Access Statistics for M Hashem Pesaran

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A Bias-Adjusted LM Test of Error Cross Section Independence 2 3 11 246 3 6 37 875
A Bias-Corrected Method of Moments Approach to Estimation of Dynamic Short-T Panels 0 0 1 52 1 3 8 51
A Counterfactual Economic Analysis of COVID-19 Using a Threshold Augmented Multi-Country Model 3 13 13 13 21 40 40 40
A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model 24 114 155 155 146 604 819 819
A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model 2 18 18 18 9 32 32 32
A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model 1 7 7 7 3 11 11 11
A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model 0 4 6 6 3 24 28 28
A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model 14 35 35 35 53 188 188 188
A Decision_Theoretic Approach to Forecast Evaluation 0 0 0 0 1 4 12 1,044
A Discrete-Time Version of Target Zone Models with Jumps 0 0 0 0 0 1 4 191
A Discrete-Time Version of Target Zone Models with Jumps 0 0 1 17 0 1 3 144
A Discrete-Time Version of Target Zone Models with Jumps 0 0 0 0 1 3 4 296
A Floor and Ceiling Model of U.S. Output 0 0 0 0 0 3 26 565
A Generalisation of the Non-Parametric Henriksson-Merton Test of Market Timing 0 0 0 0 2 6 14 1,828
A Generalised R2 Criterion for Regression Models Estimated by the Instrumental Variable Method 0 0 0 0 0 1 11 934
A Long-run Structural Macro-econometric Model of the UK 0 0 0 0 2 3 7 1,060
A Multi-Country Approach to Forecasting Output Growth Using PMIs 0 0 1 19 0 2 11 75
A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices 0 0 0 69 0 1 3 194
A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices 0 0 0 1 1 3 6 12
A Non-Nested Test of Level-Differenced versus Log-Differenced Stationary Models 0 0 0 0 0 3 5 444
A One-Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models 0 1 1 42 0 4 8 53
A Pair-Wise Approach to Testing for Output and Growth Convergence 0 0 0 149 0 2 6 586
A Pair-Wise Approach to Testing for Output and Growth Convergence 0 0 0 109 1 2 7 340
A Pair-wise Approach to Testing for Output and Growth Convergence 1 2 2 352 1 3 8 1,007
A Recursive Modelling Approach to Predicting UK Stock Returns 0 1 3 620 0 2 10 1,148
A Recursive Modelling Approach to Predicting UK Stock Returns' 0 0 0 0 0 1 8 1,155
A Rejoinder: On the Policy Ineffectiveness Proposition and a Keynesian Alternative 0 0 0 151 0 3 4 480
A Residual-based Threshold Method for Detection of Units that are Too Big to Fail in Large Factor Models 0 0 3 26 2 6 13 45
A SIMPLE NON-PARAMETRIC TEST OF PREDICTIVE PERFORMANCE 0 0 0 6 1 4 24 2,201
A SIMPLE, NON-PARAMETRIC TEST OF PREDICTIVE PERFORMANCE 0 0 0 0 5 6 26 1,856
A SIMULATION APPROACH TO THE PROBLEM OF COMPUTING COX'S STATISTIC FOR TESTING NON-NESTED MODELS 0 0 0 0 13 14 17 732
A Simple Panel Unit Root Test in the Presence of Cross Section Dependence 10 15 58 3,804 31 67 304 10,647
A Spatio-Temporal Model of House Prices in the US 0 1 1 182 3 7 24 562
A Spatio-Temporal Model of House Prices in the US 0 0 0 155 0 1 19 553
A Spatio-Temporal Model of House Prices in the US 0 1 4 770 5 10 43 2,101
A Structural Cointegrating VAR Approach to Macroeconometric Modelling 0 0 0 0 4 6 26 3,127
A Two Stage Approach to Spatiotemporal Analysis with Strong and Weak Cross-Sectional Dependence 0 1 2 96 1 4 12 246
A Two Stage Approach to Spatiotemporal Analysis with Strong and weak cross Sectional Dependence 0 0 0 104 1 6 13 207
A VECX Model of the Swiss Economy 0 0 3 142 0 3 11 337
A VECX* Model of the Swiss Economy 0 0 2 189 0 2 6 497
A VECX* model of the Swiss economy 0 0 0 93 0 1 5 284
A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model 0 9 9 9 8 71 71 71
A long run structural macroeconometric model of the UK 1 1 5 1,188 5 7 25 2,002
A long run structural macroeconometric model of the UK (first version) 1 2 3 10 1 3 6 221
A multi-country approach to forecasting output growth using PMIs 0 0 2 54 1 5 11 125
A multiple testing approach to the regularisation of large sample correlation matrices 0 0 1 31 0 2 3 59
A one-covariate at a time, multiple testing approach to variable selection in high-dimensional linear regression models 0 0 3 57 1 3 15 137
A structural cointegrating VAR approach to macroeconometric modelling 1 2 2 908 3 5 13 1,398
ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF U.S. UNEMPLOYMENT 0 0 0 0 0 1 2 403
ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF U.S. UNEMPLOYMENT 0 0 0 1 1 4 7 584
ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF US UNEMPLOYMENT 0 0 0 0 0 1 4 374
ASSET PRICE DYNAMICS AND AGGREGATION 0 0 0 0 0 1 6 209
Aggregation Bias and Labor Demand Equations for the U.K. Economy 0 0 2 149 1 4 10 459
Aggregation in Large Dynamic Panels 0 0 1 49 0 1 8 124
Aggregation in Large Dynamic Panels 0 1 1 115 1 3 4 265
Aggregation in Large Dynamic Panels 0 0 3 107 0 1 6 302
Aggregation in large dynamic panels 0 0 0 26 0 1 6 116
Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns 0 1 2 132 2 5 8 286
Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns 0 0 0 157 2 3 10 490
Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns 0 1 1 1 2 4 6 12
Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns 0 0 0 47 1 2 5 228
Alternative approaches to testing non-nested models with autocorrelated disturbances: an application to models of U.S. unemployment 0 0 0 2 0 1 2 29
Alternative approaches to testing non-nested models with autocorrelated disturbances: an application to models of U.S. unemployment 0 0 0 0 0 2 3 3
An Analysis of the determination of Dutsche Mark/French Franc Exchange rate in a Discrete-Time Target-Zone Model 0 0 0 1 1 2 4 913
An Augmented Anderson-Hsiao Estimator for Dynamic Short-T Panels 1 2 4 54 5 12 16 98
An Autoregressive Distributed Lag Modelling Approach to Cointegration Analysis 0 0 0 0 46 115 449 6,802
An Econometric Analysis of Exploration and Extraction of Oil in the U.K. Continental Shelf 1 1 2 128 1 3 10 273
An Empirical Growth Model for Major Oil Exporters 0 1 3 141 2 4 9 398
An Empirical Growth Model for Major Oil Exporters 0 0 0 0 0 1 13 34
An Empirical Growth Model for Major Oil Exporters 0 0 4 296 0 1 15 722
An Empirical Growth Model for Major Oil Exporters 0 0 1 139 2 4 15 343
An Exponential Class of Dynamic Binary Choice Panel Data Models with Fixed Effects 0 0 1 49 0 2 7 200
An Exponential Class of Dynamic Binary Choice Panel Data Models with Fixed Effects 0 1 2 122 0 5 7 140
Analytical and Numerical Solution of Finite-horizon Nonlinear Rational Expectations Models 0 0 0 0 0 1 7 1,189
Analytical and Numerical Solution of Multivariate Nonlinear Rational Expectations Models 0 0 0 60 0 2 4 229
Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination across Models and Observation Windows 0 0 0 12 0 1 2 132
Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination across Models and Observation Windows 0 1 1 58 0 2 4 150
Assessing forecast uncertainties in a VECX* model for Switzerland: an exercise in forecast combination across models and observation windows 0 0 0 49 0 1 1 165
