| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Behavioral Explanation for the Puzzling Persistence of the Aggregate Real Exchange Rate |
0 |
0 |
1 |
19 |
4 |
9 |
13 |
52 |
| A Dynamic Factor Approach to Nonlinear Stability Analysis |
0 |
0 |
0 |
197 |
3 |
9 |
12 |
709 |
| A Dynamic Factor Approach to Nonlinear Stability Analysis |
0 |
0 |
0 |
0 |
4 |
4 |
4 |
288 |
| A Dynamic Factor Approach to Nonlinear Stability Analysis |
0 |
0 |
0 |
40 |
9 |
9 |
11 |
178 |
| A Nonparametric Measure of Convergence Toward Purchasing Power Parity |
0 |
0 |
0 |
138 |
2 |
5 |
8 |
386 |
| A Nonparametric Measure of Convergence Toward Purchasing Power Parity |
0 |
0 |
0 |
3 |
11 |
13 |
13 |
51 |
| A Simple Cointegrating Rank Test Without Vector Autoregression |
0 |
0 |
0 |
314 |
1 |
3 |
3 |
1,009 |
| Accounting for Persistence and Volatility of Good-Level Real Exchange Rates: The Role of Sticky Information |
0 |
0 |
0 |
32 |
2 |
2 |
4 |
205 |
| Accounting for Persistence and Volatility of Good-Level Real Exchange Rates: The Role of Sticky Information |
0 |
0 |
0 |
51 |
2 |
5 |
7 |
199 |
| Accounting for Persistence and Volatility of Good-level Real Exchange Rates: The Role of Sticky Information |
0 |
0 |
0 |
91 |
2 |
3 |
3 |
313 |
| Accounting for persistence and volatility of good-level real exchange rates: the role of sticky information |
0 |
0 |
0 |
34 |
0 |
2 |
4 |
164 |
| Asymptotic Inference for Dynamic Panel Estimators of In nite Order Autoregressive Processes |
0 |
0 |
0 |
42 |
4 |
4 |
5 |
94 |
| Bootstrapping GMM Estimators for Time Series |
0 |
0 |
0 |
519 |
2 |
8 |
12 |
1,450 |
| Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach |
0 |
0 |
0 |
378 |
1 |
7 |
9 |
1,067 |
| Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach |
0 |
0 |
0 |
153 |
4 |
9 |
10 |
377 |
| Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach |
0 |
0 |
1 |
24 |
11 |
13 |
16 |
220 |
| Credit Market Tightness and Zombie Firms: Theory and Evidence |
0 |
0 |
0 |
0 |
3 |
18 |
18 |
18 |
| Current Account Dynamics under Information Rigidity and Imperfect Capital Mobility |
0 |
0 |
0 |
14 |
4 |
10 |
13 |
39 |
| Current Account Dynamics under Information Rigidity and Imperfect Capital Mobility |
0 |
0 |
0 |
41 |
3 |
6 |
6 |
99 |
| Current Account Dynamics under Information Rigidity and Imperfect Capital Mobility |
0 |
0 |
0 |
10 |
6 |
14 |
17 |
48 |
| Current Account Dynamics under Information Rigidity and Imperfect Capital Mobility |
0 |
0 |
0 |
24 |
4 |
7 |
10 |
44 |
| Cyclical Part-Time Employment in an Estimated New Keynesian Model with Search Frictions |
0 |
0 |
2 |
92 |
3 |
6 |
12 |
273 |
| Cyclical Part-Time Employment in an Estimated New Keynesian Model with Search Frictions |
0 |
0 |
1 |
45 |
3 |
5 |
7 |
68 |
| Do Sticky Prices Increase Real Exchange Rate Volatility at the Sector Level? |
0 |
0 |
0 |
41 |
5 |
5 |
10 |
151 |
| Do Sticky Prices Increase Real Exchange Rate Volatility at the Sector Level? |
0 |
0 |
0 |
17 |
2 |
3 |
6 |
81 |
| Do Sticky Prices Increase Real Exchange Rate Volatility at the Sector Level? |
