| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Long-run Structural Macro-econometric Model of the UK |
0 |
0 |
0 |
0 |
0 |
4 |
34 |
1,118 |
| A Nonlinear Panel Data Model of Cross-Sectional Dependence |
0 |
0 |
0 |
132 |
1 |
1 |
14 |
297 |
| A Nonlinear Panel Model of Cross-sectional Dependence |
0 |
0 |
0 |
2 |
2 |
2 |
13 |
29 |
| A Panel Data Approach to Testing Anomaly Effects in Factor Pricing Models |
0 |
0 |
0 |
173 |
0 |
1 |
6 |
613 |
| A Panel Data Approach to testing Anomaly Effects in Factor Pricing Models |
0 |
0 |
0 |
211 |
0 |
0 |
12 |
527 |
| A Structural Cointegrating VAR Approach to Macroeconometric Modelling |
0 |
0 |
0 |
0 |
2 |
5 |
22 |
3,197 |
| A long run structural macroeconometric model of the UK |
0 |
0 |
1 |
1,216 |
1 |
3 |
16 |
2,094 |
| A long run structural macroeconometric model of the UK (first version) |
0 |
0 |
0 |
14 |
0 |
0 |
8 |
239 |
| A structural cointegrating VAR approach to macroeconometric modelling |
1 |
2 |
3 |
924 |
3 |
9 |
23 |
1,451 |
| An Autoregressive Distributed Lag Modelling Approach to Cointegration Analysis |
0 |
0 |
0 |
0 |
22 |
58 |
376 |
9,230 |
| Asymmetric Price Impacts of Order Flow on Exchange Rate Dynamics |
0 |
0 |
0 |
75 |
0 |
2 |
19 |
239 |
| Bounds Testing Approaches to the Analysis of Long Run Relationships |
6 |
7 |
13 |
1,816 |
17 |
25 |
71 |
3,581 |
| Bounds Testing Approaches to the Analysis of Long-run Relationships |
2 |
17 |
60 |
1,687 |
14 |
60 |
309 |
4,411 |
| Canonical Correlation-based Model Selection for the Multilevel Factors |
0 |
0 |
0 |
65 |
2 |
4 |
15 |
90 |
| Cointegration and Speed of Convergence to Equilibrium |
0 |
0 |
0 |
0 |
1 |
1 |
25 |
947 |
| Dynamic Network Quantile Regression Model |
0 |
0 |
0 |
44 |
2 |
4 |
14 |
62 |
| Dynamic Panels with Threshold Effect and Endogeneity |
0 |
0 |
9 |
282 |
1 |
3 |
47 |
838 |
| Dynamic Quantile Panel Data Models with Interactive Effects |
0 |
1 |
3 |
45 |
4 |
5 |
16 |
82 |
| Dynamic Spatial Network Quantile Autoregression |
0 |
0 |
0 |
28 |
0 |
1 |
14 |
56 |
| Estimation and Inference for Multi-dimensional Heterogeneous Panel Datasets with Hierarchical Multi-factor Error Structure |
0 |
0 |
0 |
85 |
0 |
0 |
7 |
139 |
| Estimation and Inference in Heterogeneous Spatial Panel Data Models with a Multifactor Error Structure |
0 |
0 |
1 |
86 |
3 |
4 |
31 |
182 |
| Forecast Uncertainties In Macroeconometric Modelling: An Application to the UK Economy |
0 |
0 |
0 |
165 |
1 |
2 |
10 |
430 |
| Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy |
0 |
0 |
0 |
473 |
2 |
2 |
16 |
1,427 |
| Forecast Uncertainties in Macroeconometric Models: An Application to the UK Economy |
0 |
0 |
0 |
122 |
1 |
1 |
9 |
404 |
| Forecast Uncertainties in Macroeconomics Modelling: An Application to the UK Economy |
0 |
0 |
0 |
212 |
1 |
2 |
16 |
730 |
| Forecasting Single and Multiple Hazards: The Use of the Weibull Distribution with Application to Arrears Mortgages Facing Repossession Risks |