Bayes Estimation of Short-run Coefficients in Dynamic Panel Data Models 0 0 0 0 4 9 34 1,604
Beyond the DSGE Straitjacket 0 0 1 147 2 4 8 371
Beyond the DSGE Straitjacket 0 1 3 393 2 8 18 586
Beyond the DSGE straightjacket 0 0 1 154 1 5 11 200
Bias Reduction in Estimating Long-run Relationships from Dynamic Heterogenous Panels 0 0 0 0 0 4 15 806
Big Data Analytics: A New Perspective 0 2 3 34 0 5 15 82
Big Data Analytics: A New Perspective 0 0 2 21 2 4 12 80
Big data analytics: a new perspective 0 1 3 215 1 5 21 270
Bounds Testing Approaches to the Analysis of Long Run Relationships 0 1 8 1,732 2 7 49 3,221
Bounds Testing Approaches to the Analysis of Long-run Relationships 1 4 34 1,578 12 28 147 3,897
Business Cycle Effects of Credit Shocks in a DSGE Model with Firm Defaults 2 2 6 235 4 8 26 415
Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm Defaults 0 1 1 100 1 3 8 338
Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm Defaults 0 0 1 125 1 3 9 391
Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm Defaults 0 0 0 120 1 3 8 248
China's Emergence in the World Economy and Business Cycles in Latin America 0 1 1 301 1 4 16 1,053
China's Emergence in the World Economy and Business Cycles in Latin America 0 0 1 2 1 2 10 23
China’s Emergence in the World Economy and Business Cycles in Latin America 0 0 0 57 1 3 11 185
China’s Emergence in the World Economy and Business Cycles in Latin America 0 0 1 86 1 4 18 198
China’s Emergence in the World Economy and Business Cycles in Latin America 0 0 2 107 1 3 15 289
Choice Between Disaggregate and Aggregate Specifications Estimated by Instrumental Variable Methods 0 0 0 0 0 2 8 449
Cointegration and Direct Tests of the Rational Expectations Hypothesis 0 0 0 0 0 1 6 372
Cointegration and Speed of Convergence to Equilibrium 0 0 0 0 0 2 9 894
Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors 1 1 3 171 1 2 8 358
Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors 0 1 11 227 0 3 36 406
Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Quantile Regression Models 0 2 22 100 4 12 63 235
Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors 0 1 2 120 0 3 14 469
Computational Issues in the Estimation of Higher-Order Panel Vector Autoregressions 0 0 0 0 2 4 8 493
Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market 0 0 0 147 1 4 5 290
Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market Crash 0 0 0 108 0 1 6 312
Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing 0 0 2 159 0 3 24 263
Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing 0 1 4 669 4 8 23 1,722
Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing 0 1 13 267 3 14 52 692
Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing 0 1 1 86 1 4 14 228
Country-Specific Oil Supply Shocks and the Global Economy: A Counterfactual Analysis 0 0 3 39 1 4 19 164
Country-Specific Oil Supply Shocks and the Global Economy: A Counterfactual Analysis 0 0 0 2 0 2 13 42
Country-Specific Oil Supply Shocks and the Global Economy: A Counterfactual Analysis 0 0 1 44 1 2 17 96
Country-Specific Oil Supply Shocks and the Global Economy: a Counterfactual Analysis 0 0 0 35 1 2 8 36
Country-specific oil supply shocks and the global economy: a counterfactual analysis 0 1 3 76 2 5 21 200
Cross-sectional Aggregation of Non-linear Models 0 0 0 0 0 1 3 929
Debt, Inflation and Growth - Robust Estimation of Long-Run Effects in Dynamic Panel Data Models 0 0 16 180 3 10 51 576
Debt, Inflation and Growth: Robust Estimation of Long-Run Effects in Dynamic Panel Data Models 2 2 7 110 4 5 19 213
Debt, Inflation and Growth: Robust Estimation of Long-Run Effects in Dynamic Panel Data Models 0 0 1 8 2 3 8 45
Debt, inflation and growth robust estimation of long-run effects in dynamic panel data models 2 10 31 185 8 33 92 422
Decision-Making in the Presence of Heterogeneous Information and Social Interactions 0 0 0 0 0 2 6 572
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Model 1 1 2 67 1 4 14 267
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 1 1 1 253 1 4 13 976
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 0 0 1 35 0 3 12 138
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models 0 0 0 96 0 2 11 250
Diagnostics for IV Regressions 0 0 0 0 2 4 12 702
Double-question Survey Measures for the Analysis of Financial Bubbles and Crashes 0 1 2 8 1 3 6 28
Double-question Survey Measures for the Analysis of Financial Bubbles and Crashes 0 0 0 14 2 5 9 53
Dynamic Linear Models for Heterogeneous Panels 0 0 0 0 4 12 50 1,340
Dynamics of convergence to purchasing power parity in the World economy 0 0 0 0 0 2 9 371
ESTIMATING LIMITED-DEPENDENCE RATIONAL EXOECTATIONS MODELS 0 0 0 0 1 2 9 314
ESTIMATING LIMITED-DEPENDENT RATIONAL EXPECTATIONS MODELS 0 0 0 0 1 2 4 386
ESTIMATION OF SIMPLE CLASS OF MULTIVARIATE RATIONAL EXPECTATIONS MODELS: A TEST OF THE NEW CLASSICAL MODEL AT A SECTORAL LEVEL 0 0 0 0 0 1 3 421
EXPECTATIONS IN ECONOMICS 0 0 0 0 0 2 4 658
Econometric Analysis of Aggregation in the Context of Linear Prediction Models 0 0 0 144 1 4 14 510
Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit 0 0 2 73 1 2 10 178
Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit 0 0 0 71 0 1 3 270
Econometric Analysis of Production Networks with Dominant Units 0 1 1 40 2 5 7 46
Econometric Analysis of Production Networks with Dominant Units 0 1 3 38 1 4 14 105
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks 0 1 13 497 0 3 22 844
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7 0 0 0 170 0 1 4 357
Econometric Issues in the Analysis of Contagion 0 0 1 131 0 2 7 368
Econometric Issues in the Analysis of Contagion 0 0 0 159 0 3 4 408
Econometric Issues in the Analysis of Contagion 0 1 2 492 1 4 18 1,108
Econometric analysis of high dimensional VARs featuring a dominant unit 0 0 0 103 1 3 7 224
Econometrics: A Bird's Eye View 1 2 4 378 1 6 15 656
Econometrics: A Bird’s Eye View 0 0 1 204 4 10 18 445
Econometrics: A Bird’s Eye View 1 5 16 660 3 15 47 1,176
Economic Trends and Macroeconomic Policies in Post-revolutionary Iran 0 0 0 0 2 4 17 1,054
Economic and Statistical Measures of Forecast Accuracy 0 1 3 1,782 2 3 11 5,762
Equilibrium Asset Pricing Models and Predictability of Excess Returns 0 0 0 169 2 3 10 531
Estimating Limited-Dependent Rational Expectations Models: With an Application to Exchange Rate Determination in a Target Zone 0 0 1 66 0 1 8 252
Estimating Long-Run Relationships From Dynamic Heterogeneous Panels 0 0 0 0 9 21 88 1,990
Estimation and Inference In Short Panel Vector Autoregressions with Unit Roots And Cointegration 0 0 0 429 4 7 13 1,131
Estimation and Inference in Large Heterogeneous Panels with Cross Section Dependence 0 0 2 393 1 4 22 823
Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure 1 2 8 1,012 2 7 34 2,305
Estimation and Inference in Large Heterogenous Panels with Cross Section Dependence 0 0 1 150 0 2 8 413
Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration 0 0 7 74 3 5 28 725
Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration 0 0 2 1,006 4 7 22 2,513
Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration 0 0 3 733 2 6 16 1,457
