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12 months |
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A Behavioral Explanation for the Puzzling Persistence of the Aggregate Real Exchange Rate |
0 |
0 |
0 |
18 |
0 |
1 |
2 |
39 |
A Dynamic Factor Approach to Nonlinear Stability Analysis |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
284 |
A Dynamic Factor Approach to Nonlinear Stability Analysis |
0 |
0 |
0 |
197 |
0 |
1 |
1 |
697 |
A Dynamic Factor Approach to Nonlinear Stability Analysis |
0 |
0 |
0 |
40 |
0 |
1 |
1 |
167 |
A Nonparametric Measure of Convergence Toward Purchasing Power Parity |
0 |
0 |
0 |
138 |
1 |
3 |
3 |
379 |
A Nonparametric Measure of Convergence Toward Purchasing Power Parity |
0 |
0 |
0 |
3 |
0 |
1 |
1 |
38 |
A Simple Cointegrating Rank Test Without Vector Autoregression |
0 |
0 |
0 |
314 |
0 |
1 |
1 |
1,006 |
Accounting for Persistence and Volatility of Good-Level Real Exchange Rates: The Role of Sticky Information |
0 |
0 |
0 |
32 |
0 |
1 |
2 |
201 |
Accounting for Persistence and Volatility of Good-Level Real Exchange Rates: The Role of Sticky Information |
0 |
0 |
0 |
51 |
1 |
3 |
4 |
193 |
Accounting for Persistence and Volatility of Good-level Real Exchange Rates: The Role of Sticky Information |
0 |
0 |
0 |
91 |
0 |
0 |
0 |
310 |
Accounting for persistence and volatility of good-level real exchange rates: the role of sticky information |
0 |
0 |
0 |
34 |
0 |
2 |
2 |
160 |
Asymptotic Inference for Dynamic Panel Estimators of In nite Order Autoregressive Processes |
0 |
0 |
0 |
42 |
0 |
1 |
1 |
89 |
Bootstrapping GMM Estimators for Time Series |
0 |
0 |
0 |
519 |
1 |
3 |
4 |
1,439 |
Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach |
0 |
1 |
1 |
153 |
0 |
3 |
5 |
367 |
Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach |
0 |
0 |
0 |
378 |
0 |
6 |
10 |
1,058 |
Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach |
0 |
1 |
1 |
23 |
0 |
2 |
2 |
204 |
Capital Mobility in the World Economy: An Alternative Measure |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
329 |
Cointegration and Tests Of the Permanent Income Hypothesis: Japanese Evidence with International Comparisons |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
344 |
Current Account Dynamics under Information Rigidity and Imperfect Capital Mobility |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
26 |
Current Account Dynamics under Information Rigidity and Imperfect Capital Mobility |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
31 |
Current Account Dynamics under Information Rigidity and Imperfect Capital Mobility |
0 |
0 |
0 |
41 |
0 |
0 |
1 |
93 |
Current account dynamics under information rigidity and imperfect capital mobility |
0 |
0 |
0 |
24 |
0 |
0 |
0 |
34 |
Cyclical Part-Time Employment in an Estimated New Keynesian Model with Search Frictions |
0 |
1 |
5 |
90 |
0 |
3 |
8 |
261 |
Cyclical Part-Time Employment in an Estimated New Keynesian Model with Search Frictions |
0 |
1 |
1 |
44 |
0 |
1 |
2 |
61 |
Do Sticky Prices Increase Real Exchange Rate Volatility at the Sector Level? |
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0 |
0 |
17 |
0 |
0 |
1 |
75 |
