| 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 |
2 |
8 |
354 |
| A Consistent Test for Nonlinear Out of Sample Predictive Accuracy |
0 |
0 |
0 |
0 |
0 |
3 |
12 |
595 |
| A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks |
0 |
0 |
1 |
1,207 |
0 |
4 |
16 |
3,359 |
| A Models Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks |
0 |
0 |
0 |
3 |
0 |
2 |
7 |
511 |
| 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 |
0 |
1 |
99 |
0 |
4 |
9 |
257 |
| A Randomized Procedure for Choosing Data Transformation |
0 |
0 |
0 |
11 |
1 |
1 |
9 |
92 |
| A Rolling Window Analysis of the Marginal Predictive Content of Money for Real Output |
0 |
0 |
0 |
0 |
0 |
8 |
52 |
507 |
| A Simulation Based Specification Test for Diffusion Processes |
0 |
0 |
0 |
104 |
0 |
1 |
6 |
339 |
| A Survey of Recent Advances in Forecast Accuracy Comparison Testing, with an Extension to Stochastic Dominance |
0 |
0 |
0 |
58 |
0 |
3 |
9 |
110 |
| A Test for Comparing Multiple Misspecified Conditional Distributions |
0 |
0 |
0 |
146 |
1 |
3 |
15 |
724 |
| Addressing Collinearity Among Competing Econometric Forecasts: Regression Based Forecast Combination Using Model Selection |
0 |
0 |
0 |
0 |
1 |
1 |
6 |
789 |
| Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification With an Application to Bias Correction |
0 |
0 |
0 |
62 |
0 |
4 |
14 |
352 |
| Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification with an Application to Bias Correction |
0 |
0 |
0 |
60 |
1 |
2 |
9 |
455 |
| Alternative Approximations of the Bias and MSE of the IV Estimator under Weak Identification with an Application to Bias Correction |
0 |
0 |
0 |
97 |
4 |
8 |
17 |
683 |
| An Empirical Investigation of the Usefulness of ARFIMA Models for Predicting Macroeconomic and Financial Time Series |
0 |
0 |
0 |
979 |
2 |
3 |
29 |
2,557 |
| An Expository Note on the Existence of Moments of Fuller and HFUL Estimators |
0 |
0 |
0 |
47 |
0 |
3 |
11 |
142 |
| An Out of Sample Test for Granger Causality |
0 |
0 |
1 |
819 |
1 |
6 |
21 |
2,532 |
| An introduction to stochastic Unit Root Processes |
0 |
0 |
0 |
4 |
0 |
3 |
13 |
1,445 |
| Are statistical reporting agencies getting it right? Data rationality and business cycle asymmetry |
0 |
0 |
0 |
27 |
0 |
0 |
7 |
95 |
| Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments |
0 |
0 |
0 |
31 |
1 |
5 |
13 |
116 |
| Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments |
0 |
0 |
0 |
52 |
0 |
2 |
8 |
176 |
| Asymptotic Normality of Single-Equation Estimators for the Case with a Large Number of Weak Instruments |
0 |
0 |
0 |
64 |
1 |
6 |
20 |
659 |
| BOOK REVIEW of “Statistical Foundations for Econometric Techniques” by Asad Zaman |
0 |
0 |
0 |
52 |
0 |
2 |
8 |
194 |
| Block Bootstrap for Parameter Estimation Error when Parameters are recursively estimated |
0 |
0 |
0 |
1 |
0 |
3 |
10 |
321 |
| Bootstrap Conditional Distribution Tests In the Presence of Dynamic Misspecification |
0 |
0 |
0 |
159 |
2 |
6 |
10 |
765 |
| Bootstrap Procedures for Recursive Estimation Schemes With Applications to Forecast Model Selection |
0 |
0 |
0 |
243 |
1 |
5 |
16 |
743 |
| Bootstrap Specification Tests for Diffusion Processes |
0 |
0 |
0 |
145 |
0 |
2 |
8 |
534 |
| Bootstrap Specification Tests with Dependent Observations and Parameter Estimation Error |
0 |
0 |
0 |
13 |
2 |
4 |
12 |
98 |
| Combining Two Consistent Estimators |
0 |
