Access Statistics for Mohammad Hashem Pesaran

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A Bias-Adjusted LM Test of Error Cross Section Independence 0 1 7 276 1 3 22 953
A Bias-Corrected CD Test for Error Cross-Sectional Dependence in Panel Data Models with Latent Factors 0 0 3 6 0 0 13 21
A Bias-Corrected CD Test for Error Cross-Sectional Dependence in Panel Data Models with Latent Factors 2 5 9 16 7 15 33 66
A Bias-Corrected Method of Moments Approach to Estimation of Dynamic Short-T Panels 1 1 1 57 2 3 5 79
A Counterfactual Economic Analysis of COVID-19 Using a Threshold Augmented Multi-Country Model 0 0 0 27 0 0 2 125
A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model 0 0 0 25 0 0 1 120
A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model 0 0 1 84 0 1 5 520
A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model 2 9 34 722 5 16 96 2,319
A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model 0 1 1 15 0 2 3 158
A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model 0 0 0 16 2 2 5 107
A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model 1 1 1 11 1 1 1 110
A Decision_Theoretic Approach to Forecast Evaluation 0 0 0 0 0 0 1 1,059
A Discrete-Time Version of Target Zone Models with Jumps 0 0 0 18 0 0 2 148
A Discrete-Time Version of Target Zone Models with Jumps 0 0 0 0 0 0 0 302
A Discrete-Time Version of Target Zone Models with Jumps 0 0 0 0 0 0 1 195
A Floor and Ceiling Model of U.S. Output 0 0 0 0 0 0 3 581
A Generalisation of the Non-Parametric Henriksson-Merton Test of Market Timing 0 0 0 0 0 0 0 1,845
A Generalised R2 Criterion for Regression Models Estimated by the Instrumental Variable Method 0 0 0 0 0 0 2 962
A Long-run Structural Macro-econometric Model of the UK 0 0 0 0 0 1 4 1,082
A Multi-Country Approach to Forecasting Output Growth Using PMIs 0 0 0 19 0 1 4 107
A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices 0 0 0 1 0 0 0 14
A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices 0 0 0 72 0 0 2 207
A Non-Nested Test of Level-Differenced versus Log-Differenced Stationary Models 0 0 0 0 0 0 4 464
A One-Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models 0 0 0 47 0 1 5 75
A Pair-Wise Approach to Testing for Output and Growth Convergence 0 0 0 149 0 0 1 598
A Pair-Wise Approach to Testing for Output and Growth Convergence 0 0 0 110 0 0 5 361
A Pair-wise Approach to Testing for Output and Growth Convergence 0 0 0 356 0 0 2 1,027
A Recursive Modelling Approach to Predicting UK Stock Returns 0 0 0 625 0 0 1 1,163
A Recursive Modelling Approach to Predicting UK Stock Returns' 0 0 0 0 1 1 1 1,166
A Rejoinder: On the Policy Ineffectiveness Proposition and a Keynesian Alternative 0 0 0 151 0 0 0 487
A Residual-based Threshold Method for Detection of Units that are Too Big to Fail in Large Factor Models 0 0 0 29 0 1 2 69
A SIMPLE NON-PARAMETRIC TEST OF PREDICTIVE PERFORMANCE 0 0 0 6 0 0 6 2,245
A SIMPLE, NON-PARAMETRIC TEST OF PREDICTIVE PERFORMANCE 0 0 0 0 1 1 12 1,926
A SIMULATION APPROACH TO THE PROBLEM OF COMPUTING COX'S STATISTIC FOR TESTING NON-NESTED MODELS 0 0 0 0 0 0 0 752
A Simple Panel Unit Root Test in the Presence of Cross Section Dependence 0 8 26 3,992 9 42 145 11,464
A Spatio-Temporal Model of House Prices in the US 0 0 0 777 0 1 4 2,176
A Spatio-Temporal Model of House Prices in the US 0 0 0 188 0 0 3 619
A Spatio-Temporal Model of House Prices in the US 0 0 0 162 0 0 7 633
A Spatiotemporal Equilibrium Model of Migration and Housing Interlinkages 0 0 0 26 0 0 3 28
A Spatiotemporal Equilibrium Model of Migration and Housing Interlinkages 0 0 0 33 0 0 2 51
A Structural Cointegrating VAR Approach to Macroeconometric Modelling 0 0 0 0 0 3 10 3,172
A Two Stage Approach to Spatiotemporal Analysis with Strong and Weak Cross-Sectional Dependence 0 0 1 98 0 0 5 263
A Two Stage Approach to Spatiotemporal Analysis with Strong and weak cross Sectional Dependence 0 0 1 107 0 1 4 235
A VECX Model of the Swiss Economy 0 0 0 143 0 0 1 354
A VECX* Model of the Swiss Economy 0 0 0 193 0 2 3 517
A VECX* model of the Swiss economy 0 0 1 94 0 0 2 293
A long run structural macroeconometric model of the UK 0 0 2 1,215 0 1 8 2,072
A long run structural macroeconometric model of the UK (first version) 0 0 1 14 0 0 1 231
A multi-country approach to forecasting output growth using PMIs 0 0 0 58 0 0 4 147
A multiple testing approach to the regularisation of large sample correlation matrices 0 0 0 33 0 0 2 78
A one-covariate at a time, multiple testing approach to variable selection in high-dimensional linear regression models 0 0 0 59 1 2 5 171
A structural cointegrating VAR approach to macroeconometric modelling 0 1 2 921 0 2 4 1,426
ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF U.S. UNEMPLOYMENT 0 0 0 1 0 0 0 585
ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF U.S. UNEMPLOYMENT 0 0 0 0 0 0 0 405
ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF US UNEMPLOYMENT 0 0 0 0 0 0 0 377
ASSET PRICE DYNAMICS AND AGGREGATION 0 0 0 0 0 0 1 214
Aggregation Bias and Labor Demand Equations for the U.K. Economy 0 0 0 152 0 0 0 466
Aggregation in Large Dynamic Panels 0 0 0 115 0 0 1 267
Aggregation in Large Dynamic Panels 0 0 0 50 0 0 0 133
Aggregation in Large Dynamic Panels 0 0 0 110 0 0 1 313
Aggregation in large dynamic panels 0 0 0 27 0 0 0 125
Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns 0 0 0 135 0 0 1 309
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 0 1 496
Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns 0 0 0 1 0 0 2 20
Alternative approaches to testing non-nested models with autocorrelated disturbances: an application to models of U.S. unemployment 0 0 0 0 0 0 2 5
Alternative approaches to testing non-nested models with autocorrelated disturbances: an application to models of U.S. unemployment 0 0 0 4 0 0 1 34
An Analysis of the determination of Dutsche Mark/French Franc Exchange rate in a Discrete-Time Target-Zone Model 0 0 0 1 0 2 3 923
An Augmented Anderson-Hsiao Estimator for Dynamic Short-T Panels 0 0 0 63 1 2 2 146
An Autoregressive Distributed Lag Modelling Approach to Cointegration Analysis 0 0 0 0 28 89 317 8,733
An Econometric Analysis of Exploration and Extraction of Oil in the U.K. Continental Shelf 0 0 1 131 1 1 3 290
An Empirical Growth Model for Major Oil Exporters 0 0 1 2 0 0 2 45
An Empirical Growth Model for Major Oil Exporters 0 0 0 301 0 0 6 756
An Empirical Growth Model for Major Oil Exporters 0 1 1 145 0 1 1 416
An Empirical Growth Model for Major Oil Exporters 0 0 1 143 0 0 3 365
An Exponential Class of Dynamic Binary Choice Panel Data Models with Fixed Effects 0 0 0 123 0 0 1 145
An Exponential Class of Dynamic Binary Choice Panel Data Models with Fixed Effects 0 0 0 49 0 0 0 206
Analysis of Multiple Long Run Relations in Panel Data Models with Applications to Financial Ratios 4 4 4 4 6 6 6 6
Analytical and Numerical Solution of Finite-horizon Nonlinear Rational Expectations Models 0 0 0 0 0 0 2 1,199
Analytical and Numerical Solution of Multivariate Nonlinear Rational Expectations Models 0 0 0 61 0 1 3 235
Arbitrage Pricing Theory, the Stochastic Discount Factor and Estimation of Risk Premia from Portfolios 1 1 4 33 3 5 11 49
Arbitrage pricing theory, the stochastic discount factor and estimation of risk premia in portfolios 0 0 0 1 0 1 3 13
Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination across Models and Observation Windows 0 0 0 59 0 0 0 156
Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination across Models and Observation Windows 0 0 0 12 0 0 0 134
Assessing forecast uncertainties in a VECX* model for Switzerland: an exercise in forecast combination across models and observation windows 0 0 0 50 0 0 1 168
Bayes Estimation of Short-run Coefficients in Dynamic Panel Data Models 0 0 0 0 0 1 12 1,700
Beyond the DSGE Straitjacket 0 0 0 153 0 0 0 385
Beyond the DSGE Straitjacket 0 1 1 395 0 2 7 607
Beyond the DSGE straightjacket 0 0 0 157 0 0 1 211
Bias Reduction in Estimating Long-run Relationships from Dynamic Heterogenous Panels 0 0 0 0 0 1 1 816
