| 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 |
1 |
9 |
13 |
1,090 |
| A Markov Switching Model of Congressional Partisan Regimes |
0 |
0 |
0 |
13 |
1 |
3 |
5 |
90 |
| Addition and Interdependence: Positive and Normative Predictions |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
25 |
| Addition and Interdependence: Positive and Normative Predictions |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
197 |
| Are Consumers Forward-Looking? |
0 |
0 |
0 |
30 |
2 |
3 |
5 |
83 |
| Bayesian Heteroskedasticity-Robust Standard Errors |
0 |
0 |
1 |
46 |
2 |
6 |
11 |
143 |
| Bayesian IV: the normal case with multiple endogenous variables |
0 |
0 |
0 |
54 |
2 |
5 |
6 |
144 |
| Binomial Autoregressive Moving Average Models with an Application to U.S. Recessions |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
168 |
| CONSUMPTION WITH A POSSIBLY FINIT HORIZON |
0 |
0 |
0 |
0 |
0 |
3 |
3 |
196 |
| CONSUMPTION WITH A POSSIBLY FINIT HORIZON |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
32 |
| Can Money Matter ? |
0 |
0 |
0 |
0 |
1 |
4 |
4 |
45 |
| Can Money Matter ? |
0 |
0 |
0 |
0 |
0 |
6 |
7 |
130 |
| Competition and Interest Rate Ceilings in Commerical Banking |
0 |
0 |
0 |
0 |
2 |
10 |
12 |
230 |
| Do Forecast Errors or Term Premia Really Make the Difference Between Long and Short Rates? |
0 |
0 |
0 |
0 |
2 |
4 |
6 |
109 |
| Do Forecast Errors or Term Premia Really Make the Difference Between Long and Short Rates? |
0 |
0 |
0 |
0 |
2 |
4 |
8 |
85 |
| Estimation of Markov regime-switching regression models with endogenous switching |
0 |
0 |
3 |
1,076 |
8 |
19 |
29 |
2,580 |
| Fractional Integration and Cointegration |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
66 |
| Fractional Integration and Cointegration |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
239 |
| Growth States and Shocks |
0 |
0 |
0 |
49 |
0 |
3 |
4 |
225 |
| Growth States and Shocks |
0 |
0 |
0 |
8 |
0 |
3 |
3 |
76 |
| Implicit Interest on Demand Deposits |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
243 |
| Implicit Interest on Demand Deposits |
0 |
0 |
0 |
1 |
0 |
2 |
3 |
293 |
| Improved Inference for the Instrumental Variable Estimator |
0 |
0 |
0 |
19 |
0 |
5 |
7 |
121 |
| Improved Inference for the Instrumental Variable Estimator |
0 |
0 |
0 |
183 |
0 |
6 |
10 |
746 |
| Improved Inference for the Instrumental Variable Estimator |
0 |
0 |
0 |
40 |
1 |
9 |
12 |
200 |
| Improved Inference for the Instrumental Variables Estimator |
0 |
0 |
0 |
104 |
0 |
5 |
7 |
400 |
| Inequality and Race: Models and Policy |
0 |
0 |
0 |
2 |
1 |
6 |
11 |
1,994 |
| Inequality and Race: Models and Policy |
0 |
0 |
0 |
194 |
2 |
4 |
7 |
811 |
| Inequality and Race: Models and Policy |
0 |
0 |
0 |
67 |
0 |
5 |
8 |
237 |
| Inequality and Race: Models and Policy |
0 |
0 |
0 |
0 |
0 |
2 |
5 |
209 |
| Information and Racial Exclusion |
0 |
0 |
0 |
62 |
0 |
6 |
9 |
380 |
| Litigant Resources and the Evolution of Legal Precedent |
0 |
0 |
0 |
19 |
0 |
2 |
4 |
81 |
| MEAN REVERSION IN STOCK PRICES? A REAPPRAISAL OF EMPIRICAL EVIDENCE |
0 |
