Access Statistics for M Hashem Pesaran

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A Bias-Adjusted LM Test of Error Cross Section Independence 0 1 5 248 0 3 17 885
A Bias-Corrected CD Test for Error Cross-Sectional Dependence in Panel Data Models with Latent Factors 3 3 3 3 4 4 4 4
A Bias-Corrected CD Test for Error Cross-Sectional Dependence in Panel Data Models with Latent Factors 18 18 18 18 12 12 12 12
A Bias-Corrected Method of Moments Approach to Estimation of Dynamic Short-T Panels 0 0 0 52 2 2 10 57
A Counterfactual Economic Analysis of COVID-19 Using a Threshold Augmented Multi-Country Model 1 3 19 19 4 13 72 72
A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model 0 0 8 8 6 15 40 40
A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model 0 7 13 13 5 12 48 48
A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model 66 119 410 410 126 264 1,509 1,509
A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model 2 7 73 73 19 55 370 370
A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model 0 0 22 22 3 11 60 60
A Decision_Theoretic Approach to Forecast Evaluation 0 0 0 0 2 3 9 1,048
A Discrete-Time Version of Target Zone Models with Jumps 0 0 0 0 1 2 8 301
A Discrete-Time Version of Target Zone Models with Jumps 0 0 0 0 0 0 3 193
A Discrete-Time Version of Target Zone Models with Jumps 0 0 1 18 0 0 3 146
A Floor and Ceiling Model of U.S. Output 0 0 0 0 1 4 11 572
A Generalisation of the Non-Parametric Henriksson-Merton Test of Market Timing 0 0 0 0 1 1 11 1,833
A Generalised R2 Criterion for Regression Models Estimated by the Instrumental Variable Method 0 0 0 0 0 2 10 943
A Long-run Structural Macro-econometric Model of the UK 0 0 0 0 2 5 9 1,066
A Multi-Country Approach to Forecasting Output Growth Using PMIs 0 0 0 19 3 8 16 89
A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices 0 0 0 1 1 1 6 14
A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices 0 0 1 70 0 0 6 197
A Non-Nested Test of Level-Differenced versus Log-Differenced Stationary Models 0 0 0 0 1 1 6 447
A One-Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models 0 0 3 44 1 1 8 57
A Pair-Wise Approach to Testing for Output and Growth Convergence 0 0 0 149 3 3 8 591
A Pair-Wise Approach to Testing for Output and Growth Convergence 0 0 0 109 0 2 6 343
A Pair-wise Approach to Testing for Output and Growth Convergence 0 1 4 354 2 4 12 1,016
A Recursive Modelling Approach to Predicting UK Stock Returns 0 0 2 621 0 3 8 1,154
A Recursive Modelling Approach to Predicting UK Stock Returns' 0 0 0 0 1 3 6 1,160
A Rejoinder: On the Policy Ineffectiveness Proposition and a Keynesian Alternative 0 0 0 151 0 1 8 485
A Residual-based Threshold Method for Detection of Units that are Too Big to Fail in Large Factor Models 1 1 2 27 2 7 25 61
A SIMPLE NON-PARAMETRIC TEST OF PREDICTIVE PERFORMANCE 0 0 0 6 2 5 16 2,211
A SIMPLE, NON-PARAMETRIC TEST OF PREDICTIVE PERFORMANCE 0 0 0 0 5 11 23 1,872
A SIMULATION APPROACH TO THE PROBLEM OF COMPUTING COX'S STATISTIC FOR TESTING NON-NESTED MODELS 0 0 0 0 1 2 31 749
A Simple Panel Unit Root Test in the Presence of Cross Section Dependence 3 13 44 3,830 12 49 222 10,782
A Spatio-Temporal Model of House Prices in the US 0 0 5 774 4 10 41 2,129
A Spatio-Temporal Model of House Prices in the US 0 2 3 158 4 9 17 569
A Spatio-Temporal Model of House Prices in the US 1 2 4 185 7 14 29 581
A Structural Cointegrating VAR Approach to Macroeconometric Modelling 0 0 0 0 1 5 20 3,138
A Two Stage Approach to Spatiotemporal Analysis with Strong and Weak Cross-Sectional Dependence 0 0 1 96 1 2 7 249
A Two Stage Approach to Spatiotemporal Analysis with Strong and weak cross Sectional Dependence 0 0 0 104 1 2 14 215
A VECX Model of the Swiss Economy 0 0 0 142 2 4 11 345
A VECX* Model of the Swiss Economy 0 0 1 189 0 0 7 501
A VECX* model of the Swiss economy 0 0 0 93 1 1 4 286
A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model 1 1 12 12 4 9 94 94
A long run structural macroeconometric model of the UK 0 0 4 1,190 2 4 24 2,015
A long run structural macroeconometric model of the UK (first version) 0 0 3 11 2 2 9 227
A multi-country approach to forecasting output growth using PMIs 0 1 4 57 2 3 17 136
A multiple testing approach to the regularisation of large sample correlation matrices 0 0 0 31 2 3 11 68
A one-covariate at a time, multiple testing approach to variable selection in high-dimensional linear regression models 0 0 1 57 2 6 16 147
A structural cointegrating VAR approach to macroeconometric modelling 1 3 7 913 2 5 14 1,407
ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF U.S. UNEMPLOYMENT 0 0 0 0 0 0 3 405
ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF U.S. UNEMPLOYMENT 0 0 0 1 0 0 4 584
ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF US UNEMPLOYMENT 0 0 0 0 0 0 1 374
ASSET PRICE DYNAMICS AND AGGREGATION 0 0 0 0 1 1 4 212
Aggregation Bias and Labor Demand Equations for the U.K. Economy 0 0 2 151 0 0 8 463
Aggregation in Large Dynamic Panels 0 0 1 115 0 1 4 266
Aggregation in Large Dynamic Panels 0 0 1 108 0 1 6 306
Aggregation in Large Dynamic Panels 0 0 0 49 2 2 4 127
Aggregation in large dynamic panels 0 0 0 26 1 1 4 119
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 2 2 5 231
Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns 0 0 2 133 0 3 11 292
Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns 0 0 1 1 2 3 9 16
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 4 491
Alternative approaches to testing non-nested models with autocorrelated disturbances: an application to models of U.S. unemployment 0 0 0 0 0 0 3 3
Alternative approaches to testing non-nested models with autocorrelated disturbances: an application to models of U.S. unemployment 0 0 0 2 2 2 3 31
An Analysis of the determination of Dutsche Mark/French Franc Exchange rate in a Discrete-Time Target-Zone Model 0 0 0 1 1 1 5 916
An Augmented Anderson-Hsiao Estimator for Dynamic Short-T Panels 0 0 4 56 1 1 35 120
An Autoregressive Distributed Lag Modelling Approach to Cointegration Analysis 0 0 0 0 44 147 561 7,204
An Econometric Analysis of Exploration and Extraction of Oil in the U.K. Continental Shelf 0 0 1 128 1 4 11 280
An Empirical Growth Model for Major Oil Exporters 0 0 0 0 0 0 2 35
An Empirical Growth Model for Major Oil Exporters 1 1 2 142 3 4 10 404
An Empirical Growth Model for Major Oil Exporters 0 1 1 140 0 1 10 346
An Empirical Growth Model for Major Oil Exporters 1 1 2 298 5 5 10 731
An Exponential Class of Dynamic Binary Choice Panel Data Models with Fixed Effects 0 0 0 49 1 2 6 204
An Exponential Class of Dynamic Binary Choice Panel Data Models with Fixed Effects 0 0 2 123 0 0 7 142
Analytical and Numerical Solution of Finite-horizon Nonlinear Rational Expectations Models 0 0 0 0 0 0 4 1,191
Analytical and Numerical Solution of Multivariate Nonlinear Rational Expectations Models 0 0 0 60 1 1 4 231
Arbitrage Pricing Theory, the Stochastic Discount Factor and Estimation of Risk Premia from Portfolios 2 2 21 21 3 8 15 15
Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination across Models and Observation Windows 0 0 1 58 2 2 6 154
Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination across Models and Observation Windows 0 0 0 12 1 1 3 134
