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 |
1 |
4 |
1,082 |
A Nonlinear Panel Data Model of Cross-Sectional Dependence |
0 |
0 |
1 |
132 |
0 |
1 |
3 |
282 |
A Nonlinear Panel Model of Cross-sectional Dependence |
0 |
0 |
1 |
2 |
0 |
0 |
3 |
14 |
A Panel Data Approach to Testing Anomaly Effects in Factor Pricing Models |
0 |
0 |
0 |
173 |
0 |
1 |
1 |
607 |
A Panel Data Approach to testing Anomaly Effects in Factor Pricing Models |
0 |
0 |
0 |
211 |
0 |
0 |
1 |
514 |
A Structural Cointegrating VAR Approach to Macroeconometric Modelling |
0 |
0 |
0 |
0 |
3 |
6 |
11 |
3,172 |
A long run structural macroeconometric model of the UK |
0 |
0 |
2 |
1,215 |
0 |
3 |
8 |
2,072 |
A long run structural macroeconometric model of the UK (first version) |
0 |
1 |
1 |
14 |
0 |
1 |
1 |
231 |
A structural cointegrating VAR approach to macroeconometric modelling |
1 |
2 |
3 |
921 |
2 |
3 |
5 |
1,426 |
An Autoregressive Distributed Lag Modelling Approach to Cointegration Analysis |
0 |
0 |
0 |
0 |
31 |
87 |
323 |
8,705 |
Asymmetric Price Impacts of Order Flow on Exchange Rate Dynamics |
0 |
0 |
1 |
74 |
0 |
0 |
1 |
218 |
Bounds Testing Approaches to the Analysis of Long Run Relationships |
0 |
1 |
15 |
1,798 |
4 |
9 |
53 |
3,483 |
Bounds Testing Approaches to the Analysis of Long-run Relationships |
1 |
3 |
7 |
1,619 |
5 |
11 |
23 |
4,070 |
Canonical Correlation-based Model Selection for the Multilevel Factors |
0 |
0 |
1 |
65 |
1 |
1 |
3 |
74 |
Cointegration and Speed of Convergence to Equilibrium |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
922 |
Dynamic Network Quantile Regression Model |
1 |
1 |
3 |
44 |
1 |
1 |
7 |
44 |
Dynamic Panels with Threshold Effect and Endogeneity |
0 |
1 |
8 |
268 |
3 |
7 |
22 |
772 |
Dynamic Quantile Panel Data Models with Interactive Effects |
2 |
3 |
15 |
42 |
2 |
3 |
27 |
62 |
Dynamic Spatial Network Quantile Autoregression |
1 |
1 |
4 |
28 |
2 |
2 |
10 |
41 |
Estimation and Inference for Multi-dimensional Heterogeneous Panel Datasets with Hierarchical Multi-factor Error Structure |
0 |
0 |
1 |
85 |
0 |
0 |
1 |
131 |
Estimation and Inference in Heterogeneous Spatial Panel Data Models with a Multifactor Error Structure |
0 |
0 |
2 |
85 |
1 |
2 |
7 |
150 |
Forecast Uncertainties In Macroeconometric Modelling: An Application to the UK Economy |
0 |
0 |
0 |
165 |
0 |
0 |
1 |
419 |
Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy |
0 |
0 |
0 |
473 |
0 |
0 |
0 |
1,410 |
Forecast Uncertainties in Macroeconometric Models: An Application to the UK Economy |
0 |
0 |
0 |
122 |
0 |
1 |
4 |
394 |
Forecast Uncertainties in Macroeconomics Modelling: An Application to the UK Economy |
0 |
0 |
1 |
212 |
0 |
0 |
3 |
713 |
Forecasting Single and Multiple Hazards: The Use of the Weibull Distribution with Application to Arrears Mortgages Facing Repossession Risks |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
891 |
GLS Detrending for Nonlinear Unit Root Tests |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
6 |
GLS Detrending-Based Unit Root Tests in Nonlinear STAR and SETAR Frameworks |
0 |
0 |
0 |
272 |
0 |
0 |
3 |
763 |
Generalised Impulse Response Analysis in Linear Multivariate Models |
0 |
0 |
0 |
0 |
1 |
5 |
31 |
4,254 |
Globalisation and Technological Convergence in the EU |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
81 |
Gravity Models of the Intra-EU Trade: Application of the Hausman-Taylor Estimation in Heterogeneous Panels with Common Time-specific Factors |
1 |
2 |
3 |
1,212 |
5 |
6 |
8 |
2,883 |
Gravity Models of the Intra-EU Trade: Application of the Hausman-Taylor Estimation in Heterogeneous Panels with Common Time-specific Factors |