0 |
0 |
0 |
1 |
7 |
14 |
118 |
| MEAN REVERSION IN STOCK PRICES? A REAPPRAISAL OF EMPIRICAL EVIDENCE |
0 |
0 |
0 |
0 |
1 |
5 |
8 |
861 |
| Maximum-likelihood estimation of fractional cointegration with application to the short end of the yield curve |
0 |
0 |
0 |
157 |
1 |
8 |
13 |
490 |
| Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence |
0 |
0 |
1 |
405 |
4 |
28 |
35 |
1,119 |
| Measuring the NAIRU with Reduced Uncertainty: A Multiple Indicator-Common Component Approach |
0 |
0 |
0 |
34 |
0 |
5 |
10 |
129 |
| Measuring the NAIRU with Reduced Uncertainty: A Multiple Indicator-Common Component Approach |
0 |
0 |
0 |
86 |
3 |
10 |
11 |
290 |
| More on the Exact Small Sample Distribution of the Instrumental Variable Estimator: A Reply to Maddala and Jeong |
0 |
0 |
0 |
0 |
1 |
2 |
5 |
301 |
| More on the Exact Small Sample Distribution of the Instrumental Variable Estimator: A Reply to Maddala and Jeong |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
93 |
| Non-Exponential Discounting: A Direct Test |
0 |
0 |
0 |
13 |
0 |
4 |
7 |
94 |
| Nonexponential Discounting: A Direct Test And Perhaps A New Puzzle |
0 |
0 |
0 |
15 |
1 |
7 |
7 |
76 |
| Notes on Imperfect Competition and New Keynesian Economics |
0 |
0 |
0 |
0 |
0 |
5 |
8 |
1,006 |
| Notes on Imperfect Competition and New Keynesian Economics |
0 |
0 |
0 |
0 |
1 |
4 |
7 |
183 |
| On the Persistence of Racial Inequality |
0 |
0 |
0 |
0 |
1 |
7 |
11 |
1,455 |
| On the Persistence of Racial Inequality |
0 |
0 |
0 |
0 |
0 |
6 |
10 |
528 |
| On the Persistence of Racial Inequality |
0 |
0 |
0 |
0 |
0 |
4 |
8 |
117 |
| On the Persistence of Racial Inequality |
0 |
0 |
0 |
0 |
0 |
7 |
13 |
170 |
| Partial Adjustment As Optimal Response in a Dynamic Brainard Model |
0 |
0 |
0 |
17 |
1 |
3 |
4 |
89 |
| Permanent and transitory components of business cycles: their relative importance and dynamic relationship |
0 |
0 |
0 |
196 |
2 |
6 |
7 |
1,024 |
| Private Discrimination and Social Intervention in Competitive Labor Markets |
0 |
0 |
0 |
0 |
0 |
7 |
10 |
567 |
| Race, Information, and Segregation |
0 |
0 |
0 |
41 |
1 |
3 |
6 |
377 |
| Race, Information, and Segregation |
0 |
0 |
0 |
173 |
0 |
6 |
7 |
3,060 |
| Real Versus Nominal Forecast Errors in the Prediction of Foreign Exchange Rates |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
96 |
| Real Versus Nominal Forecast Errors in the Prediction of Foreign Exchange Rates |
0 |
0 |
0 |
0 |
0 |
3 |
3 |
359 |
| Robust Estimation of ARMA Models with Near Root Cancellation |
0 |
0 |
0 |
20 |
1 |
11 |
11 |
75 |
| SOME FURTHERE RESULTS ON THE EXACT SMALL SAMPLE PROPERTIES OF THE INSTRUMENTAL VARIABLE ESTIMATOR |
0 |
0 |
0 |
0 |
1 |
7 |
11 |
252 |
| SOME FURTHERE RESULTS ON THE EXACT SMALL SAMPLE PROPERTIES OF THE INSTRUMENTAL VARIABLE ESTIMATOR |
0 |
0 |
0 |
0 |
0 |
7 |
17 |
203 |
| Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator |
0 |
0 |
0 |
94 |
1 |
5 |
12 |
458 |
| Spurious Inference in the GARCH(1,1) Model When It Is Weakly Identified |
0 |
0 |
1 |
121 |
1 |
7 |
12 |
181 |
