| 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 |
9 |
1,066 |
| A Nonlinear Panel Data Model of Cross-Sectional Dependence |
2 |
2 |
2 |
129 |
2 |
2 |
3 |
272 |
| A Nonlinear Panel Data Model of Cross-Sectional Dependence |
1 |
3 |
5 |
17 |
2 |
4 |
14 |
59 |
| A Nonlinear Panel Model of Cross-sectional Dependence |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
9 |
| A Nonlinear Panel Model of Cross-sectional Dependence |
0 |
0 |
0 |
63 |
0 |
1 |
4 |
136 |
| A Panel Data Approach to Testing Anomaly Effects in Factor Pricing Models |
0 |
0 |
0 |
172 |
0 |
3 |
9 |
600 |
| A Panel Data Approach to testing Anomaly Effects in Factor Pricing Models |
0 |
0 |
0 |
211 |
0 |
2 |
6 |
511 |
| A Structural Cointegrating VAR Approach to Macroeconometric Modelling |
0 |
0 |
0 |
0 |
0 |
2 |
17 |
3,138 |
| A long run structural macroeconometric model of the UK |
0 |
0 |
3 |
1,190 |
0 |
2 |
20 |
2,015 |
| A long run structural macroeconometric model of the UK (first version) |
0 |
0 |
3 |
11 |
0 |
2 |
9 |
227 |
| A structural cointegrating VAR approach to macroeconometric modelling |
0 |
1 |
7 |
913 |
0 |
2 |
14 |
1,407 |
| An Autoregressive Distributed Lag Modelling Approach to Cointegration Analysis |
0 |
0 |
0 |
0 |
38 |
132 |
555 |
7,242 |
| Asymmetric Price Impacts of Order Flow on Exchange Rate Dynamics |
0 |
0 |
1 |
68 |
0 |
1 |
5 |
205 |
| Bounds Testing Approaches to the Analysis of Long Run Relationships |
1 |
2 |
8 |
1,739 |
6 |
13 |
50 |
3,264 |
| Bounds Testing Approaches to the Analysis of Long-run Relationships |
2 |
3 |
18 |
1,592 |
5 |
19 |
106 |
3,975 |
| Canonical Correlation-based Model Selection for the Multilevel Factors |
4 |
5 |
53 |
54 |
5 |
9 |
38 |
39 |
| Cointegration and Speed of Convergence to Equilibrium |
0 |
0 |
0 |
0 |
1 |
6 |
13 |
905 |
| Dynamic Panels with Threshold Effect and Endogeneity |
0 |
1 |
12 |
230 |
2 |
11 |
53 |
678 |
| Dynamic Spatial Network Quantile Autoregression |
1 |
1 |
16 |
16 |
1 |
1 |
5 |
5 |
| Estimation and Inference for Multi-dimensional Heterogeneous Panel Datasets with Hierarchical Multi-factor Error Structure |
0 |
0 |
9 |
82 |
0 |
1 |
22 |
123 |
| Estimation and Inference in Heterogeneous Spatial Panel Data Models with a Multifactor Error Structure |
2 |
6 |
24 |
57 |
2 |
10 |
55 |
84 |
| Forecast Uncertainties In Macroeconometric Modelling: An Application to the UK Economy |
0 |
0 |
2 |
164 |
0 |
5 |
12 |
411 |
| Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy |
1 |
1 |
2 |
472 |
1 |
1 |
7 |
1,408 |
| Forecast Uncertainties in Macroeconometric Models: An Application to the UK Economy |
0 |
0 |
0 |
121 |
0 |
1 |
2 |
381 |
| Forecast Uncertainties in Macroeconomics Modelling: An Application to the UK Economy |
0 |
1 |
3 |
205 |
1 |
3 |
8 |
691 |
| Forecasting Single and Multiple Hazards: The Use of the Weibull Distribution with Application to Arrears Mortgages Facing Repossession Risks |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
891 |
| GLS Detrending for Nonlinear Unit Root Tests |
0 |
1 |
1 |
167 |
0 |
3 |
6 |
346 |
| GLS Detrending for Nonlinear Unit Root Tests |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
| GLS Detrending-Based Unit Root Tests in Nonlinear STAR and SETAR Frameworks |
0 |
0 |
0 |
272 |
0 |
0 |
0 |
754 |
| Generalised Impulse Response Analysis in Linear Multivariate Models |