Assessing forecast uncertainties in a VECX* model for Switzerland: an exercise in forecast combination across models and observation windows 0 0 0 49 1 1 2 166
Bayes Estimation of Short-run Coefficients in Dynamic Panel Data Models 0 0 0 0 4 10 37 1,630
Beyond the DSGE Straitjacket 0 0 2 394 0 0 14 591
Beyond the DSGE Straitjacket 0 1 2 149 0 1 8 375
Beyond the DSGE straightjacket 0 0 1 155 1 1 10 205
Bias Reduction in Estimating Long-run Relationships from Dynamic Heterogenous Panels 0 0 0 0 0 0 4 806
Big Data Analytics: A New Perspective 0 0 0 21 2 3 8 83
Big Data Analytics: A New Perspective 0 0 2 34 1 2 10 87
Big data analytics: a new perspective 0 0 3 216 3 5 17 278
Bounds Testing Approaches to the Analysis of Long Run Relationships 1 2 8 1,738 4 12 47 3,258
Bounds Testing Approaches to the Analysis of Long-run Relationships 0 3 20 1,590 4 21 113 3,970
Business Cycle Effects of Credit Shocks in a DSGE Model with Firm Defaults 0 0 3 236 1 7 28 432
Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm Defaults 0 0 0 120 1 1 8 249
Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm Defaults 0 0 1 100 1 1 8 341
Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm Defaults 0 0 0 125 0 1 7 393
COVID-19 Time-Varying Reproduction Numbers Worldwide: An Empirical Analysis of Mandatory and Voluntary Social Distancing 0 1 1 1 2 10 22 22
COVID-19 Time-varying Reproduction Numbers Worldwide: An Empirical Analysis of Mandatory and Voluntary Social Distancing 0 0 0 0 1 6 7 7
COVID-19 Time-varying Reproduction Numbers Worldwide: An Empirical Analysis of Mandatory and Voluntary Social Distancing 0 1 6 6 1 12 26 26
China's Emergence in the World Economy and Business Cycles in Latin America 0 0 0 2 0 0 4 25
China's Emergence in the World Economy and Business Cycles in Latin America 0 0 1 301 1 1 11 1,059
China’s Emergence in the World Economy and Business Cycles in Latin America 0 0 4 90 2 2 17 211
China’s Emergence in the World Economy and Business Cycles in Latin America 0 0 1 58 0 1 10 192
China’s Emergence in the World Economy and Business Cycles in Latin America 0 0 1 107 2 2 9 294
Choice Between Disaggregate and Aggregate Specifications Estimated by Instrumental Variable Methods 0 0 0 0 2 2 5 452
Cointegration and Direct Tests of the Rational Expectations Hypothesis 0 0 0 0 0 1 4 374
Cointegration and Speed of Convergence to Equilibrium 0 0 0 0 4 6 12 904
Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors 1 3 8 232 2 8 30 427
Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors 1 1 2 172 1 2 10 365
Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Quantile Regression Models 0 3 11 109 2 8 50 269
Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors 0 0 2 121 2 5 15 479
Computational Issues in the Estimation of Higher-Order Panel Vector Autoregressions 0 0 0 0 0 1 8 497
Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market 0 0 0 147 0 0 5 291
Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market Crash 0 0 0 108 2 2 4 315
Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing 1 1 7 272 3 4 41 715
Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing 0 0 2 161 2 2 13 273
Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing 0 0 1 86 0 0 9 233
Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing 0 0 3 671 2 3 20 1,734
Country-Specific Oil Supply Shocks and the Global Economy: A Counterfactual Analysis 0 0 1 3 0 0 5 44
Country-Specific Oil Supply Shocks and the Global Economy: A Counterfactual Analysis 0 0 2 40 0 0 13 170
Country-Specific Oil Supply Shocks and the Global Economy: A Counterfactual Analysis 0 2 3 47 1 4 13 104
Country-Specific Oil Supply Shocks and the Global Economy: a Counterfactual Analysis 0 0 0 35 0 1 4 37
Country-specific oil supply shocks and the global economy: a counterfactual analysis 0 0 3 77 2 2 13 206
Cross-sectional Aggregation of Non-linear Models 0 0 0 0 0 0 2 929
Debt, Inflation and Growth - Robust Estimation of Long-Run Effects in Dynamic Panel Data Models 0 2 7 186 0 3 32 596
Debt, Inflation and Growth: Robust Estimation of Long-Run Effects in Dynamic Panel Data Models 0 0 1 9 1 1 6 48
Debt, Inflation and Growth: Robust Estimation of Long-Run Effects in Dynamic Panel Data Models 0 0 4 112 1 4 14 222
Debt, inflation and growth robust estimation of long-run effects in dynamic panel data models 2 8 35 205 5 23 108 485
Decision-Making in the Presence of Heterogeneous Information and Social Interactions 0 0 0 0 0 0 3 573
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Model 1 1 3 69 2 3 10 273
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 0 0 1 97 1 2 10 257
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 0 0 0 35 1 2 10 145
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 1 1 3 255 2 4 12 984
Diagnostics for IV Regressions 0 0 0 0 0 1 8 705
Double-question Survey Measures for the Analysis of Financial Bubbles and Crashes 0 0 0 14 0 2 8 55
Double-question Survey Measures for the Analysis of Financial Bubbles and Crashes 0 0 1 8 1 2 6 31
Dynamic Linear Models for Heterogeneous Panels 0 0 0 0 6 13 38 1,365
Dynamics of convergence to purchasing power parity in the World economy 0 0 0 0 0 0 2 371
ESTIMATING LIMITED-DEPENDENCE RATIONAL EXOECTATIONS MODELS 0 0 0 0 0 1 3 315
ESTIMATING LIMITED-DEPENDENT RATIONAL EXPECTATIONS MODELS 0 0 0 0 0 0 2 386
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 3 423
EXPECTATIONS IN ECONOMICS 0 0 0 0 0 0 5 661
Econometric Analysis of Aggregation in the Context of Linear Prediction Models 0 1 3 147 0 1 8 513
Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit 0 0 0 71 0 1 7 275
Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit 0 0 1 73 2 4 12 187
Econometric Analysis of Production Networks with Dominant Units 0 2 3 42 1 3 9 50
Econometric Analysis of Production Networks with Dominant Units 0 0 3 40 2 3 15 115
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks 0 2 10 506 0 2 21 860
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7 0 1 1 171 1 2 4 360
Econometric Issues in the Analysis of Contagion 0 0 0 159 1 2 13 418
Econometric Issues in the Analysis of Contagion 0 0 2 493 3 4 13 1,117
Econometric Issues in the Analysis of Contagion 0 0 0 131 2 3 8 374
Econometric analysis of high dimensional VARs featuring a dominant unit 0 1 1 104 3 4 9 230
Econometrics: A Bird's Eye View 0 0 2 378 0 1 7 657
Econometrics: A Bird’s Eye View 2 3 18 672 6 8 51 1,211
Econometrics: A Bird’s Eye View 0 0 0 204 2 2 16 450
Economic Trends and Macroeconomic Policies in Post-revolutionary Iran 0 0 0 0 0 0 7 1,055
Economic and Statistical Measures of Forecast Accuracy 0 0 4 1,784 0 0 11 5,769
Equilibrium Asset Pricing Models and Predictability of Excess Returns 0 0 1 170 0 0 4 532
Estimating Limited-Dependent Rational Expectations Models: With an Application to Exchange Rate Determination in a Target Zone 0 0 0 66 0 0 1 252
Estimating Long-Run Relationships From Dynamic Heterogeneous Panels 0 0 0 0 7 20 82 2,049
Estimation and Inference In Short Panel Vector Autoregressions with Unit Roots And Cointegration 0 0 2 431 6 11 32 1,156
Estimation and Inference in Large Heterogeneous Panels with Cross Section Dependence 0 0 1 393 2 5 15 832
Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure 1 3 10 1,020 3 11 44 2,340