Do Sticky Prices Increase Real Exchange Rate Volatility at the Sector Level? |
0 |
0 |
0 |
12 |
0 |
0 |
1 |
93 |
Do Sticky Prices Increase Real Exchange Rate Volatility at the Sector Level? |
0 |
0 |
0 |
7 |
0 |
1 |
1 |
77 |
Do Sticky Prices Increase Real Exchange Rate Volatility at the Sector Level? |
0 |
0 |
0 |
41 |
1 |
2 |
3 |
142 |
Estimating a Nonlinear New Keynesian Model with a Zero Lower Bound for Japan |
0 |
0 |
0 |
76 |
0 |
1 |
3 |
128 |
Estimating a nonlinear new Keynesian model with the zero lower bound for Japan |
0 |
0 |
0 |
145 |
0 |
1 |
2 |
252 |
Excess Smoothness of Consumption |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
117 |
Excess Smoothness of Consumption |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
202 |
Exchange Rate Pass-Through and Inflation: A Nonlinear Time Series Analysis |
0 |
0 |
0 |
309 |
0 |
0 |
2 |
799 |
Exchange rate pass-through and inflation: a nonlinear time series analysis |
0 |
0 |
2 |
67 |
0 |
0 |
4 |
131 |
Finite Sample Performance of Principal Components Estimators for Dynamic Factor Models: Asymptotic vs. Bootstrap Approximations |
0 |
0 |
1 |
9 |
0 |
1 |
5 |
162 |
Forecasting Japanese inflation with a news-based leading indicator of economic activities |
0 |
0 |
1 |
58 |
1 |
1 |
3 |
148 |
Great earthquakes, exchange rate volatility and government interventions |
0 |
0 |
3 |
67 |
4 |
5 |
15 |
266 |
Improving the Finite Sample Performance of Autoregression Estimators in Dynamic Factor Models: A Bootstrap Approach |
0 |
0 |
1 |
50 |
0 |
1 |
3 |
57 |
Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors |
0 |
0 |
0 |
278 |
0 |
0 |
3 |
880 |
Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors |
0 |
0 |
0 |
208 |
0 |
0 |
2 |
610 |
Measuring Business Cycles by Saving for a Rainy Day |
0 |
0 |
0 |
17 |
0 |
1 |
1 |
109 |
Measuring Inflation Pressure and Monetary Policy Response: A General Approach Applied to US Data 1966 - 2001 |
0 |
1 |
2 |
138 |
0 |
2 |
6 |
635 |
Measuring International Business Cycles by Saving for a Rainy Day |
0 |
0 |
0 |
2 |
0 |
1 |
1 |
12 |
Measuring business cycles by saving for a rainy day |
0 |
0 |
0 |
73 |
0 |
1 |
1 |
129 |
Measuring the Economic Impact of Monetary Union: The Case of Okinawa |
0 |
0 |
1 |
102 |
1 |
3 |
4 |
490 |
Menu Costs and Markov Inflation: A Theoretical Revision with New Evidence |
0 |
0 |
0 |
80 |
2 |
3 |
4 |
367 |
Missing Wage Inflation? Downward Wage Rigidity and the Natural Rate of Unemployment |
0 |
0 |
1 |
49 |
1 |
1 |
2 |
108 |
Missing Wage Inflation? Estimating the Natural Rate of Unemployment in a Nonlinear DSGE Model |
0 |
0 |
1 |
100 |
0 |
0 |
2 |
302 |
Noisy Information, Distance and Law of One Price Dynamics Across US Cities |
0 |
0 |
0 |
48 |
0 |
0 |
0 |
141 |
Noisy Information, Distance and Law of One Price Dynamics Across US Cities |
0 |
0 |
0 |
3 |
0 |
1 |
1 |
47 |
Noisy information, distance and law of one price dynamics across US cities |
0 |
0 |
0 |
37 |
1 |
2 |
3 |
63 |
Noisy information, distance and law of one price dynamics across US cities |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
53 |
Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan |
0 |
1 |
1 |
302 |
0 |
2 |
2 |
845 |
Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan |
0 |
0 |
0 |
15 |
0 |
1 |
2 |
90 |
Nonparametric Neural Network Estimation of Lyapunov Exponents and a Direct Test for Chaos |
0 |
0 |
0 |
368 |
0 |
0 |
1 |
1,170 |
Nonparametric Neural Network Estimation of Lyapunov Exponents and a Direct Test for Chaos |
0 |
0 |
0 |
1 |
2 |
2 |
2 |
29 |
Nonparametric Neutral Network Estimation of Lyapunov Exponents and a Direct Test for Chaos |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
22 |
Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
21 |
Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
34 |
Nonparametric neutral network estimation of lyapunov exponents and a direct test for chaos |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
25 |
On the Long-Run Variance Ratio Test for a Unit Root |
0 |
0 |
0 |
493 |
1 |
2 |
3 |
1,702 |
Persistence in Law-Of-One-Price Deviations: Evidence from Micro-Data |
0 |
0 |
0 |
139 |
1 |
3 |
5 |
538 |
Persistence in Law-Of-One-Price Deviations: Evidence from Micro-Data |
0 |
0 |
1 |
81 |
0 |
1 |
18 |
403 |
Persistence in Law-of-One-Price Deviations: Evidence From Micro-Price Data |
0 |
0 |
0 |
116 |
0 |
0 |
0 |
297 |
Persistence in Law-of-One-Price Deviations: Evidence From Micro-Price Data |
0 |
0 |
0 |
9 |
0 |
1 |
1 |
63 |
Persistence in Law-of-One-Price Deviations: Evidence from Micro-data |
0 |
0 |
0 |
238 |
0 |
0 |
3 |
618 |
Quantifying Inflation Pressure and Monetary Policy Response in the United States |
0 |
0 |
0 |
54 |
0 |
0 |
1 |
244 |
Quasi-Bayesian Model Selection |
0 |
0 |
0 |
102 |
0 |
3 |
5 |
186 |
Spurious Regressions in Technical Trading: Momentum or Contrarian? |
0 |
0 |
0 |
58 |
0 |
0 |
3 |
277 |
Sticky-Wage Models and Knowledge Capital |
0 |
1 |
2 |
12 |
0 |
2 |
3 |
44 |
Sticky-Wage Models and Knowledge Capital: A Note |
0 |
1 |
1 |
31 |
0 |
2 |
2 |
80 |
Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component |
0 |
0 |
0 |
18 |
0 |
1 |
1 |
64 |
Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component |
0 |
0 |
0 |
72 |
1 |
1 |
1 |
170 |
Testing for a Unit Root against Transitional Autoregressive Models |
0 |
0 |
0 |
117 |
1 |
1 |
1 |
287 |
Testing for a Unit Root against Transitional Autoregressive Models |
0 |
0 |
0 |
400 |
0 |
0 |
5 |
944 |
The Effects of Demographics on the Japanese Housing Market |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
2,576 |
The Effects of QQE on Long-run Inflation Expectations in Japan |
0 |
0 |
2 |
32 |
1 |
2 |
10 |
79 |
The Law of One Price Without the Border: The Role of Distance Versus Sticky Prices |
0 |
0 |
1 |
107 |
1 |
2 |
3 |
329 |
Trading volume and serial correlation in stock returns: a threshold regression approach |
0 |
0 |
0 |
128 |
0 |
1 |
2 |
360 |
Trend Inflation and Evolving Inflation Dynamics: A Bayesian GMM Analysis of the Generalized New Keynesian Phillips Curve |
0 |
1 |
5 |
95 |
0 |
4 |
11 |
243 |
Trigonometric Trend Regressions of Unknown Frequencies with Stationary or Integrated Noise |
0 |
1 |
3 |
43 |
0 |
1 |
6 |
66 |
Zero interest rate policy and asymmetric price adjustment in Japan: an empirical analysis of a nonlinear DSGE model |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
19 |
Total Working Papers |
0 |
10 |
37 |
7,306 |
22 |
97 |
232 |
26,230 |