation of large sample correlation matrices |
0 |
0 |
0 |
7 |
0 |
1 |
13 |
40 |
| A pair-wise approach to testing for output and growth convergence |
1 |
2 |
11 |
318 |
4 |
13 |
45 |
721 |
| A proof of the asymptotic validity of a test for perfect aggregation |
0 |
0 |
0 |
12 |
1 |
2 |
4 |
60 |
| A simple panel unit root test in the presence of cross-section dependence |
11 |
18 |
72 |
1,929 |
32 |
72 |
289 |
5,179 |
| A simulation approach to the problem of computing Cox's statistic for testing nonnested models |
0 |
0 |
1 |
95 |
0 |
1 |
5 |
254 |
| A spatio-temporal model of house prices in the USA |
5 |
12 |
22 |
210 |
5 |
25 |
70 |
630 |
| A special issue in memory of John Denis Sargan: studies in empirical macroeconometrics |
0 |
0 |
0 |
85 |
0 |
2 |
4 |
419 |
| A unified approach to estimation and orthogonality tests in linear single-equation econometric models |
0 |
0 |
0 |
39 |
0 |
1 |
3 |
128 |
| AN EMPIRICAL GROWTH MODEL FOR MAJOR OIL EXPORTERS |
0 |
0 |
1 |
47 |
0 |
4 |
13 |
143 |
| Aggregation in large dynamic panels |
0 |
1 |
4 |
49 |
0 |
2 |
18 |
191 |
| Aggregation of linear dynamic models: an application to life-cycle consumption models under habit formation |
0 |
0 |
1 |
49 |
1 |
3 |
9 |
182 |
| An Alternative Econometric Approach to the Permanent Income Hypothesis: An International Comparison: A Comment |
0 |
1 |
1 |
38 |
1 |
4 |
6 |
199 |
| An Analysis of the Determination of Deutsche Mark/French Franc Exchange Rate in a Discrete-Time Target-Zone Model |
0 |
1 |
2 |
42 |
0 |
2 |
6 |
347 |
| An Econometric Analysis of Exploration and Extraction of Oil in the U.K. Continental Shelf |
1 |
1 |
2 |
200 |
2 |
3 |
11 |
658 |
| Analysis of Exchange-Rate Target Zones Using a Limited-Dependent Rational-Expectations Model with Jumps |
0 |
0 |
0 |
0 |
2 |
4 |
5 |
299 |
| Announcement |
0 |
0 |
0 |
49 |
0 |
1 |
3 |
119 |
| BEYOND THE DSGE STRAITJACKET-super-1 |
0 |
0 |
0 |
38 |
0 |
1 |
2 |
95 |
| Bounds testing approaches to the analysis of level relationships |
26 |
81 |
354 |
5,666 |
62 |
193 |
831 |
12,212 |
| China's Emergence in the World Economy and Business Cycles in Latin America |
1 |
1 |
11 |
200 |
4 |
15 |
67 |
652 |
| Choice between Disaggregate and Aggregate Specifications Estimated by Instrumental Variables Methods |
0 |
0 |
0 |
0 |
2 |
4 |
5 |
459 |
| Cointegration and speed of convergence to equilibrium |
1 |
4 |
13 |
657 |
4 |
11 |
62 |
1,227 |
| Common correlated effects estimation of heterogeneous dynamic panel quantile regression models |
0 |
2 |
8 |
8 |
1 |
4 |
22 |
22 |
| Comparison of Local Power of Alternative Tests of Non-Nested Regression Models |
0 |
1 |
2 |
39 |
0 |
5 |
9 |
275 |
| Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash |
0 |
1 |
1 |
41 |
1 |
3 |
10 |
192 |
| Consistency of short-term and long-term expectations |
0 |
0 |
0 |
19 |
0 |
1 |
5 |
63 |
| Constructing Multi-Country Rational Expectations Models |
0 |
1 |
2 |
27 |
0 |
2 |
8 |
99 |
| Correction to: Exponent of Cross-sectional Dependence for Residuals |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Costly Adjustment under Rational Expectations: A Generalization |
0 |
0 |
0 |
28 |
0 |
2 |
4 |
239 |
| Counterfactual analysis in macroeconometrics: An empirical investigation into the effects of quantitative easing |
0 |
1 |
16 |
89 |
2 |
7 |
44 |
278 |
| Country-specific oil supply shocks and the global economy: A counterfactual analysis |
0 |
3 |
25 |
51 |
2 |
10 |
54 |
148 |
| Cross-sectional aggregation of non-linear models |
0 |
0 |
2 |
128 |
3 |