Estimation and Inference in Large Heterogenous Panels with Cross Section Dependence 0 0 0 150 1 1 8 416
Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration 0 0 1 734 4 4 18 1,469
Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration 0 0 2 76 9 14 35 754
Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration 0 0 1 1,007 4 5 18 2,524
Estimation and inference for spatial models with heterogeneous coefficients: an application to U.S. house prices 0 2 13 105 1 7 49 183
Estimation and inference in spatial models with dominant units 0 0 1 41 1 1 15 97
Estimation of Time-invariant Effects in Static Panel Data Models 0 0 2 45 1 3 14 152
Exchange Rate Unification, the Role of Markets and Planning in the Iranian Economic Reconstruction 0 0 0 0 0 0 2 343
Exploring the International Linkages of the Euro Area: A Global VAR Analysis 0 0 0 687 1 2 10 1,962
Exploring the International Linkages of the Euro Area: a Global VAR Analysis 1 1 1 220 1 2 12 623
Exploring the International Linkages of the Euro Area: a Global VAR Analysis 0 0 0 239 1 1 11 744
Exploring the International Linkages of the Euro Area: a Global VAR Analysis 1 1 6 201 4 4 24 588
Exploring the international linkages of the euro area: a global VAR analysis 0 1 1 175 1 2 18 572
Exponent of Cross-sectional Dependence for Residuals 0 0 2 33 1 3 11 65
Exponent of Cross-sectional Dependence: Estimation and Inference 1 1 1 63 4 8 21 199
Exponent of Cross-sectional Dependence: Estimation and Inference 0 1 1 49 0 2 6 203
Exponent of Cross-sectional Dependence: Estimation and Inference 0 0 0 147 1 1 7 304
Exponent of cross-sectional dependence for residuals 0 1 3 10 3 4 9 37
Factor Strengths, Pricing Errors, and Estimation of Risk Premia 1 3 24 24 4 12 32 32
Firm Heterogeneity and Credit Risk Diversification 0 0 2 284 0 0 8 678
Forecast Uncertainties In Macroeconometric Modelling: An Application to the UK Economy 0 1 2 164 4 7 12 411
Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy 1 1 1 94 2 2 8 435
Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy 0 0 1 471 0 0 6 1,407
Forecast Uncertainties in Macroeconomics Modelling: An Application to the UK Economy 1 1 4 205 1 2 8 690
Forecasting Economic and Financial Variables with Global VARs 0 0 1 207 1 1 8 521
Forecasting Economic and Financial Variables with Global VARs 0 0 2 312 0 0 9 915
Forecasting Random Walks Under Drift Instability 0 0 0 156 3 3 4 382
Forecasting Random Walks Under Drift Instability 0 0 0 27 1 1 2 124
Forecasting Random Walks under Drift Instability 0 0 0 76 0 0 1 267
Forecasting Stock Returns 0 0 0 0 1 1 6 1,143
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 0 199 0 2 7 544
Forecasting Time Series Subject to Multiple Structural Breaks 0 1 2 169 0 2 9 523
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 1 167 0 1 5 488
Forecasting Time Series Subject to Multiple Structural Breaks 1 1 3 623 3 13 35 1,512
Forecasting Ultimate Resource Recovery 0 0 0 0 0 0 2 372
Forecasting economic and financial variables with global VARs 0 1 5 332 6 11 33 658
Forecasting the Swiss Economy Using VECX* Models: An Exercise in Forecast Combination Across Modelsand Observation Windows 0 0 1 121 1 1 8 323
General Diagnostic Tests for Cross Section Dependence in Panels 0 1 11 1,152 3 21 89 3,376
General Diagnostic Tests for Cross Section Dependence in Panels 4 27 110 1,911 30 165 651 5,763
General Diagnostic Tests for Cross Section Dependence in Panels 1 2 12 289 4 17 62 946
Generalised Impulse Response Analysis in Linear Multivariate Models 0 0 0 0 5 18 83 4,088
Global Business Cycles and Credit Risk 0 0 0 204 2 2 7 609
Global Business Cycles and Credit Risk 0 1 4 212 0 1 7 543
Growth and Convergence in a Multi-Country Empirical Stochastic Solow Model 0 0 2 69 1 6 21 284
Growth and Convergence in a Multi-County empirical Stochastic Solow Model 0 0 0 2 2 3 24 726
Growth and Convergence: A Multi-Country Empirical Analysis of the Solow Growth Model 0 0 0 0 1 1 12 2,767
Half-panel jackknife fixed effects estimation of panels with weakly exogenous regressor 0 0 1 49 3 4 14 114
How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series? 0 0 0 224 2 3 6 476
How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series? 0 0 1 275 2 2 7 585
Identification of New Keynesian Phillips Curves from a Global Perspective 0 0 0 66 2 2 5 248
Identification of New Keynesian Phillips Curves from a Global Perspective 0 0 0 94 2 2 4 277
Identification of New Keynesian Phillips Curves from a Global Perspective 1 1 1 223 3 3 6 601
Identification of new Keynesian Phillips Curves from a global perspective 0 0 0 52 0 0 7 225
Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR 1 6 43 111 2 13 101 240
Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR 0 1 5 21 0 1 20 97
Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR 0 2 7 36 2 4 12 88
Identifying Global and National Output and Fiscal Policy ShocksUsing a GVAR 0 0 0 13 0 1 6 29
Identifying global and national output and fiscal policy shocks using a GVAR 0 1 8 33 0 1 17 45
Identifying the Effects of Sanctions on the Iranian Economy Using Newspaper Coverage 6 6 6 6 10 10 10 10
Identifying the Effects of Sanctions on the Iranian Economy using Newspaper Coverage 18 18 18 18 19 19 19 19
Infinite Dimensional VARs and Factor Models 0 0 0 33 3 3 6 195
Infinite Dimensional VARs and Factor Models 0 0 0 164 1 2 6 517
Infinite Dimensional VARs and Factor Models 0 0 1 70 1 2 6 264
Infinite-dimensional VARs and factor models 0 1 1 150 2 3 11 393
Iranian Economy During the Pahlavi Era 0 0 0 0 0 1 31 1,064
Iranian Economy in Twentieth Century: A Global Perspective 0 3 10 78 7 16 45 206
Iranian Economy in the Twentieth Century: A Global Perspective 0 0 2 475 0 2 11 1,059
Is There a Debt-threshold Effect on Output Growth? 0 1 2 153 0 4 22 411
Is There a Debt-threshold Effect on Output Growth? 0 2 8 68 3 9 22 180
Is there a Debt-Threshold Effect on Output Growth? 0 1 3 88 1 5 14 264
Is there a debt-threshold effect on output growth? 0 1 16 145 3 9 67 348
JOINT TEST OF NON-NESTED MODELS AND GENERAL ERRO SPECIFICATIONS 0 0 0 0 0 0 6 894
JOINT TESTS OF NON-NESTED MODLS AND GENERAL ERROR SPECIFICATIONS 0 0 0 0 1 2 3 880
Land Use Regulations, Migration and Rising House Price Dispersion in the U.S 0 0 2 65 0 0 9 82
Large Panel Data Models with Cross-Sectional Dependence: A Survey 0 0 5 226 1 4 16 516
Large Panels with Common Factors and Spatial Correlations 0 0 0 136 1 3 5 370
Large Panels with Common Factors and Spatial Correlations 0 0 0 74 0 2 8 241
Large Panels with Common Factors and Spatial Correlations 0 0 2 251 0 1 12 722
Large panel data models with cross-sectional dependence: a survey 1 4 15 196 4 20 66 329
Large panels with common factors and spatial correlation 0 1 3 14 4 8 17 111
Learning, Structural Instability and Present Value Calculations 0 0 0 137 0 0 4 697
Learning, Structural Instability and Present Value Calculations 0 0 0 61 1 1 2 318
Learning, Structural Instability and Present Value Calculations 0 0 0 54 1 1 2 243
Learning, structural instability and present value calculations 0 0 0 142 2 2 7 501
Learning, structural instability and present value calculations 0 0 0 31 1 1 4 265