Estimation and inference for spatial models with heterogeneous coefficients: an application to U.S. house prices 1 3 19 95 4 14 55 154
Estimation and inference in spatial models with dominant units 0 0 13 40 2 4 32 86
Estimation of Time-invariant Effects in Static Panel Data Models 0 0 6 43 2 6 22 144
Exchange Rate Unification, the Role of Markets and Planning in the Iranian Economic Reconstruction 0 0 0 0 0 1 4 343
Exploring the International Linkages of the Euro Area: A Global VAR Analysis 0 0 0 687 3 4 20 1,957
Exploring the International Linkages of the Euro Area: a Global VAR Analysis 0 0 1 219 1 4 19 617
Exploring the International Linkages of the Euro Area: a Global VAR Analysis 0 1 5 197 3 6 24 572
Exploring the International Linkages of the Euro Area: a Global VAR Analysis 0 0 0 239 4 5 15 738
Exploring the international linkages of the euro area: a global VAR analysis 0 0 0 174 5 11 26 565
Exponent of Cross-sectional Dependence for Residuals 0 1 1 32 0 4 12 58
Exponent of Cross-sectional Dependence: Estimation and Inference 0 0 1 48 0 2 8 199
Exponent of Cross-sectional Dependence: Estimation and Inference 0 0 0 62 3 7 14 186
Exponent of Cross-sectional Dependence: Estimation and Inference 0 0 0 147 1 3 8 300
Exponent of cross-sectional dependence for residuals 0 1 3 8 0 3 7 31
Firm Heterogeneity and Credit Risk Diversification 0 0 1 282 1 3 7 674
Forecast Uncertainties In Macroeconometric Modelling: An Application to the UK Economy 0 0 0 162 1 2 9 401
Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy 0 0 1 470 1 2 14 1,403
Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy 0 0 0 93 2 4 12 431
Forecast Uncertainties in Macroeconomics Modelling: An Application to the UK Economy 0 0 3 202 1 3 20 686
Forecasting Economic and Financial Variables with Global VARs 0 0 1 206 1 4 16 518
Forecasting Economic and Financial Variables with Global VARs 1 1 3 311 2 5 10 911
Forecasting Random Walks Under Drift Instability 0 0 1 27 0 1 3 123
Forecasting Random Walks Under Drift Instability 0 0 0 156 0 1 2 379
Forecasting Random Walks under Drift Instability 0 0 0 76 0 1 4 267
Forecasting Stock Returns 0 0 0 0 0 2 5 1,140
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 2 620 1 2 27 1,483
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 0 167 2 3 5 517
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 1 166 1 2 8 486
Forecasting Time Series Subject to Multiple Structural Breaks 0 0 1 199 2 3 14 540
Forecasting Ultimate Resource Recovery 0 0 0 0 0 1 14 371
Forecasting economic and financial variables with global VARs 0 2 2 329 6 12 23 639
Forecasting the Swiss Economy Using VECX* Models: An Exercise in Forecast Combination Across Modelsand Observation Windows 1 1 3 121 2 6 12 321
General Diagnostic Tests for Cross Section Dependence in Panels 0 1 14 1,145 9 21 78 3,319
General Diagnostic Tests for Cross Section Dependence in Panels 12 27 110 1,841 55 138 598 5,309
General Diagnostic Tests for Cross Section Dependence in Panels 0 2 14 281 8 17 77 907
Generalised Impulse Response Analysis in Linear Multivariate Models 0 0 0 0 14 25 106 4,038
Global Business Cycles and Credit Risk 0 0 1 204 0 2 8 605
Global Business Cycles and Credit Risk 0 0 2 208 0 2 8 539
Growth and Convergence in a Multi-Country Empirical Stochastic Solow Model 0 0 6 69 2 4 22 272
Growth and Convergence in a Multi-County empirical Stochastic Solow Model 0 0 0 2 6 13 43 720
Growth and Convergence: A Multi-Country Empirical Analysis of the Solow Growth Model 0 0 0 0 1 4 18 2,761
Half-panel jackknife fixed effects estimation of panels with weakly exogenous regressor 0 0 1 48 0 3 14 103
How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series? 0 0 2 275 1 2 11 581
How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series? 0 0 1 224 0 1 8 471
Identification of New Keynesian Phillips Curves from a Global Perspective 0 0 0 94 0 1 11 274
Identification of New Keynesian Phillips Curves from a Global Perspective 0 0 1 66 1 2 7 245
Identification of New Keynesian Phillips Curves from a Global Perspective 0 0 0 222 0 1 5 596
Identification of new Keynesian Phillips Curves from a global perspective 0 0 0 52 0 1 9 219
Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR 0 0 1 29 0 1 5 77
Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR 0 2 5 18 2 13 35 90
Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR 6 16 34 87 13 46 94 192
Identifying Global and National Output and Fiscal Policy ShocksUsing a GVAR 0 0 2 13 0 3 12 27
Identifying global and national output and fiscal policy shocks using a GVAR 0 1 8 29 2 6 17 38
Infinite Dimensional VARs and Factor Models 0 0 0 33 1 2 7 191
Infinite Dimensional VARs and Factor Models 0 0 0 164 0 2 12 514
Infinite Dimensional VARs and Factor Models 0 0 2 69 0 2 15 261
Infinite-dimensional VARs and factor models 0 0 2 149 1 3 15 386
Iranian Economy During the Pahlavi Era 0 0 0 0 3 9 34 1,047
Iranian Economy in Twentieth Century: A Global Perspective 0 1 5 71 2 7 22 170
Iranian Economy in the Twentieth Century: A Global Perspective 0 0 0 473 1 4 11 1,052
Is There a Debt-threshold Effect on Output Growth? 0 0 2 151 4 8 28 399
Is There a Debt-threshold Effect on Output Growth? 0 1 8 63 1 4 23 165
Is there a Debt-Threshold Effect on Output Growth? 0 0 8 86 2 5 26 257
Is there a debt-threshold effect on output growth? 1 7 25 140 8 37 76 326
JOINT TEST OF NON-NESTED MODELS AND GENERAL ERRO SPECIFICATIONS 0 0 0 0 1 2 20 891
JOINT TESTS OF NON-NESTED MODLS AND GENERAL ERROR SPECIFICATIONS 0 0 0 0 0 1 3 878
Land Use Regulations, Migration and Rising House Price Dispersion in the U.S 0 1 2 64 1 7 24 80
Large Panel Data Models with Cross-Sectional Dependence: A Survey 1 2 6 224 2 4 15 506
Large Panels with Common Factors and Spatial Correlations 0 0 3 136 1 2 14 367
Large Panels with Common Factors and Spatial Correlations 0 1 1 250 1 3 19 716
Large Panels with Common Factors and Spatial Correlations 0 0 0 74 0 2 7 235
Large panel data models with cross-sectional dependence: a survey 1 6 12 187 3 16 49 288
Large panels with common factors and spatial correlation 0 1 1 12 0 2 15 97
Learning, Structural Instability and Present Value Calculations 0 0 1 137 1 2 9 696
Learning, Structural Instability and Present Value Calculations 0 0 0 54 0 1 5 242
Learning, Structural Instability and Present Value Calculations 0 0 0 61 0 1 2 317
Learning, structural instability and present value calculations 0 0 0 31 0 1 4 263
Learning, structural instability and present value calculations 0 0 1 142 0 3 9 497
Life-Cycle Models and Cross-Country Analysis of Saving 0 0 1 220 0 1 4 594
Limited-Dependaent Rational Expectations Models with Future Expectations 0 0 0 0 0 1 9 335
Limited-Dependent Rational Expectations Models with Stochastic Thresholds 0 0 0 0 0 1 7 185
Limited-dependent rational expectations models with jumps 0 0 0 40 1 2 5 483
Long Run Macroeconomic Relations in the Global Economy 0 0 0 49 0 2 7 286
Long Run Macroeconomic Relations in the Global Economy 0 0 0 99 0 1 4 360
Long Run Macroeconomic Relations in the Global Economy 0 0 2 339 1 2 17 1,039