Big Data Analytics: A New Perspective 0 0 0 23 0 0 1 91
Big Data Analytics: A New Perspective 0 0 0 35 0 0 2 96
Big data analytics: a new perspective 0 0 1 219 0 0 5 291
Bounds Testing Approaches to the Analysis of Long Run Relationships 0 1 13 1,798 3 11 50 3,486
Bounds Testing Approaches to the Analysis of Long-run Relationships 2 5 9 1,621 5 15 27 4,075
Business Cycle Effects of Credit Shocks in a DSGE Model with Firm Defaults 0 1 2 248 0 2 15 494
Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm Defaults 0 0 0 125 0 0 0 398
Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm Defaults 0 0 1 123 0 0 2 255
Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm Defaults 0 0 0 103 0 0 0 347
COVID-19 Time-Varying Reproduction Numbers Worldwide: An Empirical Analysis of Mandatory and Voluntary Social Distancing 0 0 0 4 1 2 2 42
COVID-19 Time-varying Reproduction Numbers Worldwide: An Empirical Analysis of Mandatory and Voluntary Social Distancing 0 0 0 7 1 1 1 35
COVID-19 Time-varying Reproduction Numbers Worldwide: An Empirical Analysis of Mandatory and Voluntary Social Distancing 0 0 0 0 0 0 2 12
Causal Effects of the Fed's Large-Scale Asset Purchases on Firms' Capital Structure 0 0 1 14 1 1 2 16
Causal effects of the Fed's large-scale asset purchases on firms' capital structure 0 0 3 9 0 1 10 23
Causal effects of the Fed's large-scale asset purchases on firms' capital structure 0 0 1 31 0 1 6 40
China's Emergence in the World Economy and Business Cycles in Latin America 0 0 0 303 0 0 0 1,065
China's Emergence in the World Economy and Business Cycles in Latin America 0 0 0 3 0 0 0 31
China's emergence in the world economy and business cycles in Latin America 0 0 0 0 0 0 0 0
China’s Emergence in the World Economy and Business Cycles in Latin America 0 0 0 94 0 2 2 229
China’s Emergence in the World Economy and Business Cycles in Latin America 0 0 0 58 0 0 1 198
China’s Emergence in the World Economy and Business Cycles in Latin America 0 0 0 108 1 1 2 307
Choice Between Disaggregate and Aggregate Specifications Estimated by Instrumental Variable Methods 0 0 0 0 0 1 3 457
Climate Change and Economic Activity: Evidence from U.S. States 0 0 0 23 0 0 1 21
Climate Change and Economic Activity: Evidence from U.S. States 0 2 10 152 2 9 30 353
Climate Change and Economic Activity: Evidence from U.S. States 0 0 0 19 0 0 0 20
Climate Change and Economic Activity: Evidence from US States 0 0 0 21 0 0 2 43
Climate change and economic activity: evidence from US states 0 0 0 0 6 6 6 7
Cointegration and Direct Tests of the Rational Expectations Hypothesis 0 0 0 0 0 0 0 376
Cointegration and Speed of Convergence to Equilibrium 0 0 0 0 0 0 1 922
Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors 0 0 6 249 1 2 15 480
Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors 0 0 3 188 0 0 5 404
Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Quantile Regression Models 0 0 0 125 1 1 10 317
Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors 2 3 3 131 2 3 14 512
Computational Issues in the Estimation of Higher-Order Panel Vector Autoregressions 0 0 0 0 0 1 4 510
Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market 0 0 0 148 1 1 1 293
Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market Crash 0 0 0 109 0 0 2 318
Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing 0 0 0 677 0 3 7 1,768
Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing 0 0 0 162 0 0 2 281
Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing 0 0 0 285 0 1 3 755
Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing 0 0 1 89 1 1 3 243
Country-Specific Oil Supply Shocks and the Global Economy: A Counterfactual Analysis 1 1 2 56 1 1 3 128
Country-Specific Oil Supply Shocks and the Global Economy: A Counterfactual Analysis 0 0 1 41 0 0 3 175
Country-Specific Oil Supply Shocks and the Global Economy: A Counterfactual Analysis 0 0 1 4 0 0 2 52
Country-Specific Oil Supply Shocks and the Global Economy: a Counterfactual Analysis 0 0 0 35 0 0 0 42
Country-specific oil supply shocks and the global economy: a counterfactual analysis 0 0 2 80 0 0 4 217
Cross-sectional Aggregation of Non-linear Models 0 0 0 0 0 0 0 942
Debt, Inflation and Growth - Robust Estimation of Long-Run Effects in Dynamic Panel Data Models 0 0 0 202 0 3 10 650
Debt, Inflation and Growth: Robust Estimation of Long-Run Effects in Dynamic Panel Data Models 0 1 1 120 0 2 5 249
Debt, Inflation and Growth: Robust Estimation of Long-Run Effects in Dynamic Panel Data Models 0 0 0 12 1 1 2 57
Debt, inflation and growth robust estimation of long-run effects in dynamic panel data models 0 0 6 247 1 4 30 643
Decision-Making in the Presence of Heterogeneous Information and Social Interactions 0 0 0 0 0 0 2 577
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 0 0 2 258 0 0 6 996
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 0 0 1 99 3 3 9 273
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 0 0 0 36 0 0 3 157
Diagnostics for IV Regressions 0 0 0 0 0 0 3 718
Double-question Survey Measures for the Analysis of Financial Bubbles and Crashes 0 0 0 14 1 1 1 60
Double-question Survey Measures for the Analysis of Financial Bubbles and Crashes 0 0 0 8 1 1 1 34
Dynamic Linear Models for Heterogeneous Panels 0 0 0 0 2 6 20 1,464
Dynamics of convergence to purchasing power parity in the World economy 0 0 0 0 0 0 0 371
ESTIMATING LIMITED-DEPENDENCE RATIONAL EXOECTATIONS MODELS 0 0 0 0 0 0 1 316
ESTIMATING LIMITED-DEPENDENT RATIONAL EXPECTATIONS MODELS 0 0 0 0 0 0 0 387
ESTIMATION OF SIMPLE CLASS OF MULTIVARIATE RATIONAL EXPECTATIONS MODELS: A TEST OF THE NEW CLASSICAL MODEL AT A SECTORAL LEVEL 0 0 0 0 0 0 1 425
EXPECTATIONS IN ECONOMICS 0 0 0 0 0 0 1 670
Econometric Analysis of Aggregation in the Context of Linear Prediction Models 0 0 0 147 0 0 1 519
Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit 0 0 0 73 0 1 2 190
Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit 0 0 0 72 0 0 2 282
Econometric Analysis of Production Networks with Dominant Units 0 0 0 45 0 0 0 57
Econometric Analysis of Production Networks with Dominant Units 0 0 0 44 0 0 0 124
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks 0 0 1 518 0 0 2 880
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7 0 0 1 173 0 0 2 366
Econometric Issues in the Analysis of Contagion 0 0 1 134 0 0 4 382
Econometric Issues in the Analysis of Contagion 0 0 0 160 0 0 1 424
Econometric Issues in the Analysis of Contagion 0 0 0 496 0 0 1 1,126
Econometric analysis of high dimensional VARs featuring a dominant unit 0 0 0 105 0 0 1 235
Econometrics: A Bird's Eye View 0 0 0 380 0 0 2 676
Econometrics: A Bird’s Eye View 0 0 0 207 0 1 3 465
Econometrics: A Bird’s Eye View 0 0 1 683 0 0 6 1,273
Economic Trends and Macroeconomic Policies in Post-revolutionary Iran 0 0 0 0 2 3 8 1,078
Economic and Statistical Measures of Forecast Accuracy 0 0 1 1,795 1 2 10 5,806
Equilibrium Asset Pricing Models and Predictability of Excess Returns 0 0 1 173 0 0 2 536
Estimating Limited-Dependent Rational Expectations Models: With an Application to Exchange Rate Determination in a Target Zone 0 0 0 67 0 0 0 253
Estimating Long-Run Relationships From Dynamic Heterogeneous Panels 0 0 0 0 3 7 26 2,189
Estimation and Inference In Short Panel Vector Autoregressions with Unit Roots And Cointegration 0 0 2 435 0 0 5 1,229
Estimation and Inference in Large Heterogeneous Panels with Cross Section Dependence 0 0 2 400 0 0 6 856
Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure 0 3 7 1,036 4 12 35 2,410
Estimation and Inference in Large Heterogenous Panels with Cross Section Dependence 0 0 0 150 0 0 3 426
Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration 0 0 1 738 0 0 4 1,516
Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration 0 2 6 90 1 4 18 866
Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration 0 0 0 1,008 0 0 4 2,553
Estimation and inference for spatial models with heterogeneous coefficients: an application to U.S. house prices 0 0 3 119 0 1 5 216
Estimation and inference in spatial models with dominant units 0 0 0 43 0 0 0 106