Life-Cycle Models and Cross-Country Analysis of Saving 0 0 0 220 1 1 3 596
Limited-Dependaent Rational Expectations Models with Future Expectations 0 0 0 0 1 1 2 336
Limited-Dependent Rational Expectations Models with Stochastic Thresholds 0 0 0 0 1 1 3 186
Limited-dependent rational expectations models with jumps 0 0 0 40 0 0 3 484
Long Run Macroeconomic Relations in the Global Economy 0 0 0 339 2 2 8 1,043
Long Run Macroeconomic Relations in the Global Economy 0 0 0 49 1 2 8 291
Long Run Macroeconomic Relations in the Global Economy 0 0 0 96 0 1 7 364
Long Run Macroeconomic Relations in the Global Economy 0 0 0 99 0 0 6 365
Long run macroeconomic relations in the global economy 0 0 0 84 4 5 11 290
Long-Run Effects in Large Heterogenous Panel Data Models with Cross-Sectionally Correlated Errors 0 2 12 68 1 6 27 189
Long-Run Structural Modelling 0 0 0 0 3 4 35 661
Long-Run Structural Modelling 0 0 6 994 2 2 25 1,855
Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis 0 3 10 72 8 18 88 165
Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis 3 6 14 62 9 16 60 153
Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis 4 18 109 458 29 103 660 2,228
Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis 0 4 23 88 3 16 108 294
Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis 1 2 7 18 3 5 19 31
Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis 0 0 1 59 4 10 33 139
Long-run effects in large heterogenous panel data models with cross-sectionally correlated errors 0 0 14 200 0 1 45 414
Long-term macroeconomic effects of climate change: A cross-country analysis 0 0 3 79 3 9 39 119
Lumpy Price Adjustments, A Microeconometric Analysis 0 0 0 94 2 5 15 432
Lumpy Price Adjustments: A Microeconometric Analysis 0 0 1 37 3 9 20 213
Lumpy Price Adjustments: A Microeconometric Analysis 0 0 0 38 5 9 28 175
Lumpy Price Adjustments: A Microeconometric Analysis 0 0 0 29 3 6 16 213
Lumpy price adjustments: a microeconometric analysis 0 0 0 81 2 4 15 372
Macroeconometric Modelling with a Global Perspective 0 0 2 895 1 1 18 2,026
Macroeconometric Modelling with a Global Perspective 0 0 0 171 1 1 4 429
Macroeconometric Modelling with a Global Perspective 0 0 0 214 2 2 5 550
Macroeconomic Dynamics and Credit Risk: A Global Perspective 0 1 4 570 3 5 19 1,313
Macroeconomic Dynamics and Credit Risk: A Global Perspective 0 1 10 376 2 9 52 945
Macroeconomic Dynamics and Credit Risk: A Global Perspective 0 1 3 1,288 4 8 30 3,040
Market Efficiency Today 0 0 0 230 0 1 11 536
Market Timing and Return Prediction under Model Instability 0 0 2 500 1 2 8 1,192
Market timing and return prediction under model instability 0 0 0 9 1 2 7 95
Matching Theory and Evidence on Covid-19 Using a Stochastic Network SIR Model 0 0 14 14 1 5 35 35
Matching Theory and Evidence on Covid-19 using a Stochastic Network SIR Model 2 4 44 44 6 19 99 99
Maximum Likelihood Estimation of Fixed Effects Dynamic Panel Data Models Covering Short Time Periods 0 0 0 0 1 4 18 3,617
Mean Group Estimation in Presence of Weakly Cross-Correlated Estimators 0 0 4 42 1 2 12 42
Measurement of Factor Strenght: Theory and Practice 0 1 6 41 4 7 59 89
Measurement of Factor Strength: Theory and Practice 1 1 7 26 3 7 28 49
Model Averaging and Value-at-Risk Based Evaluation of Large Multi Asset Volatility Models for Risk Management 0 0 1 218 0 0 11 605
Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management 0 0 0 165 3 3 11 503
Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management 0 0 0 237 4 4 16 595
Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management 0 0 0 360 1 1 10 1,157
Model Averaging in Risk Management with an Application to Futures Markets 0 0 1 154 0 1 9 410
Model Averaging in Risk Management with an Application to Futures Markets 0 0 3 185 2 3 11 507
Model Instability and Choice of Observation Window 0 0 0 26 1 1 9 123
Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model 0 0 0 1,160 1 3 16 2,535
Modelling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model 3 4 9 637 7 8 33 1,487
Modelling Regional Interdependencies using a Global Error-Correcting Macroeconometric Model 2 2 8 46 3 4 29 150
Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution 0 0 1 177 2 4 11 390
Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution 0 0 0 124 0 0 6 280
Modelling regional interdependencies using a global error-correcting macroeconometric model 0 0 0 308 1 1 11 731
Monetary Policy Transmission and the Phillips Curve in a Global Context 0 0 0 167 2 3 6 423
Multivariate Linear Rational Expectations Models: Characterisation of the Nature of the Solutions and Their Fully Recursive Computation 0 0 0 0 1 4 12 1,031
Multivariate Rational Expectations Models and Macroeconomic Modelling: A Review and Some New Results 0 0 0 0 5 18 59 1,754
National and Global Macroeconometric Modelling Using GVAR 0 0 0 0 0 0 5 408
Neglected Heterogeneity and Dynamics in Cross-country Savings Regressions 0 0 2 461 0 3 16 1,595
New Directions in Applied Macroeconomic Modelling 0 0 0 0 3 6 14 399
Non-nested Hypothesis Testing: An Overview 2 3 18 1,718 8 17 133 7,440
Oil Exports and the Iranian Economy 0 0 0 138 1 1 6 426
Oil Exports and the Iranian Economy 0 1 1 196 1 2 14 417
Oil Exports and the Iranian Economy 0 0 1 167 2 2 10 507
Oil Exports and the Iranian Economy 1 1 2 156 2 2 7 503
Oil Investment in the North Sea 0 0 0 0 1 1 5 891
Oil Investment in the North Sea 0 0 0 0 4 4 8 23
Oil Prices and the Global Economy: Is It Different This Time Around? 0 0 1 56 4 4 11 87
Oil Prices and the Global Economy: Is It Different This Time Around? 0 0 1 18 1 3 8 54
Oil Prices and the Global Economy: Is It Different This Time Around? 0 0 1 75 1 1 6 120
Oil Prices and the Global Economy: Is it Different this Time Around? 0 0 1 18 1 2 11 101
Oil prices and the global economy: Is it different this time around? 0 0 13 68 1 1 22 124
Oil prices and the global economy: is it different this time around? 1 2 12 98 3 4 19 163
On Aggregation of Linear Dynamic Models 0 0 1 273 1 3 9 1,063
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 66 0 1 4 208
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 1 1 1 70 1 1 2 199
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 104 1 1 3 249
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 235 0 0 1 459
On Identification of Bayesian DSGE Models 0 0 0 49 0 2 4 172
On Identification of Bayesian DSGE Models 0 0 1 210 0 2 6 358
On Identification of Bayesian DSGE Models 0 0 1 36 0 2 5 90
On Identification of Bayesian DSGE Models 1 1 1 92 2 5 14 177
On Identification of Bayesian DSGE Models* 0 0 2 69 1 3 9 164
On The Panel Unit Root Tests Using Nonlinear Instrumental Variables 0 2 3 276 0 5 11 822
One Hundred Years of Oil Income and the Iranian Economy: A Curse or a Blessing? 0 1 15 164 2 14 62 645
One Hundred Years of Oil Income and the Iranian Economy: A Curse or a Blessing? 0 0 0 3 1 2 11 37
One Hundred Years of Oil Income and the Iranian Economy: A curse or a Blessing 0 0 8 217 2 5 35 461
Optimal Asset Allocation with Factor Models for Large Portfolios 0 1 4 148 1 2 17 493
Optimal Asset Allocation with Factor Models for Large Portfolios 0 0 0 306 0 0 6 903
Optimal Consumption Decisions under Social Interactions 0 0 0 0 0 0 6 1,107