0 |
0 |
0 |
0 |
1 |
1 |
14 |
905 |
| GLS Detrending for Nonlinear Unit Root Tests |
0 |
0 |
0 |
1 |
2 |
3 |
14 |
22 |
| GLS Detrending-Based Unit Root Tests in Nonlinear STAR and SETAR Frameworks |
0 |
0 |
0 |
272 |
1 |
1 |
20 |
783 |
| Generalised Impulse Response Analysis in Linear Multivariate Models |
0 |
0 |
0 |
0 |
6 |
19 |
120 |
4,392 |
| Globalisation and Technological Convergence in the EU |
0 |
0 |
0 |
13 |
2 |
3 |
17 |
100 |
| Gravity Models of the Intra-EU Trade: Application of the Hausman-Taylor Estimation in Heterogeneous Panels with Common Time-specific Factors |
0 |
0 |
0 |
1,212 |
4 |
6 |
22 |
2,913 |
| Gravity Models of the Intra-EU Trade: Application of the Hausman-Taylor Estimation in Heterogeneous Panels with Common Time-specific Factors |
0 |
0 |
0 |
121 |
1 |
1 |
20 |
396 |
| International Linkages of the Korean Economy: The Global Vector Error-Correcting Macroeconometric Modelling Approach |
0 |
0 |
0 |
77 |
1 |
1 |
21 |
222 |
| Long-Run Structural Modelling |
0 |
0 |
0 |
1,003 |
0 |
0 |
21 |
1,922 |
| Long-Run Structural Modelling |
0 |
0 |
0 |
0 |
0 |
1 |
20 |
733 |
| Mapping Korea's International Linkages using Generalised Connectedness Measures |
0 |
0 |
0 |
1 |
2 |
4 |
19 |
47 |
| Mean Group Tests for Stationarity in Heterogeneous Panels |
0 |
0 |
1 |
123 |
4 |
5 |
15 |
466 |
| Online Appendix for Canonical Correlation-based Model Selection for the Multilevel Factors |
0 |
0 |
0 |
62 |
3 |
3 |
19 |
71 |
| Pooled Estimation of Long-run Relationships in Dynamic Heterogeneous Panels |
0 |
0 |
0 |
0 |
9 |
14 |
71 |
2,435 |
| Pooled Mean Group Estimation of Dynamic Heterogeneous Panels |
4 |
17 |
55 |
5,847 |
19 |
52 |
272 |
15,255 |
| Quantifying Informational Linkages in a Global Model of Currency Spot Markets |
0 |
0 |
0 |
58 |
1 |
1 |
12 |
113 |
| Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework |
0 |
0 |
2 |
115 |
4 |
6 |
22 |
352 |
| Recent Developments of the Autoregressive Distributed Lag Modelling Framework |
0 |
0 |
5 |
285 |
1 |
2 |
28 |
288 |
| Reflections on "Testing for Unit Roots in Heterogeneous Panels" |
1 |
2 |
4 |
119 |
1 |
3 |
16 |
90 |
| Reflections on “Testing for Unit Roots in Heterogeneous Panels” |
0 |
0 |
0 |
41 |
2 |
2 |
9 |
27 |
| Regional Productivity Network in the EU |
0 |
0 |
0 |
36 |
1 |
5 |
12 |
46 |
| Shifting Preferences at the Fed: Evidence from Rolling Dynamic Multipliers and Impulse Response Analysis |
0 |
0 |
0 |
48 |
1 |
1 |
9 |
158 |
| Spatial Attendance Spillover in the European Football Leagues |
0 |
0 |
0 |
19 |
1 |
2 |
8 |
71 |
| Structural Analysis of Vector Error Correction Models with Exogenous I(1) Variables |
0 |
0 |
0 |
0 |
4 |
7 |
29 |
2,020 |
| Structural analysis of vector error correction models with exogenous I(1) variables |
0 |
0 |
0 |
6 |
2 |
7 |
32 |
538 |
| Structural analysis of vector error correction models with exogenous I(1) variables |
0 |
0 |
0 |
934 |
6 |
6 |
30 |
2,198 |