0 |
0 |
0 |
120 |
1 |
2 |
4 |
373 |
International Linkages of the Korean Economy: The Global Vector Error-Correcting Macroeconometric Modelling Approach |
0 |
0 |
2 |
77 |
0 |
0 |
2 |
200 |
Long-Run Structural Modelling |
1 |
2 |
2 |
1,002 |
4 |
5 |
17 |
1,895 |
Long-Run Structural Modelling |
0 |
0 |
0 |
0 |
0 |
3 |
9 |
707 |
Mapping Korea's International Linkages using Generalised Connectedness Measures |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
27 |
Mean Group Tests for Stationarity in Heterogeneous Panels |
0 |
0 |
0 |
122 |
0 |
0 |
2 |
447 |
Online Appendix for Canonical Correlation-based Model Selection for the Multilevel Factors |
0 |
0 |
1 |
62 |
1 |
2 |
3 |
48 |
Pooled Estimation of Long-run Relationships in Dynamic Heterogeneous Panels |
0 |
0 |
0 |
0 |
6 |
21 |
79 |
2,326 |
Pooled Mean Group Estimation of Dynamic Heterogeneous Panels |
4 |
8 |
55 |
5,763 |
21 |
44 |
194 |
14,880 |
Quantifying Informational Linkages in a Global Model of Currency Spot Markets |
0 |
0 |
0 |
58 |
0 |
0 |
3 |
100 |
Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework |
0 |
0 |
2 |
113 |
0 |
0 |
9 |
326 |
Recent Developments of the Autoregressive Distributed Lag Modelling Framework |
2 |
3 |
10 |
280 |
2 |
5 |
19 |
250 |
Reflections on "Testing for Unit Roots in Heterogeneous Panels" |
1 |
1 |
3 |
115 |
1 |
1 |
4 |
73 |
Reflections on “Testing for Unit Roots in Heterogeneous Panels” |
0 |
0 |
0 |
41 |
0 |
0 |
2 |
16 |
Regional Productivity Network in the EU |
1 |
1 |
4 |
36 |
1 |
1 |
6 |
29 |
Shifting Preferences at the Fed: Evidence from Rolling Dynamic Multipliers and Impulse Response Analysis |
0 |
0 |
0 |
48 |
1 |
1 |
1 |
147 |
Spatial Attendance Spillover in the European Football Leagues |
0 |
0 |
1 |
19 |
0 |
0 |
2 |
63 |
Structural Analysis of Vector Error Correction Models with Exogenous I(1) Variables |
0 |
0 |
0 |
0 |
2 |
5 |
13 |
1,982 |
Structural analysis of vector error correction models with exogenous I(1) variables |
0 |
0 |
0 |
933 |
0 |
0 |
3 |
2,166 |
Structural analysis of vector error correction models with exogenous I(1) variables |
0 |
0 |
0 |
4 |
3 |
4 |
7 |
501 |
TIs Globalization Driving Efficiency? A Threshold Stochastic Frontier Panel Data Modelling Approach |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
68 |
Testing for Cointegration in Nonlinear STAR Error Correction Models |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
26 |
Testing for Correlated Factor Loadings in Cross Sectionally Dependent Panels |
0 |
0 |
1 |
53 |
0 |
0 |
1 |
102 |
Testing for Nonstationary Long Memory against Nonlinear Ergodic Models |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
Testing for Stationarity in Heterogeneous Panels with Serially Correlated Errors |
0 |
0 |
1 |
49 |
0 |
0 |
1 |
203 |
Testing for Unit Roots in Heterogeneous Panels |
0 |
0 |
0 |
0 |
2 |
10 |
43 |
3,086 |
Testing for a Linear Unit Root against Nonlinear Threshold Stationarity |
0 |
0 |
0 |
109 |
1 |
1 |
2 |
321 |
Testing for a Unit Root against Nonlinear STAR Models |
0 |
0 |
0 |
182 |
0 |
0 |
1 |
645 |
Testing for a Unit Root against Nonlinear STAR Models |
1 |
1 |
1 |
161 |
1 |
2 |
2 |
322 |
Testing for nonlinear cointegration between stock prices and dividends |
0 |
1 |
1 |
193 |
0 |
1 |
1 |
426 |
Testing for the 'Existence of a Long-run Relationship' |
0 |
0 |
0 |
0 |
29 |
58 |
223 |
5,549 |
The Asymmetric Response of Dividends to Earnings News |
0 |
0 |
1 |
8 |
1 |
2 |
12 |
42 |
The Great Moderation and the Decoupling of Monetary Policy from Long-Term Rates in the U.S. and Germany |