Optimal Forecasts in the Presence of Structural Breaks 0 0 2 118 3 6 14 339
Optimal Forecasts in the Presence of Structural Breaks (Updated 14 November 2011) 0 0 0 141 1 1 3 177
Optimality and Diversifiability of Mean Variance and Arbitrage Pricing Portfolios 0 0 0 78 2 2 5 296
PERSISTENCE, COINTEGRATION AND AGGREGATION: A DISAGGREGATED ANALYSIS OF OUTPUT FLUCTUATIONS IN THE U.S. ECONOMY 0 0 0 0 3 3 5 537
PERSISTENCE, COINTEGRATION AND AGGREGATION: A DISAGGREGATED ANALYSIS OF OUTPUT FLUCTUATIONS IN THE US ECONOMY 0 0 0 0 1 1 4 394
Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures 0 0 0 166 0 0 1 660
Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures 0 0 0 90 2 2 7 412
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 0 0 80 1 2 7 314
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 0 0 131 5 6 12 362
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 0 0 76 5 5 12 301
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 1 2 79 0 3 12 249
Panels with Nonstationary Multifactor Error Structures 0 0 0 0 1 1 7 22
Panels with Nonstationary Multifactor Error Structures 0 0 0 78 3 5 13 302
Panels with Nonstationary Multifactor Error Structures 0 0 0 34 0 0 4 224
Panels with Nonstationary Multifactor Error Structures 0 0 1 50 1 1 7 212
Panels with Nonstationary Multifactor Error Structures 0 0 0 232 0 3 9 635
Panels with nonstationary multifactor error structures 0 1 1 14 0 2 6 83
Planning and Macroeconomic Stabilization in Iran 0 0 0 0 1 1 5 505
Pooled Bewley Estimator of Long-Run Relationships in Dynamic Heterogenous Panels 2 26 26 26 1 5 5 5
Pooled Estimation of Long-run Relationships in Dynamic Heterogeneous Panels 0 0 0 0 11 18 79 2,077
Pooled Mean Group Estimation of Dynamic Heterogeneous Panels 16 54 204 5,319 44 190 861 13,366
Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors 0 0 0 10 0 2 5 68
Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors 0 0 0 21 0 0 19 87
Predictability of Asset Returns and the Efficient Market Hypothesis 0 0 0 73 0 0 9 243
Predictability of Asset Returns and the Efficient Market Hypothesis 0 0 1 183 2 3 15 281
Predictability of Asset Returns and the Efficient Market Hypothesis 0 0 2 357 3 3 13 932
Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients 0 0 8 96 3 4 24 163
Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients 0 1 9 72 4 6 27 206
Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients 0 0 1 4 2 4 11 33
RATIONAL EXPECTATIONS IN DISAGGREGATED MODELS: AN EMPIRICAL ANALYSIS OF OPEC'S BEHAVIOR 0 0 0 0 1 2 3 458
Random Coefficient Panel Data Models 0 2 5 723 1 6 19 1,411
Random Coefficient Panel Data Models 0 0 3 1,100 1 5 17 2,554
Random Coefficient Panel Data Models 0 1 1 1,983 1 6 16 4,470
Random Coefficient Panel Data Models 0 0 0 455 2 3 8 1,119
Real Time Econometrics 0 0 0 81 1 1 3 282
Real Time Econometrics 0 0 1 368 2 2 6 769
Real Time Econometrics 0 0 1 89 1 1 3 309
Real Time Econometrics 0 0 0 210 0 0 3 579
Regional Heterogeneity and U.S. Presidential Elections 0 0 27 27 3 6 163 163
Regional Heterogeneity and U.S. Presidential Elections 1 2 20 20 2 4 24 24
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models 0 0 0 20 1 1 3 121
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models 0 0 0 75 0 0 2 211
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models 0 0 0 24 2 2 5 110
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Models 0 0 0 81 1 1 3 182
Scope for Cost Minimization in Public Debt Management: the Case of the UK 0 0 2 339 1 4 16 1,979
Scope for Credit Risk Diversification 0 0 1 122 1 2 14 646
Scope for Credit Risk Diversification 0 0 0 283 1 1 7 1,027
Signs of Impact Effects in Time Series Regression Models 0 0 1 77 0 1 4 203
Small Sample Properties of Forecasts From Autoregressive Models Under Structural Breaks 0 0 0 108 2 4 13 442
Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks 1 1 1 178 2 3 8 541
Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks 0 1 2 243 1 4 12 763
Solution of Multivariate Linear Rational Expectations Models and Large Sparse Linear Systems 0 0 0 0 1 2 21 1,271
Spatial and Temporal Diffusion of House Prices in the UK 0 0 1 51 0 0 7 251
Spatial and Temporal Diffusion of House Prices in the UK 0 0 1 398 2 4 13 937
Spatial and Temporal Diffusion of House Prices in the UK 0 0 0 61 0 0 10 182
Spatial and Temporal Diffusion of House Prices in the UK 0 0 1 153 0 0 13 388
Stochastic Growth 0 0 0 0 0 3 16 1,146
Structural Analysis of Cointegrating VARs 0 0 0 0 3 5 24 1,479
Structural Analysis of Vector Error Correction Models with Exogenous I(1) Variables 0 0 0 0 2 2 18 1,938
Structural analysis of vector error correction models with exogenous I(1) variables 0 0 4 915 1 3 18 2,119
Structural analysis of vector error correction models with exogenous I(1) variables (first version) 0 0 0 4 4 7 14 475
Supply, Demand and Monetary Policy Shocks in a Multi-Country New Keynesian Model 0 0 1 338 2 4 31 1,014
Supply, demand and monetary policy shocks in a multi-country New Keynesian Model 0 0 2 176 2 4 18 430
Survey Expectations 1 1 9 519 3 7 31 1,055
Survey Expectations 0 0 0 77 1 2 6 304
Survey Expectations 0 0 8 471 13 22 94 2,019
THE IRANIAN FOREIGN EXCHANGE POLICY AND THE BLACK MARKET FOR DOLLARS 0 0 0 0 0 0 2 1,051
THE STATISTICAL AND ECONOMIC SIGNIFICANCE OF THE PREDICTABILITY OF EXCESS RETURNS ON COMMON STOCKS 0 0 0 0 0 0 3 659
THE STATISTICAL AND ECONOMIC SIGNIFICANCE OF THE PREDICTABILITY OF EXESS RETURNS ON COMMON STOCKS 0 0 0 0 2 2 3 546
Testing CAPM with a Large Number of Assets 1 3 4 110 2 4 9 279
Testing CAPM with a Large Number of Assets 0 2 5 151 3 7 26 417
Testing CAPM with a Large Number of Assets (Updated 28th March 2012) 0 1 3 273 1 4 20 681
Testing Dependence Among Serially Correlated Multi-category Variables 0 0 1 191 1 1 7 748
Testing Dependence among Serially Correlated Multi-Category Variables 0 0 0 74 1 1 5 308
Testing Dependence among Serially Correlated Multi-category Variables 0 0 1 52 1 1 4 251
Testing Slope Homogeneity in Large Panels 1 2 5 287 3 10 32 1,021
Testing Slope Homogeneity in Large Panels 0 0 0 153 2 4 12 820
Testing Slope Homogeneity in Large Panels 0 1 3 283 3 10 31 961
Testing Weak Cross-Sectional Dependence in Large Panels 0 0 0 153 0 1 7 488
Testing Weak Cross-Sectional Dependence in Large Panels 0 0 2 184 0 0 21 367
Testing Weak Cross-Sectional Dependence in Large Panels 0 0 1 53 1 1 3 220
Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities 0 0 5 141 2 4 19 189
Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities 0 0 2 20 1 3 12 56
Testing for Unit Roots in Heterogeneous Panels 0 0 0 0 15 38 145 2,855
Testing for the 'Existence of a Long-run Relationship' 0 0 0 0 30 113 411 4,539
Tests of Policy Ineffectiveness in Macroeconometrics 0 0 1 82 2 2 7 90
Tests of Policy Ineffectiveness in Macroeconometrics 0 0 0 74 1 1 9 159
Tests of Policy Ineffectiveness in Macroeconometrics 0 0 0 80 1 1 4 177
Tests of Policy Interventions in DSGE Models 0 0 3 69 1 1 11 102
The Cost Efficiency of UK Debt Management: A Recursive Modelling Approach 0 0 1 93 0 1 3 620
The Cost Efficiency of UK Debt Management: A Recursive Modelling Approach 0 0 0 218 0 0 3 1,685
The Forecasing time series subject to multiple structure breaks 0 0 0 0 0 0 2 268
