| 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 |
4 |
4 |
35 |
1,118 |
| A Nonlinear Panel Data Model of Cross-Sectional Dependence |
0 |
0 |
0 |
132 |
0 |
0 |
14 |
296 |
| A Nonlinear Panel Model of Cross-sectional Dependence |
0 |
0 |
0 |
2 |
0 |
1 |
12 |
27 |
| A Panel Data Approach to Testing Anomaly Effects in Factor Pricing Models |
0 |
0 |
0 |
173 |
1 |
2 |
6 |
613 |
| A Panel Data Approach to testing Anomaly Effects in Factor Pricing Models |
0 |
0 |
0 |
211 |
0 |
1 |
13 |
527 |
| A Structural Cointegrating VAR Approach to Macroeconometric Modelling |
0 |
0 |
0 |
0 |
1 |
3 |
20 |
3,193 |
| A long run structural macroeconometric model of the UK |
0 |
0 |
1 |
1,216 |
1 |
2 |
18 |
2,092 |
| A long run structural macroeconometric model of the UK (first version) |
0 |
0 |
0 |
14 |
0 |
1 |
8 |
239 |
| A structural cointegrating VAR approach to macroeconometric modelling |
1 |
1 |
2 |
923 |
6 |
8 |
22 |
1,448 |
| An Autoregressive Distributed Lag Modelling Approach to Cointegration Analysis |
0 |
0 |
0 |
0 |
22 |
48 |
400 |
9,194 |
| Asymmetric Price Impacts of Order Flow on Exchange Rate Dynamics |
0 |
0 |
0 |
75 |
1 |
2 |
18 |
238 |
| Bounds Testing Approaches to the Analysis of Long Run Relationships |
0 |
5 |
8 |
1,809 |
2 |
8 |
65 |
3,558 |
| Bounds Testing Approaches to the Analysis of Long-run Relationships |
4 |
13 |
52 |
1,674 |
18 |
87 |
289 |
4,369 |
| Canonical Correlation-based Model Selection for the Multilevel Factors |
0 |
0 |
0 |
65 |
2 |
3 |
13 |
88 |
| Cointegration and Speed of Convergence to Equilibrium |
0 |
0 |
0 |
0 |
0 |
2 |
24 |
946 |
| Dynamic Network Quantile Regression Model |
0 |
0 |
0 |
44 |
1 |
2 |
14 |
59 |
| Dynamic Panels with Threshold Effect and Endogeneity |
0 |
2 |
11 |
282 |
1 |
5 |
55 |
836 |
| Dynamic Quantile Panel Data Models with Interactive Effects |
1 |
1 |
3 |
45 |
1 |
1 |
13 |
78 |
| Dynamic Spatial Network Quantile Autoregression |
0 |
0 |
0 |
28 |
0 |
2 |
14 |
55 |
| Estimation and Inference for Multi-dimensional Heterogeneous Panel Datasets with Hierarchical Multi-factor Error Structure |
0 |
0 |
0 |
85 |
0 |
0 |
8 |
139 |
| Estimation and Inference in Heterogeneous Spatial Panel Data Models with a Multifactor Error Structure |
0 |
0 |
1 |
86 |
1 |
2 |
28 |
179 |
| Forecast Uncertainties In Macroeconometric Modelling: An Application to the UK Economy |
0 |
0 |
0 |
165 |
0 |
0 |
8 |
428 |
| Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy |
0 |
0 |
0 |
473 |
0 |
0 |
15 |
1,425 |
| Forecast Uncertainties in Macroeconometric Models: An Application to the UK Economy |
0 |
0 |
0 |
122 |
0 |
1 |
8 |
403 |
| Forecast Uncertainties in Macroeconomics Modelling: An Application to the UK Economy |
0 |
0 |
0 |
212 |
1 |
1 |
16 |
729 |
| 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 |
13 |
904 |
| GLS Detrending for Nonlinear Unit Root Tests |
0 |
0 |
0 |
1 |
1 |