| TIs Globalization Driving Efficiency? A Threshold Stochastic Frontier Panel Data Modelling Approach |
0 |
0 |
0 |
10 |
1 |
5 |
18 |
86 |
| Testing for Cointegration in Nonlinear STAR Error Correction Models |
0 |
0 |
0 |
3 |
2 |
3 |
15 |
42 |
| Testing for Correlated Factor Loadings in Cross Sectionally Dependent Panels |
0 |
0 |
0 |
53 |
1 |
3 |
15 |
117 |
| Testing for Nonstationary Long Memory against Nonlinear Ergodic Models |
0 |
0 |
0 |
0 |
2 |
3 |
32 |
36 |
| Testing for Stationarity in Heterogeneous Panels with Serially Correlated Errors |
0 |
0 |
0 |
49 |
2 |
2 |
19 |
223 |
| Testing for Unit Roots in Heterogeneous Panels |
0 |
0 |
0 |
0 |
5 |
14 |
71 |
3,175 |
| Testing for a Linear Unit Root against Nonlinear Threshold Stationarity |
0 |
0 |
0 |
109 |
1 |
2 |
24 |
346 |
| Testing for a Unit Root against Nonlinear STAR Models |
0 |
1 |
1 |
162 |
3 |
5 |
20 |
342 |
| Testing for a unit root against nonlinear star models |
0 |
0 |
0 |
182 |
3 |
3 |
22 |
669 |
| Testing for nonlinear cointegration between stock prices and dividends |
0 |
0 |
0 |
193 |
1 |
1 |
6 |
432 |
| Testing for the 'Existence of a Long-run Relationship' |
0 |
0 |
0 |
0 |
5 |
15 |
116 |
5,728 |
| The Asymmetric Response of Dividends to Earnings News |
0 |
0 |
4 |
14 |
1 |
1 |
12 |
56 |
| The Great Moderation and the Decoupling of Monetary Policy from Long-Term Rates in the U.S. and Germany |
0 |
0 |
0 |
131 |
1 |
3 |
17 |
355 |
| Trade and Labor usage: An examination of the Stolper-Samuelson theorem for the South African manufacturing industry |
0 |
0 |
1 |
91 |
0 |
0 |
12 |
756 |
| Trade, Technology and Wage Inequality in the South African Manufacturing Sectors |
0 |
0 |
0 |
187 |
1 |
2 |
13 |
585 |
| Two-Step Estimation of the Nonlinear Autoregressive Distributed Lag Model |
4 |
6 |
39 |
557 |
14 |
33 |
131 |
1,704 |
| Unit Root Tests in Three-Regime SETAR Models |
0 |
0 |
0 |
240 |
2 |
5 |
13 |
673 |
| Unit Root Tests in Three-Regime SETAR Models |
0 |
0 |
0 |
0 |
3 |
4 |
19 |
42 |
| What’s Mine Is Yours: Sovereign Risk Transmission during the European Debt Crisis |
0 |
0 |
0 |
34 |
1 |
1 |
12 |
82 |
| Total Working Papers |
18 |
53 |
202 |
20,265 |
208 |
460 |
2,622 |
84,425 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Long run structural macroeconometric model of the UK |
0 |
0 |
0 |
546 |
2 |
2 |
19 |
1,270 |
| A Parametric approach to testing the null of cointegration |
0 |
0 |
0 |
1 |
1 |
1 |
8 |
13 |
| A Residual-Based Test of the Null of Cointegration Against the Alternative of No Cointegration |
0 |
1 |
4 |
185 |
3 |
7 |
22 |
472 |
| A nonlinear panel data model of cross-sectional dependence |
0 |
0 |
0 |
91 |
2 |
2 |
21 |
272 |
| An LM Test for the Conditional Independence between Regressors and Factor Loadings in Panel Data Models with Interactive Effects |
0 |
0 |
1 |
1 |
1 |
1 |
11 |
14 |
| Asymmetric adjustment toward optimal capital structure: Evidence from a crisis |
0 |
0 |
2 |
61 |
1 |
1 |
31 |
333 |
