| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Markov Model of Heteroskedasticity, Risk, and Learning in the Stock Market |
0 |
0 |
0 |
385 |
0 |
0 |
2 |
1,079 |
| A Markov Switching Model of Congressional Partisan Regimes |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
85 |
| Addition and Interdependence: Positive and Normative Predictions |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
25 |
| Addition and Interdependence: Positive and Normative Predictions |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
196 |
| Are Consumers Forward-Looking? |
0 |
0 |
0 |
30 |
1 |
1 |
3 |
79 |
| Binomial Autoregressive Moving Average Models with an Application to U.S. Recessions |
0 |
0 |
0 |
0 |
0 |
2 |
5 |
166 |
| CONSUMPTION WITH A POSSIBLY FINIT HORIZON |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
31 |
| CONSUMPTION WITH A POSSIBLY FINIT HORIZON |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
193 |
| Can Money Matter ? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
123 |
| Can Money Matter ? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
41 |
| Competition and Interest Rate Ceilings in Commerical Banking |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
219 |
| Do Forecast Errors or Term Premia Really Make the Difference Between Long and Short Rates? |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
104 |
| Do Forecast Errors or Term Premia Really Make the Difference Between Long and Short Rates? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
77 |
| Estimation of Markov regime-switching regression models with endogenous switching |
0 |
1 |
3 |
1,076 |
1 |
5 |
11 |
2,560 |
| Fractional Integration and Cointegration |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
66 |
| Fractional Integration and Cointegration |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
237 |
| Growth States and Shocks |
0 |
0 |
0 |
49 |
0 |
0 |
0 |
221 |
| Growth States and Shocks |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
73 |
| Implicit Interest on Demand Deposits |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
241 |
| Implicit Interest on Demand Deposits |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
291 |
| Improved Inference for the Instrumental Variable Estimator |
0 |
0 |
0 |
40 |
1 |
1 |
3 |
190 |
| Improved Inference for the Instrumental Variable Estimator |
0 |
0 |
0 |
183 |
1 |
1 |
3 |
737 |
| Improved Inference for the Instrumental Variable Estimator |
0 |
0 |
0 |
19 |
0 |
0 |
2 |
115 |
| Improved Inference for the Instrumental Variables Estimator |
0 |
0 |
0 |
104 |
0 |
1 |
2 |
394 |
| Inequality and Race: Models and Policy |
0 |
0 |
0 |
194 |
0 |
1 |
1 |
805 |
| Inequality and Race: Models and Policy |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
204 |
| Inequality and Race: Models and Policy |
0 |
0 |
0 |
67 |
0 |
0 |
1 |
230 |
| Inequality and Race: Models and Policy |
0 |
0 |
0 |
2 |
1 |
1 |
4 |
1,986 |
| Information and Racial Exclusion |
0 |
0 |
0 |
62 |
0 |
2 |
4 |
374 |
| Litigant Resources and the Evolution of Legal Precedent |
0 |
0 |
0 |
19 |
1 |
1 |
2 |
78 |
| MEAN REVERSION IN STOCK PRICES? A REAPPRAISAL OF EMPIRICAL EVIDENCE |
0 |
0 |
0 |
0 |
2 |
2 |
5 |
856 |
| MEAN REVERSION IN STOCK PRICES? A REAPPRAISAL OF EMPIRICAL EVIDENCE |
0 |
0 |
0 |
0 |
0 |
2 |
9 |
110 |
| Maximum-likelihood estimation of fractional cointegration with application to the short end of the yield curve |
0 |
0 |
0 |
157 |
0 |
2 |
4 |
481 |
| Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence |
0 |
0 |
3 |
405 |
0 |
0 |
4 |
1,086 |
| Measuring the NAIRU with Reduced Uncertainty: A Multiple Indicator-Common Component Approach |
0 |
0 |
0 |
86 |
1 |
1 |
1 |
280 |
| Measuring the NAIRU with Reduced Uncertainty: A Multiple Indicator-Common Component Approach |
0 |
0 |
0 |
34 |
0 |
0 |
4 |
122 |
| More on the Exact Small Sample Distribution of the Instrumental Variable Estimator: A Reply to Maddala and Jeong |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