0 |
0 |
0 |
7 |
4 |
5 |
6 |
83 |
| Do Sticky Prices Increase Real Exchange Rate Volatility at the Sector Level? |
0 |
0 |
0 |
12 |
2 |
4 |
5 |
98 |
| Estimating a Nonlinear New Keynesian Model with a Zero Lower Bound for Japan |
0 |
0 |
1 |
77 |
10 |
13 |
16 |
144 |
| Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan |
0 |
0 |
0 |
145 |
10 |
16 |
20 |
272 |
| Exchange Rate Pass-Through and Inflation: A Nonlinear Time Series Analysis |
0 |
0 |
0 |
309 |
13 |
18 |
21 |
820 |
| Exchange rate pass-through and inflation: a nonlinear time series analysis |
0 |
0 |
1 |
68 |
9 |
13 |
15 |
146 |
| Finite Sample Performance of Principal Components Estimators for Dynamic Factor Models: Asymptotic vs. Bootstrap Approximations |
0 |
0 |
0 |
9 |
1 |
5 |
8 |
170 |
| Forecasting Japanese inflation with a news-based leading indicator of economic activities |
0 |
0 |
1 |
59 |
3 |
5 |
10 |
157 |
| Great earthquakes, exchange rate volatility and government interventions |
0 |
0 |
0 |
67 |
12 |
37 |
48 |
310 |
| Improving the Finite Sample Performance of Autoregression Estimators in Dynamic Factor Models: A Bootstrap Approach |
0 |
0 |
0 |
50 |
2 |
4 |
8 |
65 |
| Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors |
0 |
0 |
0 |
278 |
0 |
0 |
1 |
881 |
| Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors |
0 |
0 |
0 |
208 |
0 |
0 |
2 |
612 |
| Measuring Business Cycles by Saving for a Rainy Day |
0 |
0 |
0 |
17 |
2 |
3 |
3 |
112 |
| Measuring Inflation Pressure and Monetary Policy Response: A General Approach Applied to US Data 1966 - 2001 |
0 |
0 |
1 |
139 |
0 |
4 |
8 |
643 |
| Measuring International Business Cycles by Saving for a Rainy Day |
0 |
0 |
0 |
2 |
4 |
5 |
6 |
18 |
| Measuring business cycles by saving for a rainy day |
0 |
0 |
0 |
73 |
6 |
7 |
8 |
137 |
| Measuring the Economic Impact of Monetary Union: The Case of Okinawa |
0 |
0 |
0 |
102 |
3 |
6 |
7 |
496 |
| Menu Costs and Markov Inflation: A Theoretical Revision with New Evidence |
1 |
1 |
1 |
81 |
10 |
14 |
17 |
382 |
| Missing Wage Inflation? Downward Wage Rigidity and the Natural Rate of Unemployment |
0 |
0 |
0 |
49 |
4 |
8 |
9 |
116 |
| Missing Wage Inflation? Estimating the Natural Rate of Unemployment in a Nonlinear DSGE Model |
0 |
0 |
1 |
101 |
6 |
8 |
13 |
315 |
| Noisy Information, Distance and Law of One Price Dynamics Across US Cities |
0 |
0 |
0 |
48 |
8 |
10 |
10 |
151 |
| Noisy Information, Distance and Law of One Price Dynamics Across US Cities |
0 |
0 |
0 |
37 |
5 |
5 |
8 |
70 |
| Noisy Information, Distance and Law of One Price Dynamics Across US Cities |
0 |
0 |
0 |
3 |
1 |
3 |
5 |
52 |
| Noisy information, distance and law of one price dynamics across US cities |
0 |
0 |
0 |
18 |
3 |
4 |
7 |
60 |
| Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan |
0 |
0 |
0 |
302 |
5 |
9 |
9 |
854 |
| Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan |
0 |
0 |
0 |
15 |
4 |
5 |
8 |
98 |
| Nonparametric Neural Network Estimation of Lyapunov Exponents and a Direct Test for Chaos |