| Asymmetric capital structure adjustments: New evidence from dynamic panel threshold models |
0 |
1 |
8 |
66 |
0 |
7 |
68 |
356 |
| Bounds testing approaches to the analysis of level relationships |
39 |
70 |
197 |
6,835 |
95 |
166 |
668 |
15,310 |
| Canonical correlation-based model selection for the multilevel factors |
0 |
0 |
0 |
9 |
5 |
5 |
18 |
47 |
| Cointegration and speed of convergence to equilibrium |
0 |
0 |
2 |
719 |
1 |
3 |
26 |
1,516 |
| Comments on: Panel data analysis—advantages and challenges |
0 |
0 |
0 |
16 |
2 |
3 |
8 |
61 |
| Dynamic Network Quantile Regression Model |
0 |
1 |
4 |
6 |
0 |
2 |
18 |
26 |
| Dynamic panels with threshold effect and endogeneity |
6 |
15 |
48 |
485 |
19 |
53 |
231 |
1,582 |
| Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure |
0 |
1 |
1 |
14 |
1 |
3 |
15 |
59 |
| Estimation and inference in heterogeneous spatial panels with a multifactor error structure |
0 |
0 |
2 |
17 |
1 |
1 |
16 |
64 |
| Exploring international linkages using generalised connectedness measures: The case of Korea |
0 |
0 |
0 |
18 |
1 |
1 |
15 |
73 |
| Forecast Uncertainties in Macroeconomic Modeling: An Application to the U.K. Economy |
0 |
0 |
0 |
39 |
2 |
3 |
15 |
175 |
| Forecasting distributions of inflation rates: the functional auto-regressive approach |
0 |
0 |
0 |
14 |
2 |
2 |
7 |
55 |
| GLS detrending-based unit root tests in nonlinear STAR and SETAR models |
0 |
0 |
0 |
54 |
2 |
2 |
11 |
146 |
| Generalized impulse response analysis in linear multivariate models |
3 |
14 |
62 |
3,307 |
21 |
60 |
294 |
7,963 |
| Globalisation and technological convergence in the EU |
0 |
0 |
0 |
19 |
1 |
2 |
12 |
114 |
| Gravity models of interprovincial migration flows in Canada with hierarchical multifactor structure |
0 |
1 |
1 |
8 |
3 |
4 |
28 |
57 |
| Gravity models of intra-EU trade: application of the CCEP-HT estimation in heterogeneous panels with unobserved common time-specific factors |
0 |
0 |
2 |
450 |
3 |
4 |
24 |
1,140 |
| In search of robust methods for dynamic panel data models in empirical corporate finance |
0 |
0 |
2 |
85 |
1 |
4 |
19 |
279 |
| Is Globalization Driving Efficiency? A Threshold Stochastic Frontier Panel Data Modeling Approach |
0 |
0 |
0 |
45 |
1 |
2 |
19 |
147 |
| LONG-RUN STRUCTURAL MODELLING |
1 |
1 |
2 |
269 |
5 |
5 |
21 |
800 |
| Mean group tests for stationarity in heterogeneous panels |
0 |
0 |
0 |
44 |
5 |
5 |
13 |
205 |
| Measuring the Connectedness of the Global Economy |
0 |
0 |
1 |
9 |
1 |
3 |
22 |
62 |
| Modelling Technical Efficiency in Cross Sectionally Dependent Stochastic Frontier Panels |
0 |
0 |
1 |
24 |
3 |
3 |
15 |
95 |
| Noise Momentum Around the World |
0 |
0 |
0 |
5 |
1 |
2 |
22 |
55 |
| Nonlinear limits to arbitrage |
0 |
0 |
0 |
2 |
1 |
2 |
15 |
26 |
| Nonlinear mean reversion in real exchange rates |
0 |
0 |
0 |
64 |
0 |
0 |
5 |
173 |
| On stationary tests in the presence of structural breaks |
0 |
0 |
0 |
38 |
1 |
3 |
17 |
