| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Comparison of Alternatove causality and Predictive Accuracy Tests in the presence of Integrated and Co-integrated Economic Variables |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
346 |
| A Consistent Test for Nonlinear Out of Sample Predictive Accuracy |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
584 |
| A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks |
0 |
1 |
2 |
1,207 |
1 |
6 |
7 |
3,349 |
| A Models Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks |
0 |
0 |
0 |
3 |
1 |
2 |
4 |
506 |
| A Predictive Comparison of Some Simple Long Memory and Short Memory Models of Daily U.S. Stock Returns, With Emphasis on Business Cycle Effects |
0 |
1 |
1 |
99 |
0 |
1 |
1 |
249 |
| A Randomized Procedure for Choosing Data Transformation |
0 |
0 |
0 |
11 |
0 |
1 |
1 |
84 |
| A Rolling Window Analysis of the Marginal Predictive Content of Money for Real Output |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
455 |
| A Simulation Based Specification Test for Diffusion Processes |
0 |
0 |
0 |
104 |
0 |
1 |
1 |
334 |
| A Survey of Recent Advances in Forecast Accuracy Comparison Testing, with an Extension to Stochastic Dominance |
0 |
0 |
0 |
58 |
0 |
0 |
1 |
101 |
| A Test for Comparing Multiple Misspecified Conditional Distributions |
0 |
0 |
0 |
146 |
0 |
0 |
0 |
709 |
| Addressing Collinearity Among Competing Econometric Forecasts: Regression Based Forecast Combination Using Model Selection |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
783 |
| Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification With an Application to Bias Correction |
0 |
0 |
0 |
62 |
1 |
1 |
2 |
339 |
| Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification with an Application to Bias Correction |
0 |
0 |
0 |
60 |
0 |
0 |
1 |
446 |
| Alternative Approximations of the Bias and MSE of the IV Estimator under Weak Identification with an Application to Bias Correction |
0 |
0 |
0 |
97 |
1 |
1 |
1 |
667 |
| An Empirical Investigation of the Usefulness of ARFIMA Models for Predicting Macroeconomic and Financial Time Series |
0 |
0 |
0 |
979 |
0 |
2 |
6 |
2,530 |
| An Expository Note on the Existence of Moments of Fuller and HFUL Estimators |
0 |
0 |
0 |
47 |
3 |
3 |
5 |
134 |
| An Out of Sample Test for Granger Causality |
0 |
0 |
1 |
818 |
0 |
0 |
3 |
2,511 |
| An introduction to stochastic Unit Root Processes |
0 |
0 |
0 |
4 |
1 |
1 |
2 |
1,433 |
| Are statistical reporting agencies getting it right? Data rationality and business cycle asymmetry |
0 |
0 |
0 |
27 |
0 |
0 |
0 |
88 |
| Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments |
0 |
0 |
0 |
52 |
1 |
1 |
1 |
169 |
| Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments |
0 |
0 |
0 |
31 |
0 |
1 |
3 |
104 |
| Asymptotic Normality of Single-Equation Estimators for the Case with a Large Number of Weak Instruments |
0 |
0 |
0 |
64 |
0 |
0 |
0 |
639 |
| BOOK REVIEW of “Statistical Foundations for Econometric Techniques” by Asad Zaman |
0 |
0 |
0 |
52 |
0 |
0 |
2 |
186 |
| Block Bootstrap for Parameter Estimation Error when Parameters are recursively estimated |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
312 |
| Bootstrap Conditional Distribution Tests In the Presence of Dynamic Misspecification |
0 |
0 |
0 |
159 |
1 |
1 |
1 |
756 |
| Bootstrap Procedures for Recursive Estimation Schemes With Applications to Forecast Model Selection |
0 |
0 |
0 |
243 |
0 |
2 |
2 |
729 |
| Bootstrap Specification Tests for Diffusion Processes |
0 |
0 |
0 |
145 |
0 |
0 |
0 |
526 |
| Bootstrap Specification Tests with Dependent Observations and Parameter Estimation Error |
0 |
0 |
1 |
13 |
0 |
0 |
3 |
86 |
| Combining Two Consistent Estimators |
0 |