1 |
12 |
20 |
| GLS Detrending-Based Unit Root Tests in Nonlinear STAR and SETAR Frameworks |
0 |
0 |
0 |
272 |
0 |
0 |
19 |
782 |
| Generalised Impulse Response Analysis in Linear Multivariate Models |
0 |
0 |
0 |
0 |
8 |
12 |
121 |
4,381 |
| Globalisation and Technological Convergence in the EU |
0 |
0 |
0 |
13 |
0 |
1 |
15 |
97 |
| 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 |
2 |
2 |
21 |
2,909 |
| Gravity Models of the Intra-EU Trade: Application of the Hausman-Taylor Estimation in Heterogeneous Panels with Common Time-specific Factors |
0 |
0 |
1 |
121 |
0 |
0 |
22 |
395 |
| International Linkages of the Korean Economy: The Global Vector Error-Correcting Macroeconometric Modelling Approach |
0 |
0 |
0 |
77 |
0 |
0 |
21 |
221 |
| Long-Run Structural Modelling |
0 |
0 |
1 |
1,003 |
0 |
1 |
23 |
1,922 |
| Long-Run Structural Modelling |
0 |
0 |
0 |
0 |
1 |
1 |
21 |
733 |
| Mapping Korea's International Linkages using Generalised Connectedness Measures |
0 |
0 |
0 |
1 |
1 |
1 |
16 |
44 |
| Mean Group Tests for Stationarity in Heterogeneous Panels |
0 |
0 |
1 |
123 |
0 |
0 |
11 |
461 |
| Online Appendix for Canonical Correlation-based Model Selection for the Multilevel Factors |
0 |
0 |
0 |
62 |
0 |
0 |
19 |
68 |
| Pooled Estimation of Long-run Relationships in Dynamic Heterogeneous Panels |
0 |
0 |
0 |
0 |
3 |
8 |
76 |
2,424 |
| Pooled Mean Group Estimation of Dynamic Heterogeneous Panels |
6 |
10 |
57 |
5,836 |
16 |
48 |
279 |
15,219 |
| Quantifying Informational Linkages in a Global Model of Currency Spot Markets |
0 |
0 |
0 |
58 |
0 |
1 |
11 |
112 |
| Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework |
0 |
1 |
2 |
115 |
1 |
2 |
20 |
347 |
| Recent Developments of the Autoregressive Distributed Lag Modelling Framework |
0 |
0 |
5 |
285 |
1 |
1 |
34 |
287 |
| Reflections on "Testing for Unit Roots in Heterogeneous Panels" |
0 |
0 |
2 |
117 |
0 |
0 |
13 |
87 |
| Reflections on “Testing for Unit Roots in Heterogeneous Panels” |
0 |
0 |
0 |
41 |
0 |
0 |
9 |
25 |
| Regional Productivity Network in the EU |
0 |
0 |
0 |
36 |
2 |
2 |
11 |
43 |
| Shifting Preferences at the Fed: Evidence from Rolling Dynamic Multipliers and Impulse Response Analysis |
0 |
0 |
0 |
48 |
0 |
0 |
10 |
157 |
| Spatial Attendance Spillover in the European Football Leagues |
0 |
0 |
0 |
19 |
0 |
1 |
6 |
69 |
| Structural Analysis of Vector Error Correction Models with Exogenous I(1) Variables |
0 |
0 |
0 |
0 |
2 |
4 |
29 |
2,015 |
| Structural analysis of vector error correction models with exogenous I(1) variables |
0 |
0 |
0 |
934 |
0 |
1 |
25 |
2,192 |
| Structural analysis of vector error correction models with exogenous I(1) variables |
0 |
0 |
2 |
6 |
5 |
7 |
33 |
536 |
| TIs Globalization Driving Efficiency? A Threshold Stochastic Frontier Panel Data Modelling Approach |
0 |
0 |
0 |
10 |
1 |
2 |
14 |
82 |