Long Run Macroeconomic Relations in the Global Economy 0 0 1 96 0 2 10 360
Long run macroeconomic relations in the global economy 0 0 0 84 0 1 21 280
Long-Run Effects in Large Heterogenous Panel Data Models with Cross-Sectionally Correlated Errors 2 2 6 58 3 5 21 167
Long-Run Structural Modelling 1 3 4 991 5 9 30 1,843
Long-Run Structural Modelling 0 0 0 0 9 14 43 641
Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis 4 28 123 392 35 147 654 1,855
Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis 1 1 13 13 2 4 18 18
Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis 0 2 7 52 5 21 84 120
Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis 0 0 6 58 2 10 42 119
Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis 1 3 25 72 7 36 147 229
Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis 0 1 13 67 19 27 69 115
Long-run effects in large heterogenous panel data models with cross-sectionally correlated errors 1 2 12 190 2 11 34 386
Long-term macroeconomic effects of climate change: A cross-country analysis 0 0 3 78 1 6 40 94
Lumpy Price Adjustments, A Microeconometric Analysis 0 0 0 94 1 2 9 420
Lumpy Price Adjustments: A Microeconometric Analysis 0 0 3 36 1 2 14 197
Lumpy Price Adjustments: A Microeconometric Analysis 0 0 1 29 1 3 13 202
Lumpy Price Adjustments: A Microeconometric Analysis 0 0 1 38 4 7 22 156
Lumpy price adjustments: a microeconometric analysis 0 0 0 81 0 3 15 363
Macroeconometric Modelling with a Global Perspective 0 2 4 895 6 12 26 2,021
Macroeconometric Modelling with a Global Perspective 0 0 1 171 1 3 10 428
Macroeconometric Modelling with a Global Perspective 0 0 0 214 1 2 6 547
Macroeconomic Dynamics and Credit Risk: A Global Perspective 0 1 5 367 1 11 34 907
Macroeconomic Dynamics and Credit Risk: A Global Perspective 0 2 7 569 2 8 30 1,305
Macroeconomic Dynamics and Credit Risk: A Global Perspective 1 1 3 1,286 4 8 39 3,023
Market Efficiency Today 0 0 0 230 1 4 6 530
Market Timing and Return Prediction under Model Instability 1 1 1 499 2 3 12 1,187
Market timing and return prediction under model instability 0 0 0 9 1 2 16 90
Matching Theory and Evidence on Covid-19 Using a Stochastic Network SIR Model 8 10 10 10 10 16 16 16
Matching Theory and Evidence on Covid-19 using a Stochastic Network SIR Model 17 31 31 31 15 41 41 41
Maximum Likelihood Estimation of Fixed Effects Dynamic Panel Data Models Covering Short Time Periods 0 0 0 0 4 8 21 3,608
Mean Group Estimation in Presence of Weakly Cross-Correlated Estimators 0 1 7 40 0 2 13 36
Measurement of Factor Strenght: Theory and Practice 0 2 38 38 4 15 49 49
Measurement of Factor Strength: Theory and Practice 0 3 24 24 3 9 35 35
Model Averaging and Value-at-Risk Based Evaluation of Large Multi Asset Volatility Models for Risk Management 0 0 0 217 0 1 9 596
Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management 0 0 0 165 0 2 9 496
Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management 0 0 0 360 2 3 9 1,152
Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management 0 0 0 237 1 4 17 586
Model Averaging in Risk Management with an Application to Futures Markets 0 0 3 153 0 2 11 404
Model Averaging in Risk Management with an Application to Futures Markets 0 0 1 182 1 2 13 499
Model Instability and Choice of Observation Window 0 0 0 26 0 3 12 118
Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model 0 0 7 1,160 2 8 30 2,528
Modelling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model 1 1 5 630 6 13 30 1,470
Modelling Regional Interdependencies using a Global Error-Correcting Macroeconometric Model 0 0 7 41 3 7 42 134
Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution 0 0 0 124 0 4 6 278
Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution 0 0 0 176 1 2 9 382
Modelling regional interdependencies using a global error-correcting macroeconometric model 0 0 1 308 3 5 19 725
Monetary Policy Transmission and the Phillips Curve in a Global Context 0 0 0 167 0 1 4 418
Multivariate Linear Rational Expectations Models: Characterisation of the Nature of the Solutions and Their Fully Recursive Computation 0 0 0 0 0 4 17 1,025
Multivariate Rational Expectations Models and Macroeconomic Modelling: A Review and Some New Results 0 0 0 0 3 9 52 1,705
National and Global Macroeconometric Modelling Using GVAR 0 0 0 0 1 4 6 407
Neglected Heterogeneity and Dynamics in Cross-Country Savings Regressions 0 0 1 82 2 5 13 535
Neglected Heterogeneity and Dynamics in Cross-country Savings Regressions 0 0 2 460 4 7 27 1,588
New Directions in Applied Macroeconomic Modelling 0 0 0 0 0 1 9 387
Non-nested Hypothesis Testing: An Overview 2 6 14 1,708 24 53 134 7,369
Oil Exports and the Iranian Economy 0 0 2 166 1 3 20 500
Oil Exports and the Iranian Economy 0 0 1 195 2 5 17 408
Oil Exports and the Iranian Economy 0 0 0 138 1 2 13 423
Oil Exports and the Iranian Economy 0 0 0 154 0 2 11 498
Oil Investment in the North Sea 0 0 0 0 0 3 7 889
Oil Investment in the North Sea 0 0 0 0 0 1 10 16
Oil Prices and the Global Economy: Is It Different This Time Around? 0 0 2 74 0 2 15 116
Oil Prices and the Global Economy: Is It Different This Time Around? 0 0 1 18 1 2 13 49
Oil Prices and the Global Economy: Is it Different this Time Around? 0 0 4 17 0 4 25 95
Oil Prices and the Global Economy; Is It Different This Time Around? 0 1 2 56 1 6 16 82
Oil prices and the global economy: Is it different this time around? 1 3 26 67 2 6 41 120
Oil prices and the global economy: is it different this time around? 2 7 30 96 2 10 46 159
On Aggregation of Linear Dynamic Models 0 0 1 273 0 2 14 1,058
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 66 0 1 5 205
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 2 235 0 1 7 459
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 2 69 0 1 5 198
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 104 0 1 7 247
On Identification of Bayesian DSGE Models 0 0 1 91 2 3 10 166
On Identification of Bayesian DSGE Models 0 0 1 49 0 1 6 169
On Identification of Bayesian DSGE Models 0 1 2 210 0 3 9 355
On Identification of Bayesian DSGE Models 0 0 0 35 0 2 12 87
On Identification of Bayesian DSGE Models* 1 1 2 68 1 2 10 157
On The Panel Unit Root Tests Using Nonlinear Instrumental Variables 0 1 2 274 0 3 8 814
One Hundred Years of Oil Income and the Iranian Economy: A Curse or a Blessing? 1 7 15 158 3 25 63 610
One Hundred Years of Oil Income and the Iranian Economy: A Curse or a Blessing? 0 0 1 3 1 5 11 31
One Hundred Years of Oil Income and the Iranian Economy: A curse or a Blessing 1 3 6 213 2 14 36 442
Optimal Asset Allocation with Factor Models for Large Portfolios 0 0 3 144 1 6 21 483
Optimal Asset Allocation with Factor Models for Large Portfolios 0 0 1 306 1 4 10 902
Optimal Consumption Decisions under Social Interactions 0 0 0 0 0 1 7 1,102
Optimal Forecasts in the Presence of Structural Breaks 0 0 2 116 1 4 16 329
Optimal Forecasts in the Presence of Structural Breaks (Updated 14 November 2011) 0 0 1 141 0 1 6 175
Optimality and Diversifiability of Mean Variance and Arbitrage Pricing Portfolios 0 0 0 78 0 2 6 293