0 |
0 |
68 |
0 |
4 |
13 |
184 |
| Consistent Estimation with a Large Number of Weak Instruments |
0 |
0 |
0 |
90 |
1 |
4 |
19 |
404 |
| Consistent Estimation with a Large Number of Weak Instruments |
0 |
0 |
0 |
162 |
2 |
4 |
22 |
655 |
| Consistent Estimation with a Large Number of Weak Instruments |
0 |
0 |
0 |
65 |
0 |
2 |
13 |
410 |
| Consistent Pretesting for Jumps |
0 |
0 |
0 |
16 |
0 |
0 |
4 |
53 |
| Density and Conditional Distribution Based Specification Analysis |
0 |
0 |
0 |
48 |
1 |
5 |
8 |
74 |
| Diffusion Index Model Specification and Estimation Using Mixed Frequency Datasets |
0 |
0 |
0 |
60 |
0 |
3 |
19 |
145 |
| Diffusion Index Models and Index Proxies: Recent Results and New Directions |
0 |
0 |
1 |
19 |
0 |
1 |
10 |
74 |
| 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 |
6 |
365 |
| Empirical Evidence on Jumps and Large Fluctuations in Individual Stocks |
0 |
0 |
1 |
21 |
0 |
5 |
11 |
99 |
| Empirical Evidence on the Importance of Aggregation, Asymmetry, and Jumps for Volatility Prediction |
0 |
0 |
1 |
29 |
0 |
3 |
11 |
68 |
| Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions With Many Weak Instruments |
0 |
0 |
0 |
115 |
0 |
2 |
10 |
407 |
| Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions with Many Weak Instruments |
0 |
0 |
0 |
1 |
0 |
4 |
11 |
632 |
| Evaluation of Dynamic Stochastic General Equilibrium Models Based on Distributional Comparison of Simulated and Historical Data |
0 |
0 |
0 |
162 |
0 |
3 |
14 |
445 |
| Forecasting Economic Time series Using Adaptive Versus Nonadaptive and Linecar Versus Nonlinear Econometric Models |
0 |
0 |
0 |
0 |
1 |
2 |
6 |
717 |
| Forecasting Financial and Macroeconomic Variables Using Data Reduction Methods: New Empirical Evidence |
0 |
0 |
0 |
82 |
0 |
3 |
8 |
215 |
| Forecasting Using First Available Versus Fully Revised Economic Time Series data |
0 |
0 |
0 |
1 |
0 |
2 |
5 |
820 |
| Forecasting economic and financial time-series with non-linear models |
0 |
0 |
0 |
876 |
1 |
4 |
27 |
1,687 |
| Further Developments in the Study of Cointegrated Variables |
0 |
0 |
0 |
0 |
1 |
2 |
7 |
371 |
| How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models. Extended Working Paper Version |
0 |
0 |
1 |
121 |
1 |
3 |
11 |
331 |
| Impulse Response Functions Based on Causal Approach to Residual Orthogonalization in Vector Autoregressions |
0 |
0 |
0 |
1 |
1 |
2 |
8 |
564 |
| In- and Out-of-Sample Specification Analysis of Spot Rate Models: Further Evidence for the Period 1982-2008 |
0 |
0 |
0 |
17 |
0 |
4 |
8 |
109 |
| Information in the Revision Process of Real-Time Datasets |
0 |
0 |
0 |
18 |
0 |
4 |
10 |
112 |
| Information in the revision process of real-time datasets |
0 |
0 |
0 |
75 |
1 |
5 |
20 |
336 |
| Instrumental Variable Estimation with Heteroskedasticity and Many Instruments |
0 |
0 |
1 |
56 |
0 |
0 |
7 |
209 |
| Instrumental Variable Estimation with Heteroskedasticity and Many Instruments |
0 |
0 |
1 |
57 |
0 |
3 |
15 |
162 |
| Instrumental variable estimation with heteroskedasticity and many instruments |
1 |
1 |
3 |
132 |
3 |
10 |
47 |
389 |
| International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence |
0 |
0 |
0 |
44 |
1 |
4 |
143 |
395 |
| International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence |
0 |
0 |
0 |
37 |
1 |
3 |
14 |
163 |
| International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence |
0 |
0 |
0 |
157 |
0 |
5 |
15 |
538 |
| LM Tests and Nonlinear Error Correction in Economic Time Series |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
167 |
| Let's Get "Real" About Using Economic Data |
0 |
0 |
0 |
146 |
0 |
0 |
9 |
532 |
| Let's Get "Real" about Using Economic Data |
0 |
0 |
0 |
95 |
0 |
4 |
22 |
477 |
| Let's Get "Real"" about Using Economic Data" |
0 |
0 |
0 |
168 |
1 |
6 |
12 |
908 |
| Mining Big Data Using Parsimonious Factor and Shrinkage Methods |
0 |
0 |
1 |
97 |
1 |
4 |
15 |
217 |
| Monetary Policy Rules with Model and Data Uncertainty |
0 |
0 |
0 |
263 |
1 |
5 |
10 |
1,318 |
| Nonparametric Bootstrap Procedures for Predictive Inference Based on Recursive Estimation Schemes |
0 |
0 |
0 |
112 |
2 |
7 |
15 |
378 |
| Predective Density and Conditional Confidence Interval Accuracy Tests |
0 |
0 |
0 |
83 |
1 |
6 |
14 |
623 |
| Predicting Inflation: Does The Quantity Theory Help? |
0 |
0 |
1 |
350 |
1 |
5 |
16 |
1,114 |
| Prediction and Simulation Using Simple Models Characterized by Nonstationarity and Seasonality |
0 |
0 |
0 |
48 |
0 |
2 |
8 |
72 |
| Predictive Density Construction and Accuracy Testing with Multiple Possibly Misspecified Diffusion Models |
0 |
0 |
0 |
10 |
0 |
2 |
12 |
105 |
| Predictive Density Estimators for Daily Volatility Based on the Use of Realized Measures |
0 |
0 |
0 |
64 |
1 |
5 |
8 |
253 |
| Predictive Density Evaluation |
0 |
0 |
0 |
184 |
0 |
1 |
14 |
514 |
| Predictive Density Evaluation. Revised |
0 |
0 |
0 |
68 |
0 |
1 |
9 |
160 |
| Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets |
0 |
0 |
0 |
5 |
0 |
2 |
12 |
1,620 |
| Predictive Inference Under Model Misspecification with an Application to Assessing the Marginal Predictive Content of Money for Output |
0 |
0 |
0 |
9 |
1 |
3 |
9 |
91 |
| Predictive Inference Under Model Misspecification with an Application to Assessing the Marginal Predictive Content of Money for Output |
0 |
0 |
0 |
58 |
0 |
1 |
6 |
230 |
| Predictive Inference for Integrated Volatility |
0 |
0 |
0 |
41 |
1 |
3 |
7 |
180 |
| Predictive Inference for Integrated Volatility |
0 |
0 |
0 |
9 |
0 |
3 |
10 |
101 |
| Predictive Inference for Integrated Volatility |
0 |
0 |
0 |
17 |
0 |
2 |
9 |
94 |
| Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models |
0 |
0 |
0 |
1 |
1 |
2 |
7 |
49 |
| Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models |
0 |
0 |
0 |
30 |
0 |
2 |
10 |
127 |
| Real-Time Datasets Really Do Make a Difference: Definitional Change, Data Release, and Forecasting |
0 |
0 |
1 |
21 |
0 |
5 |
13 |
107 |
| Real-time datasets really do make a difference: definitional change, data release, and forecasting |
0 |
0 |
0 |
53 |
2 |
3 |
9 |
293 |
| Robust Forecast Comparison |
0 |
0 |
0 |
82 |
1 |
6 |
9 |
95 |
| Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Largescale Macroeconomic Time Series Environments |
0 |
0 |
0 |
27 |
0 |
3 |
4 |
106 |
| 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 |
3 |
8 |
650 |
| Some Recent Developments in Predictive Accuracy Testing With Nested Models and (Generic) Nonlinear Alternatives |
0 |
0 |
0 |
93 |
0 |
2 |
9 |
385 |
| Some Results on the Asymptotic Normality of k-Class Estimators in the Case of Many Weak Instruments |
0 |
0 |
0 |
0 |
0 |
2 |
5 |
186 |
| Some Variables are More Worthy Than Others: New Diffusion Index Evidence on the Monitoring of Key Economic Indicators |