| Testing for Cointegration in Nonlinear STAR Error Correction Models |
0 |
0 |
0 |
3 |
0 |
1 |
12 |
39 |
| Testing for Correlated Factor Loadings in Cross Sectionally Dependent Panels |
0 |
0 |
0 |
53 |
2 |
2 |
14 |
116 |
| Testing for Nonstationary Long Memory against Nonlinear Ergodic Models |
0 |
0 |
0 |
0 |
1 |
1 |
30 |
34 |
| Testing for Stationarity in Heterogeneous Panels with Serially Correlated Errors |
0 |
0 |
0 |
49 |
0 |
1 |
18 |
221 |
| Testing for Unit Roots in Heterogeneous Panels |
0 |
0 |
0 |
0 |
4 |
12 |
71 |
3,165 |
| Testing for a Linear Unit Root against Nonlinear Threshold Stationarity |
0 |
0 |
0 |
109 |
0 |
3 |
23 |
344 |
| Testing for a Unit Root against Nonlinear STAR Models |
0 |
0 |
0 |
161 |
1 |
1 |
16 |
338 |
| Testing for a unit root against nonlinear star models |
0 |
0 |
0 |
182 |
0 |
3 |
21 |
666 |
| Testing for nonlinear cointegration between stock prices and dividends |
0 |
0 |
0 |
193 |
0 |
1 |
5 |
431 |
| Testing for the 'Existence of a Long-run Relationship' |
0 |
0 |
0 |
0 |
3 |
15 |
123 |
5,716 |
| The Asymmetric Response of Dividends to Earnings News |
0 |
0 |
4 |
14 |
0 |
1 |
11 |
55 |
| The Great Moderation and the Decoupling of Monetary Policy from Long-Term Rates in the U.S. and Germany |
0 |
0 |
0 |
131 |
1 |
2 |
19 |
353 |
| Trade and Labor usage: An examination of the Stolper-Samuelson theorem for the South African manufacturing industry |
0 |
0 |
2 |
91 |
0 |
0 |
13 |
756 |
| Trade, Technology and Wage Inequality in the South African Manufacturing Sectors |
0 |
0 |
0 |
187 |
1 |
3 |
13 |
584 |
| Two-Step Estimation of the Nonlinear Autoregressive Distributed Lag Model |
0 |
10 |
36 |
551 |
9 |
29 |
115 |
1,680 |
| Unit Root Tests in Three-Regime SETAR Models |
0 |
0 |
0 |
0 |
1 |
2 |
16 |
39 |
| Unit Root Tests in Three-Regime SETAR Models |
0 |
0 |
0 |
240 |
2 |
2 |
11 |
670 |
| What’s Mine Is Yours: Sovereign Risk Transmission during the European Debt Crisis |
0 |
0 |
0 |
34 |
0 |
1 |
12 |
81 |
| Total Working Papers |
12 |
43 |
191 |
20,224 |
132 |
362 |
2,583 |
84,097 |
| 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 |
2 |
19 |
1,268 |
| A Parametric approach to testing the null of cointegration |
0 |
0 |
0 |
1 |
0 |
1 |
7 |
12 |
| A Residual-Based Test of the Null of Cointegration Against the Alternative of No Cointegration |
0 |
1 |
3 |
184 |
1 |
2 |
16 |
466 |
| A nonlinear panel data model of cross-sectional dependence |
0 |
0 |
1 |
91 |
0 |
0 |
21 |
270 |
| An LM Test for the Conditional Independence between Regressors and Factor Loadings in Panel Data Models with Interactive Effects |
0 |
0 |
1 |
1 |
0 |
0 |
11 |
13 |
| Asymmetric adjustment toward optimal capital structure: Evidence from a crisis |
0 |
0 |
2 |
61 |
0 |
1 |
35 |
332 |
| Asymmetric capital structure adjustments: New evidence from dynamic panel threshold models |
1 |
2 |
10 |
66 |
1 |
5 |
69 |
350 |