0 |
0 |
68 |
0 |
1 |
2 |
172 |
| Consistent Estimation with a Large Number of Weak Instruments |
0 |
0 |
0 |
162 |
1 |
1 |
2 |
634 |
| Consistent Estimation with a Large Number of Weak Instruments |
0 |
0 |
1 |
90 |
1 |
2 |
9 |
387 |
| Consistent Estimation with a Large Number of Weak Instruments |
0 |
0 |
0 |
65 |
1 |
2 |
5 |
399 |
| Consistent Pretesting for Jumps |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
49 |
| Density and Conditional Distribution Based Specification Analysis |
0 |
0 |
1 |
48 |
0 |
1 |
4 |
67 |
| Diffusion Index Model Specification and Estimation Using Mixed Frequency Datasets |
0 |
0 |
0 |
60 |
2 |
2 |
4 |
128 |
| Diffusion Index Models and Index Proxies: Recent Results and New Directions |
0 |
0 |
0 |
18 |
0 |
0 |
1 |
64 |
| Do Formulations of the Permanent Income Hypothesis with Constant Real Interest Rates and Subjective Tiome Preferences Rates Make Sense? An Example of Random Walk with Time Varying Drift |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
360 |
| Empirical Evidence on Jumps and Large Fluctuations in Individual Stocks |
1 |
1 |
1 |
21 |
1 |
1 |
3 |
89 |
| Empirical Evidence on the Importance of Aggregation, Asymmetry, and Jumps for Volatility Prediction |
0 |
0 |
0 |
28 |
1 |
1 |
2 |
58 |
| Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions With Many Weak Instruments |
0 |
0 |
0 |
115 |
0 |
0 |
2 |
397 |
| Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions with Many Weak Instruments |
0 |
0 |
0 |
1 |
0 |
0 |
4 |
621 |
| Evaluation of Dynamic Stochastic General Equilibrium Models Based on Distributional Comparison of Simulated and Historical Data |
0 |
0 |
0 |
162 |
0 |
0 |
2 |
431 |
| Forecasting Economic Time series Using Adaptive Versus Nonadaptive and Linecar Versus Nonlinear Econometric Models |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
711 |
| Forecasting Financial and Macroeconomic Variables Using Data Reduction Methods: New Empirical Evidence |
0 |
0 |
0 |
82 |
1 |
1 |
1 |
208 |
| Forecasting Using First Available Versus Fully Revised Economic Time Series data |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
816 |
| Forecasting economic and financial time-series with non-linear models |
0 |
0 |
0 |
876 |
0 |
1 |
1 |
1,661 |
| Further Developments in the Study of Cointegrated Variables |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
364 |
| How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models. Extended Working Paper Version |
0 |
0 |
0 |
120 |
0 |
0 |
0 |
320 |
| Impulse Response Functions Based on Causal Approach to Residual Orthogonalization in Vector Autoregressions |
0 |
0 |
0 |
1 |
0 |
1 |
13 |
557 |
| In- and Out-of-Sample Specification Analysis of Spot Rate Models: Further Evidence for the Period 1982-2008 |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
101 |
| Information in the Revision Process of Real-Time Datasets |
0 |
0 |
0 |
18 |
0 |
0 |
2 |
102 |
| Information in the revision process of real-time datasets |
0 |
0 |
0 |
75 |
0 |
0 |
9 |
316 |
| Instrumental Variable Estimation with Heteroskedasticity and Many Instruments |
0 |
0 |
2 |
55 |
0 |
0 |
6 |
202 |
| Instrumental Variable Estimation with Heteroskedasticity and Many Instruments |
0 |
0 |
1 |
56 |
0 |
1 |
3 |
148 |
| Instrumental variable estimation with heteroskedasticity and many instruments |
0 |
0 |
0 |
129 |
0 |
0 |
2 |
342 |
| International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence |
0 |
0 |
0 |
44 |
1 |
1 |
3 |
253 |
| International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence |
0 |
0 |
1 |
157 |
0 |
1 |
4 |
524 |
| International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence |
0 |
0 |
0 |
37 |
2 |
3 |
4 |
152 |