PERSISTENCE, COINTEGRATION AND AGGREGATION: A DISAGGREGATED ANALYSIS OF OUTPUT FLUCTUATIONS IN THE U.S. ECONOMY 0 0 0 0 1 2 5 534
PERSISTENCE, COINTEGRATION AND AGGREGATION: A DISAGGREGATED ANALYSIS OF OUTPUT FLUCTUATIONS IN THE US ECONOMY 0 0 0 0 2 3 7 393
Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures 0 0 3 166 0 1 7 660
Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures 0 0 0 90 0 1 6 408
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 0 1 131 0 3 12 353
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 0 1 77 2 4 19 241
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 0 0 80 0 3 12 310
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 0 2 76 1 5 20 294
Panels with Nonstationary Multifactor Error Structures 0 0 0 34 0 1 13 221
Panels with Nonstationary Multifactor Error Structures 0 1 1 50 0 2 11 207
Panels with Nonstationary Multifactor Error Structures 0 0 0 232 0 3 10 629
Panels with Nonstationary Multifactor Error Structures 0 0 0 78 0 4 11 293
Panels with Nonstationary Multifactor Error Structures 0 0 0 0 0 1 10 17
Panels with nonstationary multifactor error structures 0 0 1 13 0 1 14 79
Planning and Macroeconomic Stabilization in Iran 0 0 0 0 0 3 7 503
Pooled Estimation of Long-run Relationships in Dynamic Heterogeneous Panels 0 0 0 0 10 21 85 2,022
Pooled Mean Group Estimation of Dynamic Heterogeneous Panels 17 51 224 5,179 82 207 825 12,755
Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors 0 0 0 10 0 1 7 64
Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors 0 0 0 21 2 4 14 73
Predictability of Asset Returns and the Efficient Market Hypothesis 0 1 2 357 1 5 13 925
Predictability of Asset Returns and the Efficient Market Hypothesis 0 0 3 182 1 4 23 271
Predictability of Asset Returns and the Efficient Market Hypothesis 0 0 2 73 1 3 9 238
Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients 0 4 10 94 2 9 21 150
Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients 2 3 7 66 3 8 21 188
Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients 0 0 2 4 0 2 14 27
RATIONAL EXPECTATIONS IN DISAGGREGATED MODELS: AN EMPIRICAL ANALYSIS OF OPEC'S BEHAVIOR 0 0 0 0 0 1 6 456
Random Coefficient Panel Data Models 0 0 0 718 1 5 17 1,398
Random Coefficient Panel Data Models 0 0 0 455 0 1 11 1,113
Random Coefficient Panel Data Models 0 0 5 1,982 2 3 28 4,458
Random Coefficient Panel Data Models 1 1 2 1,099 1 4 17 2,542
Real Time Econometrics 0 0 0 210 0 1 8 578
Real Time Econometrics 0 0 0 81 0 1 8 281
Real Time Econometrics 0 0 0 88 0 1 10 307
Real Time Econometrics 0 0 1 368 0 1 9 766
Regional Heterogeneity and U.S. Presidential Elections 0 27 27 27 4 148 148 148
Regional Heterogeneity and U.S. Presidential Elections 1 16 16 16 3 12 12 12
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models 0 0 0 24 0 1 3 106
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models 0 0 0 75 1 2 4 211
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models 0 0 0 20 0 1 5 119
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Models 0 0 0 81 0 2 2 181
Scope for Cost Minimization in Public Debt Management: the Case of the UK 0 0 2 337 1 7 32 1,971
Scope for Credit Risk Diversification 0 0 0 283 2 3 7 1,024
Scope for Credit Risk Diversification 0 0 0 121 1 4 10 638
Signs of Impact Effects in Time Series Regression Models 0 1 1 77 0 2 8 201
Small Sample Properties of Forecasts From Autoregressive Models Under Structural Breaks 0 0 0 108 0 3 10 433
Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks 0 0 0 177 0 2 9 535
Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks 1 1 1 242 1 3 10 755
Solution of Multivariate Linear Rational Expectations Models and Large Sparse Linear Systems 0 0 0 0 1 4 19 1,258
Spatial and Temporal Diffusion of House Prices in the UK 0 0 1 152 1 5 18 380
Spatial and Temporal Diffusion of House Prices in the UK 0 0 2 397 1 2 11 927
Spatial and Temporal Diffusion of House Prices in the UK 0 0 0 50 1 3 9 247
Spatial and Temporal Diffusion of House Prices in the UK 0 0 0 61 2 5 12 177
Stochastic Growth 0 0 0 0 2 4 15 1,134
Structural Analysis of Cointegrating VARs 0 0 0 0 4 8 24 1,467
Structural Analysis of Vector Error Correction Models with Exogenous I(1) Variables 0 0 0 0 5 9 36 1,931
Structural analysis of vector error correction models with exogenous I(1) variables 0 2 3 913 3 8 27 2,110
Structural analysis of vector error correction models with exogenous I(1) variables (first version) 0 0 0 4 0 1 11 464
Supply, Demand and Monetary Policy Shocks in a Multi-Country New Keynesian Model 0 0 8 338 4 13 42 1,001
Supply, demand and monetary policy shocks in a multi-country New Keynesian Model 0 0 4 175 2 4 15 418
Survey Expectations 0 0 0 77 1 2 9 300
Survey Expectations 0 1 6 511 2 9 44 1,034
Survey Expectations 2 4 13 469 7 25 107 1,958
THE IRANIAN FOREIGN EXCHANGE POLICY AND THE BLACK MARKET FOR DOLLARS 0 0 0 0 1 2 4 1,051
THE STATISTICAL AND ECONOMIC SIGNIFICANCE OF THE PREDICTABILITY OF EXCESS RETURNS ON COMMON STOCKS 0 0 0 0 1 2 9 658
THE STATISTICAL AND ECONOMIC SIGNIFICANCE OF THE PREDICTABILITY OF EXESS RETURNS ON COMMON STOCKS 0 0 0 0 0 1 4 544
Testing CAPM with a Large Number of Assets 1 1 3 147 1 6 25 398
Testing CAPM with a Large Number of Assets 1 1 2 107 2 3 10 273
Testing CAPM with a Large Number of Assets (Updated 28th March 2012) 0 1 5 271 2 7 23 669
Testing Dependence Among Serially Correlated Multi-category Variables 0 0 1 190 1 3 12 744
Testing Dependence among Serially Correlated Multi-Category Variables 0 0 3 74 0 2 10 305
Testing Dependence among Serially Correlated Multi-category Variables 0 1 2 52 0 3 10 250
Testing Slope Homogeneity in Large Panels 0 1 4 284 0 5 29 996
Testing Slope Homogeneity in Large Panels 0 0 0 153 1 3 14 812
Testing Slope Homogeneity in Large Panels 0 0 2 280 2 6 39 940
Testing Weak Cross-Sectional Dependence in Large Panels 0 0 1 153 1 4 12 485
Testing Weak Cross-Sectional Dependence in Large Panels 0 0 2 183 3 7 28 356
Testing Weak Cross-Sectional Dependence in Large Panels 0 1 1 53 0 2 7 219
Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities 0 0 4 18 0 4 13 49
Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities 0 1 10 139 0 4 25 177
Testing for Unit Roots in Heterogeneous Panels 0 0 0 0 14 41 177 2,762
Testing for the 'Existence of a Long-run Relationship' 0 0 0 0 34 111 378 4,266
Tests of Policy Ineffectiveness in Macroeconometrics 0 0 0 74 0 4 13 154
Tests of Policy Ineffectiveness in Macroeconometrics 0 0 2 80 0 3 7 176
Tests of Policy Ineffectiveness in Macroeconometrics 0 0 0 81 0 2 6 85
Tests of Policy Interventions in DSGE Models 0 1 7 67 0 4 18 96
The Cost Efficiency of UK Debt Management: A Recursive Modelling Approach 0 0 1 92 0 1 3 618
The Cost Efficiency of UK Debt Management: A Recursive Modelling Approach 0 0 1 218 0 2 3 1,684
The Forecasing time series subject to multiple structure breaks 0 0 0 0 0 1 8 267
The Interaction Between Theory and Observation in Economics 0 0 0 0 0 2 20 707
The Natural Rate Hypothesis and its Testable Implications 0 0 0 0 1 5 13 587