Estimation of Time-invariant Effects in Static Panel Data Models 0 1 4 56 1 2 9 189
Exchange Rate Unification, the Role of Markets and Planning in the Iranian Economic Reconstruction 0 0 0 0 0 0 2 345
Exploring the International Linkages of the Euro Area: A Global VAR Analysis 0 0 0 687 1 2 2 1,978
Exploring the International Linkages of the Euro Area: a Global VAR Analysis 0 0 1 205 0 1 3 604
Exploring the International Linkages of the Euro Area: a Global VAR Analysis 0 1 1 230 0 2 5 648
Exploring the International Linkages of the Euro Area: a Global VAR Analysis 0 0 0 241 0 0 3 764
Exploring the international linkages of the euro area: a global VAR analysis 0 0 0 179 1 1 2 594
Exponent of Cross-sectional Dependence for Residuals 0 0 0 34 0 0 2 79
Exponent of Cross-sectional Dependence: Estimation and Inference 0 0 0 148 0 0 1 313
Exponent of Cross-sectional Dependence: Estimation and Inference 0 0 1 54 0 0 4 222
Exponent of Cross-sectional Dependence: Estimation and Inference 0 0 0 74 2 2 2 229
Exponent of cross-sectional dependence for residuals 0 0 0 11 0 0 1 46
Factor Strengths, Pricing Errors, and Estimation of Risk Premia 0 0 0 33 0 0 2 72
Firm Heterogeneity and Credit Risk Diversification 0 0 0 284 0 1 1 685
Forecast Uncertainties In Macroeconometric Modelling: An Application to the UK Economy 0 0 0 165 0 0 1 419
Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy 0 0 0 473 0 0 0 1,410
Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy 0 0 0 95 0 0 2 442
Forecast Uncertainties in Macroeconomics Modelling: An Application to the UK Economy 0 0 1 212 0 0 3 713
Forecasting 2024 US Presidential Election by States Using County Level Data: Too Close to Call 0 0 28 28 1 4 71 71
Forecasting 2024 US Presidential Election by States Using County Level Data: Too Close to Call 0 0 5 5 0 0 10 10
Forecasting Economic and Financial Variables with Global VARs 0 0 0 313 0 1 3 925
Forecasting Economic and Financial Variables with Global VARs 0 0 1 209 0 1 5 538
Forecasting Random Walks Under Drift Instability 0 0 0 28 0 0 0 126
Forecasting Random Walks Under Drift Instability 0 0 0 161 0 0 3 405
Forecasting Stock Returns 0 0 0 0 0 0 0 1,150
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 0 169 0 1 1 526
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 1 626 1 1 15 1,560
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 1 201 0 0 2 550
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 0 167 0 1 3 496
Forecasting Ultimate Resource Recovery 0 0 0 0 0 0 4 377
Forecasting With Panel Data: Estimation Uncertainty Versus Parameter Heterogeneity 0 1 1 17 1 3 6 22
Forecasting economic and financial variables with global VARs 0 0 0 336 0 0 2 675
Forecasting the Swiss Economy Using VECX* Models: An Exercise in Forecast Combination Across Models and Observation Windows 0 0 0 121 0 0 0 328
Forecasting with panel data: Estimation uncertainty versus parameter heterogeneity 1 3 11 30 2 6 29 42
Forecasting with panel data: estimation uncertainty versus parameter heterogeneity 0 0 1 3 0 3 8 22
Forecasting with panel data: estimation uncertainty versus parameter heterogeneity 1 2 3 79 1 2 11 56
General Diagnostic Tests for Cross Section Dependence in Panels 0 2 10 330 0 9 41 1,133
General Diagnostic Tests for Cross Section Dependence in Panels 10 34 98 2,240 63 228 691 7,935
General Diagnostic Tests for Cross Section Dependence in Panels 1 1 7 1,206 3 9 48 3,670
Generalised Impulse Response Analysis in Linear Multivariate Models 0 0 0 0 2 5 31 4,256
Global Business Cycles and Credit Risk 0 0 0 212 0 0 1 546
Global Business Cycles and Credit Risk 0 0 0 206 0 0 1 617
Growth and Convergence in a Multi-Country Empirical Stochastic Solow Model 0 0 0 78 1 2 8 315
Growth and Convergence in a Multi-County empirical Stochastic Solow Model 0 0 0 2 0 0 3 740
Growth and Convergence: A Multi-Country Empirical Analysis of the Solow Growth Model 0 0 0 0 0 2 5 2,782
Half-panel jackknife fixed effects estimation of panels with weakly exogenous regressor 0 0 0 49 2 2 8 149
Heterogeneous Autoregressions in Short T Panel Data Models 0 0 0 1 0 1 2 7
Heterogeneous Autoregressions in Short T Panel Data Models 0 0 2 4 0 0 5 11
Heterogeneous Autoregressions in Short T Panel Data Models 0 0 1 30 0 0 3 23
High-Dimensional Forecasting with Known Knowns and Known Unknowns 0 0 2 18 0 1 7 22
High-Dimensional Forecasting with Known Knowns and Known Unknowns 0 0 2 27 0 0 6 18
High-dimensional forecasting with known knowns and known unknowns 0 0 1 34 0 2 13 34
How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series? 0 0 0 224 0 0 1 480
How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series? 0 0 0 277 0 0 0 591
How to Detect Network Dependence in Latent Factor Models? A Bias-Corrected CD Test 0 0 1 7 1 3 8 19
How to Detect Network Dependence in Latent Factor Models? A Bias-Corrected CD Testy 0 0 6 45 2 5 52 148
Identification and Estimation of Categorical Random Coefficient Models 0 0 0 23 0 0 0 21
Identification and Estimation of Categorical Random Coefficient Models 0 0 0 7 0 0 3 11
Identification and Estimation of Categorical Random Coeficient Models 0 0 0 19 0 0 2 35
Identification of New Keynesian Phillips Curves from a Global Perspective 0 0 0 96 0 2 17 300
Identification of New Keynesian Phillips Curves from a Global Perspective 0 0 0 225 0 0 0 607
Identification of New Keynesian Phillips Curves from a Global Perspective 0 0 0 66 0 0 2 254
Identification of new Keynesian Phillips Curves from a global perspective 0 0 1 55 0 0 3 235
Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR 0 0 9 156 1 4 49 378
Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR 0 0 0 37 0 0 2 96
Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR 0 0 0 34 0 1 1 56
Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR 0 0 1 25 0 0 1 106
Identifying Global and National Output and Fiscal Policy ShocksUsing a GVAR 0 0 1 15 2 3 4 40
Identifying the Effects of Sanctions on the Iranian Economy Using Newspaper Coverage 1 3 3 27 4 8 22 130
Identifying the Effects of Sanctions on the Iranian Economy using Newspaper Coverage 0 1 1 37 0 2 11 115
Identifying the Effects of Sanctions on the Iranian Economy using Newspaper Coverage 0 2 2 6 0 2 3 18
Infinite Dimensional VARs and Factor Models 0 0 0 165 1 1 3 530
Infinite Dimensional VARs and Factor Models 0 0 0 33 0 0 1 199
Infinite Dimensional VARs and Factor Models 0 0 0 70 0 1 2 268
Infinite-dimensional VARs and factor models 0 0 0 152 0 0 5 414
Iranian Economy During the Pahlavi Era 0 0 0 0 0 1 9 1,136
Iranian Economy in Twentieth Century: A Global Perspective 0 3 8 102 0 4 16 280
Iranian Economy in the Twentieth Century: A Global Perspective 0 1 7 486 1 7 22 1,093
Is There a Debt-threshold Effect on Output Growth? 0 0 0 88 0 2 10 251
Is There a Debt-threshold Effect on Output Growth? 0 1 4 159 0 1 4 439
Is there a Debt-Threshold Effect on Output Growth? 0 0 1 96 0 0 5 289
Is there a debt-threshold effect on output growth? 0 1 3 161 1 3 9 388
JOINT TEST OF NON-NESTED MODELS AND GENERAL ERRO SPECIFICATIONS 0 0 0 0 0 0 1 897
Land Use Regulations, Migration and Rising House Price Dispersion in the U.S 0 0 0 70 0 1 2 96
Large Panel Data Models with Cross-Sectional Dependence: A Survey 0 0 0 240 0 0 2 553
Large Panels with Common Factors and Spatial Correlations 0 0 0 74 0 0 3 251
Large Panels with Common Factors and Spatial Correlations 0 0 1 138 0 0 4 379
Large Panels with Common Factors and Spatial Correlations 0 0 0 252 0 0 4 734
Large panel data models with cross-sectional dependence: a survey 0 3 11 258 7 13 53 584
Large panels with common factors and spatial correlation 0 0 0 17 0 1 5 129
Learning, Structural Instability and Present Value Calculations 0 0 0 61 1 1 3 326
Learning, Structural Instability and Present Value Calculations 0 0 0 55 0 0 0 245
Learning, Structural Instability and Present Value Calculations 0 0 0 138 0 0 4 704
Learning, structural instability and present value calculations 0 0 1 145 0 1 3 521
Learning, structural instability and present value calculations 0 0 0 31 0 0 1 266