| LM Tests and Nonlinear Error Correction in Economic Time Series |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
164 |
| Let's Get "Real" About Using Economic Data |
0 |
0 |
0 |
146 |
0 |
0 |
2 |
523 |
| Let's Get "Real" about Using Economic Data |
0 |
0 |
0 |
95 |
0 |
0 |
2 |
455 |
| Let's Get "Real"" about Using Economic Data" |
0 |
0 |
0 |
168 |
1 |
1 |
3 |
897 |
| Mining Big Data Using Parsimonious Factor and Shrinkage Methods |
0 |
1 |
2 |
97 |
0 |
3 |
5 |
205 |
| Monetary Policy Rules with Model and Data Uncertainty |
0 |
0 |
1 |
263 |
0 |
0 |
3 |
1,308 |
| Nonparametric Bootstrap Procedures for Predictive Inference Based on Recursive Estimation Schemes |
0 |
0 |
0 |
112 |
0 |
1 |
1 |
364 |
| Predective Density and Conditional Confidence Interval Accuracy Tests |
0 |
0 |
0 |
83 |
0 |
0 |
1 |
609 |
| Predicting Inflation: Does The Quantity Theory Help? |
0 |
0 |
0 |
349 |
0 |
0 |
1 |
1,098 |
| Prediction and Simulation Using Simple Models Characterized by Nonstationarity and Seasonality |
0 |
0 |
0 |
48 |
0 |
0 |
0 |
64 |
| Predictive Density Construction and Accuracy Testing with Multiple Possibly Misspecified Diffusion Models |
0 |
0 |
0 |
10 |
1 |
2 |
2 |
95 |
| Predictive Density Estimators for Daily Volatility Based on the Use of Realized Measures |
0 |
0 |
0 |
64 |
0 |
0 |
1 |
245 |
| Predictive Density Evaluation |
0 |
0 |
0 |
184 |
1 |
1 |
2 |
501 |
| Predictive Density Evaluation. Revised |
0 |
0 |
2 |
68 |
1 |
2 |
6 |
153 |
| Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
1,608 |
| Predictive Inference Under Model Misspecification with an Application to Assessing the Marginal Predictive Content of Money for Output |
0 |
0 |
0 |
58 |
0 |
0 |
1 |
224 |
| Predictive Inference Under Model Misspecification with an Application to Assessing the Marginal Predictive Content of Money for Output |
0 |
0 |
0 |
9 |
1 |
1 |
2 |
83 |
| Predictive Inference for Integrated Volatility |
0 |
0 |
0 |
41 |
0 |
0 |
1 |
173 |
| Predictive Inference for Integrated Volatility |
0 |
0 |
0 |
17 |
1 |
1 |
1 |
86 |
| Predictive Inference for Integrated Volatility |
0 |
0 |
0 |
9 |
0 |
1 |
1 |
92 |
| Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
42 |
| Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models |
0 |
0 |
0 |
30 |
1 |
1 |
1 |
118 |
| Real-Time Datasets Really Do Make a Difference: Definitional Change, Data Release, and Forecasting |
0 |
0 |
0 |
20 |
0 |
1 |
3 |
95 |
| Real-time datasets really do make a difference: definitional change, data release, and forecasting |
0 |
0 |
0 |
53 |
0 |
0 |
0 |
284 |
| Robust Forecast Comparison |
0 |
0 |
0 |
82 |
0 |
1 |
1 |
87 |
| Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Largescale Macroeconomic Time Series Environments |
0 |
0 |
0 |
27 |
0 |
0 |
0 |
102 |
| Seeing inside the black box: Using diffusion index methodology to construct factor proxies in large scale macroeconomic time series environments |
0 |
0 |
0 |
153 |
0 |
0 |
3 |
642 |
| Some Recent Developments in Predictive Accuracy Testing With Nested Models and (Generic) Nonlinear Alternatives |
0 |
0 |
0 |
93 |
1 |
1 |
2 |
377 |
| Some Results on the Asymptotic Normality of k-Class Estimators in the Case of Many Weak Instruments |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
182 |
| Some Variables are More Worthy Than Others: New Diffusion Index Evidence on the Monitoring of Key Economic Indicators |
0 |
0 |
0 |
35 |
0 |
0 |
1 |
123 |
| Temporal aggregation and causality in multiple time series models |
0 |
0 |
0 |
7 |
0 |
1 |
2 |
142 |
| Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity |
0 |
0 |
1 |
65 |
0 |
0 |
3 |
220 |
| Testing for Stationarity-Ergodicity and for Comovements Between Nonlinear Discrete Time Markov Processes |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
