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12 months |
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Last month |
3 months |
12 months |
Total |

A Markov Model of Heteroskedasticity, Risk, and Learning in the Stock Market |
1 |
1 |
4 |
383 |
3 |
4 |
12 |
1,070 |

A Markov Switching Model of Congressional Partisan Regimes |
0 |
0 |
0 |
13 |
0 |
1 |
3 |
84 |

Addition and Interdependence: Positive and Normative Predictions |
0 |
0 |
0 |
0 |
0 |
1 |
9 |
189 |

Addition and Interdependence: Positive and Normative Predictions |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
22 |

Are Consumers Forward-Looking? |
0 |
0 |
0 |
30 |
0 |
0 |
0 |
70 |

Bayesian Heteroskedasticity-Robust Standard Errors |
0 |
0 |
2 |
35 |
0 |
3 |
14 |
100 |

Bayesian IV: the normal case with multiple endogenous variables |
0 |
0 |
2 |
50 |
0 |
0 |
5 |
131 |

Binomial Autoregressive Moving Average Models with an Application to U.S. Recessions |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
160 |

CONSUMPTION WITH A POSSIBLY FINIT HORIZON |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
192 |

CONSUMPTION WITH A POSSIBLY FINIT HORIZON |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
30 |

Can Money Matter ? |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
123 |

Can Money Matter ? |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
41 |

Competition and Interest Rate Ceilings in Commerical Banking |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
218 |

Do Forecast Errors or Term Premia Really Make the Difference Between Long and Short Rates? |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
77 |

Do Forecast Errors or Term Premia Really Make the Difference Between Long and Short Rates? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
103 |

Estimation of Markov regime-switching regression models with endogenous switching |
0 |
3 |
4 |
1,069 |
0 |
5 |
12 |
2,528 |

Fractional Integration and Cointegration |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
236 |

Fractional Integration and Cointegration |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
65 |

Growth States and Shocks |
0 |
0 |
0 |
49 |
0 |
0 |
5 |
220 |

Growth States and Shocks |
0 |
0 |
0 |
8 |
0 |
0 |
3 |
72 |

Implicit Interest on Demand Deposits |
0 |
0 |
0 |
1 |
0 |
0 |
4 |
288 |

Implicit Interest on Demand Deposits |
0 |
0 |
0 |
0 |
1 |
2 |
15 |
230 |

Improved Inference for the Instrumental Variable Estimator |
0 |
0 |
1 |
19 |
0 |
0 |
2 |
112 |

Improved Inference for the Instrumental Variable Estimator |
0 |
0 |
0 |
183 |
0 |
0 |
3 |
730 |

Improved Inference for the Instrumental Variable Estimator |
0 |
0 |
0 |
40 |
0 |
0 |
4 |
187 |

Improved Inference for the Instrumental Variables Estimator |
0 |
0 |
2 |
103 |
0 |
1 |
6 |
385 |

Inequality and Race: Models and Policy |
0 |
0 |
1 |
66 |
0 |
0 |
3 |
225 |

Inequality and Race: Models and Policy |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
203 |

Inequality and Race: Models and Policy |
0 |
0 |
0 |
193 |
0 |
0 |
5 |
801 |

Inequality and Race: Models and Policy |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
1,981 |

Information and Racial Exclusion |
0 |
0 |
0 |
60 |
0 |
0 |
4 |
368 |

Litigant Resources and the Evolution of Legal Precedent |
0 |
1 |
1 |
19 |
0 |
1 |
1 |
76 |

MEAN REVERSION IN STOCK PRICES? A REAPPRAISAL OF EMPIRICAL EVIDENCE |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
100 |

MEAN REVERSION IN STOCK PRICES? A REAPPRAISAL OF EMPIRICAL EVIDENCE |
0 |
0 |
0 |
0 |
2 |
3 |
7 |
842 |

Maximum-likelihood estimation of fractional cointegration with application to the short end of the yield curve |
0 |
0 |
0 |
156 |
0 |
0 |
0 |
471 |

Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence |
0 |
0 |
0 |
400 |
0 |
3 |
5 |
1,073 |

Measuring the NAIRU with Reduced Uncertainty: A Multiple Indicator-Common Component Approach |
0 |
0 |
0 |
34 |
0 |
0 |
2 |
118 |

Measuring the NAIRU with Reduced Uncertainty: A Multiple Indicator-Common Component Approach |
0 |
0 |
0 |
86 |
0 |
0 |
2 |
279 |

More on the Exact Small Sample Distribution of the Instrumental Variable Estimator: A Reply to Maddala and Jeong |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
293 |

More on the Exact Small Sample Distribution of the Instrumental Variable Estimator: A Reply to Maddala and Jeong |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
87 |

Non-Exponential Discounting: A Direct Test |
0 |
1 |
2 |
13 |
0 |
1 |
6 |
86 |

Nonexponential Discounting: A Direct Test And Perhaps A New Puzzle |
0 |
0 |
0 |
15 |
0 |
0 |
4 |
65 |

Notes on Imperfect Competition and New Keynesian Economics |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
175 |

Notes on Imperfect Competition and New Keynesian Economics |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
996 |

On the Persistence of Racial Inequality |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
107 |

On the Persistence of Racial Inequality |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1,443 |

On the Persistence of Racial Inequality |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
517 |

On the Persistence of Racial Inequality |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
146 |