The Interaction Between Theory and Observation in Economics 0 0 0 0 0 1 8 713
The Natural Rate Hypothesis and its Testable Implications 0 0 0 0 0 4 17 598
The Role of Economic Theory in Modelling the Long Run 0 0 0 0 2 3 26 2,341
The Role of Factor Strength and Pricing Errors for Estimation and Inference in Asset Pricing Models 0 0 6 50 0 4 34 98
The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification 0 0 3 190 0 0 8 631
The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification 0 0 0 81 2 2 5 337
The Role of Sectoral Interactions in Wage Determination in the UK Economy 0 0 0 0 0 1 5 390
The Use of Recursive Model Selection Strategies in Forecasting Stock Returns 0 0 0 0 1 2 4 715
Theory and Evidence in Economics 0 0 0 0 0 0 4 327
Theory and Practice of GVAR Modeling 0 1 5 58 0 2 17 205
Theory and Practice of GVAR Modeling 1 2 4 178 5 6 17 594
Theory and practice of GVAR modeling 0 0 2 285 3 4 27 423
To Pool or not to Pool: Revisited 0 0 0 65 0 1 3 141
To Pool or not to Pool: Revisited 0 0 0 67 0 1 5 40
Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with Interactive Effects 0 0 1 37 3 4 11 128
Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with interactive effects 0 0 1 108 1 3 8 114
Two-Step, Instrumental Variable and Maximum Likelihood Estimation of Multivariate Rational Expectations Models 0 0 0 293 0 0 3 1,076
Uncertainty and Economic Activity: A Global Perspective 2 4 13 227 6 12 61 653
Uncertainty and Economic Activity: A Global Perspective 0 0 4 8 2 2 15 58
Uncertainty and Economic Activity: A Global Perspective 0 0 0 97 3 4 15 162
Uncertainty and Economic Activity: A Multi-Country Perspective 0 0 7 51 0 2 22 133
Uncertainty and Economic Activity: A Multi-Country Perspective 0 0 3 15 1 5 19 84
Uncertainty and Economic Activity: A Multi-Country Perspective 0 0 0 18 2 2 10 81
Uncertainty and Irreversible Investment an Empirical Analysis of Development of Oil Fields in the UKCS 0 0 0 2 0 0 2 9
Uncertainty and Irreversible Investment: An Empirical Analysis of Development of Oilfields on the UKCS 0 0 0 0 0 3 9 471
Uncertainty and economic activity: a multi-country perspective 0 0 3 45 1 3 16 75
Unit Roots and Cointegration in Panels 0 1 7 1,113 1 6 34 2,104
Unit Roots and Cointegration in Panels 0 0 0 334 2 5 14 724
Unit Roots and Cointegration in Panels 0 2 3 1,335 4 13 55 2,870
Unit roots and cointegration in panels 0 2 3 226 2 7 16 637
Variable Selection and Forecasting in High Dimensional Linear Regressions with Structural Breaks 0 0 33 34 1 1 30 32
Variable Selection and Forecasting in High Dimensional Linear Regressions with Structural Breaks 0 0 16 17 1 1 24 29
Variable Selection and Inference for Multi-period Forecasting Problems 0 0 0 101 0 1 6 194
Variable Selection and Inference for Multi-period Forecasting Problems 0 0 0 61 0 0 5 206
Variable Selection and Inference for Multi-period Forecasting Problems 0 0 0 94 3 3 9 243
Variable Selection, Estimation and Inference for Multi-period Forecasting Problems 1 1 2 172 2 2 13 436
Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution 0 0 2 139 0 1 10 357
Voluntary and Mandatory Social Distancing: Evidence on COVID-19 Exposure Rates from Chinese Provinces and Selected Countries 0 1 8 28 1 4 41 91
Voluntary and Mandatory Social Distancing: Evidence on COVID-19 Exposure Rates from Chinese Provinces and Selected Countries 0 0 12 43 0 0 23 69
Voluntary and Mandatory Social Distancing: Evidence on COVID-19 Exposure Rates from Chinese Provinces and Selected Countries 0 0 2 2 1 4 15 24
Voluntary and Mandatory Social Distancing: Evidence on Covid-19 Exposure Rates from Chinese Provinces and Selected Countries 0 1 5 23 8 12 45 131
Weak and Strong Cross Section Dependence and Estimation of Large Panels 0 0 0 86 1 3 8 274
Weak and Strong Cross Section Dependence and Estimation of Large Panels 0 0 0 118 2 2 6 354
Weak and strong cross section dependence and estimation of large panels 0 0 0 79 1 3 7 281
What if the UK had Joined the Euro in 1999? An Empirical Evaluation Using a Global VAR 0 1 5 135 1 3 11 390
What if the UK had Joined the Euro in 1999? An Empirical Evaluation using a Global VAR 0 0 0 182 1 2 5 566
What if the UK has Joined the Euro in 1999? An Empirical Evaluation using a Global VAR 0 1 1 221 0 1 6 627
Total Working Papers 200 507 2,261 87,088 1,143 2,833 13,066 323,482


Journal Article File Downloads Abstract Views
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4 The Role of Theory in Applied Econometrics 0 0 0 0 2 2 6 6
A Bayesian analysis of linear regression models with highly collinear regressors 0 0 1 5 1 4 9 27
A Critique of the Proposed Tests of the Natural Rate-Rational Expectations Hypothesis 0 0 2 33 0 0 9 124
A Duration Model of Irreversible Oil Investment: Theory and Empirical Evidence 0 0 1 216 0 2 5 853
A Generalized R[superscript]2 Criterion for Regression Models Estimated by the Instrumental Variables Method 0 1 2 62 0 1 11 295
A Long run structural macroeconometric model of the UK 0 0 2 546 2 5 17 1,182
A One Covariate at a Time, Multiple Testing Approach to Variable Selection in High‐Dimensional Linear Regression Models 0 1 4 21 0 2 13 77
A Recursive Modelling Approach to Predicting UK Stock Returns 0 0 2 373 0 0 3 862
A Simple Nonparametric Test of Predictive Performance 0 0 0 0 7 13 41 2,639
A Two‐Stage Approach to Spatio‐Temporal Analysis with Strong and Weak Cross‐Sectional Dependence 0 1 1 19 0 2 9 83
A bias-adjusted LM test of error cross-section independence 0 0 6 202 2 11 55 815
A floor and ceiling model of US output 0 0 0 291 1 3 10 693
A generalization of the non-parametric Henriksson-Merton test of market timing 1 1 5 584 2 5 25 1,361
A multi-country approach to forecasting output growth using PMIs 0 0 1 17 1 1 9 97
A multiple testing approach to the regularisation of large sample correlation matrices 0 0 0 7 1 1 7 44
A pair-wise approach to testing for output and growth convergence 0 4 15 329 3 11 43 748
A proof of the asymptotic validity of a test for perfect aggregation 0 0 0 12 1 1 3 61
A simple panel unit root test in the presence of cross-section dependence 3 14 68 1,972 17 60 276 5,356
A simulation approach to the problem of computing Cox's statistic for testing nonnested models 0 0 0 95 0 1 4 257
A spatio-temporal model of house prices in the USA 0 3 33 230 4 14 100 702
A special issue in memory of John Denis Sargan: studies in empirical macroeconometrics 0 0 0 85 0 0 4 421
A unified approach to estimation and orthogonality tests in linear single-equation econometric models 0 0 0 39 2 6 15 142
AN EMPIRICAL GROWTH MODEL FOR MAJOR OIL EXPORTERS 0 0 1 48 0 8 20 159
Aggregation in large dynamic panels 0 1 2 50 2 5 21 209
Aggregation of linear dynamic models: an application to life-cycle consumption models under habit formation 0 0 1 50 3 3 14 193
An Alternative Econometric Approach to the Permanent Income Hypothesis: An International Comparison: A Comment 0 0 1 38 0 0 4 199
An Analysis of the Determination of Deutsche Mark/French Franc Exchange Rate in a Discrete-Time Target-Zone Model 0 0 1 42 0 0 3 347
An Econometric Analysis of Exploration and Extraction of Oil in the U.K. Continental Shelf 0 1 3 202 1 4 15 670