757 |
| Testing for Structural Stability of Factor Augmented Forecasting Models |
0 |
0 |
0 |
46 |
0 |
1 |
1 |
107 |
| Tests of Non-nested Hypotheses in Nonstationary Regressions with an Application to Modeling Industrial Production |
0 |
0 |
0 |
0 |
3 |
3 |
3 |
306 |
| The Block Bootstrap for Parameter Estimation Error In Recursive Estimation Schemes, With Applications to Predictive Evaluation |
0 |
0 |
0 |
271 |
0 |
0 |
2 |
1,426 |
| The Effect of Data Transformation on Common Cycle, Cointegration and Unit Root Tests: Monte Carlo Results and a Simple Test |
0 |
0 |
0 |
197 |
1 |
1 |
2 |
918 |
| The Incremental Predictive Information Associated with Using Theoretical New Keynesian DSGE Models Versus Simple Linear Alternatives |
0 |
0 |
0 |
73 |
0 |
0 |
2 |
336 |
| The Volume of Federal Litigation and the Macroeconomy |
0 |
0 |
0 |
100 |
0 |
0 |
2 |
559 |
| The Volume of Federal Litigation and the Macroeconomy |
0 |
0 |
1 |
54 |
0 |
0 |
2 |
223 |
| The real-time predictive content of money for output |
0 |
0 |
0 |
85 |
0 |
0 |
2 |
360 |
| Trade, Investment, and Growth: Nexus, Analysis, and Prognosis |
0 |
0 |
0 |
222 |
0 |
0 |
3 |
995 |
| Volatility in Discrete and Continuous Time Models: A Survey with New Evidence on Large and Small Jumps |
0 |
0 |
1 |
48 |
1 |
1 |
4 |
136 |
| Total Working Papers |
1 |
4 |
20 |
10,492 |
36 |
73 |
230 |
47,272 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Model Selection Approach To Real-Time Macroeconomic Forecasting Using Linear Models And Artificial Neural Networks |
0 |
1 |
3 |
420 |
2 |
5 |
16 |
1,171 |
| A Model-Selection Approach to Assessing the Information in the Term Structure Using Linear Models and Artificial Neural Networks |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
497 |
| A Simulation-Based Specification Test for Diffusion Processes |
0 |
0 |
0 |
38 |
1 |
4 |
4 |
126 |
| A TEST FOR COMPARING MULTIPLE MISSPECIFIED CONDITIONAL INTERVAL MODELS |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
53 |
| A consistent test for nonlinear out of sample predictive accuracy |
1 |
1 |
2 |
96 |
2 |
2 |
4 |
325 |
| A new definition for time-dependent price mean reversion in commodity markets |
0 |
0 |
0 |
79 |
0 |
0 |
1 |
393 |
| A test for the distributional comparison of simulated and historical data |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
54 |
| ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS |
0 |
0 |
2 |
20 |
0 |
0 |
6 |
103 |
| Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction |
0 |
0 |
0 |
38 |
0 |
0 |
0 |
173 |
| An assessment of the marginal predictive content of economic uncertainty indexes and business conditions predictors |
0 |
0 |
1 |
1 |
2 |
3 |
7 |
7 |
| An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series |
0 |
0 |
2 |
158 |
0 |
1 |
5 |
463 |
| An introduction to stochastic unit-root processes |
0 |
0 |
0 |
382 |
1 |
2 |
3 |
857 |
| Are Statistical Reporting Agencies Getting It Right? Data Rationality and Business Cycle Asymmetry |
0 |
0 |
0 |
70 |
0 |
1 |
3 |
300 |
| Big data analytics in economics: What have we learned so far, and where should we go from here? |
0 |
0 |
3 |
16 |
0 |
0 |
8 |
89 |
| Big data analytics in economics: What have we learned so far, and where should we go from here? |
0 |
0 |
0 |
2 |
0 |
1 |
3 |
26 |
| Book reviews |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
40 |
| Bootstrap conditional distribution tests in the presence of dynamic misspecification |
0 |
0 |
0 |
66 |
0 |
2 |
3 |
275 |
| Bootstrap specification tests for diffusion processes |
0 |
0 |
0 |
28 |
0 |
1 |
2 |
148 |
| Choosing among Competing Econometric Forecasts: Regression-Based Forecast Combination Using Model Selection |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