The Role of Economic Theory in Modelling the Long Run 0 0 0 0 3 6 21 2,324
The Role of Factor Strength and Pricing Errors for Estimation and Inference in Asset Pricing Models 1 1 19 45 3 7 49 74
The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification 0 0 0 81 1 2 5 334
The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification 0 1 1 188 0 4 11 627
The Role of Sectoral Interactions in Wage Determination in the UK Economy 0 0 0 0 0 1 7 387
The Use of Recursive Model Selection Strategies in Forecasting Stock Returns 0 0 0 0 0 1 4 712
Theory and Evidence in Economics 0 0 0 0 0 1 4 324
Theory and Practice of GVAR Modeling 0 0 6 175 2 5 41 583
Theory and Practice of GVAR Modeling 1 2 6 56 6 10 26 200
Theory and practice of GVAR modeling 0 0 1 283 3 9 24 408
To Pool or not to Pool: Revisited 0 0 0 67 0 2 10 37
To Pool or not to Pool: Revisited 0 0 4 65 0 1 8 139
Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with Interactive Effects 0 1 2 37 1 4 7 121
Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with interactive effects 0 0 0 107 2 3 6 109
Two-Step, Instrumental Variable and Maximum Likelihood Estimation of Multivariate Rational Expectations Models 0 0 0 293 0 2 6 1,075
Uncertainty and Economic Activity: A Global Perspective 1 6 17 220 11 23 65 615
Uncertainty and Economic Activity: A Global Perspective 0 2 2 6 1 7 19 51
Uncertainty and Economic Activity: A Global Perspective 0 0 1 97 0 3 12 150
Uncertainty and Economic Activity: A Multi-Country Perspective 0 1 4 14 1 10 40 76
Uncertainty and Economic Activity: A Multi-Country Perspective 0 0 2 18 0 6 14 78
Uncertainty and Economic Activity: A Multi-Country Perspective 0 3 6 47 0 10 20 122
Uncertainty and Irreversible Investment an Empirical Analysis of Development of Oil Fields in the UKCS 0 0 0 2 0 1 3 8
Uncertainty and Irreversible Investment: An Empirical Analysis of Development of Oilfields on the UKCS 0 0 0 0 0 1 3 463
Uncertainty and economic activity: a multi-country perspective 0 0 4 42 1 4 17 64
Unit Roots and Cointegration in Panels 0 1 6 1,108 3 9 39 2,086
Unit Roots and Cointegration in Panels 0 0 8 1,332 9 27 58 2,843
Unit Roots and Cointegration in Panels 0 0 0 334 1 3 10 714
Unit roots and cointegration in panels 0 0 1 223 0 1 10 627
Variable Selection and Forecasting in High Dimensional Linear Regressions with Structural Breaks 0 6 31 31 0 7 26 26
Variable Selection and Forecasting in High Dimensional Linear Regressions with Structural Breaks 0 0 17 17 0 5 25 25
Variable Selection and Inference for Multi-period Forecasting Problems 0 0 0 94 1 4 5 238
Variable Selection and Inference for Multi-period Forecasting Problems 0 0 0 101 1 3 6 192
Variable Selection and Inference for Multi-period Forecasting Problems 0 0 1 61 1 3 11 206
Variable Selection, Estimation and Inference for Multi-period Forecasting Problems 0 0 2 170 2 6 15 432
Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution 0 0 0 137 1 3 6 351
Voluntary and Mandatory Social Distancing: Evidence on COVID-19 Exposure Rates from Chinese Provinces and Selected Countries 1 3 24 24 4 14 71 71
Voluntary and Mandatory Social Distancing: Evidence on COVID-19 Exposure Rates from Chinese Provinces and Selected Countries 0 1 1 1 0 3 13 13
Voluntary and Mandatory Social Distancing: Evidence on COVID-19 Exposure Rates from Chinese Provinces and Selected Countries 0 4 43 43 0 7 61 61
Voluntary and Mandatory Social Distancing: Evidence on Covid-19 Exposure Rates from Chinese Provinces and Selected Countries 0 1 19 19 2 6 96 96
Weak and Strong Cross Section Dependence and Estimation of Large Panels 0 0 1 86 1 2 12 268
Weak and Strong Cross Section Dependence and Estimation of Large Panels 0 0 0 118 0 3 11 351
Weak and strong cross section dependence and estimation of large panels 0 0 1 79 0 1 12 275
What if the UK had Joined the Euro in 1999? An Empirical Evaluation Using a Global VAR 0 0 4 130 0 4 14 383
What if the UK had Joined the Euro in 1999? An Empirical Evaluation using a Global VAR 0 0 0 182 1 2 5 563
What if the UK has Joined the Euro in 1999? An Empirical Evaluation using a Global VAR 0 0 0 220 1 5 8 626
Total Working Papers 175 650 2,132 85,810 1,250 4,193 12,884 316,293
1 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
4 The Role of Theory in Applied Econometrics 0 0 0 0 0 1 4 4
A Bayesian analysis of linear regression models with highly collinear regressors 0 0 2 4 1 3 14 21
A Critique of the Proposed Tests of the Natural Rate-Rational Expectations Hypothesis 0 0 1 32 1 3 6 119
A Duration Model of Irreversible Oil Investment: Theory and Empirical Evidence 0 0 2 215 0 1 8 849
A Generalized R[superscript]2 Criterion for Regression Models Estimated by the Instrumental Variables Method 0 0 1 60 0 5 11 289
A Long run structural macroeconometric model of the UK 1 1 4 545 2 5 21 1,172
A One Covariate at a Time, Multiple Testing Approach to Variable Selection in High‐Dimensional Linear Regression Models 0 1 2 18 1 5 19 70
A Recursive Modelling Approach to Predicting UK Stock Returns 0 0 3 372 0 1 10 861
A Simple Nonparametric Test of Predictive Performance 0 0 0 0 5 10 47 2,609
A Two‐Stage Approach to Spatio‐Temporal Analysis with Strong and Weak Cross‐Sectional Dependence 0 0 1 18 2 4 12 79
A bias-adjusted LM test of error cross-section independence 0 4 17 200 6 14 56 775
A floor and ceiling model of US output 0 0 1 291 0 4 15 687
A generalization of the non-parametric Henriksson-Merton test of market timing 1 2 5 581 4 11 25 1,347
A multi-country approach to forecasting output growth using PMIs 0 0 1 16 0 2 8 91
A multiple testing approach to the regularisation of large sample correlation matrices 0 0 0 7 0 1 13 40
A pair-wise approach to testing for output and growth convergence 1 2 11 318 4 13 45 721
A proof of the asymptotic validity of a test for perfect aggregation 0 0 0 12 1 2 4 60
A simple panel unit root test in the presence of cross-section dependence 11 18 72 1,929 32 72 289 5,179
A simulation approach to the problem of computing Cox's statistic for testing nonnested models 0 0 1 95 0 1 5 254
A spatio-temporal model of house prices in the USA 5 12 22 210 5 25 70 630
A special issue in memory of John Denis Sargan: studies in empirical macroeconometrics 0 0 0 85 0 2 4 419
A unified approach to estimation and orthogonality tests in linear single-equation econometric models 0 0 0 39 0 1 3 128
AN EMPIRICAL GROWTH MODEL FOR MAJOR OIL EXPORTERS 0 0 1 47 0 4 13 143
Aggregation in large dynamic panels 0 1 4 49 0 2 18 191
Aggregation of linear dynamic models: an application to life-cycle consumption models under habit formation 0 0 1 49 1 3 9 182
An Alternative Econometric Approach to the Permanent Income Hypothesis: An International Comparison: A Comment 0 1 1 38 1 4 6 199
An Analysis of the Determination of Deutsche Mark/French Franc Exchange Rate in a Discrete-Time Target-Zone Model 0 1 2 42 0 2 6 347
An Econometric Analysis of Exploration and Extraction of Oil in the U.K. Continental Shelf 1 1 2 200 2 3 11 658
Analysis of Exchange-Rate Target Zones Using a Limited-Dependent Rational-Expectations Model with Jumps 0 0 0 0 2 4 5 299