298 |
| More on the Exact Small Sample Distribution of the Instrumental Variable Estimator: A Reply to Maddala and Jeong |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
91 |
| Non-Exponential Discounting: A Direct Test |
0 |
0 |
0 |
13 |
1 |
1 |
3 |
89 |
| Notes on Imperfect Competition and New Keynesian Economics |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
1,001 |
| Notes on Imperfect Competition and New Keynesian Economics |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
178 |
| On the Persistence of Racial Inequality |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
521 |
| On the Persistence of Racial Inequality |
0 |
0 |
0 |
0 |
2 |
2 |
4 |
1,448 |
| On the Persistence of Racial Inequality |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
111 |
| On the Persistence of Racial Inequality |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
161 |
| Partial Adjustment As Optimal Response in a Dynamic Brainard Model |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
85 |
| Permanent and transitory components of business cycles: their relative importance and dynamic relationship |
0 |
0 |
0 |
196 |
0 |
0 |
2 |
1,017 |
| Private Discrimination and Social Intervention in Competitive Labor Markets |
0 |
0 |
0 |
0 |
1 |
1 |
5 |
560 |
| Race, Information, and Segregation |
0 |
0 |
0 |
173 |
0 |
0 |
1 |
3,054 |
| Race, Information, and Segregation |
0 |
0 |
0 |
41 |
2 |
2 |
3 |
373 |
| Real Versus Nominal Forecast Errors in the Prediction of Foreign Exchange Rates |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
356 |
| Real Versus Nominal Forecast Errors in the Prediction of Foreign Exchange Rates |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
94 |
| SOME FURTHERE RESULTS ON THE EXACT SMALL SAMPLE PROPERTIES OF THE INSTRUMENTAL VARIABLE ESTIMATOR |
0 |
0 |
0 |
0 |
2 |
3 |
5 |
189 |
| SOME FURTHERE RESULTS ON THE EXACT SMALL SAMPLE PROPERTIES OF THE INSTRUMENTAL VARIABLE ESTIMATOR |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
243 |
| Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator |
0 |
0 |
1 |
94 |
3 |
4 |
7 |
451 |
| Spurious Inference in the GARCH(1,1) Model When It Is Weakly Identified |
0 |
0 |
1 |
121 |
1 |
1 |
3 |
171 |
| THE DISTRIBUTION OF THE INSTRUMENTAL VARIABLES ESTIMATOR AND ITS T-RATIO WHEN THE INSTRUMENT IS A POOR ONE |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
243 |
| THE DISTRIBUTION OF THE INSTRUMENTAL VARIABLES ESTIMATOR AND ITS T-RATIO WHEN THE INSTRUMENT IS A POOR ONE |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
474 |
| THE MARKOV MODEL OF HETEROSKEDASTICITY, RISK AND LEARNING IN THE STOCK MARKET |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
1,056 |
| THE MARKOV MODEL OF HETEROSKEDASTICITY, RISK AND LEARNING IN THE STOCK MARKET |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
160 |
| Testing Rational Expectations by the Use of Overidentifying Restrictions |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
55 |
| Testing Rational Expectations by the Use of Overidentifying Restrictions |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
46 |
| Testing for Men reversion in Heteroskedastic data Based on Gibbs-Simpling-Augmented Randomization |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
107 |
| Testing for Men reversion in Heteroskedastic data Based on Gibbs-Simpling-Augmented Randomization |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
362 |
| The Changing Relation Between the Canadian and U.S. Yield Curves |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
100 |
| The Distribution of the Instrumental Variables Estimator and Its t-RatioWhen the Instrument is a Poor One |
0 |
1 |
1 |
103 |
6 |
7 |
8 |
496 |
| The Dynamic Relationship Between Permanent and Transitory Components of U.S. Business Cycle |
0 |
0 |
0 |
30 |
0 |
3 |
4 |
205 |
| The NOW Account Experiment and the Demand for Money |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
68 |