Life-Cycle Models and Cross-Country Analysis of Saving 0 0 0 223 0 0 0 599
Limited-Dependaent Rational Expectations Models with Future Expectations 0 0 0 0 0 0 0 339
Limited-Dependent Rational Expectations Models with Stochastic Thresholds 0 0 0 0 0 0 1 187
Limited-dependent rational expectations models with jumps 0 0 0 41 0 0 0 488
Long Run Macroeconomic Relations in the Global Economy 0 0 0 100 0 0 0 370
Long Run Macroeconomic Relations in the Global Economy 0 1 1 98 0 1 2 377
Long Run Macroeconomic Relations in the Global Economy 0 0 0 50 0 0 1 297
Long Run Macroeconomic Relations in the Global Economy 0 0 0 340 0 0 1 1,052
Long run macroeconomic relations in the global economy 0 0 0 84 0 0 0 292
Long-Run Effects in Large Heterogenous Panel Data Models with Cross-Sectionally Correlated Errors 0 3 8 90 0 5 15 234
Long-Run Structural Modelling 0 1 2 1,002 0 4 17 1,895
Long-Run Structural Modelling 0 0 0 0 1 4 10 708
Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis 0 0 1 94 1 2 6 324
Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis 0 0 1 22 0 0 3 54
Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis 0 0 8 101 3 4 36 330
Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis 10 22 45 709 14 42 114 3,076
Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis 0 0 0 81 1 1 3 251
Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis 0 0 2 87 0 1 4 183
Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis 0 0 0 73 0 1 7 251
Long-run effects in large heterogenous panel data models with cross-sectionally correlated errors 0 0 2 217 0 0 9 456
Lumpy Price Adjustments, A Microeconometric Analysis 0 0 0 94 0 0 1 454
Lumpy Price Adjustments: A Microeconometric Analysis 0 0 0 29 0 0 1 229
Lumpy Price Adjustments: A Microeconometric Analysis 0 0 0 40 1 2 4 193
Lumpy Price Adjustments: A Microeconometric Analysis 0 0 0 38 0 1 2 221
Lumpy price adjustments: a microeconometric analysis 0 0 0 81 0 0 4 384
Macroeconometric Modelling with a Global Perspective 0 0 1 173 0 0 4 440
Macroeconometric Modelling with a Global Perspective 0 0 0 214 0 1 2 563
Macroeconometric Modelling with a Global Perspective 0 0 0 896 0 0 0 2,039
Macroeconomic Dynamics and Credit Risk: A Global Perspective 0 0 0 382 0 0 1 976
Macroeconomic Dynamics and Credit Risk: A Global Perspective 0 1 3 582 0 2 7 1,354
Macroeconomic Dynamics and Credit Risk: A Global Perspective 0 0 0 1,290 0 1 5 3,125
Market Efficiency Today 0 0 0 230 0 0 1 539
Market Timing and Return Prediction under Model Instability 0 0 0 508 1 1 1 1,209
Market efficiency today 0 1 2 9 0 1 2 36
Market timing and return prediction under model instability 0 0 1 10 0 1 2 105
Matching Theory and Evidence on Covid-19 Using a Stochastic Network SIR Model 0 0 0 18 0 0 2 57
Matching Theory and Evidence on Covid-19 using a Stochastic Network SIR Model 0 1 1 51 0 1 3 125
Matching Theory and Evidence on Covid-19 using a Stochastic Network SIR Model 0 0 1 2 0 1 2 16
Maximum Likelihood Estimation of Fixed Effects Dynamic Panel Data Models Covering Short Time Periods 0 0 0 0 1 2 11 3,669
Mean Group Estimation in Presence of Weakly Cross-Correlated Estimators 0 0 0 43 0 0 2 49
Measurement of Factor Strenght: Theory and Practice 0 0 0 43 0 0 2 106
Measurement of Factor Strength: Theory and Practice 0 0 0 30 0 0 1 59
Model Averaging and Value-at-Risk Based Evaluation of Large Multi Asset Volatility Models for Risk Management 0 0 0 219 0 0 1 618
Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management 0 0 0 165 0 0 1 510
Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management 0 0 0 237 0 0 5 608
Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management 0 0 0 360 1 1 3 1,165
Model Averaging in Risk Management with an Application to Futures Markets 0 0 0 186 0 0 1 516
Model Averaging in Risk Management with an Application to Futures Markets 0 0 1 158 0 0 4 426
Model Instability and Choice of Observation Window 0 0 0 26 1 1 1 127
Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model 0 0 2 1,167 2 3 5 2,558
Modelling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model 1 1 4 653 4 7 19 1,566
Modelling Regional Interdependencies using a Global Error-Correcting Macroeconometric Model 0 0 4 58 0 0 6 185
Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution 0 0 0 124 0 0 0 284
Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution 1 1 1 179 2 4 8 401
Modelling regional interdependencies using a global error-correcting macroeconometric model 0 0 2 315 0 0 6 755
Monetary Policy Transmission and the Phillips Curve in a Global Context 0 0 2 174 0 1 5 441
Multivariate Linear Rational Expectations Models: Characterisation of the Nature of the Solutions and Their Fully Recursive Computation 0 0 0 0 1 3 7 1,059
Multivariate Rational Expectations Models and Macroeconomic Modelling: A Review and Some New Results 0 0 0 0 0 4 16 1,879
National and Global Macroeconometric Modelling Using GVAR 0 0 0 0 0 0 3 421
Neglected Heterogeneity and Dynamics in Cross-country Savings Regressions 0 1 2 473 0 3 9 1,641
New Directions in Applied Macroeconomic Modelling 0 0 0 0 0 0 3 422
Non-nested Hypothesis Testing: An Overview 1 1 2 1,746 1 3 15 7,576
Oil Exports and the Iranian Economy 1 1 1 160 1 1 4 520
Oil Exports and the Iranian Economy 1 1 1 139 1 1 4 440
Oil Exports and the Iranian Economy 0 0 0 167 0 0 3 518
Oil Exports and the Iranian Economy 1 1 1 198 1 3 6 433
Oil Investment in the North Sea 0 0 0 0 0 0 3 29
Oil Investment in the North Sea 0 0 0 0 0 0 1 894
Oil Prices and the Global Economy: Is It Different This Time Around? 0 0 0 18 0 0 0 58
Oil Prices and the Global Economy: Is It Different This Time Around? 0 0 0 76 1 2 3 129
Oil Prices and the Global Economy: Is It Different This Time Around? 0 0 0 56 0 0 0 92
Oil Prices and the Global Economy: Is it Different this Time Around? 1 1 1 21 2 3 3 112
Oil prices and the global economy: Is it different this time around? 0 0 0 68 0 1 1 128
Oil prices and the global economy: is it different this time around? 0 0 0 98 0 1 2 173
On Aggregation of Linear Dynamic Models 0 0 0 275 0 1 2 1,090
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 67 0 0 2 214
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 235 0 0 1 462
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 104 1 1 2 253
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 70 0 0 1 200
On Identification of Bayesian DSGE Models 0 0 0 38 0 0 0 94
On Identification of Bayesian DSGE Models 0 0 0 210 0 0 1 362
On Identification of Bayesian DSGE Models 0 0 0 93 0 0 0 181
On Identification of Bayesian DSGE Models 0 0 1 54 0 0 4 183
On Identification of Bayesian DSGE Models* 0 0 0 70 0 0 1 170
On The Panel Unit Root Tests Using Nonlinear Instrumental Variables 0 0 0 282 0 2 7 849
One Hundred Years of Oil Income and the Iranian Economy: A Curse or a Blessing? 0 0 0 5 1 3 5 53
One Hundred Years of Oil Income and the Iranian Economy: A Curse or a Blessing? 0 0 2 170 3 10 13 687
One Hundred Years of Oil Income and the Iranian Economy: A curse or a Blessing 0 0 1 219 0 2 5 481
Optimal Asset Allocation with Factor Models for Large Portfolios 0 0 0 307 0 1 4 915
Optimal Asset Allocation with Factor Models for Large Portfolios 0 0 0 151 0 0 0 508
Optimal Consumption Decisions under Social Interactions 0 0 0 0 0 1 1 1,113
Optimal Forecasts in the Presence of Structural Breaks (Updated 14 November 2011) 0 0 0 147 0 0 0 187
Optimality and Diversifiability of Mean Variance and Arbitrage Pricing Portfolios 0 0 1 79 0 1 3 301
PERSISTENCE, COINTEGRATION AND AGGREGATION: A DISAGGREGATED ANALYSIS OF OUTPUT FLUCTUATIONS IN THE U.S. ECONOMY 0 0 0 0 0 1 2 541
PERSISTENCE, COINTEGRATION AND AGGREGATION: A DISAGGREGATED ANALYSIS OF OUTPUT FLUCTUATIONS IN THE US ECONOMY 0 0 0 0 1 1 3 400
Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures 0 0 0 90 0 1 2 417
Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures 0 0 0 166 0 0 2 666
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 0 0 85 0 0 6 277
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 0 0 131 0 0 1 370