Announcement 0 0 0 49 0 1 3 119
BEYOND THE DSGE STRAITJACKET-super-1 0 0 0 38 0 1 2 95
Bounds testing approaches to the analysis of level relationships 26 81 354 5,666 62 193 831 12,212
China's Emergence in the World Economy and Business Cycles in Latin America 1 1 11 200 4 15 67 652
Choice between Disaggregate and Aggregate Specifications Estimated by Instrumental Variables Methods 0 0 0 0 2 4 5 459
Cointegration and speed of convergence to equilibrium 1 4 13 657 4 11 62 1,227
Common correlated effects estimation of heterogeneous dynamic panel quantile regression models 0 2 8 8 1 4 22 22
Comparison of Local Power of Alternative Tests of Non-Nested Regression Models 0 1 2 39 0 5 9 275
Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash 0 1 1 41 1 3 10 192
Consistency of short-term and long-term expectations 0 0 0 19 0 1 5 63
Constructing Multi-Country Rational Expectations Models 0 1 2 27 0 2 8 99
Correction to: Exponent of Cross-sectional Dependence for Residuals 0 0 0 0 0 0 0 0
Costly Adjustment under Rational Expectations: A Generalization 0 0 0 28 0 2 4 239
Counterfactual analysis in macroeconometrics: An empirical investigation into the effects of quantitative easing 0 1 16 89 2 7 44 278
Country-specific oil supply shocks and the global economy: A counterfactual analysis 0 3 25 51 2 10 54 148
Cross-sectional aggregation of non-linear models 0 0 2 128 3 5 11 327
Cross‐Sectional Dependence in Panel Data Models: A Special Issue 0 0 1 63 0 3 6 135
DISTINGUISHED AUTHORS 0 0 1 31 0 1 18 86
Decision Making in the Presence of Heterogeneous Information and Social Interactions 0 0 0 0 0 2 4 284
Diagnostic Tests of Cross‐section Independence for Limited Dependent Variable Panel Data Models 0 0 0 35 1 4 8 124
Diagnostics for IV Regressions 0 0 0 0 0 1 1 1
Double-Question Survey Measures for the Analysis of Financial Bubbles and Crashes 0 0 1 1 1 3 4 4
ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION 0 2 12 399 4 11 39 759
Econometric Analysis of Aggregation in the Context of Linear Prediction Models 0 0 0 144 0 6 12 825
Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit 1 1 2 65 2 4 12 162
Econometric analysis of structural systems with permanent and transitory shocks 1 1 6 182 2 4 16 396
Econometric issues in the analysis of contagion 1 2 9 238 1 9 32 519
Editorial statement 0 0 0 0 0 1 4 4
Empirical Econometric Modelling of Food Consumption Using a New Informational Complexity Approach: Comments 0 0 0 35 1 2 2 136
Estimating limited-dependent rational expectations models with an application to exchange rate determination in a target zone 0 0 0 35 0 2 2 158
Estimating long-run relationships from dynamic heterogeneous panels 8 25 128 3,304 33 76 356 5,875
Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure 1 4 20 821 7 24 101 1,977
Estimation of Simple Class of Multivariate Rational Expectations Models: A Test of the New Classical Model at a Sectoral Level 0 0 0 0 0 1 3 109
Estimation of time-invariant effects in static panel data models 0 0 1 11 1 3 12 60
Evaluation of macroeconometric models 1 1 4 93 1 2 5 172
Expenditure of oil revenue: An optimal control approach with application to the Iranian economy: H. Motamen, (Frances Pinter, London, 1979) pp. 189, [UK pound]12.50 0 0 1 47 0 1 4 124
Exploring the international linkages of the euro area: a global VAR analysis 0 0 13 932 7 14 78 2,136
Exponent of Cross-sectional Dependence for Residuals 0 1 5 5 3 11 17 21
Exponent of Cross‐Sectional Dependence: Estimation and Inference 0 0 0 22 2 6 15 110
Exponential class of dynamic binary choice panel data models with fixed effects 0 0 1 2 0 4 7 26
Firm heterogeneity and credit risk diversification 0 1 3 57 0 3 10 212
Forecast Combination Across Estimation Windows 0 0 0 10 2 3 6 55
Forecast Combination Across Estimation Windows 0 0 1 75 1 2 4 213
Forecast Uncertainties in Macroeconomic Modeling: An Application to the U.K. Economy 1 1 2 35 1 3 12 143
Forecasting Time Series Subject to Multiple Structural Breaks 0 1 11 307 3 8 34 853
Forecasting economic and financial variables with global VARs 0 3 14 176 3 11 35 463
Forecasting ultimate resource recovery 0 0 2 58 0 1 4 192
Formation of Inflation Expectations in British Manufacturing Industries 0 0 0 59 1 2 4 201
Generalized impulse response analysis in linear multivariate models 16 41 165 2,660 48 119 488 5,936
Global and Partial Non-Nested Hypotheses and Asymptotic Local Power 0 0 1 20 0 2 6 58
Growth and Convergence in Multi-country Empirical Stochastic Solow Model 2 3 14 710 7 11 45 1,765
Half‐panel jackknife fixed‐effects estimation of linear panels with weakly exogenous regressors 0 0 1 3 0 1 7 23
Heterogeneity and cross section dependence in panel data models: theory and applications introduction 0 0 3 502 1 3 19 1,174
How costly is it to ignore breaks when forecasting the direction of a time series? 1 1 5 94 1 4 16 307
Identification of New Keynesian Phillips Curves from a Global Perspective 0 0 0 109 1 2 8 316
Identification of New Keynesian Phillips Curves from a Global Perspective 0 0 0 0 0 1 1 1
Identification of rational expectations models 0 0 3 100 1 2 7 196
Impulse response analysis in nonlinear multivariate models 17 38 188 2,717 41 98 425 5,347
In memory of Clive Granger: an advisory board member of the journal 0 0 1 27 0 1 3 85
Infinite-dimensional VARs and factor models 0 1 6 126 3 6 37 373
Inflation, Capital Gains and U.K. Personal Savings: 1953-1981 0 0 0 84 0 1 6 263
Introducing a replication section 2 3 5 51 3 6 10 224
Is There a Debt-Threshold Effect on Output Growth? 2 11 40 152 15 46 138 476
Journal of Applied Econometrics Conference Sponsorship Grants 0 0 0 0 0 1 1 418
Journal of Applied Econometrics Dissertation Prize 0 0 1 138 0 4 10 458
Journal of Applied Econometrics Dissertation Prize 0 0 1 63 1 2 14 273
Journal of Applied Econometrics distinguished authors 0 0 0 0 0 1 6 282
Journal of Applied Econometrics distinguished authors 0 0 0 0 0 2 6 58
Journal of applied econometrics distinguished authors 0 0 0 0 0 1 4 8
Journal of applied econometrics distinguished authors 0 0 1 48 1 4 11 205
Journal of applied econometrics scholars programme 0 0 0 32 0 1 5 150
LONG-RUN STRUCTURAL MODELLING 2 2 9 250 3 12 33 694
Large panels with common factors and spatial correlation 1 4 13 202 3 13 42 577
Learning, Structural Instability, and Present Value Calculations 0 0 0 50 0 2 4 272
Life and Work of John Richard Nicholas Stone 1913-1991 1 2 2 22 2 4 5 276
Life-cycle consumption under social interactions 0 0 0 61 1 2 2 220
Limited-dependent rational expectations models with future expectations 0 0 0 33 0 1 8 157
Limited-dependent rational expectations models with stochastic thresholds 0 0 1 35 0 1 7 153
Long Run Macroeconomic Relations in the Global Economy 0 0 3 184 1 2 15 548
Lumpy Price Adjustments: A Microeconometric Analysis 0 0 0 7 3 8 24 72
Lumpy Price Adjustments: A Microeconometric Analysis 0 0 0 51 1 8 22 223
MACROECONOMETRIC MODELLING WITH A GLOBAL PERSPECTIVE* 0 0 1 165 2 4 8 459
Macroeconomic Dynamics and Credit Risk: A Global Perspective 1 7 23 409 6 16 73 1,027