| THE DISTRIBUTION OF THE INSTRUMENTAL VARIABLES ESTIMATOR AND ITS T-RATIO WHEN THE INSTRUMENT IS A POOR ONE |
0 |
0 |
0 |
0 |
0 |
6 |
9 |
482 |
| THE DISTRIBUTION OF THE INSTRUMENTAL VARIABLES ESTIMATOR AND ITS T-RATIO WHEN THE INSTRUMENT IS A POOR ONE |
0 |
0 |
0 |
0 |
0 |
13 |
16 |
257 |
| THE MARKOV MODEL OF HETEROSKEDASTICITY, RISK AND LEARNING IN THE STOCK MARKET |
0 |
0 |
0 |
0 |
2 |
12 |
18 |
176 |
| THE MARKOV MODEL OF HETEROSKEDASTICITY, RISK AND LEARNING IN THE STOCK MARKET |
0 |
0 |
0 |
0 |
0 |
5 |
8 |
1,062 |
| Testing Rational Expectations by the Use of Overidentifying Restrictions |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
48 |
| Testing Rational Expectations by the Use of Overidentifying Restrictions |
0 |
0 |
0 |
0 |
0 |
8 |
8 |
63 |
| Testing for Men reversion in Heteroskedastic data Based on Gibbs-Simpling-Augmented Randomization |
0 |
0 |
0 |
0 |
1 |
5 |
6 |
112 |
| Testing for Men reversion in Heteroskedastic data Based on Gibbs-Simpling-Augmented Randomization |
0 |
0 |
0 |
0 |
1 |
4 |
6 |
368 |
| The Changing Relation Between the Canadian and U.S. Yield Curves |
0 |
0 |
0 |
22 |
1 |
4 |
5 |
105 |
| The Distribution of the Instrumental Variables Estimator and Its t-RatioWhen the Instrument is a Poor One |
0 |
0 |
1 |
103 |
1 |
5 |
14 |
503 |
| The Dynamic Relationship Between Permanent and Transitory Components of U.S. Business Cycle |
0 |
0 |
0 |
30 |
2 |
3 |
9 |
211 |
| The NOW Account Experiment and the Demand for Money |
0 |
0 |
0 |
0 |
0 |
5 |
6 |
73 |
| The Retirement-Consumption Puzzle A Marital Bargaining Approach |
0 |
0 |
0 |
9 |
0 |
9 |
9 |
67 |
| The Tradeoff between Inflation and the Real Economy: Forward-Looking Behavior and the Inflation Premium |
0 |
0 |
0 |
36 |
0 |
10 |
11 |
156 |
| The Yield Curve through Time and Across Maturities |
0 |
0 |
0 |
93 |
1 |
5 |
5 |
199 |
| The Zero-Information-Limit Condition and Spurious Inference |
0 |
0 |
0 |
0 |
1 |
3 |
4 |
130 |
| The Zero-Information-Limit Condition and Spurious Inference in Weakly Identified Models |
0 |
0 |
0 |
16 |
0 |
1 |
2 |
81 |
| The Zero-Information-Limit-Condition and Spurious Inference in Weakly Identified Models |
0 |
0 |
0 |
15 |
1 |
3 |
6 |
56 |
| The dynamic relationship between permanent and transitory components of U.S. business cycles |
0 |
0 |
0 |
197 |
0 |
9 |
16 |
705 |
| Unemployment and Real Interest Rates: Econometric Testing of Inflation Neutrality |
0 |
0 |
0 |
0 |
1 |
6 |
7 |
97 |
| Valid Confidence Intervals and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
0 |
1 |
5 |
7 |
346 |
| Valid Confidence Intervals and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
0 |
0 |
7 |
7 |
503 |
| Valid Confidence Intervals and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
0 |
2 |
7 |
10 |
142 |
| Valid Confidence Intervals and Inference in the Presence of Weak Instruments |
1 |
1 |
1 |
171 |
2 |
9 |
13 |
1,109 |
| Valid Confidence Intervals and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
0 |
0 |
5 |
6 |
117 |
| Valid Confidence Regions and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
63 |
0 |
1 |
3 |
444 |