0 |
0 |
0 |
0 |
2 |
12 |
77 |
4,090 |
| Globalisation and Technological Convergence in the EU |
0 |
0 |
0 |
13 |
0 |
0 |
7 |
77 |
| Gravity Models of the Intra-EU Trade: Application of the Hausman-Taylor Estimation in Heterogeneous Panels with Common Time-specific Factors |
0 |
2 |
8 |
1,197 |
4 |
10 |
32 |
2,849 |
| Gravity Models of the Intra-EU Trade: Application of the Hausman-Taylor Estimation in Heterogeneous Panels with Common Time-specific Factors |
0 |
0 |
1 |
118 |
0 |
2 |
9 |
354 |
| International Linkages of the Korean Economy: The Global Vector Error-Correcting Macroeconometric Modelling Approach |
0 |
0 |
2 |
72 |
0 |
2 |
8 |
190 |
| Long-Run Structural Modelling |
0 |
0 |
6 |
994 |
0 |
2 |
21 |
1,855 |
| Long-Run Structural Modelling |
0 |
0 |
0 |
0 |
0 |
4 |
34 |
661 |
| Mapping Korea's International Linkages using Generalised Connectedness Measures |
0 |
0 |
0 |
1 |
0 |
2 |
3 |
20 |
| Mean Group Tests for Stationarity in Heterogeneous Panels |
0 |
0 |
0 |
122 |
1 |
4 |
10 |
442 |
| Online Appendix for Canonical Correlation-based Model Selection for the Multilevel Factors |
0 |
1 |
53 |
53 |
2 |
6 |
22 |
22 |
| Pooled Estimation of Long-run Relationships in Dynamic Heterogeneous Panels |
0 |
0 |
0 |
0 |
8 |
21 |
84 |
2,085 |
| Pooled Mean Group Estimation of Dynamic Heterogeneous Panels |
14 |
47 |
205 |
5,333 |
35 |
144 |
853 |
13,401 |
| Quantifying Informational Linkages in a Global Model of Currency Spot Markets |
0 |
0 |
3 |
57 |
1 |
2 |
9 |
95 |
| Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework |
0 |
0 |
1 |
99 |
2 |
3 |
17 |
292 |
| Shifting Preferences at the Fed: Evidence from Rolling Dynamic Multipliers and Impulse Response Analysis |
0 |
0 |
0 |
47 |
0 |
0 |
2 |
144 |
| Spatial Attendance Spillover in the European Football Leagues |
0 |
1 |
12 |
12 |
1 |
4 |
34 |
38 |
| Structural Analysis of Vector Error Correction Models with Exogenous I(1) Variables |
0 |
0 |
0 |
0 |
1 |
3 |
17 |
1,939 |
| Structural analysis of vector error correction models with exogenous I(1) variables |
0 |
0 |
4 |
915 |
2 |
3 |
19 |
2,121 |
| Structural analysis of vector error correction models with exogenous I(1) variables (first version) |
0 |
0 |
0 |
4 |
0 |
4 |
12 |
475 |
| TIs Globalization Driving Efficiency? A Threshold Stochastic Frontier Panel Data Modelling Approach |
0 |
1 |
1 |
10 |
0 |
3 |
10 |
65 |
| Testing for Cointegration in Nonlinear STAR Error Correction Models |
0 |
0 |
0 |
1 |
1 |
1 |
5 |
15 |
| Testing for Cointegration in Nonlinear STAR Error Correction Models |
0 |
0 |
3 |
588 |
1 |
3 |
16 |
1,396 |
| Testing for Correlated Factor Loadings in Cross Sectionally Dependent Panels |
1 |
1 |
2 |
50 |
3 |
9 |
23 |
50 |
| Testing for Nonstationary Long Memory against Nonlinear Ergodic Models |
0 |
0 |
0 |
102 |
0 |
0 |
1 |
290 |
| Testing for Nonstationary Long Memory against Nonlinear Ergodic Models |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Testing for Stationarity in Heterogeneous Panels with Serially Correlated Errors |
0 |
0 |
0 |
48 |
0 |
2 |
3 |
202 |
| Testing for Unit Roots in Heterogeneous Panels |
0 |
0 |
0 |
0 |
10 |
37 |
144 |
2,865 |
| Testing for a Linear Unit Root against Nonlinear Threshold Stationarity |
0 |
0 |
0 |
109 |
0 |
0 |
0 |
318 |
| Testing for a Unit Root against Nonlinear STAR Models |