0 |
0 |
0 |
35 |
1 |
4 |
10 |
133 |
| Temporal aggregation and causality in multiple time series models |
0 |
0 |
1 |
8 |
0 |
6 |
16 |
157 |
| Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity |
0 |
0 |
0 |
65 |
0 |
2 |
22 |
242 |
| Testing for Stationarity-Ergodicity and for Comovements Between Nonlinear Discrete Time Markov Processes |
0 |
0 |
0 |
0 |
1 |
4 |
13 |
770 |
| Testing for Structural Stability of Factor Augmented Forecasting Models |
0 |
0 |
0 |
46 |
0 |
1 |
9 |
115 |
| Tests of Non-nested Hypotheses in Nonstationary Regressions with an Application to Modeling Industrial Production |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
310 |
| The Block Bootstrap for Parameter Estimation Error In Recursive Estimation Schemes, With Applications to Predictive Evaluation |
0 |
0 |
1 |
272 |
0 |
2 |
6 |
1,432 |
| The Effect of Data Transformation on Common Cycle, Cointegration and Unit Root Tests: Monte Carlo Results and a Simple Test |
0 |
0 |
0 |
197 |
0 |
5 |
23 |
940 |
| The Incremental Predictive Information Associated with Using Theoretical New Keynesian DSGE Models Versus Simple Linear Alternatives |
0 |
0 |
0 |
73 |
0 |
1 |
4 |
340 |
| The Volume of Federal Litigation and the Macroeconomy |
0 |
0 |
1 |
101 |
1 |
2 |
10 |
569 |
| The Volume of Federal Litigation and the Macroeconomy |
0 |
0 |
0 |
54 |
0 |
3 |
10 |
233 |
| The real-time predictive content of money for output |
0 |
0 |
0 |
85 |
0 |
1 |
10 |
370 |
| Trade, Investment, and Growth: Nexus, Analysis, and Prognosis |
0 |
0 |
1 |
223 |
1 |
11 |
17 |
1,012 |
| Volatility in Discrete and Continuous Time Models: A Survey with New Evidence on Large and Small Jumps |
0 |
0 |
0 |
48 |
0 |
3 |
11 |
146 |
| Total Working Papers |
1 |
1 |
19 |
10,507 |
52 |
329 |
1,359 |
48,558 |
| 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 |
0 |
3 |
422 |
0 |
2 |
14 |
1,180 |
| A Model-Selection Approach to Assessing the Information in the Term Structure Using Linear Models and Artificial Neural Networks |
0 |
0 |
0 |
0 |
0 |
4 |
13 |
510 |
| A Simulation-Based Specification Test for Diffusion Processes |
0 |
0 |
0 |
38 |
0 |
3 |
12 |
134 |
| A TEST FOR COMPARING MULTIPLE MISSPECIFIED CONDITIONAL INTERVAL MODELS |
0 |
0 |
0 |
7 |
1 |
3 |
7 |
60 |
| A consistent test for nonlinear out of sample predictive accuracy |
0 |
0 |
1 |
96 |
1 |
3 |
10 |
333 |
| A new definition for time-dependent price mean reversion in commodity markets |
0 |
0 |
0 |
79 |
0 |
2 |
12 |
405 |
| A test for the distributional comparison of simulated and historical data |
0 |
0 |
0 |
10 |
1 |
5 |
12 |
66 |
| ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS |
0 |
1 |
1 |
21 |
0 |
3 |
14 |
117 |
| 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 |
4 |
12 |
185 |
| An assessment of the marginal predictive content of economic uncertainty indexes and business conditions predictors |
0 |
0 |
0 |
1 |
1 |
3 |
11 |
15 |
| An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series |
0 |
1 |
1 |
159 |
0 |
5 |
23 |
485 |
| An introduction to stochastic unit-root processes |
0 |
0 |
0 |
382 |
1 |
3 |
12 |
867 |
| Are Statistical Reporting Agencies Getting It Right? Data Rationality and Business Cycle Asymmetry |
0 |
0 |
0 |
70 |
0 |
1 |
10 |
309 |
| Big data analytics in economics: What have we learned so far, and where should we go from here? |
0 |
0 |
1 |
17 |
3 |
12 |