| Valid Confidence Regions and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
0 |
0 |
6 |
9 |
96 |
| Why Were Changes in the Federal Funds Rate Smaller in the 1990s? |
0 |
0 |
0 |
26 |
1 |
4 |
6 |
132 |
| Total Working Papers |
1 |
1 |
8 |
4,505 |
67 |
478 |
714 |
33,279 |
| 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 |
7 |
8 |
44 |
| A Markov model of heteroskedasticity, risk, and learning in the stock market |
1 |
1 |
2 |
114 |
4 |
9 |
19 |
376 |
| An Unobserved Components Model of the Yield Curve |
0 |
1 |
2 |
5 |
0 |
4 |
11 |
23 |
| An Unobserved Components Model of the Yield Curve |
0 |
0 |
0 |
0 |
1 |
3 |
5 |
80 |
| Are Recoveries all the Same: GDP and TFP? |
0 |
0 |
0 |
8 |
1 |
6 |
7 |
27 |
| Are nominal wage changes skewed away from wage cuts? commentary |
0 |
0 |
0 |
2 |
0 |
2 |
4 |
27 |
| Binomial Autoregressive Moving Average Models With an Application to U.S. Recessions |
0 |
0 |
0 |
100 |
0 |
5 |
13 |
312 |
| Can money matter? |
0 |
0 |
0 |
12 |
0 |
1 |
2 |
47 |
| Choosing the More Likely Hypothesis |
0 |
0 |
0 |
15 |
1 |
5 |
7 |
97 |
| Competition and Interest Rate Ceilings in Commercial Banking |
0 |
0 |
0 |
70 |
1 |
6 |
8 |
216 |
| Computation of linear hypothesis tests for two-stage least squares |
0 |
0 |
0 |
24 |
1 |
1 |
1 |
86 |
| Covid, colleges, and classes |
0 |
0 |
0 |
6 |
0 |
2 |
3 |
19 |
| Do forecast errors or term premia really make the difference between long and short rates? |
0 |
0 |
0 |
20 |
2 |
4 |
5 |
101 |
| Econometric Theory and Methods, by Russell Davidson and James G. MacKinnon, Oxford University Press, 2004 |
0 |
1 |
4 |
567 |
1 |
7 |
14 |
1,531 |
| Estimation of Markov regime-switching regression models with endogenous switching |
1 |
2 |
11 |
672 |
4 |
14 |
42 |
2,058 |
| Feasible generalized least squares using support vector regression |
0 |
0 |
2 |
12 |
0 |
2 |
11 |
72 |
| Growth States and Shocks |
0 |
0 |
1 |
19 |
0 |
4 |
7 |
154 |
| HOW RESEARCH GOES ASTRAY: PATHS AND EQUILIBRIA |
0 |
0 |
0 |
3 |
0 |
6 |
7 |
22 |
| Implicit interest on demand deposits |
0 |
0 |
0 |
32 |
0 |
2 |
2 |
196 |
| Implicit interest on demand deposits: Reply |
0 |
0 |
0 |
4 |
0 |
3 |
4 |
35 |
| Improved recession dating using stock market volatility |
1 |
1 |
1 |
8 |
1 |
3 |
7 |
32 |
| Inference and extrapolation in finite populations with special attention to clustering |
1 |
2 |
2 |
5 |
2 |
6 |
7 |
13 |
| Information and racial exclusion |
0 |
0 |
0 |
69 |
1 |
3 |
5 |
261 |
| Is it one break or ongoing permanent shocks that explains U.S. real GDP? |
0 |
0 |
1 |
43 |
1 |
3 |
7 |
164 |
| Less than 2 °C warming by 2100 unlikely |
0 |
0 |
3 |
9 |
0 |
3 |
12 |
41 |
| Maximum-Likelihood Estimation Of Fractional Cointegration With An Application To U.S. And Canadian Bond Rates |
0 |
0 |
1 |
56 |
1 |
5 |
7 |
233 |
| Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence |
0 |
0 |
0 |
216 |
2 |
11 |
16 |
802 |
| Measuring the NAIRU with Reduced Uncertainty: A Multiple-Indicator Common-Cycle Approach |
0 |
0 |
1 |
102 |
3 |
22 |
26 |
260 |
| Monetary shock measurement and stock markets |
1 |
1 |
2 |
18 |
2 |
6 |
11 |