5 |
11 |
327 |
| Cross‐Sectional Dependence in Panel Data Models: A Special Issue |
0 |
0 |
1 |
63 |
0 |
3 |
6 |
135 |
| DISTINGUISHED AUTHORS |
0 |
0 |
1 |
31 |
0 |
1 |
18 |
86 |
| Decision Making in the Presence of Heterogeneous Information and Social Interactions |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
284 |
| Diagnostic Tests of Cross‐section Independence for Limited Dependent Variable Panel Data Models |
0 |
0 |
0 |
35 |
1 |
4 |
8 |
124 |
| Diagnostics for IV Regressions |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
| Double-Question Survey Measures for the Analysis of Financial Bubbles and Crashes |
0 |
0 |
1 |
1 |
1 |
3 |
4 |
4 |
| ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION |
0 |
2 |
12 |
399 |
4 |
11 |
39 |
759 |
| Econometric Analysis of Aggregation in the Context of Linear Prediction Models |
0 |
0 |
0 |
144 |
0 |
6 |
12 |
825 |
| Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit |
1 |
1 |
2 |
65 |
2 |
4 |
12 |
162 |
| Econometric analysis of structural systems with permanent and transitory shocks |
1 |
1 |
6 |
182 |
2 |
4 |
16 |
396 |
| Econometric issues in the analysis of contagion |
1 |
2 |
9 |
238 |
1 |
9 |
32 |
519 |
| Editorial statement |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
4 |
| Empirical Econometric Modelling of Food Consumption Using a New Informational Complexity Approach: Comments |
0 |
0 |
0 |
35 |
1 |
2 |
2 |
136 |
| Estimating limited-dependent rational expectations models with an application to exchange rate determination in a target zone |
0 |
0 |
0 |
35 |
0 |
2 |
2 |
158 |
| Estimating long-run relationships from dynamic heterogeneous panels |
8 |
25 |
128 |
3,304 |
33 |
76 |
356 |
5,875 |
| Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure |
1 |
4 |
20 |
821 |
7 |
24 |
101 |
1,977 |
| 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 |
1 |
3 |
109 |
| Estimation of time-invariant effects in static panel data models |
0 |
0 |
1 |
11 |
1 |
3 |
12 |
60 |
| Evaluation of macroeconometric models |
1 |
1 |
4 |
93 |
1 |
2 |
5 |
172 |
| 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 |
1 |
47 |
0 |
1 |
4 |
124 |
| Exploring the international linkages of the euro area: a global VAR analysis |
0 |
0 |
13 |
932 |
7 |
14 |
78 |
2,136 |
| Exponent of Cross-sectional Dependence for Residuals |
0 |
1 |
5 |
5 |
3 |
11 |
17 |
21 |
| Exponent of Cross‐Sectional Dependence: Estimation and Inference |
0 |
0 |
0 |
22 |
2 |
6 |
15 |
110 |
| Exponential class of dynamic binary choice panel data models with fixed effects |
0 |
0 |
1 |
2 |
0 |
4 |
7 |
26 |
| Firm heterogeneity and credit risk diversification |
0 |
1 |
3 |
57 |
0 |
3 |
10 |
212 |
| Forecast Combination Across Estimation Windows |
0 |
0 |
0 |
10 |
2 |
3 |
6 |
55 |
| Forecast Combination Across Estimation Windows |
0 |
0 |
1 |
75 |
1 |
2 |
4 |
213 |
| Forecast Uncertainties in Macroeconomic Modeling: An Application to the U.K. Economy |
1 |
1 |
2 |
35 |
1 |
3 |
12 |
143 |
| Forecasting Time Series Subject to Multiple Structural Breaks |
0 |
1 |
11 |
307 |
3 |
8 |
34 |
853 |
| Forecasting economic and financial variables with global VARs |
0 |
3 |
14 |
176 |
3 |
11 |
35 |
463 |
| Forecasting ultimate resource recovery |
0 |
0 |
2 |
58 |
0 |
1 |
4 |
192 |
| Formation of Inflation Expectations in British Manufacturing Industries |
0 |
0 |
0 |
59 |
1 |
2 |
4 |
201 |
| Generalized impulse response analysis in linear multivariate models |
16 |
41 |
165 |
2,660 |
48 |
119 |
488 |
5,936 |
| Global and Partial Non-Nested Hypotheses and Asymptotic Local Power |