0 |
1 |
1 |
369 |
1 |
4 |
6 |
1,176 |
| Nonparametric Neural Network Estimation of Lyapunov Exponents and a Direct Test for Chaos |
0 |
0 |
1 |
2 |
1 |
2 |
9 |
36 |
| Nonparametric Neutral Network Estimation of Lyapunov Exponents and a Direct Test for Chaos |
0 |
0 |
0 |
0 |
6 |
6 |
8 |
30 |
| Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos |
0 |
0 |
0 |
2 |
5 |
7 |
8 |
42 |
| Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
23 |
| Nonparametric neutral network estimation of lyapunov exponents and a direct test for chaos |
0 |
0 |
0 |
1 |
2 |
4 |
5 |
30 |
| On the Long-Run Variance Ratio Test for a Unit Root |
0 |
0 |
0 |
493 |
1 |
4 |
8 |
1,709 |
| Persistence in Law-Of-One-Price Deviations: Evidence from Micro-Data |
0 |
1 |
1 |
140 |
7 |
11 |
19 |
556 |
| Persistence in Law-Of-One-Price Deviations: Evidence from Micro-Data |
0 |
1 |
1 |
82 |
10 |
16 |
18 |
421 |
| Persistence in Law-of-One-Price Deviations: Evidence From Micro-Price Data |
0 |
0 |
0 |
9 |
2 |
3 |
8 |
71 |
| Persistence in Law-of-One-Price Deviations: Evidence From Micro-Price Data |
0 |
0 |
0 |
116 |
8 |
9 |
11 |
308 |
| Persistence in Law-of-One-Price Deviations: Evidence from Micro-data |
0 |
0 |
0 |
238 |
12 |
13 |
16 |
634 |
| Quantifying Inflation Pressure and Monetary Policy Response in the United States |
0 |
0 |
0 |
54 |
5 |
8 |
12 |
256 |
| Quasi-Bayesian Model Selection |
0 |
0 |
0 |
102 |
3 |
6 |
7 |
193 |
| Spurious Regressions in Technical Trading: Momentum or Contrarian? |
0 |
0 |
0 |
58 |
2 |
4 |
5 |
282 |
| Sticky-Wage Models and Knowledge Capital |
0 |
0 |
0 |
12 |
1 |
2 |
2 |
46 |
| Sticky-Wage Models and Knowledge Capital: A Note |
0 |
0 |
0 |
31 |
1 |
3 |
5 |
85 |
| Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component |
0 |
0 |
0 |
18 |
2 |
3 |
4 |
68 |
| Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component |
0 |
0 |
0 |
72 |
3 |
4 |
7 |
176 |
| Testing for a Unit Root against Transitional Autoregressive Models |
0 |
0 |
0 |
400 |
3 |
7 |
10 |
954 |
| Testing for a Unit Root against Transitional Autoregressive Models |
0 |
0 |
0 |
117 |
1 |
1 |
2 |
288 |
| The Effects of QQE on Long-run Inflation Expectations in Japan |
0 |
0 |
3 |
35 |
6 |
11 |
24 |
102 |
| The Law of One Price Without the Border: The Role of Distance Versus Sticky Prices |
0 |
0 |
1 |
108 |
4 |
5 |
10 |
338 |
| Trading volume and serial correlation in stock returns: a threshold regression approach |
0 |
0 |
0 |
128 |
2 |
5 |
6 |
366 |
| Trend Inflation and Evolving Inflation Dynamics: A Bayesian GMM Analysis of the Generalized New Keynesian Phillips Curve |
0 |
1 |
2 |
97 |
6 |
9 |
14 |
257 |
| Trigonometric Trend Regressions of Unknown Frequencies with Stationary or Integrated Noise |
0 |
0 |
2 |
45 |
5 |
6 |
16 |
82 |
| Zero interest rate policy and asymmetric price adjustment in Japan: an empirical analysis of a nonlinear DSGE model |
0 |
0 |
0 |
2 |
3 |
7 |
8 |
27 |
| Total Working Papers |
1 |
5 |
23 |
7,326 |
326 |
552 |
761 |
23,401 |