| The Retirement-Consumption Puzzle A Marital Bargaining Approach |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
58 |
| The Tradeoff between Inflation and the Real Economy: Forward-Looking Behavior and the Inflation Premium |
0 |
0 |
0 |
36 |
0 |
0 |
2 |
146 |
| The Yield Curve through Time and Across Maturities |
0 |
0 |
0 |
93 |
0 |
0 |
1 |
194 |
| The Zero-Information-Limit Condition and Spurious Inference |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
127 |
| The Zero-Information-Limit Condition and Spurious Inference in Weakly Identified Models |
0 |
0 |
0 |
16 |
0 |
0 |
1 |
79 |
| The Zero-Information-Limit-Condition and Spurious Inference in Weakly Identified Models |
0 |
0 |
0 |
15 |
1 |
1 |
3 |
53 |
| The dynamic relationship between permanent and transitory components of U.S. business cycles |
0 |
0 |
0 |
197 |
2 |
3 |
5 |
693 |
| Unemployment and Real Interest Rates: Econometric Testing of Inflation Neutrality |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
90 |
| Valid Confidence Intervals and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
170 |
1 |
3 |
4 |
1,099 |
| Valid Confidence Intervals and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
496 |
| Valid Confidence Intervals and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
339 |
| Valid Confidence Intervals and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
133 |
| Valid Confidence Intervals and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
112 |
| Valid Confidence Regions and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
63 |
0 |
0 |
0 |
441 |
| Valid Confidence Regions and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
87 |
| Why Were Changes in the Federal Funds Rate Smaller in the 1990s? |
0 |
0 |
0 |
26 |
1 |
1 |
2 |
127 |
| Total Working Papers |
0 |
2 |
9 |
4,369 |
46 |
74 |
190 |
32,292 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Market-Based Framework for Quantifying Displaced Production from Recycling or Reuse |
0 |
0 |
0 |
8 |
1 |
1 |
1 |
37 |
| A Markov model of heteroskedasticity, risk, and learning in the stock market |
0 |
0 |
3 |
113 |
3 |
6 |
14 |
367 |
| An Unobserved Components Model of the Yield Curve |
0 |
1 |
1 |
4 |
1 |
3 |
5 |
17 |
| An Unobserved Components Model of the Yield Curve |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
77 |
| Are Recoveries all the Same: GDP and TFP? |
0 |
0 |
1 |
8 |
0 |
1 |
4 |
21 |
| Are nominal wage changes skewed away from wage cuts? commentary |
0 |
0 |
0 |
2 |
0 |
1 |
1 |
24 |
| Binomial Autoregressive Moving Average Models With an Application to U.S. Recessions |
0 |
0 |
0 |
100 |
1 |
2 |
5 |
303 |
| Can money matter? |
0 |
0 |
0 |
12 |
0 |
0 |
1 |
46 |
| Choosing the More Likely Hypothesis |
0 |
0 |
0 |
15 |
0 |
1 |
1 |
91 |
| Competition and Interest Rate Ceilings in Commercial Banking |
0 |
0 |
0 |
70 |
0 |
0 |
3 |
210 |
| Computation of linear hypothesis tests for two-stage least squares |
0 |
0 |
0 |
24 |
0 |
0 |
1 |
85 |
| Covid, colleges, and classes |
0 |
0 |
0 |
6 |
1 |
1 |
1 |
17 |
| Do forecast errors or term premia really make the difference between long and short rates? |
0 |
0 |
0 |
20 |
1 |
1 |
2 |
97 |
| Econometric Theory and Methods, by Russell Davidson and James G. MacKinnon, Oxford University Press, 2004 |
1 |
3 |
4 |
566 |
3 |
5 |
12 |
1,523 |
| Estimation of Markov regime-switching regression models with endogenous switching |
0 |
3 |
9 |
670 |
1 |
9 |
29 |
2,042 |
| Feasible generalized least squares using support vector regression |
0 |
0 |
1 |
11 |
2 |
3 |
6 |
67 |
| Growth States and Shocks |
0 |
1 |
1 |
19 |
0 |
1 |
2 |
149 |
| HOW RESEARCH GOES ASTRAY: PATHS AND EQUILIBRIA |
0 |
0 |
0 |
3 |
0 |
0 |
2 |
16 |
| Implicit interest on demand deposits |
0 |
0 |
0 |
32 |
0 |
0 |
6 |
194 |
| Implicit interest on demand deposits: Reply |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
31 |
| Improved recession dating using stock market volatility |
0 |
0 |
0 |
7 |
1 |
2 |
4 |
28 |