| Bounds testing approaches to the analysis of level relationships |
19 |
39 |
174 |
6,784 |
49 |
118 |
637 |
15,193 |
| Canonical correlation-based model selection for the multilevel factors |
0 |
0 |
1 |
9 |
0 |
1 |
15 |
42 |
| Cointegration and speed of convergence to equilibrium |
0 |
0 |
2 |
719 |
1 |
2 |
24 |
1,514 |
| Comments on: Panel data analysis—advantages and challenges |
0 |
0 |
0 |
16 |
1 |
1 |
6 |
59 |
| Dynamic Network Quantile Regression Model |
1 |
1 |
4 |
6 |
1 |
2 |
18 |
25 |
| Dynamic panels with threshold effect and endogeneity |
3 |
10 |
46 |
473 |
14 |
36 |
229 |
1,543 |
| Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure |
0 |
0 |
0 |
13 |
1 |
5 |
14 |
57 |
| Estimation and inference in heterogeneous spatial panels with a multifactor error structure |
0 |
1 |
2 |
17 |
0 |
2 |
18 |
63 |
| Exploring international linkages using generalised connectedness measures: The case of Korea |
0 |
0 |
0 |
18 |
0 |
0 |
14 |
72 |
| Forecast Uncertainties in Macroeconomic Modeling: An Application to the U.K. Economy |
0 |
0 |
0 |
39 |
1 |
3 |
13 |
173 |
| Forecasting distributions of inflation rates: the functional auto-regressive approach |
0 |
0 |
0 |
14 |
0 |
0 |
5 |
53 |
| GLS detrending-based unit root tests in nonlinear STAR and SETAR models |
0 |
0 |
0 |
54 |
0 |
0 |
9 |
144 |
| Generalized impulse response analysis in linear multivariate models |
5 |
16 |
59 |
3,298 |
20 |
56 |
301 |
7,923 |
| Globalisation and technological convergence in the EU |
0 |
0 |
0 |
19 |
1 |
1 |
11 |
113 |
| Gravity models of interprovincial migration flows in Canada with hierarchical multifactor structure |
1 |
1 |
2 |
8 |
1 |
3 |
26 |
54 |
| Gravity models of intra-EU trade: application of the CCEP-HT estimation in heterogeneous panels with unobserved common time-specific factors |
0 |
0 |
3 |
450 |
1 |
2 |
24 |
1,137 |
| In search of robust methods for dynamic panel data models in empirical corporate finance |
0 |
1 |
3 |
85 |
3 |
6 |
21 |
278 |
| Is Globalization Driving Efficiency? A Threshold Stochastic Frontier Panel Data Modeling Approach |
0 |
0 |
0 |
45 |
0 |
1 |
19 |
145 |
| LONG-RUN STRUCTURAL MODELLING |
0 |
0 |
1 |
268 |
0 |
2 |
20 |
795 |
| Mean group tests for stationarity in heterogeneous panels |
0 |
0 |
0 |
44 |
0 |
2 |
8 |
200 |
| Measuring the Connectedness of the Global Economy |
0 |
0 |
2 |
9 |
0 |
3 |
22 |
59 |
| Modelling Technical Efficiency in Cross Sectionally Dependent Stochastic Frontier Panels |
0 |
0 |
1 |
24 |
0 |
1 |
12 |
92 |
| Noise Momentum Around the World |
0 |
0 |
0 |
5 |
1 |
2 |
23 |
54 |
| Nonlinear limits to arbitrage |
0 |
0 |
0 |
2 |
1 |
1 |
16 |
25 |
| Nonlinear mean reversion in real exchange rates |
0 |
0 |
0 |
64 |
0 |
0 |
6 |
173 |
| On stationary tests in the presence of structural breaks |
0 |
0 |
0 |
38 |
1 |
2 |
17 |
123 |