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 0 0 80 0 0 3 321
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 0 0 76 0 0 2 306
Panels with Nonstationary Multifactor Error Structures 0 0 0 52 0 0 2 222
Panels with Nonstationary Multifactor Error Structures 0 0 0 78 0 0 2 310
Panels with Nonstationary Multifactor Error Structures 0 0 0 0 0 0 0 27
Panels with Nonstationary Multifactor Error Structures 0 0 0 233 0 1 1 641
Panels with nonstationary multifactor error structures 0 0 1 17 0 0 3 98
Planning and Macroeconomic Stabilization in Iran 0 0 0 48 0 0 3 142
Planning and Macroeconomic Stabilization in Iran 0 0 0 0 0 1 2 509
Pooled Bewley Estimator of Long Run Relationships in Dynamic Heterogenous Panels 0 0 0 1 0 0 2 3
Pooled Bewley Estimator of Long-Run Relationships in Dynamic Heterogenous Panels 0 0 2 40 0 0 4 39
Pooled Estimation of Long-run Relationships in Dynamic Heterogeneous Panels 0 0 0 0 5 18 78 2,331
Pooled Mean Group Estimation of Dynamic Heterogeneous Panels 5 12 49 5,768 18 48 183 14,898
Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors 0 0 1 11 1 1 10 86
Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors 0 0 0 23 0 0 4 96
Predictability of Asset Returns and the Efficient Market Hypothesis 0 0 0 357 0 0 1 936
Predictability of Asset Returns and the Efficient Market Hypothesis 0 1 1 186 1 2 3 291
Predictability of Asset Returns and the Efficient Market Hypothesis 0 0 0 75 0 0 8 262
Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients 0 0 0 4 0 0 1 41
Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients 0 0 1 83 1 1 7 249
RATIONAL EXPECTATIONS IN DISAGGREGATED MODELS: AN EMPIRICAL ANALYSIS OF OPEC'S BEHAVIOR 0 0 0 0 0 0 0 463
Random Coefficient Panel Data Models 0 0 0 460 0 0 1 1,135
Random Coefficient Panel Data Models 0 1 2 1,992 0 2 10 4,522
Random Coefficient Panel Data Models 0 0 0 1,101 0 0 1 2,630
Random Coefficient Panel Data Models 0 0 2 735 0 2 10 1,456
Real Time Econometrics 0 0 0 82 0 1 3 288
Real Time Econometrics 0 0 0 211 0 0 0 583
Real Time Econometrics 0 0 0 90 0 1 2 316
Real Time Econometrics 0 0 0 368 0 0 2 772
Reflections on "Testing for Unit Roots in Heterogeneous Panels" 0 1 3 115 1 2 5 74
Reflections on “Testing for Unit Roots in Heterogeneous Panels” 0 0 0 41 0 0 1 16
Regional Heterogeneity and U.S. Presidential Elections 1 1 2 22 1 1 4 33
Regional Heterogeneity and U.S. Presidential Elections 0 0 0 28 0 1 3 173
Revisiting the Great Ratios Hypothesis 0 1 2 55 0 1 2 21
Revisiting the Great Ratios Hypothesis 0 0 0 31 1 1 3 33
Revisiting the Great Ratios Hypothesis 0 0 0 3 0 2 4 16
Revisiting the Great Ratios Hypothesis 0 0 0 6 0 0 1 9
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models 0 0 0 75 0 0 2 213
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models 0 0 0 21 1 1 2 125
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models 0 0 2 26 0 0 2 116
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Models 0 0 0 81 0 0 1 185
Scope for Cost Minimization in Public Debt Management: the Case of the UK 0 0 1 345 0 1 2 1,996
Scope for Credit Risk Diversification 0 0 0 283 0 0 0 1,027
Scope for Credit Risk Diversification 0 0 0 122 0 0 0 650
Signs of Impact Effects in Time Series Regression Models 0 0 1 80 0 0 2 208
Small Sample Properties of Forecasts From Autoregressive Models Under Structural Breaks 0 0 0 111 0 0 4 454
Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks 0 0 0 178 0 0 5 550
Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks 0 0 0 244 0 0 2 773
Social Distancing, Vaccination and Evolution of COVID-19 Transmission Rates in Europe 0 0 0 12 0 0 0 15
Social Distancing, Vaccination and Evolution of COVID-19 Transmission Rates in Europe 0 0 0 6 0 1 3 15
Social Distancing, Vaccination and Evolution of Covid-19 Transmission Rates in Europe 0 0 0 2 0 0 0 4
Solution of Multivariate Linear Rational Expectations Models and Large Sparse Linear Systems 0 0 0 0 0 0 2 1,284
Spatial and Temporal Diffusion of House Prices in the UK 0 0 0 62 0 0 1 188
Spatial and Temporal Diffusion of House Prices in the UK 0 0 0 51 0 0 3 258
Spatial and Temporal Diffusion of House Prices in the UK 0 0 0 404 0 0 3 960
Spatial and Temporal Diffusion of House Prices in the UK 0 0 1 154 0 0 3 402
Stochastic Growth 0 0 0 0 0 0 2 1,170
Structural Analysis of Cointegrating VARs 0 0 0 0 0 0 9 1,529
Structural Analysis of Vector Error Correction Models with Exogenous I(1) Variables 0 0 0 0 2 6 13 1,984
Structural Econometric Estimation of the Basic Reproduction Number for Covid-19 Across U.S. States and Selected Countries 0 0 1 5 0 0 2 10
Structural Econometric Estimation of the Basic Reproduction Number for Covid-19 Across U.S. States and Selected Countries 0 0 0 7 0 0 1 13
Structural Econometric Estimation of the Basic Reproduction Number for Covid-19 across U.S. States and Selected Countries 0 0 0 6 0 0 3 8
Structural analysis of vector error correction models with exogenous I(1) variables 0 0 0 933 0 0 3 2,166
Structural analysis of vector error correction models with exogenous I(1) variables 0 0 0 4 1 5 7 502
Supply, Demand and Monetary Policy Shocks in a Multi-Country New Keynesian Model 0 0 0 341 1 1 2 1,030
Supply, demand and monetary policy shocks in a multi-country New Keynesian Model 0 0 0 183 0 3 9 461
Survey Expectations 0 0 0 77 1 1 2 315
Survey Expectations 0 0 2 535 1 1 9 1,123
Survey Expectations 0 0 0 477 1 1 1 2,064
THE IRANIAN FOREIGN EXCHANGE POLICY AND THE BLACK MARKET FOR DOLLARS 0 0 0 0 0 1 1 1,054
THE STATISTICAL AND ECONOMIC SIGNIFICANCE OF THE PREDICTABILITY OF EXCESS RETURNS ON COMMON STOCKS 0 0 0 0 0 0 0 660
THE STATISTICAL AND ECONOMIC SIGNIFICANCE OF THE PREDICTABILITY OF EXESS RETURNS ON COMMON STOCKS 0 0 0 0 0 1 1 548
Testing CAPM with a Large Number of Assets 0 0 1 152 0 0 6 442
Testing CAPM with a Large Number of Assets 0 0 3 125 2 2 11 324
Testing CAPM with a Large Number of Assets (Updated 28th March 2012) 0 0 0 275 1 1 3 703
Testing Dependence Among Serially Correlated Multi-category Variables 0 0 0 191 0 0 4 762
Testing Dependence among Serially Correlated Multi-Category Variables 0 0 0 74 0 0 2 311
Testing Dependence among Serially Correlated Multi-category Variables 0 0 0 52 0 0 1 256
Testing Slope Homogeneity in Large Panels 0 0 1 288 1 1 7 1,014
Testing Slope Homogeneity in Large Panels 1 1 4 313 1 1 12 1,117
Testing Slope Homogeneity in Large Panels 0 0 0 158 0 0 7 848
Testing Weak Cross-Sectional Dependence in Large Panels 0 1 1 155 1 3 6 514
Testing Weak Cross-Sectional Dependence in Large Panels 0 0 0 53 0 0 2 228
Testing Weak Cross-Sectional Dependence in Large Panels 0 0 0 185 0 1 6 394
Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities 0 0 0 25 0 0 2 78
Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities 0 0 0 151 1 2 4 229
Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities 0 0 0 0 0 0 0 0
Testing for Unit Roots in Heterogeneous Panels 0 0 0 0 3 9 45 3,089
Testing for the 'Existence of a Long-run Relationship' 0 0 0 0 12 58 207 5,561
Tests of Policy Ineffectiveness in Macroeconometrics 0 0 0 82 0 0 0 183
Tests of Policy Ineffectiveness in Macroeconometrics 0 0 0 83 0 0 0 93
Tests of Policy Ineffectiveness in Macroeconometrics 0 0 0 74 0 0 0 160
Tests of Policy Interventions in DSGE Models 0 0 1 70 0 0 3 109
The Cost Efficiency of UK Debt Management: A Recursive Modelling Approach 0 0 0 95 0 0 0 623
The Cost Efficiency of UK Debt Management: A Recursive Modelling Approach 0 0 0 220 0 2 2 1,695
The Forecasing time series subject to multiple structure breaks 0 0 0 0 0 0 4 273
The Interaction Between Theory and Observation in Economics 0 0 0 0 0 0 1 716
The Natural Rate Hypothesis and its Testable Implications 0 0 0 0 2 2 10 618
The Role of Economic Theory in Modelling the Long Run 0 0 0 0 0 2 9 2,377
The Role of Factor Strength and Pricing Errors for Estimation and Inference in Asset Pricing Models 0 0 1 53 0 0 4 110
The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification 0 0 0 81 0 0 0 339