48 |
| Monopolistic Competition as a Foundation for Keynesian Macroeconomic Models |
0 |
0 |
1 |
218 |
2 |
6 |
11 |
905 |
| Nonexponential Discounting: A Direct Test And Perhaps A New Puzzle |
0 |
0 |
0 |
7 |
1 |
7 |
7 |
93 |
| Not p -Values, Said a Little Bit Differently |
0 |
0 |
0 |
8 |
1 |
6 |
7 |
35 |
| On the Persistence of Racial Inequality |
0 |
0 |
0 |
233 |
0 |
2 |
5 |
1,418 |
| On the implicit uniform BIC prior |
0 |
0 |
0 |
25 |
1 |
5 |
8 |
106 |
| Policy Evaluation versus Explanation of Outcomes in Education: That Is, Is It the Teachers? Is It the Parents? |
0 |
0 |
0 |
17 |
0 |
0 |
2 |
69 |
| Prelude to Macroeconomics |
0 |
0 |
0 |
19 |
0 |
0 |
1 |
108 |
| Private Discrimination and Social Intervention in Competitive Labor Markets |
0 |
0 |
5 |
599 |
2 |
6 |
27 |
1,733 |
| Real versus nominal forecast errors in the prediction of foreign exchange rates |
0 |
0 |
0 |
21 |
1 |
3 |
5 |
104 |
| Response to “Comment on ‘Toward Estimating Displaced Primary Production from Recycling: A Case Study of U.S. Aluminum’†|
0 |
0 |
0 |
10 |
0 |
1 |
4 |
29 |
| Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator |
0 |
0 |
0 |
127 |
2 |
5 |
11 |
549 |
| Spurious Inference in the GARCH (1,1) Model When It Is Weakly Identified |
0 |
0 |
0 |
58 |
0 |
2 |
2 |
231 |
| Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization1 |
0 |
0 |
10 |
158 |
6 |
30 |
44 |
422 |
| Testing rational expectations by the use of overidentifying restrictions |
0 |
0 |
0 |
12 |
0 |
1 |
4 |
50 |
| The Distribution of the Instrumental Variables Estimator and Its t-Ratio When the Instrument Is a Poor One |
1 |
3 |
13 |
443 |
5 |
17 |
38 |
1,218 |
| The Dynamic Relationship between Permanent and Transitory Components of U.S. Business Cycles |
0 |
0 |
0 |
75 |
2 |
5 |
10 |
422 |
| The Dynamic Relationship between Permanent and Transitory Components of U.S. Business Cycles |
0 |
0 |
0 |
2 |
3 |
8 |
15 |
24 |
| The NOW account experiment and the demand for money |
0 |
0 |
0 |
7 |
0 |
3 |
3 |
63 |
| The Stochastic Behavior of Durable and Nondurable Consumption |
0 |
0 |
0 |
109 |
2 |
5 |
6 |
317 |
| The changing relation between the Canadian and U.S. yield curves |
0 |
0 |
1 |
31 |
2 |
8 |
9 |
181 |
| The next hundred years of growth and convergence |
0 |
0 |
0 |
13 |
1 |
4 |
6 |
50 |
| The path to an economics PhD |
1 |
2 |
5 |
112 |
4 |
10 |
20 |
342 |
| The zero-information-limit condition and spurious inference in weakly identified models |
0 |
0 |
0 |
60 |
1 |
2 |
4 |
161 |
| Toward Estimating Displaced Primary Production from Recycling: A Case Study of U.S. Aluminum |
0 |
0 |
1 |
6 |
1 |
9 |
11 |
38 |
| Unemployment and Real Interest Rates: Econometric Testing of Inflation Neutrality |
0 |
0 |
2 |
58 |
0 |
5 |
11 |
176 |
| Valid Confidence Intervals and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
0 |
2 |
5 |
11 |
377 |
| Why were changes in the federal funds rate smaller in the 1990s? |
0 |
0 |
0 |
68 |
0 |
3 |
5 |
366 |
| Total Journal Articles |
7 |
14 |
71 |
4,715 |
69 |
313 |
565 |
16,964 |
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