| On the Asymmetric U-Shaped Relationship between Inflation, Inflation Uncertainty, and Relative Price Skewness in the UK |
0 |
0 |
0 |
31 |
0 |
1 |
12 |
129 |
| On the Asymmetric U‐Shaped Relationship between Inflation, Inflation Uncertainty, and Relative Price Skewness in the UK |
0 |
0 |
1 |
5 |
1 |
4 |
12 |
26 |
| Optimal Test for Markov Switching GARCH Models |
0 |
0 |
0 |
63 |
0 |
1 |
18 |
208 |
| Probabilistic forecasting of output growth, inflation and the balance of trade in a GVAR framework |
0 |
0 |
0 |
79 |
1 |
1 |
10 |
183 |
| Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks |
6 |
32 |
131 |
332 |
23 |
83 |
372 |
822 |
| Quantile cointegration in the autoregressive distributed-lag modeling framework |
0 |
1 |
3 |
215 |
2 |
9 |
44 |
815 |
| Recent developments of the autoregressive distributed lag modelling framework |
0 |
0 |
5 |
27 |
2 |
10 |
45 |
111 |
| Reprint of: Testing for unit roots in heterogeneous panels |
1 |
1 |
3 |
8 |
2 |
5 |
32 |
49 |
| Structural analysis of vector error correction models with exogenous I(1) variables |
1 |
2 |
6 |
765 |
3 |
7 |
50 |
1,739 |
| Systematic common components in ESG ratings across legal origins |
1 |
1 |
1 |
1 |
2 |
3 |
12 |
12 |
| TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS |
0 |
0 |
0 |
130 |
0 |
1 |
19 |
325 |
| Taxation and the asymmetric adjustment of selected retail energy prices in the UK |
1 |
2 |
2 |
45 |
1 |
5 |
18 |
153 |
| Testing for Unit Roots in Dynamic Panels with Smooth Breaks and Cross-Sectionally Dependent Errors |
2 |
2 |
2 |
54 |
4 |
4 |
13 |
123 |
| Testing for a unit root in the nonlinear STAR framework |
0 |
4 |
12 |
854 |
2 |
8 |
55 |
1,968 |
| Testing for correlation between the regressors and factor loadings in heterogeneous panels with interactive effects |
0 |
0 |
0 |
0 |
0 |
1 |
14 |
17 |
| Testing for unit roots in heterogeneous panels |
2 |
4 |
43 |
4,675 |
9 |
34 |
213 |
13,237 |
| Testing the Null Hypothesis of Nonstationary Long Memory Against the Alternative Hypothesis of a Nonlinear Ergodic Model |
0 |
0 |
0 |
36 |
0 |
0 |
10 |
156 |
| 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 |
32 |
110 |
3,248 |
38 |
117 |
376 |
10,305 |
| The Effects of Oil Price on the Korean Economy: A Global VAR Approach |
0 |
0 |
0 |
10 |
0 |
1 |
16 |
53 |
| The KPSS stationarity test as a unit root test |
0 |
0 |
5 |
1,214 |
0 |
8 |
38 |
2,777 |
| The asymmetric response of dividends to earnings news |
0 |
0 |
2 |
6 |
1 |
2 |
20 |
29 |
| Trade, Technology and the Labour Market: The Case of South Africa-super- |
0 |
0 |
0 |
39 |
0 |
1 |
8 |
92 |
| Unit root tests in three-regime SETAR models |
0 |
0 |
0 |
52 |
0 |
3 |
24 |
370 |
| What is mine is yours: Sovereign risk transmission during the European debt crisis |
0 |
0 |
1 |
3 |
0 |
1 |
29 |
46 |
| Total Journal Articles |
53 |
153 |
644 |
25,363 |
190 |
573 |
3,166 |
66,565 |
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