0 |
0 |
1 |
20 |
0 |
2 |
6 |
58 |
| Growth and Convergence in Multi-country Empirical Stochastic Solow Model |
2 |
3 |
14 |
710 |
7 |
11 |
45 |
1,765 |
| Half‐panel jackknife fixed‐effects estimation of linear panels with weakly exogenous regressors |
0 |
0 |
1 |
3 |
0 |
1 |
7 |
23 |
| Heterogeneity and cross section dependence in panel data models: theory and applications introduction |
0 |
0 |
3 |
502 |
1 |
3 |
19 |
1,174 |
| How costly is it to ignore breaks when forecasting the direction of a time series? |
1 |
1 |
5 |
94 |
1 |
4 |
16 |
307 |
| Identification of New Keynesian Phillips Curves from a Global Perspective |
0 |
0 |
0 |
109 |
1 |
2 |
8 |
316 |
| Identification of New Keynesian Phillips Curves from a Global Perspective |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
| Identification of rational expectations models |
0 |
0 |
3 |
100 |
1 |
2 |
7 |
196 |
| Impulse response analysis in nonlinear multivariate models |
17 |
38 |
188 |
2,717 |
41 |
98 |
425 |
5,347 |
| In memory of Clive Granger: an advisory board member of the journal |
0 |
0 |
1 |
27 |
0 |
1 |
3 |
85 |
| Infinite-dimensional VARs and factor models |
0 |
1 |
6 |
126 |
3 |
6 |
37 |
373 |
| Inflation, Capital Gains and U.K. Personal Savings: 1953-1981 |
0 |
0 |
0 |
84 |
0 |
1 |
6 |
263 |
| Introducing a replication section |
2 |
3 |
5 |
51 |
3 |
6 |
10 |
224 |
| Is There a Debt-Threshold Effect on Output Growth? |
2 |
11 |
40 |
152 |
15 |
46 |
138 |
476 |
| Journal of Applied Econometrics Conference Sponsorship Grants |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
418 |
| Journal of Applied Econometrics Dissertation Prize |
0 |
0 |
1 |
138 |
0 |
4 |
10 |
458 |
| Journal of Applied Econometrics Dissertation Prize |
0 |
0 |
1 |
63 |
1 |
2 |
14 |
273 |
| Journal of Applied Econometrics distinguished authors |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
282 |
| Journal of Applied Econometrics distinguished authors |
0 |
0 |
0 |
0 |
0 |
2 |
6 |
58 |
| Journal of applied econometrics distinguished authors |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
8 |
| Journal of applied econometrics distinguished authors |
0 |
0 |
1 |
48 |
1 |
4 |
11 |
205 |
| Journal of applied econometrics scholars programme |
0 |
0 |
0 |
32 |
0 |
1 |
5 |
150 |
| LONG-RUN STRUCTURAL MODELLING |
2 |
2 |
9 |
250 |
3 |
12 |
33 |
694 |
| Large panels with common factors and spatial correlation |
1 |
4 |
13 |
202 |
3 |
13 |
42 |
577 |
| Learning, Structural Instability, and Present Value Calculations |
0 |
0 |
0 |
50 |
0 |
2 |
4 |
272 |
| Life and Work of John Richard Nicholas Stone 1913-1991 |
1 |
2 |
2 |
22 |
2 |
4 |
5 |
276 |
| Life-cycle consumption under social interactions |
0 |
0 |
0 |
61 |
1 |
2 |
2 |
220 |
| Limited-dependent rational expectations models with future expectations |
0 |
0 |
0 |
33 |
0 |
1 |
8 |
157 |
| Limited-dependent rational expectations models with stochastic thresholds |
0 |
0 |
1 |
35 |
0 |
1 |
7 |
153 |
| Long Run Macroeconomic Relations in the Global Economy |
0 |
0 |
3 |
184 |
1 |
2 |
15 |
548 |
| Lumpy Price Adjustments: A Microeconometric Analysis |
0 |
0 |
0 |
7 |
3 |
8 |
24 |
72 |
| Lumpy Price Adjustments: A Microeconometric Analysis |
0 |
0 |
0 |
51 |
1 |
8 |
22 |
223 |
| MACROECONOMETRIC MODELLING WITH A GLOBAL PERSPECTIVE* |
0 |
0 |
1 |
165 |
2 |
4 |
8 |
459 |
| Macroeconomic Dynamics and Credit Risk: A Global Perspective |
1 |
7 |
23 |
409 |
6 |
16 |
73 |
1,027 |
| March 2008 Announcement: Journal of Applied Econometrics Distinguished Authors |