| Inference and extrapolation in finite populations with special attention to clustering |
0 |
0 |
0 |
3 |
0 |
1 |
1 |
7 |
| Information and racial exclusion |
0 |
0 |
0 |
69 |
0 |
1 |
3 |
258 |
| Is it one break or ongoing permanent shocks that explains U.S. real GDP? |
0 |
1 |
2 |
43 |
2 |
3 |
6 |
161 |
| Less than 2 °C warming by 2100 unlikely |
0 |
0 |
3 |
9 |
0 |
0 |
8 |
35 |
| Maximum-Likelihood Estimation Of Fractional Cointegration With An Application To U.S. And Canadian Bond Rates |
0 |
0 |
1 |
56 |
0 |
0 |
3 |
228 |
| Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence |
0 |
0 |
1 |
216 |
1 |
2 |
7 |
791 |
| Measuring the NAIRU with Reduced Uncertainty: A Multiple-Indicator Common-Cycle Approach |
0 |
0 |
1 |
102 |
1 |
1 |
3 |
237 |
| Monetary shock measurement and stock markets |
0 |
1 |
2 |
17 |
2 |
3 |
7 |
41 |
| Monopolistic Competition as a Foundation for Keynesian Macroeconomic Models |
0 |
0 |
2 |
218 |
0 |
0 |
4 |
897 |
| Nonexponential Discounting: A Direct Test And Perhaps A New Puzzle |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
86 |
| Not p -Values, Said a Little Bit Differently |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
28 |
| On the Persistence of Racial Inequality |
0 |
0 |
3 |
233 |
0 |
0 |
6 |
1,416 |
| On the implicit uniform BIC prior |
0 |
0 |
0 |
25 |
0 |
1 |
1 |
99 |
| Policy Evaluation versus Explanation of Outcomes in Education: That Is, Is It the Teachers? Is It the Parents? |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
68 |
| Prelude to Macroeconomics |
0 |
0 |
1 |
19 |
0 |
0 |
2 |
108 |
| Private Discrimination and Social Intervention in Competitive Labor Markets |
0 |
0 |
9 |
599 |
2 |
4 |
28 |
1,724 |
| Real versus nominal forecast errors in the prediction of foreign exchange rates |
0 |
0 |
0 |
21 |
0 |
1 |
2 |
101 |
| Response to “Comment on ‘Toward Estimating Displaced Primary Production from Recycling: A Case Study of U.S. Aluminum’†|
0 |
0 |
0 |
10 |
2 |
2 |
2 |
27 |
| Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator |
0 |
0 |
0 |
127 |
2 |
3 |
5 |
542 |
| Spurious Inference in the GARCH (1,1) Model When It Is Weakly Identified |
0 |
0 |
0 |
58 |
0 |
0 |
2 |
229 |
| Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization1 |
0 |
1 |
14 |
157 |
2 |
3 |
24 |
391 |
| Testing rational expectations by the use of overidentifying restrictions |
0 |
0 |
0 |
12 |
1 |
1 |
3 |
49 |
| The Distribution of the Instrumental Variables Estimator and Its t-Ratio When the Instrument Is a Poor One |
0 |
2 |
8 |
436 |
3 |
7 |
21 |
1,195 |
| The Dynamic Relationship between Permanent and Transitory Components of U.S. Business Cycles |
0 |
0 |
0 |
75 |
0 |
0 |
2 |
412 |
| The Dynamic Relationship between Permanent and Transitory Components of U.S. Business Cycles |
0 |
0 |
0 |
2 |
0 |
1 |
4 |
13 |
| The NOW account experiment and the demand for money |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
60 |
| The Stochastic Behavior of Durable and Nondurable Consumption |
0 |
0 |
0 |
109 |
0 |
0 |
1 |
312 |
| The changing relation between the Canadian and U.S. yield curves |
1 |
1 |
1 |
31 |
1 |
1 |
2 |
173 |
| The next hundred years of growth and convergence |
0 |
0 |
0 |
13 |
0 |
0 |
3 |
46 |
| The path to an economics PhD |
0 |
0 |
4 |
110 |
3 |
3 |
12 |
331 |
| The zero-information-limit condition and spurious inference in weakly identified models |
0 |
0 |
0 |
60 |
0 |
0 |
0 |
157 |
| Toward Estimating Displaced Primary Production from Recycling: A Case Study of U.S. Aluminum |
0 |
1 |
1 |
6 |
0 |
1 |
4 |
29 |
| Unemployment and Real Interest Rates: Econometric Testing of Inflation Neutrality |
0 |
0 |
2 |
58 |
1 |
1 |
6 |
171 |
| Valid Confidence Intervals and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
0 |
4 |
5 |
5 |
371 |
| Why were changes in the federal funds rate smaller in the 1990s? |
0 |
0 |
1 |
68 |
0 |
0 |
3 |
361 |
| Total Journal Articles |
2 |
15 |
76 |
4,695 |
42 |
82 |
283 |
16,596 |
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