Analysis of Exchange-Rate Target Zones Using a Limited-Dependent Rational-Expectations Model with Jumps 0 0 0 0 0 0 7 302
Announcement 0 0 0 49 1 2 7 125
BEYOND THE DSGE STRAITJACKET-super-1 0 0 1 39 3 3 6 99
Bounds testing approaches to the analysis of level relationships 17 68 300 5,868 46 172 732 12,702
China's Emergence in the World Economy and Business Cycles in Latin America 0 0 6 203 4 6 58 689
Choice between Disaggregate and Aggregate Specifications Estimated by Instrumental Variables Methods 0 0 0 0 1 1 5 460
Cointegration and speed of convergence to equilibrium 1 2 10 663 18 39 89 1,300
Common correlated effects estimation of heterogeneous dynamic panel quantile regression models 0 0 6 11 2 3 14 31
Comparison of Local Power of Alternative Tests of Non-Nested Regression Models 0 0 1 39 2 2 7 277
Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash 0 0 1 41 2 5 13 202
Consistency of short-term and long-term expectations 0 0 0 19 0 0 2 64
Constructing Multi-Country Rational Expectations Models 0 0 2 28 0 1 10 106
Correction to: Exponent of Cross-sectional Dependence for Residuals 0 0 0 0 1 1 3 3
Costly Adjustment under Rational Expectations: A Generalization 0 0 0 28 0 0 2 239
Counterfactual analysis in macroeconometrics: An empirical investigation into the effects of quantitative easing 1 2 10 96 2 6 34 301
Country-specific oil supply shocks and the global economy: A counterfactual analysis 2 2 17 54 2 2 31 155
Cross-sectional aggregation of non-linear models 0 0 4 131 0 1 15 335
Cross‐Sectional Dependence in Panel Data Models: A Special Issue 0 3 5 68 0 4 11 143
DISTINGUISHED AUTHORS 0 0 0 31 2 2 3 88
Decision Making in the Presence of Heterogeneous Information and Social Interactions 0 0 0 0 0 0 2 284
Detection of units with pervasive effects in large panel data models 0 1 2 2 4 6 8 8
Diagnostic Tests of Cross‐section Independence for Limited Dependent Variable Panel Data Models 0 0 0 35 2 2 12 132
Diagnostics for IV Regressions 0 0 2 2 0 0 4 4
Double-Question Survey Measures for the Analysis of Financial Bubbles and Crashes 0 0 1 1 0 1 6 6
ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION 1 4 12 409 4 13 44 792
Econometric Analysis of Aggregation in the Context of Linear Prediction Models 0 0 0 144 1 1 8 827
Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit 0 1 2 66 2 4 12 169
Econometric analysis of production networks with dominant units 0 0 0 0 1 5 16 16
Econometric analysis of structural systems with permanent and transitory shocks 0 0 3 184 2 4 11 403
Econometric issues in the analysis of contagion 0 3 6 242 1 4 27 536
Editorial statement 0 0 0 0 0 0 1 4
Empirical Econometric Modelling of Food Consumption Using a New Informational Complexity Approach: Comments 0 0 0 35 0 0 2 136
Estimating limited-dependent rational expectations models with an application to exchange rate determination in a target zone 0 0 0 35 2 2 4 160
Estimating long-run relationships from dynamic heterogeneous panels 8 24 96 3,369 22 72 300 6,076
Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure 0 1 9 826 5 10 78 2,027
Estimation and inference for spatial models with heterogeneous coefficients: An application to US house prices 1 4 13 13 3 8 27 27
Estimation and inference in spatial models with dominant units 0 0 3 3 1 2 6 6
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 2 110
Estimation of time-invariant effects in static panel data models 0 2 3 14 0 2 11 68
Evaluation of macroeconometric models 0 1 2 94 1 2 5 175
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 1 124
Exploring the international linkages of the euro area: a global VAR analysis 1 3 11 941 7 17 63 2,181
Exponent of Cross-sectional Dependence for Residuals 1 1 2 6 1 1 16 26
Exponent of Cross‐Sectional Dependence: Estimation and Inference 1 2 3 25 3 7 19 122
Exponential class of dynamic binary choice panel data models with fixed effects 0 0 0 2 2 3 12 33
Firm heterogeneity and credit risk diversification 0 0 1 57 1 1 8 215
Forecast Combination Across Estimation Windows 0 0 1 11 1 2 15 67
Forecast Combination Across Estimation Windows 0 0 1 76 1 3 11 222
Forecast Uncertainties in Macroeconomic Modeling: An Application to the U.K. Economy 0 0 2 36 4 4 8 148
Forecasting Time Series Subject to Multiple Structural Breaks 1 3 7 312 5 9 26 868
Forecasting economic and financial variables with global VARs 0 1 11 183 3 6 37 487
Forecasting the Swiss economy using VECX models: An exercise in forecast combination across models and observation windows 0 0 0 0 0 0 0 0
Forecasting ultimate resource recovery 0 0 2 59 1 1 4 194
Formation of Inflation Expectations in British Manufacturing Industries 0 0 0 59 3 3 6 205
General diagnostic tests for cross-sectional dependence in panels 3 6 11 11 9 35 62 62
Generalized impulse response analysis in linear multivariate models 10 42 162 2,766 28 126 521 6,302
Global and Partial Non-Nested Hypotheses and Asymptotic Local Power 0 0 1 21 0 0 4 59
Growth and Convergence in Multi-country Empirical Stochastic Solow Model 0 1 8 713 2 7 36 1,785
Half‐panel jackknife fixed‐effects estimation of linear panels with weakly exogenous regressors 0 0 2 4 0 0 7 27
Heterogeneity and cross section dependence in panel data models: theory and applications introduction 2 3 7 508 5 8 30 1,197
How costly is it to ignore breaks when forecasting the direction of a time series? 0 0 1 94 1 2 8 311
Identification of New Keynesian Phillips Curves from a Global Perspective 0 0 0 109 1 1 4 318
Identification of New Keynesian Phillips Curves from a Global Perspective 0 0 0 0 1 1 7 7
Identification of rational expectations models 0 0 0 100 1 1 3 197
Impulse response analysis in nonlinear multivariate models 5 19 120 2,782 16 60 310 5,524
In memory of Clive Granger: an advisory board member of the journal 0 0 0 27 0 0 1 85
Infinite-dimensional VARs and factor models 0 0 4 127 4 4 18 381
Inflation, Capital Gains and U.K. Personal Savings: 1953-1981 0 1 1 85 0 1 4 266
Introducing a replication section 0 2 6 54 0 5 17 235
Is There a Debt-Threshold Effect on Output Growth? 5 18 58 196 10 40 163 586
Journal of Applied Econometrics Conference Sponsorship Grants 0 0 0 0 1 1 2 419
Journal of Applied Econometrics Dissertation Prize 0 0 0 63 0 1 7 278
Journal of Applied Econometrics Dissertation Prize 0 0 0 138 2 3 9 463
Journal of Applied Econometrics distinguished authors 0 0 0 0 0 0 5 61
Journal of Applied Econometrics distinguished authors 0 0 0 0 0 0 4 285
Journal of applied econometrics distinguished authors 0 0 0 48 1 3 14 214
Journal of applied econometrics distinguished authors 0 0 0 0 1 1 5 12
Journal of applied econometrics scholars programme 0 0 0 32 0 0 2 151
LONG-RUN STRUCTURAL MODELLING 0 1 7 253 2 5 49 726
Large panels with common factors and spatial correlation 2 4 19 216 4 13 56 615
Learning, Structural Instability, and Present Value Calculations 0 0 0 50 0 0 5 275
Life and Work of John Richard Nicholas Stone 1913-1991 0 0 2 22 1 3 11 283
Life-cycle consumption under social interactions 0 0 0 61 1 2 5 223
Limited-dependent rational expectations models with future expectations 0 0 0 33 0 0 2 157
Limited-dependent rational expectations models with stochastic thresholds 0 0 0 35 1 1 2 154
Long Run Macroeconomic Relations in the Global Economy 1 2 3 187 2 4 15 561