794 |
| Comment |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
38 |
| Comment |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
34 |
| Comments on "Forecasting economic and financial variables with global VARs" |
0 |
0 |
0 |
3 |
0 |
2 |
2 |
18 |
| Comments on 'A vector error-correction forecasting model of the US economy' |
0 |
0 |
0 |
15 |
0 |
0 |
1 |
84 |
| Consistent Estimation with a Large Number of Weak Instruments |
0 |
0 |
1 |
201 |
0 |
2 |
7 |
778 |
| Data Transformation and Forecasting in Models with Unit Roots and Cointegration |
0 |
0 |
0 |
19 |
0 |
0 |
2 |
184 |
| EDITORIAL STATEMENT IN HONOR OF PROFESSOR MICHAEL MCALEER |
0 |
0 |
0 |
4 |
0 |
0 |
2 |
21 |
| Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction |
0 |
0 |
1 |
18 |
2 |
5 |
8 |
152 |
| Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data |
0 |
0 |
0 |
47 |
0 |
0 |
1 |
182 |
| Finite sample properties of a simple LM test for neglected nonlinearity in error‐correcting regression equations |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
5 |
| Fixed and Long Time Span Jump Tests: New Monte Carlo and Empirical Evidence |
0 |
0 |
0 |
6 |
0 |
1 |
3 |
54 |
| Forecasting Using First-Available Versus Fully Revised Economic Time-Series Data |
0 |
0 |
0 |
92 |
0 |
0 |
0 |
319 |
| Forecasting and nowcasting emerging market GDP growth rates: The role of latent global economic policy uncertainty and macroeconomic data surprise factors |
2 |
2 |
4 |
17 |
3 |
5 |
12 |
47 |
| Forecasting economic and financial time-series with non-linear models |
0 |
0 |
0 |
288 |
0 |
0 |
5 |
760 |
| Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models |
0 |
2 |
2 |
133 |
0 |
4 |
9 |
503 |
| Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence |
0 |
1 |
2 |
119 |
0 |
3 |
12 |
650 |
| Forecasting volatility using double shrinkage methods |
0 |
0 |
0 |
5 |
1 |
1 |
2 |
29 |
| Further Developments in the Study of Cointegrated Variables |
0 |
0 |
0 |
33 |
0 |
0 |
0 |
98 |
| Future Developments in the Study of Cointegrated Variables |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
406 |
| How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models |
0 |
0 |
0 |
3 |
1 |
1 |
1 |
17 |
| How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models |
0 |
0 |
0 |
76 |
0 |
0 |
1 |
220 |
| In- and out-of-sample specification analysis of spot rate models: Further evidence for the period 1982-2008 |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
139 |
| Information in the Revision Process of Real-Time Datasets |
0 |
0 |
0 |
43 |
0 |
1 |
1 |
211 |
| Instrumental variable estimation with heteroskedasticity and many instruments |
0 |
0 |
1 |
32 |
0 |
0 |
7 |
129 |
| International evidence on the efficacy of new-Keynesian models of inflation persistence |
0 |
0 |
1 |
75 |
1 |
4 |
6 |
310 |
| International evidence on the efficacy of new‐Keynesian models of inflation persistence |
0 |
0 |
1 |
2 |
0 |
1 |
3 |
13 |
| Jackknife estimation of a cluster-sample IV regression model with many weak instruments |
0 |
0 |
1 |
4 |
0 |
1 |
7 |
14 |
| Let's get "real" about using economic data |
0 |
0 |
1 |
73 |
0 |
1 |
3 |
317 |
| Methods for backcasting, nowcasting and forecasting using factor†MIDAS: With an application to Korean GDP |
0 |
0 |
4 |
17 |
0 |
0 |
15 |
91 |
| Mining big data using parsimonious factor, machine learning, variable selection and shrinkage methods |
0 |
2 |
7 |
58 |
2 |
4 |
12 |
186 |
| Mixing mixed frequency and diffusion indices in good times and in bad: an assessment based on historical data around the great recession of 2008 |
0 |
0 |
0 |
1 |
2 |
4 |
7 |
13 |