0 |
0 |
0 |
20 |
1 |
2 |
4 |
120 |
| Market timing and return prediction under model instability |
2 |
3 |
5 |
273 |
2 |
4 |
13 |
673 |
| Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods |
5 |
10 |
47 |
1,016 |
11 |
31 |
135 |
2,248 |
| Mean group estimation in presence of weakly cross-correlated estimators |
0 |
0 |
3 |
6 |
0 |
4 |
16 |
28 |
| Model averaging in risk management with an application to futures markets |
0 |
0 |
2 |
68 |
1 |
2 |
14 |
226 |
| Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model |
3 |
8 |
33 |
657 |
11 |
26 |
94 |
1,217 |
| Multivariate Linear Rational Expectations Models |
0 |
0 |
3 |
50 |
2 |
4 |
11 |
139 |
| Nonlinear Dynamics and Econometrics: An Introduction |
0 |
0 |
0 |
96 |
1 |
3 |
7 |
278 |
| Oil Export and the Economy of Iran (in Persian) |
0 |
1 |
1 |
1 |
4 |
12 |
12 |
12 |
| Oil exports and the Iranian economy |
0 |
1 |
5 |
56 |
0 |
3 |
22 |
192 |
| Oil investment in the North Sea |
0 |
0 |
0 |
91 |
1 |
3 |
13 |
318 |
| Oil prices and the global economy: Is it different this time around? |
4 |
26 |
113 |
139 |
6 |
43 |
164 |
255 |
| On Identification of Bayesian DSGE Models |
1 |
1 |
1 |
92 |
1 |
3 |
16 |
232 |
| On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Comments |
0 |
0 |
0 |
23 |
0 |
1 |
2 |
152 |
| On the Policy Ineffectiveness Proposition and a Keynesian Alternative: A Rejoinder |
0 |
1 |
1 |
85 |
1 |
4 |
6 |
349 |
| On the comprehensive method of testing non-nested regression models |
0 |
0 |
0 |
14 |
0 |
1 |
1 |
65 |
| On the interpretation of panel unit root tests |
0 |
0 |
2 |
106 |
0 |
3 |
11 |
288 |
| Optimal forecasts in the presence of structural breaks |
0 |
2 |
7 |
68 |
0 |
6 |
25 |
214 |
| Pairwise Tests of Purchasing Power Parity |
0 |
0 |
13 |
142 |
0 |
2 |
32 |
339 |
| Panel unit root tests in the presence of a multifactor error structure |
1 |
2 |
9 |
317 |
9 |
16 |
59 |
840 |
| Panels with non-stationary multifactor error structures |
2 |
4 |
12 |
208 |
3 |
9 |
43 |
582 |
| Persistence of Shocks and Their |
0 |
0 |
0 |
41 |
1 |
2 |
4 |
184 |
| Persistence profiles and business cycle fluctuations in a disaggregated model of U.K. output growth |
0 |
0 |
1 |
114 |
0 |
1 |
11 |
315 |
| Persistence, cointegration, and aggregation: A disaggregated analysis of output fluctuations in the U.S. economy |
0 |
0 |
1 |
100 |
3 |
4 |
7 |
239 |
| Pitfalls of testing non-nested hypotheses by the lagrange multiplier method |
0 |
0 |
0 |
26 |
0 |
3 |
3 |
138 |
| Pitfalls of testing non-nested hypotheses by the lagrange multiplier method |
0 |
0 |
0 |
16 |
0 |
1 |
2 |
97 |
| Predictability of Stock Returns: Robustness and Economic Significance |
4 |
7 |
32 |
994 |
4 |
10 |
68 |
1,868 |
| REAL-TIME ECONOMETRICS |
0 |
0 |
0 |
61 |
0 |
4 |
12 |
174 |
| Rejoinder |
0 |
0 |
0 |
14 |
0 |
1 |
2 |
70 |
| Rejoinder to comments on forecasting economic and financial variables with global VARs |
0 |
0 |
1 |
38 |
2 |
3 |
7 |
112 |
| Rising Public Debt to GDP Can Harm Economic Growth |
1 |
4 |
17 |
73 |
6 |
20 |
65 |
248 |
| Selection of estimation window in the presence of breaks |
0 |
5 |
29 |
439 |
2 |
10 |
62 |
920 |
| Signs of impact effects in time series regression models |
0 |
0 |
0 |
57 |
0 |
2 |
4 |
157 |
| Small sample properties of forecasts from autoregressive models under structural breaks |
0 |
0 |
2 |
122 |
2 |
5 |
21 |
391 |
| Solution of Nonlinear Rational Expectations Models with Applications to Finite-Horizon Life-Cycle Models of Consumption |
0 |
0 |
0 |