The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification 0 0 0 190 0 0 1 634
The Role of Pricing Errors in Linear Asset Pricing Models with Strong, Semi-Strong, and Latent Factors 0 0 0 3 0 0 0 15
The Role of Pricing Errors in Linear Asset Pricing Models with Strong, Semi-strong, and Latent Factors 0 0 0 42 0 0 1 56
The Role of Sectoral Interactions in Wage Determination in the UK Economy 0 0 0 0 0 0 0 396
The Use of Recursive Model Selection Strategies in Forecasting Stock Returns 0 0 0 0 0 0 0 723
Theory and Evidence in Economics 0 0 0 0 0 0 2 336
Theory and Practice of GVAR Modeling 0 1 2 184 0 1 6 621
Theory and Practice of GVAR Modeling 0 2 3 71 0 4 8 231
Theory and practice of GVAR modeling 0 1 1 286 0 1 4 442
To Pool or not to Pool: Revisited 0 0 2 68 0 1 3 150
To Pool or not to Pool: Revisited 0 0 0 68 0 0 0 42
Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with Interactive Effects 0 0 0 41 0 1 3 147
Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with interactive effects 0 0 0 109 0 0 3 129
Trimmed Mean Group Estimation of Average Effects in Ultra Short T Panels under Correlated Heterogeneity 0 0 1 5 0 1 4 15
Trimmed Mean Group Estimation of Average Treatment Effects in Ultra Short T Panels under Correlated Heterogeneity 0 0 0 17 0 0 4 21
Trimmed Mean Group Estimation of Average Treatment Effects in Ultra Short T Panels under Correlated Heterogeneity 0 0 1 3 0 0 1 7
Two-Step, Instrumental Variable and Maximum Likelihood Estimation of Multivariate Rational Expectations Models 0 0 0 294 0 0 0 1,080
Uncertainty and Economic Activity: A Global Perspective 0 0 0 101 2 2 2 174
Uncertainty and Economic Activity: A Global Perspective 0 0 1 238 0 1 9 733
Uncertainty and Economic Activity: A Global Perspective 0 0 2 13 0 0 19 97
Uncertainty and Economic Activity: A Multi-Country Perspective 0 0 1 17 1 1 4 94
Uncertainty and Economic Activity: A Multi-Country Perspective 0 0 0 20 1 2 6 93
Uncertainty and Economic Activity: A Multi-Country Perspective 0 0 0 55 0 1 6 152
Uncertainty and Irreversible Investment an Empirical Analysis of Development of Oil Fields in the UKCS 0 0 0 3 1 1 5 16
Uncertainty and Irreversible Investment: An Empirical Analysis of Development of Oilfields on the UKCS 0 0 0 0 1 1 2 476
Uncertainty and economic activity: a multi-country perspective 1 1 5 51 2 2 8 95
Unit Roots and Cointegration in Panels 0 1 2 1,123 0 1 9 2,140
Unit Roots and Cointegration in Panels 0 0 0 1,339 1 1 7 2,909
Unit Roots and Cointegration in Panels 0 0 0 334 1 1 4 746
Unit roots and cointegration in panels 0 0 1 233 0 2 6 681
Variable Selection and Forecasting in High Dimensional Linear Regressions with Structural Breaks 0 0 0 18 0 0 2 37
Variable Selection and Inference for Multi-period Forecasting Problems 0 0 0 101 0 0 0 194
Variable Selection and Inference for Multi-period Forecasting Problems 0 0 0 95 0 0 1 245
Variable Selection and Inference for Multi-period Forecasting Problems 0 0 0 62 0 0 0 211
Variable Selection in High Dimensional Linear Regressions with Parameter Instability 0 0 0 37 0 1 5 53
Variable Selection in High Dimensional Linear Regressions with Parameter Instability 0 0 0 13 0 0 3 18
Variable Selection in High Dimensional Linear Regressions with Parameter Instability 0 1 3 22 0 2 7 21
Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution 0 0 0 142 0 0 0 372
Voluntary and Mandatory Social Distancing: Evidence on COVID-19 Exposure Rates from Chinese Provinces and Selected Countries 0 0 0 33 0 0 2 111
Voluntary and Mandatory Social Distancing: Evidence on COVID-19 Exposure Rates from Chinese Provinces and Selected Countries 0 0 0 45 0 0 0 76
Voluntary and Mandatory Social Distancing: Evidence on COVID-19 Exposure Rates from Chinese Provinces and Selected Countries 0 0 0 6 0 0 1 31
Voluntary and Mandatory Social Distancing: Evidence on Covid-19 Exposure Rates from Chinese Provinces and Selected Countries 0 0 0 28 0 0 1 182
Weak and Strong Cross Section Dependence and Estimation of Large Panels 0 0 0 87 0 0 3 286
Weak and Strong Cross Section Dependence and Estimation of Large Panels 2 2 2 121 2 2 6 367
Weak and strong cross section dependence and estimation of large panels 0 0 0 81 0 1 6 302
What if the UK had Joined the Euro in 1999? An Empirical Evaluation Using a Global VAR 0 0 0 135 0 0 0 396
What if the UK had Joined the Euro in 1999? An Empirical Evaluation using a Global VAR 0 0 0 182 0 0 3 569
What if the UK has Joined the Euro in 1999? An Empirical Evaluation using a Global VAR 0 0 0 222 0 0 1 632
Total Working Papers 57 179 666 90,930 339 1,066 4,298 342,047
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4 The Role of Theory in Applied Econometrics 0 0 1 2 0 1 2 12
A Bayesian analysis of linear regression models with highly collinear regressors 0 0 0 5 0 1 2 45
A Critique of the Proposed Tests of the Natural Rate-Rational Expectations Hypothesis 0 0 0 34 0 0 2 127
A Duration Model of Irreversible Oil Investment: Theory and Empirical Evidence 0 0 0 220 1 1 6 869
A Generalized R[superscript]2 Criterion for Regression Models Estimated by the Instrumental Variables Method 0 0 1 67 1 1 3 307
A Long run structural macroeconometric model of the UK 0 0 0 546 1 1 9 1,249
A One Covariate at a Time, Multiple Testing Approach to Variable Selection in High‐Dimensional Linear Regression Models 0 1 2 31 0 1 4 113
A Recursive Modelling Approach to Predicting UK Stock Returns 0 0 0 373 1 1 2 876
A Simple Nonparametric Test of Predictive Performance 0 0 0 0 0 2 10 2,741
A Two‐Stage Approach to Spatio‐Temporal Analysis with Strong and Weak Cross‐Sectional Dependence 0 0 1 29 0 0 5 112
A bias-adjusted LM test of error cross-section independence 0 0 0 202 1 2 25 1,005
A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model 0 0 2 26 0 2 6 86
A floor and ceiling model of US output 0 0 2 307 0 0 4 726
A generalization of the non-parametric Henriksson-Merton test of market timing 0 0 1 595 0 0 4 1,396
A multi-country approach to forecasting output growth using PMIs 0 1 2 23 1 3 8 119
A multiple testing approach to the regularisation of large sample correlation matrices 0 0 2 16 1 1 9 66
A pair-wise approach to testing for output and growth convergence 0 1 4 350 0 1 7 807
A proof of the asymptotic validity of a test for perfect aggregation 0 0 0 12 0 0 2 63
A simple panel unit root test in the presence of cross-section dependence 5 13 53 2,126 22 62 268 6,148
A simulation approach to the problem of computing Cox's statistic for testing nonnested models 0 0 1 96 0 0 1 259
A spatio-temporal model of house prices in the USA 3 5 11 310 6 16 39 994
A spatiotemporal equilibrium model of migration and housing interlinkages 0 0 1 2 0 1 3 13
A special issue in memory of John Denis Sargan: studies in empirical macroeconometrics 0 0 2 88 0 0 2 435
A unified approach to estimation and orthogonality tests in linear single-equation econometric models 0 0 0 39 0 0 1 144
AN EMPIRICAL GROWTH MODEL FOR MAJOR OIL EXPORTERS 0 0 1 52 0 0 4 238
Aggregation in large dynamic panels 0 0 0 66 0 0 3 256
Aggregation of linear dynamic models: an application to life-cycle consumption models under habit formation 0 0 0 52 0 0 4 273
An Alternative Econometric Approach to the Permanent Income Hypothesis: An International Comparison: A Comment 0 0 1 39 0 0 4 205
An Analysis of the Determination of Deutsche Mark/French Franc Exchange Rate in a Discrete-Time Target-Zone Model 0 0 0 42 0 0 1 352
An Econometric Analysis of Exploration and Extraction of Oil in the U.K. Continental Shelf 1 1 3 212 1 3 5 687
An augmented Anderson–Hsiao estimator for dynamic short-T panels† 0 0 7 17 0 3 11 35
Analysis of Exchange-Rate Target Zones Using a Limited-Dependent Rational-Expectations Model with Jumps 0 0 0 0 0 0 3 307
Announcement 0 0 0 49 0 0 3 135
Arbitrage pricing theory, the stochastic discount factor and estimation of risk premia from portfolios 0 0 1 1 0 2 6 7
BEYOND THE DSGE STRAITJACKET-super-1 0 0 0 39 0 0 0 100
Bounds testing approaches to the analysis of level relationships 12 32 187 6,597 49 110 490 14,481