March 2008 Announcement: Journal of Applied Econometrics Distinguished Authors 0 0 0 20 1 2 4 120
Market timing and return prediction under model instability 2 3 5 273 2 4 13 673
Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods 5 10 47 1,016 11 31 135 2,248
Mean group estimation in presence of weakly cross-correlated estimators 0 0 3 6 0 4 16 28
Model averaging in risk management with an application to futures markets 0 0 2 68 1 2 14 226
Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model 3 8 33 657 11 26 94 1,217
Multivariate Linear Rational Expectations Models 0 0 3 50 2 4 11 139
Nonlinear Dynamics and Econometrics: An Introduction 0 0 0 96 1 3 7 278
Oil Export and the Economy of Iran (in Persian) 0 1 1 1 4 12 12 12
Oil exports and the Iranian economy 0 1 5 56 0 3 22 192
Oil investment in the North Sea 0 0 0 91 1 3 13 318
Oil prices and the global economy: Is it different this time around? 4 26 113 139 6 43 164 255
On Identification of Bayesian DSGE Models 1 1 1 92 1 3 16 232
On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Comments 0 0 0 23 0 1 2 152
On the Policy Ineffectiveness Proposition and a Keynesian Alternative: A Rejoinder 0 1 1 85 1 4 6 349
On the comprehensive method of testing non-nested regression models 0 0 0 14 0 1 1 65
On the interpretation of panel unit root tests 0 0 2 106 0 3 11 288
Optimal forecasts in the presence of structural breaks 0 2 7 68 0 6 25 214
Pairwise Tests of Purchasing Power Parity 0 0 13 142 0 2 32 339
Panel unit root tests in the presence of a multifactor error structure 1 2 9 317 9 16 59 840
Panels with non-stationary multifactor error structures 2 4 12 208 3 9 43 582
Persistence of Shocks and Their 0 0 0 41 1 2 4 184
Persistence profiles and business cycle fluctuations in a disaggregated model of U.K. output growth 0 0 1 114 0 1 11 315
Persistence, cointegration, and aggregation: A disaggregated analysis of output fluctuations in the U.S. economy 0 0 1 100 3 4 7 239
Pitfalls of testing non-nested hypotheses by the lagrange multiplier method 0 0 0 26 0 3 3 138
Pitfalls of testing non-nested hypotheses by the lagrange multiplier method 0 0 0 16 0 1 2 97
Predictability of Stock Returns: Robustness and Economic Significance 4 7 32 994 4 10 68 1,868
REAL-TIME ECONOMETRICS 0 0 0 61 0 4 12 174
Rejoinder 0 0 0 14 0 1 2 70
Rejoinder to comments on forecasting economic and financial variables with global VARs 0 0 1 38 2 3 7 112
Rising Public Debt to GDP Can Harm Economic Growth 1 4 17 73 6 20 65 248
Selection of estimation window in the presence of breaks 0 5 29 439 2 10 62 920
Signs of impact effects in time series regression models 0 0 0 57 0 2 4 157
Small sample properties of forecasts from autoregressive models under structural breaks 0 0 2 122 2 5 21 391
Solution of Nonlinear Rational Expectations Models with Applications to Finite-Horizon Life-Cycle Models of Consumption 0 0 0 64 1 2 2 320
Solution of finite-horizon multivariate linear rational expectations models and sparse linear systems 0 0 0 52 0 1 2 168
Stochastic Growth Models and Their Econometric Implications 0 0 5 327 0 3 20 1,012
Structural Analysis of Cointegrating VARs 1 3 4 435 1 4 10 820
Structural analysis of vector error correction models with exogenous I(1) variables 1 2 24 660 8 21 116 1,400
THEORY AND PRACTICE OF GVAR MODELLING 2 3 13 64 6 16 44 206
Testing Dependence Among Serially Correlated Multicategory Variables 0 1 4 103 0 2 12 271
Testing Non-Nested Nonlinear Regression Models 0 0 3 177 0 4 12 516
Testing Weak Cross-Sectional Dependence in Large Panels 0 0 4 48 1 5 23 149
Testing for Aggregation Bias in Linear Models 0 0 0 138 0 2 2 439
Testing for Structural Stability and Predictive Failure: A Review 0 0 0 0 1 5 8 334
Testing for unit roots in heterogeneous panels 12 47 246 4,044 72 209 951 10,678
Testing slope homogeneity in large panels 4 14 65 422 10 30 166 1,017
Tests of Policy Interventions in DSGE Models 0 0 0 4 0 2 5 32
Tests of non-nested linear regression models subject to linear restrictions 0 0 0 13 1 3 4 98
Tests of non-nested regression models: Small sample adjustments and Monte Carlo evidence 0 0 1 112 1 2 4 405
The Cost Effectiveness of the UK's Sovereign Debt Portfolio 0 0 0 34 0 1 5 188
The Demand for Food in the United States and the Netherlands: A Systems Approach with the CBS Model: Comments 0 0 0 28 1 2 2 177
The Determinants of United Kingdom Import Prices-A Note 0 0 1 21 0 1 2 146
The J-test as a Hausman specification test 0 0 1 74 0 2 3 236
The Richard Stone Prize in Applied Econometrics 0 0 0 38 0 3 7 235
The Richard Stone Prize in Applied Econometrics 0 0 0 0 0 2 2 53
The Richard Stone Prize in Applied Econometrics 0 0 0 39 0 1 1 140
The Role of Economic Theory in Modelling the Long Run 5 17 46 510 18 44 133 1,197
The Role of Sectoral Interactions in Wage Determination in the UK Economy 0 1 12 109 2 4 20 373
The Small Sample Problem of Truncation Remainders in the Estimation of Distributed Lag Models with Autocorrelated Errors 0 0 1 34 2 3 6 213
The role of theory in econometrics 0 0 2 237 1 2 8 601
The spatial and temporal diffusion of house prices in the UK 2 4 17 189 9 21 60 576
To Pool or Not to Pool: Revisited 0 0 0 4 0 3 6 35
Variable selection, estimation and inference for multi-period forecasting problems 1 3 6 93 1 7 27 293
Weak and strong cross‐section dependence and estimation of large panels 0 0 1 122 1 2 14 368
Weak and strong cross‐section dependence and estimation of large panels 0 0 2 20 4 9 44 181
What if the UK or Sweden had joined the euro in 1999? An empirical evaluation using a Global VAR 0 0 4 178 3 5 17 499
Total Journal Articles 158 465 2,118 42,875 591 1,763 6,983 111,495


Book File Downloads Abstract Views
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Global and National Macroeconometric Modelling: A Long-Run Structural Approach 0 0 0 0 4 7 30 243
Global and National Macroeconometric Modelling: A Long-Run Structural Approach 0 0 0 0 5 11 52 410
Time Series and Panel Data Econometrics 0 0 0 0 9 40 145 411
Total Books 0 0 0 0 18 58 227 1,064


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 1 1 128
Global Business Cycles and Credit Risk 0 1 1 63 0 3 9 187
Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR 1 5 8 8 3 10 17 17
Long-Run Effects in Large Heterogeneous Panel Data Models with Cross-Sectionally Correlated Errors 4 8 25 58 5 18 58 160
Survey Expectations 0 2 15 297 4 11 51 730
Total Chapters 5 16 49 464 12 43 136 1,222


Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
GAUSS and Matlab codes for Multivariate Linear Rational Expectations Models: Characterization of the Nature of the Solutions and Their Fully Recursive Computation 0 4 21 974 5 17 64 3,141
GAUSS and Matlab codes for Multivariate Rational Expectations Models and Macroeconometric Modelling: A Review and Some New Results 0 2 11 955 1 8 34 2,338
GAUSS and Matlab codes for Solution of Finite-Horizon Multivariate Linear Rational Expectations Models and Sparse Linear Systems 0 0 3 730 0 4 13 2,867
Total Software Items 0 6 35 2,659 6 29 111 8,346


Statistics updated 2021-01-03