| Monetary Policy Rules with Model and Data Uncertainty |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
4 |
| Money and output viewed through a rolling window |
0 |
0 |
1 |
205 |
3 |
3 |
9 |
542 |
| NONPARAMETRIC BOOTSTRAP PROCEDURES FOR PREDICTIVE INFERENCE BASED ON RECURSIVE ESTIMATION SCHEMES |
0 |
0 |
0 |
94 |
0 |
0 |
0 |
364 |
| New Evidence of the Marginal Predictive Content of Small and Large Jumps in the Cross-Section |
0 |
0 |
0 |
11 |
0 |
0 |
4 |
65 |
| Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes |
1 |
1 |
4 |
49 |
3 |
4 |
11 |
117 |
| OUT-OF-SAMPLE TESTS FOR GRANGER CAUSALITY |
0 |
0 |
2 |
30 |
3 |
3 |
8 |
123 |
| Predicting Inflation: Does The Quantity Theory Help? |
0 |
0 |
1 |
95 |
2 |
2 |
6 |
428 |
| Predicting interest rates using shrinkage methods, real‐time diffusion indexes, and model combinations |
0 |
0 |
1 |
8 |
0 |
2 |
5 |
45 |
| Prediction and simulation using simple models characterized by nonstationarity and seasonality |
0 |
0 |
0 |
3 |
0 |
1 |
3 |
37 |
| Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets |
0 |
1 |
2 |
532 |
1 |
2 |
3 |
1,653 |
| Predictive ability with cointegrated variables |
0 |
0 |
0 |
63 |
2 |
2 |
4 |
251 |
| Predictive density and conditional confidence interval accuracy tests |
0 |
0 |
0 |
85 |
1 |
1 |
1 |
395 |
| Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models |
0 |
0 |
0 |
13 |
1 |
1 |
1 |
102 |
| Predictive density estimators for daily volatility based on the use of realized measures |
0 |
0 |
0 |
38 |
0 |
3 |
3 |
174 |
| Predictive methodology and application in economics and finance: Volume in honor of the accomplishments of Clive W.J. Granger |
0 |
0 |
0 |
43 |
0 |
0 |
0 |
176 |
| ROBUST FORECAST COMPARISON |
0 |
1 |
1 |
3 |
0 |
1 |
2 |
30 |
| Robust forecast superiority testing with an application to assessing pools of expert forecasters |
0 |
1 |
1 |
5 |
0 |
1 |
4 |
11 |
| Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Large Scale Macroeconomic Time Series Environments |
0 |
0 |
0 |
18 |
0 |
1 |
1 |
103 |
| Some recent developments in predictive accuracy testing with nested models and (generic) nonlinear alternatives |
0 |
0 |
0 |
44 |
0 |
0 |
1 |
267 |
| Some variables are more worthy than others: new diffusion index evidence on the monitoring of key economic indicators |
0 |
1 |
1 |
21 |
0 |
1 |
1 |
95 |
| TESTS OF NONNESTED HYPOTHESES IN NONSTATIONARY REGRESSIONS WITH AN APPLICATION TO MODELING INDUSTRIAL PRODUCTION |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
31 |
| Temporal aggregation and spurious instantaneous causality in multiple time series models |
0 |
0 |
1 |
3 |
0 |
1 |
4 |
20 |
| Testing for jumps and jump intensity path dependence |
0 |
0 |
1 |
13 |
0 |
0 |
2 |
52 |
| Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes |
0 |
0 |
1 |
82 |
0 |
0 |
2 |
340 |
| Testing for structural stability of factor augmented forecasting models |
0 |
1 |
1 |
29 |
0 |
1 |
1 |
143 |
| Testing overidentifying restrictions with many instruments and heteroskedasticity |
0 |
1 |
1 |
35 |
0 |
3 |
4 |
171 |
| The Incremental Predictive Information Associated with Using Theoretical New Keynesian DSGE Models vs. Simple Linear Econometric Models* |
0 |
0 |
0 |
44 |
0 |
0 |
1 |
253 |
| The econometric consequences of the ceteris paribus condition in economic theory |
0 |
0 |
0 |
63 |
0 |
0 |
3 |
454 |
| The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test |
1 |
1 |
1 |
63 |
2 |
2 |
2 |
300 |
| The volume of federal litigation and the macroeconomy |
0 |
0 |
0 |
33 |
0 |
0 |
2 |
133 |
| Trade, investment and growth: nexus, analysis and prognosis |
0 |
0 |
0 |
69 |
0 |
0 |
1 |
435 |
| Total Journal Articles |
5 |
17 |
59 |
4,633 |
38 |
98 |
297 |
19,230 |
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