0 |
0 |
1 |
131 |
2 |
2 |
4 |
333 |
Trade and Labor usage: An examination of the Stolper-Samuelson theorem for the South African manufacturing industry |
0 |
0 |
1 |
89 |
0 |
0 |
2 |
743 |
Trade, Technology and Wage Inequality in the South African Manufacturing Sectors |
0 |
0 |
0 |
187 |
0 |
0 |
3 |
571 |
Two-Step Estimation of the Nonlinear Autoregressive Distributed Lag Model |
2 |
8 |
36 |
501 |
8 |
24 |
128 |
1,534 |
Unit Root Tests in Three-Regime SETAR Models |
0 |
0 |
0 |
240 |
0 |
1 |
1 |
659 |
Unit Root Tests in Three-Regime SETAR Models |
0 |
0 |
0 |
0 |
6 |
6 |
6 |
21 |
What’s Mine Is Yours: Sovereign Risk Transmission during the European Debt Crisis |
0 |
0 |
0 |
34 |
0 |
0 |
3 |
67 |
Total Working Papers |
19 |
40 |
192 |
19,990 |
154 |
352 |
1,383 |
81,164 |
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 |
0 |
1 |
8 |
1,248 |
A Parametric approach to testing the null of cointegration |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
5 |
A Residual-Based Test of the Null of Cointegration Against the Alternative of No Cointegration |
1 |
2 |
4 |
178 |
2 |
4 |
12 |
443 |
A nonlinear panel data model of cross-sectional dependence |
0 |
0 |
1 |
90 |
0 |
0 |
2 |
247 |
An LM Test for the Conditional Independence between Regressors and Factor Loadings in Panel Data Models with Interactive Effects |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
Asymmetric adjustment toward optimal capital structure: Evidence from a crisis |
0 |
2 |
4 |
58 |
2 |
7 |
18 |
292 |
Asymmetric capital structure adjustments: New evidence from dynamic panel threshold models |
0 |
2 |
5 |
54 |
1 |
11 |
25 |
271 |
Bounds testing approaches to the analysis of level relationships |
11 |
31 |
199 |
6,585 |
35 |
93 |
488 |
14,432 |
Canonical correlation-based model selection for the multilevel factors |
0 |
0 |
1 |
8 |
0 |
3 |
8 |
24 |
Cointegration and speed of convergence to equilibrium |
3 |
4 |
10 |
717 |
8 |
11 |
41 |
1,487 |
Comments on: Panel data analysis—advantages and challenges |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
53 |
Dynamic Network Quantile Regression Model |
0 |
0 |
2 |
2 |
0 |
0 |
7 |
7 |
Dynamic panels with threshold effect and endogeneity |
5 |
10 |
29 |
411 |
11 |
29 |
115 |
1,269 |
Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure |
0 |
0 |
1 |
13 |
0 |
1 |
7 |
42 |
Estimation and inference in heterogeneous spatial panels with a multifactor error structure |
0 |
2 |
4 |
15 |
0 |
2 |
14 |
44 |
Exploring international linkages using generalised connectedness measures: The case of Korea |
0 |
0 |
1 |
18 |
0 |
0 |
1 |
57 |
Forecast Uncertainties in Macroeconomic Modeling: An Application to the U.K. Economy |
0 |
0 |
2 |
39 |
2 |
3 |
7 |
159 |
Forecasting distributions of inflation rates: the functional auto-regressive approach |
0 |
0 |
1 |
14 |
0 |
1 |
3 |
48 |
GLS detrending-based unit root tests in nonlinear STAR and SETAR models |
0 |
0 |
0 |
54 |
0 |
1 |
2 |
135 |
Generalized impulse response analysis in linear multivariate models |
9 |
23 |
83 |
3,215 |
27 |
66 |
249 |
7,551 |
Globalisation and technological convergence in the EU |
0 |
0 |
0 |
19 |
0 |
0 |
0 |
101 |
Gravity models of interprovincial migration flows in Canada with hierarchical multifactor structure |
0 |
0 |
0 |
6 |
0 |
1 |
2 |
25 |
Gravity models of intra-EU trade: application of the CCEP-HT estimation in heterogeneous panels with unobserved common time-specific factors |
5 |
5 |
6 |
447 |
7 |
7 |
15 |
1,110 |
In search of robust methods for dynamic panel data models in empirical corporate finance |
0 |
0 |
4 |