64 |
1 |
2 |
2 |
320 |
| Solution of finite-horizon multivariate linear rational expectations models and sparse linear systems |
0 |
0 |
0 |
52 |
0 |
1 |
2 |
168 |
| Stochastic Growth Models and Their Econometric Implications |
0 |
0 |
5 |
327 |
0 |
3 |
20 |
1,012 |
| Structural Analysis of Cointegrating VARs |
1 |
3 |
4 |
435 |
1 |
4 |
10 |
820 |
| Structural analysis of vector error correction models with exogenous I(1) variables |
1 |
2 |
24 |
660 |
8 |
21 |
116 |
1,400 |
| THEORY AND PRACTICE OF GVAR MODELLING |
2 |
3 |
13 |
64 |
6 |
16 |
44 |
206 |
| Testing Dependence Among Serially Correlated Multicategory Variables |
0 |
1 |
4 |
103 |
0 |
2 |
12 |
271 |
| Testing Non-Nested Nonlinear Regression Models |
0 |
0 |
3 |
177 |
0 |
4 |
12 |
516 |
| Testing Weak Cross-Sectional Dependence in Large Panels |
0 |
0 |
4 |
48 |
1 |
5 |
23 |
149 |
| Testing for Aggregation Bias in Linear Models |
0 |
0 |
0 |
138 |
0 |
2 |
2 |
439 |
| Testing for Structural Stability and Predictive Failure: A Review |
0 |
0 |
0 |
0 |
1 |
5 |
8 |
334 |
| Testing for unit roots in heterogeneous panels |
12 |
47 |
246 |
4,044 |
72 |
209 |
951 |
10,678 |
| Testing slope homogeneity in large panels |
4 |
14 |
65 |
422 |
10 |
30 |
166 |
1,017 |
| Tests of Policy Interventions in DSGE Models |
0 |
0 |
0 |
4 |
0 |
2 |
5 |
32 |
| Tests of non-nested linear regression models subject to linear restrictions |
0 |
0 |
0 |
13 |
1 |
3 |
4 |
98 |
| Tests of non-nested regression models: Small sample adjustments and Monte Carlo evidence |
0 |
0 |
1 |
112 |
1 |
2 |
4 |
405 |
| The Cost Effectiveness of the UK's Sovereign Debt Portfolio |
0 |
0 |
0 |
34 |
0 |
1 |
5 |
188 |
| The Demand for Food in the United States and the Netherlands: A Systems Approach with the CBS Model: Comments |
0 |
0 |
0 |
28 |
1 |
2 |
2 |
177 |
| The Determinants of United Kingdom Import Prices-A Note |
0 |
0 |
1 |
21 |
0 |
1 |
2 |
146 |
| The J-test as a Hausman specification test |
0 |
0 |
1 |
74 |
0 |
2 |
3 |
236 |
| The Richard Stone Prize in Applied Econometrics |
0 |
0 |
0 |
38 |
0 |
3 |
7 |
235 |
| The Richard Stone Prize in Applied Econometrics |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
53 |
| The Richard Stone Prize in Applied Econometrics |
0 |
0 |
0 |
39 |
0 |
1 |
1 |
140 |
| The Role of Economic Theory in Modelling the Long Run |
5 |
17 |
46 |
510 |
18 |
44 |
133 |
1,197 |
| The Role of Sectoral Interactions in Wage Determination in the UK Economy |
0 |
1 |
12 |
109 |
2 |
4 |
20 |
373 |
| The Small Sample Problem of Truncation Remainders in the Estimation of Distributed Lag Models with Autocorrelated Errors |
0 |
0 |
1 |
34 |
2 |
3 |
6 |
213 |
| The role of theory in econometrics |
0 |
0 |
2 |
237 |
1 |
2 |
8 |
601 |
| The spatial and temporal diffusion of house prices in the UK |
2 |
4 |
17 |
189 |
9 |
21 |
60 |
576 |
| To Pool or Not to Pool: Revisited |
0 |
0 |
0 |
4 |
0 |
3 |
6 |
35 |
| Variable selection, estimation and inference for multi-period forecasting problems |
1 |
3 |
6 |
93 |
1 |
7 |
27 |
293 |
| Weak and strong cross‐section dependence and estimation of large panels |
0 |
0 |
1 |
122 |
1 |
2 |
14 |
368 |
| Weak and strong cross‐section dependence and estimation of large panels |
0 |
0 |
2 |
20 |
4 |
9 |
44 |
181 |
| What if the UK or Sweden had joined the euro in 1999? An empirical evaluation using a Global VAR |
0 |
0 |
4 |
178 |
3 |
5 |
17 |
499 |
| Total Journal Articles |
158 |
465 |
2,118 |
42,875 |
591 |
1,763 |
6,983 |
111,495 |
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