China's Emergence in the World Economy and Business Cycles in Latin America 0 0 3 220 4 6 21 767
Choice between Disaggregate and Aggregate Specifications Estimated by Instrumental Variables Methods 0 0 0 0 0 1 1 461
Climate change and economic activity: evidence from US states 0 1 4 6 0 2 8 10
Cointegration and speed of convergence to equilibrium 0 4 9 717 0 10 38 1,487
Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors 7 24 61 788 16 53 178 2,151
Common correlated effects estimation of heterogeneous dynamic panel quantile regression models 0 0 1 25 0 0 6 71
Comparison of Local Power of Alternative Tests of Non-Nested Regression Models 0 0 0 39 0 0 1 280
Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash 0 0 0 46 0 1 2 221
Consistency of short-term and long-term expectations 0 0 0 19 0 0 2 70
Constructing Multi-Country Rational Expectations Models 0 0 1 31 0 0 3 121
Correction to: Exponent of Cross-sectional Dependence for Residuals 0 0 0 1 0 0 0 6
Costly Adjustment under Rational Expectations: A Generalization 0 0 0 30 0 0 1 245
Counterfactual analysis in macroeconometrics: An empirical investigation into the effects of quantitative easing 0 2 5 122 3 10 24 400
Country-specific oil supply shocks and the global economy: A counterfactual analysis 0 2 4 68 1 4 10 198
Cross-sectional aggregation of non-linear models 0 0 0 133 0 0 1 346
Cross‐Sectional Dependence in Panel Data Models: A Special Issue 0 0 5 83 0 0 8 170
DISTINGUISHED AUTHORS 0 0 0 31 0 0 0 93
Decision Making in the Presence of Heterogeneous Information and Social Interactions 0 0 0 0 0 0 0 289
Detection of units with pervasive effects in large panel data models 0 0 0 3 0 0 1 26
Diagnostic Tests of Cross‐section Independence for Limited Dependent Variable Panel Data Models 0 0 1 38 0 0 3 145
Diagnostics for IV Regressions 0 0 1 11 0 2 7 42
Double-Question Survey Measures for the Analysis of Financial Bubbles and Crashes 0 0 0 2 0 0 1 13
ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION 0 0 2 418 0 0 6 877
Econometric Analysis of Aggregation in the Context of Linear Prediction Models 0 0 0 147 0 0 0 839
Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit 1 3 3 72 3 8 19 197
Econometric analysis of production networks with dominant units 0 0 1 5 0 0 5 54
Econometric analysis of structural systems with permanent and transitory shocks 0 1 7 207 0 1 12 457
Econometric issues in the analysis of contagion 0 0 2 250 0 1 5 570
Editorial statement 0 0 0 0 0 0 1 6
Empirical Econometric Modelling of Food Consumption Using a New Informational Complexity Approach: Comments 0 0 0 35 0 0 1 137
Estimating limited-dependent rational expectations models with an application to exchange rate determination in a target zone 0 0 1 36 0 0 1 165
Estimating long-run relationships from dynamic heterogeneous panels 4 19 73 3,707 13 48 215 6,995
Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure 1 7 29 890 6 20 77 2,278
Estimation and inference for spatial models with heterogeneous coefficients: An application to US house prices 0 1 12 52 1 4 27 147
Estimation and inference in spatial models with dominant units 0 0 0 8 1 3 5 32
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 2 115
Estimation of time-invariant effects in static panel data models 1 4 17 47 4 8 41 165
Evaluation of macroeconometric models 0 0 0 102 0 0 0 190
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 48 0 0 0 127
Exploring the international linkages of the euro area: a global VAR analysis 0 1 4 966 0 5 25 2,311
Exponent of Cross-sectional Dependence for Residuals 0 0 1 10 1 1 5 47
Exponent of Cross‐Sectional Dependence: Estimation and Inference 0 0 0 30 0 1 4 146
Exponential class of dynamic binary choice panel data models with fixed effects 1 1 1 5 2 2 4 47
Firm heterogeneity and credit risk diversification 0 0 0 58 0 0 0 222
Forecast Combination Across Estimation Windows 0 0 0 79 0 0 2 233
Forecast Combination Across Estimation Windows 1 2 4 22 1 3 6 95
Forecast Uncertainties in Macroeconomic Modeling: An Application to the U.K. Economy 0 0 2 39 1 4 8 160
Forecasting Time Series Subject to Multiple Structural Breaks 0 1 2 327 0 2 8 928
Forecasting economic and financial variables with global VARs 1 4 16 212 2 6 34 586
Forecasting the Swiss economy using VECX models: An exercise in forecast combination across models and observation windows 0 0 0 10 0 0 1 45
Forecasting the Swiss economy using VECX models: An exercise in forecast combination across models and observation windows 0 0 0 0 0 0 1 5
Forecasting ultimate resource recovery 0 0 0 59 0 0 0 196
Formation of Inflation Expectations in British Manufacturing Industries 0 0 0 61 0 0 1 211
General diagnostic tests for cross-sectional dependence in panels 5 20 79 258 31 101 376 1,156
Generalized impulse response analysis in linear multivariate models 9 27 83 3,224 23 74 247 7,574
Global and Partial Non-Nested Hypotheses and Asymptotic Local Power 1 1 1 22 1 2 4 65
Growth Empirics: A Panel Data Approach—A Comment 0 0 1 421 4 4 10 1,066
Growth and Convergence in Multi-country Empirical Stochastic Solow Model 0 0 1 726 2 9 18 1,854
HIGH-DIMENSIONAL FORECASTING WITH KNOWN KNOWNS AND KNOWN UNKNOWNS 0 0 0 0 1 2 2 2
Half‐panel jackknife fixed‐effects estimation of linear panels with weakly exogenous regressors 0 1 5 14 0 3 15 61
Heterogeneity and cross section dependence in panel data models: theory and applications introduction 0 1 8 535 4 13 35 1,310
How costly is it to ignore breaks when forecasting the direction of a time series? 0 0 0 97 0 0 2 323
Identification and estimation of categorical random coefficient models 0 0 0 0 1 1 4 9
Identification of New Keynesian Phillips Curves from a Global Perspective 0 0 0 0 0 0 2 16
Identification of New Keynesian Phillips Curves from a Global Perspective 0 0 0 109 1 1 1 325
Identification of rational expectations models 0 0 1 103 0 0 4 205
Identifying and Exploiting Alpha in Linear Asset Pricing Models with Strong, Semi-Strong, and Latent Factors 1 1 1 1 1 2 2 2
Identifying the effects of sanctions on the Iranian economy using newspaper coverage 2 11 33 51 6 23 98 277
Impulse response analysis in nonlinear multivariate models 6 20 70 3,118 13 50 176 6,379
In memory of Clive Granger: an advisory board member of the journal 0 0 0 27 1 1 1 87
Infinite-dimensional VARs and factor models 0 1 5 142 0 1 9 414
Inflation, Capital Gains and U.K. Personal Savings: 1953-1981 0 0 0 90 0 0 1 276
Introducing a replication section 1 1 3 65 1 1 6 267
Is There a Debt-Threshold Effect on Output Growth? 2 5 19 283 4 15 58 832
Journal of Applied Econometrics Conference Sponsorship Grants 0 0 0 0 0 0 0 421
Journal of Applied Econometrics Dissertation Prize 0 0 0 138 0 0 1 469
Journal of Applied Econometrics Dissertation Prize 0 0 0 63 0 0 1 283
Journal of Applied Econometrics distinguished authors 0 0 0 0 0 0 1 69
Journal of Applied Econometrics distinguished authors 0 0 0 0 0 0 1 288
Journal of applied econometrics distinguished authors 0 0 0 0 0 0 3 18
Journal of applied econometrics distinguished authors 0 0 1 50 0 0 4 222
Journal of applied econometrics scholars programme 0 0 0 32 0 1 1 155
LONG-RUN STRUCTURAL MODELLING 0 0 2 267 0 2 6 772
Large panels with common factors and spatial correlation 2 3 14 267 4 7 34 772
Learning, Structural Instability, and Present Value Calculations 0 0 1 52 0 0 2 280
Life and Work of John Richard Nicholas Stone 1913-1991 0 0 0 22 1 1 2 301
Life-cycle consumption under social interactions 0 0 0 62 0 0 2 227
Limited-dependent rational expectations models with future expectations 0 0 0 34 0 0 2 161
Limited-dependent rational expectations models with stochastic thresholds 0 0 0 36 0 0 1 157
Long Run Macroeconomic Relations in the Global Economy 0 0 0 192 0 3 4 582
Long-term macroeconomic effects of climate change: A cross-country analysis 4 12 40 139 15 46 159 417
Lumpy Price Adjustments: A Microeconometric Analysis 0 1 2 11 0 2 5 117
Lumpy Price Adjustments: A Microeconometric Analysis 0 0 0 53 0 1 3 240
MACROECONOMETRIC MODELLING WITH A GLOBAL PERSPECTIVE* 1 1 2 170 1 1 3 484