Partial Adjustment As Optimal Response in a Dynamic Brainard Model |
0 |
0 |
0 |
17 |
0 |
1 |
2 |
84 |

Permanent and transitory components of business cycles: their relative importance and dynamic relationship |
0 |
1 |
1 |
195 |
0 |
3 |
5 |
1,012 |

Private Discrimination and Social Intervention in Competitive Labor Markets |
0 |
0 |
0 |
0 |
0 |
0 |
10 |
538 |

Race, Information, and Segregation |
0 |
0 |
1 |
39 |
0 |
0 |
1 |
368 |

Race, Information, and Segregation |
0 |
0 |
0 |
173 |
0 |
0 |
5 |
3,049 |

Real Versus Nominal Forecast Errors in the Prediction of Foreign Exchange Rates |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
356 |

Real Versus Nominal Forecast Errors in the Prediction of Foreign Exchange Rates |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
92 |

Robust Estimation of ARMA Models with Near Root Cancellation |
0 |
0 |
0 |
19 |
0 |
0 |
0 |
62 |

SOME FURTHERE RESULTS ON THE EXACT SMALL SAMPLE PROPERTIES OF THE INSTRUMENTAL VARIABLE ESTIMATOR |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
235 |

SOME FURTHERE RESULTS ON THE EXACT SMALL SAMPLE PROPERTIES OF THE INSTRUMENTAL VARIABLE ESTIMATOR |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
179 |

Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator |
0 |
0 |
0 |
91 |
0 |
0 |
7 |
437 |

Spurious Inference in the GARCH(1,1) Model When It Is Weakly Identified |
0 |
0 |
0 |
120 |
0 |
0 |
3 |
167 |

THE DISTRIBUTION OF THE INSTRUMENTAL VARIABLES ESTIMATOR AND ITS T-RATIO WHEN THE INSTRUMENT IS A POOR ONE |
0 |
0 |
0 |
0 |
0 |
1 |
10 |
234 |

THE DISTRIBUTION OF THE INSTRUMENTAL VARIABLES ESTIMATOR AND ITS T-RATIO WHEN THE INSTRUMENT IS A POOR ONE |
0 |
0 |
0 |
0 |
0 |
2 |
8 |
462 |

THE MARKOV MODEL OF HETEROSKEDASTICITY, RISK AND LEARNING IN THE STOCK MARKET |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
1,052 |

THE MARKOV MODEL OF HETEROSKEDASTICITY, RISK AND LEARNING IN THE STOCK MARKET |
0 |
0 |
0 |
0 |
1 |
2 |
6 |
155 |

Testing Rational Expectations by the Use of Overidentifying Restrictions |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
53 |

Testing Rational Expectations by the Use of Overidentifying Restrictions |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
46 |

Testing for Men reversion in Heteroskedastic data Based on Gibbs-Simpling-Augmented Randomization |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
106 |

Testing for Men reversion in Heteroskedastic data Based on Gibbs-Simpling-Augmented Randomization |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
360 |

The Changing Relation Between the Canadian and U.S. Yield Curves |
0 |
0 |
0 |
22 |
0 |
0 |
1 |
99 |

The Distribution of the Instrumental Variables Estimator and Its t-RatioWhen the Instrument is a Poor One |
0 |
1 |
1 |
96 |
0 |
2 |
10 |
477 |

The Dynamic Relationship Between Permanent and Transitory Components of U.S. Business Cycle |
0 |
0 |
0 |
30 |
0 |
0 |
1 |
200 |

The NOW Account Experiment and the Demand for Money |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
66 |

The Retirement-Consumption Puzzle A Marital Bargaining Approach |
1 |
1 |
1 |
6 |
2 |
2 |
7 |
47 |

The Tradeoff between Inflation and the Real Economy: Forward-Looking Behavior and the Inflation Premium |
0 |
0 |
0 |
36 |
0 |
0 |
2 |
144 |

The Yield Curve through Time and Across Maturities |
0 |
0 |
0 |
93 |
0 |
0 |
2 |
193 |

The Zero-Information-Limit Condition and Spurious Inference |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
125 |

The Zero-Information-Limit Condition and Spurious Inference in Weakly Identified Models |
0 |
0 |
0 |
16 |
0 |
1 |
3 |
77 |

The Zero-Information-Limit-Condition and Spurious Inference in Weakly Identified Models |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
50 |

The dynamic relationship between permanent and transitory components of U.S. business cycles |
0 |
0 |
0 |
197 |
0 |
1 |
2 |
688 |

Unemployment and Real Interest Rates: Econometric Testing of Inflation Neutrality |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
88 |

Valid Confidence Intervals and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
111 |

Valid Confidence Intervals and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
496 |

Valid Confidence Intervals and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
170 |
0 |
1 |
3 |
1,091 |

Valid Confidence Intervals and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
338 |

Valid Confidence Intervals and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
131 |

Valid Confidence Regions and Inference in the Presence of Weak Instruments |
0 |
0 |
1 |
63 |
0 |
0 |
4 |
439 |

Valid Confidence Regions and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
84 |

Why Were Changes in the Federal Funds Rate Smaller in the 1990s? |
0 |
0 |
1 |
25 |
0 |
0 |
2 |
124 |

Total Working Papers |
2 |
9 |
25 |
4,450 |
10 |
45 |
309 |
32,230 |