0 |
0 |
0 |
182 |
0 |
0 |
8 |
635 |
| Testing for a Unit Root against Nonlinear STAR Models |
0 |
0 |
0 |
159 |
0 |
0 |
3 |
318 |
| Testing for nonlinear cointegration between stock prices and dividends |
0 |
0 |
1 |
192 |
0 |
0 |
3 |
420 |
| Testing for the 'Existence of a Long-run Relationship' |
0 |
0 |
0 |
0 |
28 |
96 |
412 |
4,567 |
| The Great Moderation and the Decoupling of Monetary Policy from Long-Term Rates in the U.S. and Germany |
2 |
3 |
9 |
125 |
2 |
4 |
15 |
312 |
| Trade and Labor usage: An examination of the Stolper-Samuelson theorem for the South African manufacturing industry |
0 |
1 |
8 |
84 |
1 |
3 |
26 |
732 |
| Trade, Technology and Wage Inequality in the South African Manufacturing Sectors |
0 |
1 |
6 |
179 |
0 |
4 |
15 |
547 |
| Two-Step Estimation of the Nonlinear Autoregressive Distributed Lag Model |
4 |
26 |
74 |
175 |
14 |
55 |
198 |
373 |
| Unit Root Tests in Three-Regime SETAR Models |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
12 |
| Unit Root Tests in Three-Regime SETAR Models |
0 |
0 |
1 |
239 |
1 |
2 |
10 |
645 |
| Unit Root Tests in Three-Regime SETAR Models |
0 |
0 |
0 |
221 |
0 |
3 |
5 |
511 |
| What’s Mine Is Yours: Sovereign Risk Transmission during the European Debt Crisis |
0 |
0 |
2 |
32 |
0 |
0 |
9 |
59 |
| Total Working Papers |
35 |
111 |
571 |
19,479 |
186 |
692 |
3,222 |
76,328 |
| 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 |
2 |
546 |
0 |
4 |
15 |
1,182 |
| A Parametric approach to testing the null of cointegration |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
| A Residual-Based Test of the Null of Cointegration Against the Alternative of No Cointegration |
0 |
1 |
12 |
161 |
0 |
5 |
25 |
365 |
| A nonlinear panel data model of cross-sectional dependence |
1 |
2 |
5 |
80 |
1 |
4 |
13 |
221 |
| Asymmetric adjustment toward optimal capital structure: Evidence from a crisis |
0 |
2 |
7 |
45 |
1 |
9 |
30 |
194 |
| Asymmetric capital structure adjustments: New evidence from dynamic panel threshold models |
0 |
1 |
1 |
42 |
3 |
8 |
24 |
209 |
| Bounds testing approaches to the analysis of level relationships |
14 |
50 |
297 |
5,882 |
38 |
144 |
721 |
12,740 |
| Cointegration and speed of convergence to equilibrium |
1 |
3 |
11 |
664 |
4 |
29 |
88 |
1,304 |
| Comments on: Panel data analysis—advantages and challenges |
0 |
0 |
0 |
16 |
0 |
0 |
4 |
51 |
| Dynamic panels with threshold effect and endogeneity |
6 |
17 |
62 |
215 |
26 |
58 |
209 |
686 |
| Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure |
0 |
0 |
3 |
3 |
1 |
4 |
8 |
8 |
| Exploring international linkages using generalised connectedness measures: The case of Korea |
0 |
0 |
1 |
16 |
1 |
2 |
4 |
52 |
| Forecast Uncertainties in Macroeconomic Modeling: An Application to the U.K. Economy |
0 |
0 |
2 |
36 |
0 |
4 |
8 |
148 |
| Forecasting distributions of inflation rates: the functional auto-regressive approach |
0 |
0 |
3 |
13 |
1 |
2 |
7 |
43 |
| GLS detrending-based unit root tests in nonlinear STAR and SETAR models |
1 |
1 |
2 |
48 |
2 |
4 |
11 |
121 |
| Generalized impulse response analysis in linear multivariate models |
13 |
40 |
160 |
2,779 |
34 |
108 |
519 |
6,336 |
| Globalisation and technological convergence in the EU |
0 |
0 |
0 |
19 |
0 |
2 |
7 |
96 |