81 |
0 |
1 |
9 |
254 |
Is Globalization Driving Efficiency? A Threshold Stochastic Frontier Panel Data Modeling Approach |
0 |
0 |
0 |
45 |
0 |
0 |
0 |
125 |
LONG-RUN STRUCTURAL MODELLING |
0 |
1 |
2 |
267 |
0 |
3 |
7 |
772 |
Mean group tests for stationarity in heterogeneous panels |
0 |
0 |
0 |
44 |
0 |
1 |
3 |
192 |
Measuring the Connectedness of the Global Economy |
0 |
0 |
2 |
7 |
0 |
0 |
8 |
35 |
Modelling Technical Efficiency in Cross Sectionally Dependent Stochastic Frontier Panels |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
79 |
Noise Momentum Around the World |
0 |
0 |
0 |
5 |
0 |
1 |
1 |
30 |
Nonlinear limits to arbitrage |
0 |
0 |
0 |
2 |
0 |
1 |
1 |
8 |
Nonlinear mean reversion in real exchange rates |
0 |
0 |
1 |
64 |
0 |
0 |
1 |
167 |
On stationary tests in the presence of structural breaks |
0 |
0 |
0 |
38 |
0 |
0 |
1 |
105 |
On the Asymmetric U-Shaped Relationship between Inflation, Inflation Uncertainty, and Relative Price Skewness in the UK |
0 |
0 |
0 |
31 |
1 |
1 |
2 |
115 |
On the Asymmetric U‐Shaped Relationship between Inflation, Inflation Uncertainty, and Relative Price Skewness in the UK |
1 |
1 |
1 |
4 |
1 |
1 |
1 |
14 |
Optimal Test for Markov Switching GARCH Models |
0 |
0 |
0 |
62 |
0 |
2 |
2 |
189 |
Probabilistic forecasting of output growth, inflation and the balance of trade in a GVAR framework |
0 |
1 |
3 |
79 |
0 |
1 |
4 |
172 |
Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks |
14 |
29 |
108 |
171 |
29 |
64 |
240 |
368 |
Quantile cointegration in the autoregressive distributed-lag modeling framework |
1 |
1 |
16 |
210 |
2 |
5 |
37 |
761 |
Recent developments of the autoregressive distributed lag modelling framework |
0 |
2 |
5 |
21 |
1 |
5 |
15 |
55 |
Reprint of: Testing for unit roots in heterogeneous panels |
0 |
0 |
2 |
5 |
0 |
2 |
8 |
17 |
Structural analysis of vector error correction models with exogenous I(1) variables |
0 |
3 |
14 |
757 |
1 |
7 |
47 |
1,678 |
TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS |
0 |
0 |
0 |
130 |
0 |
0 |
2 |
306 |
Taxation and the asymmetric adjustment of selected retail energy prices in the UK |
3 |
4 |
9 |
43 |
3 |
4 |
15 |
130 |
Testing for Unit Roots in Dynamic Panels with Smooth Breaks and Cross-Sectionally Dependent Errors |
0 |
0 |
5 |
51 |
0 |
0 |
5 |
107 |
Testing for a unit root in the nonlinear STAR framework |
0 |
0 |
5 |
842 |
0 |
3 |
16 |
1,907 |
Testing for correlation between the regressors and factor loadings in heterogeneous panels with interactive effects |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
Testing for unit roots in heterogeneous panels |
6 |
12 |
60 |
4,624 |
33 |
53 |
255 |
12,958 |
Testing the Null Hypothesis of Nonstationary Long Memory Against the Alternative Hypothesis of a Nonlinear Ergodic Model |
0 |
0 |
0 |
36 |
0 |
0 |
0 |
140 |
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? |
9 |
22 |
103 |
3,121 |
31 |
71 |
287 |
9,881 |
The Effects of Oil Price on the Korean Economy: A Global VAR Approach |
0 |
1 |
1 |
10 |
1 |
2 |
3 |
34 |
The KPSS stationarity test as a unit root test |
0 |
1 |
6 |
1,207 |
4 |
7 |
21 |
2,736 |
The asymmetric response of dividends to earnings news |
0 |
0 |
3 |
4 |
0 |
0 |
3 |
9 |
Trade, Technology and the Labour Market: The Case of South Africa-super- |
0 |
0 |
1 |
39 |
0 |
0 |
1 |
83 |
Unit root tests in three-regime SETAR models |
0 |
0 |
0 |
52 |
0 |
1 |
3 |
346 |
What is mine is yours: Sovereign risk transmission during the European debt crisis |
0 |
0 |
2 |
2 |
1 |
2 |
7 |
11 |
Total Journal Articles |
68 |
159 |
706 |
24,583 |
203 |
480 |
2,032 |
62,839 |