125 |
| On the Asymmetric U-Shaped Relationship between Inflation, Inflation Uncertainty, and Relative Price Skewness in the UK |
0 |
0 |
0 |
31 |
1 |
1 |
12 |
130 |
| On the Asymmetric U‐Shaped Relationship between Inflation, Inflation Uncertainty, and Relative Price Skewness in the UK |
0 |
0 |
1 |
5 |
0 |
2 |
13 |
27 |
| Optimal Test for Markov Switching GARCH Models |
0 |
0 |
0 |
63 |
1 |
2 |
20 |
210 |
| Probabilistic forecasting of output growth, inflation and the balance of trade in a GVAR framework |
0 |
0 |
0 |
79 |
2 |
3 |
12 |
185 |
| Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks |
12 |
28 |
137 |
354 |
26 |
78 |
380 |
877 |
| Quantile cointegration in the autoregressive distributed-lag modeling framework |
2 |
2 |
5 |
217 |
4 |
7 |
47 |
820 |
| Recent developments of the autoregressive distributed lag modelling framework |
3 |
3 |
7 |
30 |
9 |
15 |
52 |
124 |
| Reprint of: Testing for unit roots in heterogeneous panels |
0 |
1 |
2 |
8 |
2 |
5 |
28 |
52 |
| Structural analysis of vector error correction models with exogenous I(1) variables |
2 |
5 |
10 |
769 |
8 |
14 |
52 |
1,750 |
| Systematic common components in ESG ratings across legal origins |
0 |
2 |
2 |
2 |
1 |
5 |
15 |
15 |
| TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS |
0 |
1 |
1 |
131 |
1 |
4 |
22 |
329 |
| Taxation and the asymmetric adjustment of selected retail energy prices in the UK |
0 |
1 |
2 |
45 |
0 |
1 |
16 |
153 |
| Testing for Unit Roots in Dynamic Panels with Smooth Breaks and Cross-Sectionally Dependent Errors |
0 |
3 |
3 |
55 |
2 |
7 |
15 |
126 |
| Testing for a unit root in the nonlinear STAR framework |
1 |
3 |
15 |
857 |
8 |
13 |
56 |
1,979 |
| Testing for correlation between the regressors and factor loadings in heterogeneous panels with interactive effects |
0 |
0 |
0 |
0 |
1 |
1 |
13 |
18 |
| Testing for unit roots in heterogeneous panels |
1 |
4 |
32 |
4,677 |
13 |
38 |
193 |
13,266 |
| Testing the Null Hypothesis of Nonstationary Long Memory Against the Alternative Hypothesis of a Nonlinear Ergodic Model |
0 |
0 |
0 |
36 |
4 |
4 |
13 |
160 |
| Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root? |
14 |
42 |
126 |
3,281 |
48 |
140 |
429 |
10,407 |
| The Effects of Oil Price on the Korean Economy: A Global VAR Approach |
0 |
0 |
0 |
10 |
2 |
2 |
18 |
55 |
| The KPSS stationarity test as a unit root test |
0 |
0 |
4 |
1,214 |
3 |
4 |
39 |
2,781 |
| The asymmetric response of dividends to earnings news |
0 |
1 |
3 |
7 |
2 |
4 |
21 |
32 |
| Trade, Technology and the Labour Market: The Case of South Africa-super- |
0 |
0 |
0 |
39 |
1 |
1 |
9 |
93 |
| Unit root tests in three-regime SETAR models |
0 |
0 |
0 |
52 |
0 |
0 |
22 |
370 |
| What is mine is yours: Sovereign risk transmission during the European debt crisis |
0 |
0 |
1 |
3 |
0 |
0 |
27 |
46 |
| Total Journal Articles |
84 |
201 |
691 |
25,511 |
327 |
715 |
3,278 |
67,090 |
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