| Gravity models of interprovincial migration flows in Canada with hierarchical multifactor structure |
0 |
0 |
1 |
1 |
0 |
0 |
5 |
5 |
| Gravity models of intra-EU trade: application of the CCEP-HT estimation in heterogeneous panels with unobserved common time-specific factors |
1 |
2 |
16 |
397 |
5 |
13 |
51 |
1,003 |
| In search of robust methods for dynamic panel data models in empirical corporate finance |
0 |
0 |
6 |
65 |
2 |
6 |
22 |
211 |
| Is Globalization Driving Efficiency? A Threshold Stochastic Frontier Panel Data Modeling Approach |
0 |
1 |
1 |
45 |
1 |
4 |
5 |
122 |
| LONG-RUN STRUCTURAL MODELLING |
1 |
2 |
6 |
254 |
3 |
7 |
47 |
729 |
| Mean group tests for stationarity in heterogeneous panels |
0 |
0 |
0 |
44 |
0 |
0 |
1 |
185 |
| Measuring the Connectedness of the Global Economy |
0 |
0 |
1 |
1 |
2 |
4 |
7 |
7 |
| Modelling Technical Efficiency in Cross Sectionally Dependent Stochastic Frontier Panels |
0 |
0 |
1 |
19 |
0 |
0 |
4 |
69 |
| Noise Momentum Around the World |
0 |
0 |
1 |
3 |
0 |
0 |
3 |
22 |
| Nonlinear mean reversion in real exchange rates |
0 |
0 |
0 |
61 |
1 |
1 |
2 |
160 |
| On stationary tests in the presence of structural breaks |
0 |
0 |
2 |
36 |
0 |
1 |
6 |
98 |
| On the Asymmetric U-Shaped Relationship between Inflation, Inflation Uncertainty, and Relative Price Skewness in the UK |
0 |
0 |
1 |
31 |
0 |
2 |
7 |
108 |
| On the Asymmetric U‐Shaped Relationship between Inflation, Inflation Uncertainty, and Relative Price Skewness in the UK |
1 |
1 |
3 |
3 |
1 |
3 |
7 |
7 |
| Optimal Test for Markov Switching GARCH Models |
0 |
1 |
1 |
62 |
1 |
3 |
5 |
187 |
| Probabilistic forecasting of output growth, inflation and the balance of trade in a GVAR framework |
1 |
2 |
5 |
72 |
1 |
4 |
13 |
159 |
| Quantile cointegration in the autoregressive distributed-lag modeling framework |
1 |
7 |
34 |
114 |
11 |
37 |
134 |
466 |
| Structural analysis of vector error correction models with exogenous I(1) variables |
2 |
8 |
26 |
684 |
10 |
32 |
93 |
1,472 |
| TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS |
0 |
0 |
2 |
129 |
0 |
2 |
10 |
296 |
| Taxation and the asymmetric adjustment of selected retail energy prices in the UK |
0 |
0 |
2 |
27 |
1 |
1 |
6 |
97 |
| Testing for Unit Roots in Dynamic Panels with Smooth Breaks and Cross-Sectionally Dependent Errors |
0 |
0 |
6 |
30 |
1 |
6 |
22 |
74 |
| Testing for a unit root in the nonlinear STAR framework |
5 |
11 |
63 |
765 |
14 |
33 |
131 |
1,729 |
| Testing for unit roots in heterogeneous panels |
10 |
42 |
216 |
4,213 |
53 |
175 |
802 |
11,271 |
| Testing the Null Hypothesis of Nonstationary Long Memory Against the Alternative Hypothesis of a Nonlinear Ergodic Model |
0 |
0 |
0 |
36 |
0 |
1 |
4 |
134 |
| 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? |
8 |
43 |
175 |
2,660 |
29 |
119 |
594 |
8,521 |
| The Effects of Oil Price on the Korean Economy: A Global VAR Approach |
0 |
0 |
0 |
8 |
0 |
1 |
4 |
29 |
| The KPSS stationarity test as a unit root test |
0 |
2 |
7 |
1,176 |
5 |
9 |
31 |
2,644 |
| Trade, Technology and the Labour Market: The Case of South Africa-super- |
0 |
0 |
0 |
37 |
0 |
1 |
1 |
78 |
| Unit root tests in three-regime SETAR models |
0 |
0 |
0 |
52 |
1 |
2 |
2 |
340 |
| Total Journal Articles |
66 |
239 |
1,144 |
21,590 |
254 |
854 |
3,712 |
53,981 |
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