Lumpy Price Adjustments: A Microeconometric Analysis 0 0 0 7 0 5 26 86
Lumpy Price Adjustments: A Microeconometric Analysis 0 1 1 52 1 3 14 228
MACROECONOMETRIC MODELLING WITH A GLOBAL PERSPECTIVE* 0 0 1 166 2 2 9 464
Macroeconomic Dynamics and Credit Risk: A Global Perspective 3 5 25 426 5 12 63 1,070
March 2008 Announcement: Journal of Applied Econometrics Distinguished Authors 0 0 0 20 1 1 3 121
Market timing and return prediction under model instability 1 2 6 276 3 6 19 688
Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods 2 7 29 1,031 7 23 95 2,303
Mean group estimation in presence of weakly cross-correlated estimators 0 0 1 7 2 5 13 36
Measurement of factor strength: Theory and practice 0 0 0 0 1 1 1 1
Model averaging in risk management with an application to futures markets 0 0 2 70 1 1 10 232
Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model 3 4 23 671 13 19 81 1,266
Multivariate Linear Rational Expectations Models 0 2 3 53 0 6 15 149
Nonlinear Dynamics and Econometrics: An Introduction 0 0 0 96 0 1 4 279
Oil Export and the Economy of Iran (in Persian) 0 0 4 4 2 5 24 24
Oil exports and the Iranian economy 1 1 5 60 2 2 15 204
Oil investment in the North Sea 0 0 0 91 2 2 6 320
Oil prices and the global economy: Is it different this time around? 1 3 67 156 1 7 109 289
On Identification of Bayesian DSGE Models 0 0 3 94 1 3 12 241
On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Comments 0 0 0 23 0 0 2 153
On the Policy Ineffectiveness Proposition and a Keynesian Alternative: A Rejoinder 0 0 1 85 1 1 5 350
On the comprehensive method of testing non-nested regression models 0 0 0 14 1 1 3 67
On the interpretation of panel unit root tests 0 1 4 110 2 4 13 297
Optimal forecasts in the presence of structural breaks 1 1 8 72 2 6 20 226
Pairwise Tests of Purchasing Power Parity 0 0 2 143 2 4 9 345
Panel unit root tests in the presence of a multifactor error structure 1 2 9 324 2 5 42 860
Panels with non-stationary multifactor error structures 1 3 12 215 4 12 41 610
Persistence of Shocks and Their 0 0 0 41 2 3 8 190
Persistence profiles and business cycle fluctuations in a disaggregated model of U.K. output growth 1 2 2 116 2 3 8 322
Persistence, cointegration, and aggregation: A disaggregated analysis of output fluctuations in the U.S. economy 0 0 1 101 0 0 6 241
Pitfalls of testing non-nested hypotheses by the lagrange multiplier method 0 0 0 26 0 0 4 139
Pitfalls of testing non-nested hypotheses by the lagrange multiplier method 0 0 0 16 0 0 1 97
Predictability of Stock Returns: Robustness and Economic Significance 0 4 27 1,013 1 7 45 1,901
REAL-TIME ECONOMETRICS 0 0 0 61 2 2 10 179
Rejoinder 0 0 0 14 0 1 3 72
Rejoinder to comments on forecasting economic and financial variables with global VARs 0 0 0 38 0 1 5 114
Rising Public Debt to GDP Can Harm Economic Growth 1 4 22 89 4 11 71 295
Selection of estimation window in the presence of breaks 2 7 25 455 8 18 62 968
Signs of impact effects in time series regression models 0 0 0 57 1 2 4 159
Small sample properties of forecasts from autoregressive models under structural breaks 0 3 5 127 3 14 34 417
Solution of Nonlinear Rational Expectations Models with Applications to Finite-Horizon Life-Cycle Models of Consumption 0 0 1 65 0 0 4 322
Solution of finite-horizon multivariate linear rational expectations models and sparse linear systems 0 0 0 52 1 1 3 170
Stochastic Growth Models and Their Econometric Implications 0 2 2 329 1 9 21 1,030
Structural Analysis of Cointegrating VARs 0 1 7 439 0 5 18 834
Structural analysis of vector error correction models with exogenous I(1) variables 1 9 28 682 8 29 95 1,462
THEORY AND PRACTICE OF GVAR MODELLING 2 5 13 73 5 12 46 235
Testing Dependence Among Serially Correlated Multicategory Variables 1 1 2 104 1 1 6 275
Testing Non-Nested Nonlinear Regression Models 0 0 0 177 2 2 8 520
Testing Weak Cross-Sectional Dependence in Large Panels 0 1 5 53 4 10 31 174
Testing for Aggregation Bias in Linear Models 0 0 0 138 1 1 5 442
Testing for Structural Stability and Predictive Failure: A Review 0 0 0 0 1 4 21 350
Testing for unit roots in heterogeneous panels 16 54 231 4,203 53 192 835 11,218
Testing slope homogeneity in large panels 6 25 86 490 24 76 238 1,212
Tests of Policy Interventions in DSGE Models 0 0 1 5 2 2 8 37
Tests of non-nested linear regression models subject to linear restrictions 0 0 0 13 1 1 5 100
Tests of non-nested regression models: Small sample adjustments and Monte Carlo evidence 0 0 2 114 1 1 6 409
The Cost Effectiveness of the UK's Sovereign Debt Portfolio 0 0 0 34 0 0 1 188
The Demand for Food in the United States and the Netherlands: A Systems Approach with the CBS Model: Comments 0 0 0 28 2 2 5 180
The Determinants of United Kingdom Import Prices-A Note 0 0 0 21 0 0 3 148
The J-test as a Hausman specification test 0 0 0 74 0 0 4 238
The Richard Stone Prize in Applied Econometrics 0 0 0 0 1 1 3 54
The Richard Stone Prize in Applied Econometrics 0 0 0 38 1 1 9 240
The Richard Stone Prize in Applied Econometrics 0 0 0 39 0 1 3 142
The Role of Economic Theory in Modelling the Long Run 6 15 51 541 13 35 135 1,279
The Role of Sectoral Interactions in Wage Determination in the UK Economy 0 0 6 114 1 1 14 382
The Small Sample Problem of Truncation Remainders in the Estimation of Distributed Lag Models with Autocorrelated Errors 0 1 1 35 0 1 4 214
The role of theory in econometrics 1 2 2 239 1 2 10 609
The spatial and temporal diffusion of house prices in the UK 2 2 13 196 3 8 66 618
To Pool or Not to Pool: Revisited 0 0 0 4 0 0 5 36
Variable selection, estimation and inference for multi-period forecasting problems 1 2 10 100 4 5 23 309
Weak and strong cross‐section dependence and estimation of large panels 0 1 1 123 0 5 16 381
Weak and strong cross‐section dependence and estimation of large panels 0 0 1 20 7 9 35 203
What if the UK or Sweden had joined the euro in 1999? An empirical evaluation using a Global VAR 0 1 2 180 1 7 20 514
Total Journal Articles 121 428 1,875 44,102 535 1,561 6,621 115,848


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 2 3 25 260
Global and National Macroeconometric Modelling: A Long-Run Structural Approach 0 0 0 0 1 7 47 444
Time Series and Panel Data Econometrics 0 0 0 0 11 31 153 514
Total Books 0 0 0 0 14 41 225 1,218


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 1 128
Global Business Cycles and Credit Risk 0 1 2 64 1 2 6 189
Growth and Income Distribution in Iran 0 0 0 0 0 2 2 2
Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR 0 0 11 13 1 4 25 30
Long-Run Effects in Large Heterogeneous Panel Data Models with Cross-Sectionally Correlated Errors 7 17 47 96 13 30 93 232
Survey Expectations 1 2 23 316 7 14 59 775
Total Chapters 8 20 83 527 22 52 186 1,356


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 1 3 21 990 4 8 60 3,180
GAUSS and Matlab codes for Multivariate Rational Expectations Models and Macroeconometric Modelling: A Review and Some New Results 1 3 14 966 3 11 46 2,375
GAUSS and Matlab codes for Solution of Finite-Horizon Multivariate Linear Rational Expectations Models and Sparse Linear Systems 1 2 6 736 1 2 16 2,877
Total Software Items 3 8 41 2,692 8 21 122 8,432


Statistics updated 2021-09-05