Macroeconomic Dynamics and Credit Risk: A Global Perspective 0 4 7 475 3 13 34 1,211
March 2008 Announcement: Journal of Applied Econometrics Distinguished Authors 0 0 0 20 1 2 3 125
Market timing and return prediction under model instability 0 1 6 298 3 8 21 753
Matching theory and evidence on Covid‐19 using a stochastic network SIR model 0 0 0 0 1 1 5 14
Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods 0 1 21 1,143 3 12 54 2,588
Mean group estimation in presence of weakly cross-correlated estimators 0 0 1 9 1 2 6 49
Measurement of factor strength: Theory and practice 0 0 1 4 0 0 4 31
Model averaging in risk management with an application to futures markets 0 0 1 76 0 0 2 251
Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model 0 0 6 694 5 10 28 1,359
Multivariate Linear Rational Expectations Models 0 0 2 65 0 0 3 179
Nonlinear Dynamics and Econometrics: An Introduction 0 0 2 98 2 2 6 289
Oil Export and the Economy of Iran (in Persian) 0 0 1 13 0 1 3 45
Oil exports and the Iranian economy 0 1 6 83 0 6 18 280
Oil investment in the North Sea 0 0 0 93 0 0 0 325
Oil prices and the global economy: Is it different this time around? 0 2 5 169 0 5 20 361
On Identification of Bayesian DSGE Models 0 0 0 98 0 1 2 254
On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Comments 0 0 0 23 0 0 0 153
On the General Problem of Model Selection 1 1 4 158 1 1 6 357
On the Policy Ineffectiveness Proposition and a Keynesian Alternative: A Rejoinder 0 0 0 85 0 0 1 354
On the comprehensive method of testing non-nested regression models 0 0 0 15 0 0 1 69
On the interpretation of panel unit root tests 0 0 0 123 0 1 7 345
Optimal forecasts in the presence of structural breaks 1 2 3 98 2 3 11 289
Pairwise Tests of Purchasing Power Parity 0 2 3 150 0 3 8 367
Panel unit root tests in the presence of a multifactor error structure 1 2 5 352 4 8 25 991
Panels with non-stationary multifactor error structures 0 0 3 266 0 5 19 731
Persistence of Shocks and Their 0 0 1 42 0 0 2 198
Persistence profiles and business cycle fluctuations in a disaggregated model of U.K. output growth 0 0 0 118 0 0 1 335
Persistence, cointegration, and aggregation: A disaggregated analysis of output fluctuations in the U.S. economy 0 0 1 107 0 0 4 259
Pitfalls of testing non-nested hypotheses by the lagrange multiplier method 0 0 0 26 0 0 1 141
Pitfalls of testing non-nested hypotheses by the lagrange multiplier method 0 0 0 16 0 0 1 98
Predictability of Stock Returns: Robustness and Economic Significance 1 2 20 1,077 2 4 29 2,043
REAL-TIME ECONOMETRICS 0 0 0 61 0 0 0 180
Regional heterogeneity and U.S. presidential elections: Real-time 2020 forecasts and evaluation 0 0 4 7 0 0 17 32
Rejoinder 0 0 0 14 0 1 2 74
Rejoinder to comments on forecasting economic and financial variables with global VARs 0 0 0 38 0 0 2 120
Reprint of: Testing for unit roots in heterogeneous panels 0 0 2 5 0 0 7 17
Revisiting the Great Ratios Hypothesis 0 1 3 6 0 3 11 22
Rising Public Debt to GDP Can Harm Economic Growth 1 1 5 119 1 2 18 380
Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity 1 3 4 73 1 5 9 206
Selection of estimation window in the presence of breaks 0 1 12 556 1 3 23 1,144
Short T dynamic panel data models with individual, time and interactive effects 0 0 2 5 2 3 8 18
Signs of impact effects in time series regression models 0 1 1 58 0 1 3 163
Small sample properties of forecasts from autoregressive models under structural breaks 0 1 4 138 0 2 13 483
Social Distancing, Vaccination and Evolution of COVID-19 Transmission Rates in Europe 0 0 0 0 0 0 6 15
Solution of Nonlinear Rational Expectations Models with Applications to Finite-Horizon Life-Cycle Models of Consumption 0 0 0 68 0 0 3 332
Solution of finite-horizon multivariate linear rational expectations models and sparse linear systems 0 0 1 59 0 0 4 184
Stochastic Growth Models and Their Econometric Implications 0 0 1 343 1 4 9 1,076
Structural Analysis of Cointegrating VARs 0 0 2 452 3 3 11 885
Structural analysis of vector error correction models with exogenous I(1) variables 1 3 15 758 8 13 49 1,686
THEORY AND PRACTICE OF GVAR MODELLING 1 2 6 98 1 4 15 329
Testing Dependence Among Serially Correlated Multicategory Variables 0 0 2 113 1 1 6 291
Testing Non-Nested Nonlinear Regression Models 0 0 0 179 0 0 0 528
Testing Weak Cross-Sectional Dependence in Large Panels 3 10 50 187 22 58 219 703
Testing for Aggregation Bias in Linear Models 0 0 3 142 0 0 3 454
Testing for Structural Stability and Predictive Failure: A Review 0 0 0 0 0 0 4 369
Testing for unit roots in heterogeneous panels 5 16 59 4,629 41 88 272 12,999
Testing slope homogeneity in large panels 2 6 30 735 11 19 110 1,974
Tests of Policy Interventions in DSGE Models 0 0 0 5 0 0 1 42
Tests of non-nested linear regression models subject to linear restrictions 0 0 0 13 0 0 1 102
Tests of non-nested regression models: Small sample adjustments and Monte Carlo evidence 0 0 0 117 0 0 1 416
The Cost Effectiveness of the UK's Sovereign Debt Portfolio 0 0 0 34 0 0 0 191
The Demand for Food in the United States and the Netherlands: A Systems Approach with the CBS Model: Comments 0 0 0 30 0 0 1 184
The Determinants of United Kingdom Import Prices-A Note 0 0 0 21 0 0 1 150
The J-test as a Hausman specification test 0 0 0 77 0 0 0 250
The Richard Stone Prize in Applied Econometrics 0 0 0 0 0 0 2 60
The Richard Stone Prize in Applied Econometrics 0 0 0 40 0 0 1 251
The Richard Stone Prize in Applied Econometrics 0 0 0 39 0 0 0 143
The Role of Economic Theory in Modelling the Long Run 1 1 5 610 2 3 20 1,516
The Role of Sectoral Interactions in Wage Determination in the UK Economy 0 0 0 120 0 0 0 399
The Small Sample Problem of Truncation Remainders in the Estimation of Distributed Lag Models with Autocorrelated Errors 0 0 0 36 2 2 3 219
The role of theory in econometrics 0 1 4 255 1 2 7 638
The spatial and temporal diffusion of house prices in the UK 0 2 4 229 0 4 20 711
To Pool or Not to Pool: Revisited 0 0 0 5 0 0 1 39
Uncertainty and Economic Activity: A Multicountry Perspective 0 0 1 7 2 4 15 36
Variable selection in high dimensional linear regressions with parameter instability 0 0 0 0 0 0 0 0
Variable selection, estimation and inference for multi-period forecasting problems 1 3 5 119 1 4 7 340
Weak and strong cross‐section dependence and estimation of large panels 1 1 1 22 1 2 14 253
Weak and strong cross‐section dependence and estimation of large panels 0 1 3 127 0 2 13 411
What if the UK or Sweden had joined the euro in 1999? An empirical evaluation using a Global VAR 0 2 3 192 0 2 4 541
Total Journal Articles 93 311 1,261 50,789 389 1,111 4,357 137,318


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 0 1 3 296
Global and National Macroeconometric Modelling: A Long-Run Structural Approach 0 0 0 0 0 2 7 526
Time Series and Panel Data Econometrics 0 0 0 0 8 22 141 1,024
Total Books 0 0 0 0 8 25 151 1,846


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Discussion of 'The Role of the Exchange Rate in Monetary Policy - the Experience of Other Countries' 0 0 0 38 0 0 0 129
Global Business Cycles and Credit Risk 0 0 0 65 0 0 1 200
Growth and Income Distribution in Iran 0 0 0 0 0 1 4 13
Identification and estimation of categorical random coefficient models 0 0 0 0 0 0 0 0
Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR 0 0 2 20 0 0 2 49
Introduction: Explaining Growth in the Middle East 0 0 1 2 0 0 1 4
Long-Run Effects in Large Heterogeneous Panel Data Models with Cross-Sectionally Correlated Errors 4 8 27 206 8 23 91 563
Survey Expectations 1 2 9 366 1 4 23 902
Total Chapters 5 10 39 697 9 28 122 1,860


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 1 7 1,029 1 1 12 3,272
GAUSS and Matlab codes for Multivariate Rational Expectations Models and Macroeconometric Modelling: A Review and Some New Results 0 1 3 991 1 2 5 2,429
GAUSS and Matlab codes for Solution of Finite-Horizon Multivariate Linear Rational Expectations Models and Sparse Linear Systems 0 0 1 744 0 2 6 2,912
Total Software Items 1 2 11 2,764 2 5 23 8,613


Statistics updated 2025-07-04