23 |
112 |
| Big data analytics in economics: What have we learned so far, and where should we go from here? |
0 |
0 |
0 |
2 |
0 |
3 |
9 |
34 |
| Book reviews |
0 |
0 |
0 |
2 |
0 |
1 |
6 |
46 |
| Bootstrap conditional distribution tests in the presence of dynamic misspecification |
0 |
0 |
0 |
66 |
0 |
6 |
13 |
286 |
| Bootstrap specification tests for diffusion processes |
0 |
0 |
0 |
28 |
0 |
0 |
6 |
153 |
| Choosing among Competing Econometric Forecasts: Regression-Based Forecast Combination Using Model Selection |
0 |
0 |
0 |
0 |
0 |
0 |
9 |
803 |
| Comment |
0 |
0 |
0 |
1 |
0 |
2 |
6 |
40 |
| Comment |
0 |
0 |
0 |
0 |
0 |
2 |
26 |
63 |
| Comments on "Forecasting economic and financial variables with global VARs" |
0 |
0 |
0 |
3 |
0 |
0 |
7 |
23 |
| Comments on 'A vector error-correction forecasting model of the US economy' |
0 |
0 |
0 |
15 |
0 |
2 |
3 |
87 |
| Consistent Estimation with a Large Number of Weak Instruments |
0 |
0 |
0 |
201 |
0 |
1 |
6 |
782 |
| Data Transformation and Forecasting in Models with Unit Roots and Cointegration |
0 |
0 |
0 |
19 |
0 |
2 |
7 |
191 |
| EDITORIAL STATEMENT IN HONOR OF PROFESSOR MICHAEL MCALEER |
0 |
0 |
0 |
4 |
1 |
4 |
8 |
29 |
| Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction |
0 |
0 |
1 |
19 |
0 |
0 |
9 |
156 |
| Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data |
0 |
0 |
0 |
47 |
0 |
2 |
8 |
190 |
| Finite sample properties of a simple LM test for neglected nonlinearity in error‐correcting regression equations |
0 |
0 |
0 |
1 |
0 |
2 |
7 |
12 |
| Fixed and Long Time Span Jump Tests: New Monte Carlo and Empirical Evidence |
0 |
0 |
0 |
6 |
0 |
3 |
7 |
60 |
| Forecasting Using First-Available Versus Fully Revised Economic Time-Series Data |
0 |
0 |
0 |
92 |
0 |
2 |
13 |
332 |
| Forecasting and nowcasting emerging market GDP growth rates: The role of latent global economic policy uncertainty and macroeconomic data surprise factors |
0 |
1 |
5 |
20 |
2 |
15 |
41 |
83 |
| Forecasting economic and financial time-series with non-linear models |
0 |
0 |
0 |
288 |
1 |
9 |
26 |
786 |
| Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models |
0 |
0 |
2 |
133 |
2 |
6 |
21 |
520 |
| Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence |
0 |
1 |
2 |
120 |
0 |
6 |
14 |
661 |
| Forecasting volatility using double shrinkage methods |
0 |
0 |
0 |
5 |
0 |
6 |
14 |
42 |
| Further Developments in the Study of Cointegrated Variables |
0 |
0 |
0 |
33 |
0 |
2 |
5 |
103 |
| Future Developments in the Study of Cointegrated Variables |
0 |
0 |
0 |
1 |
1 |
2 |
7 |
413 |
| How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models |
0 |
0 |
0 |
3 |
1 |
2 |
9 |
25 |
| How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models |
0 |
0 |
0 |
76 |
1 |
3 |
18 |
238 |
| In- and out-of-sample specification analysis of spot rate models: Further evidence for the period 1982-2008 |
0 |
0 |
0 |
12 |
0 |
2 |
19 |
158 |
| Information in the Revision Process of Real-Time Datasets |
0 |
0 |
0 |
43 |
0 |
4 |
15 |
225 |
| Instrumental variable estimation with heteroskedasticity and many instruments |
0 |
0 |
0 |
32 |
2 |
7 |
31 |
160 |
| International evidence on the efficacy of new-Keynesian models of inflation persistence |
0 |
0 |
0 |
75 |
0 |
5 |
15 |
321 |
| International evidence on the efficacy of new‐Keynesian models of inflation persistence |
0 |
0 |
0 |
2 |
2 |
4 |
11 |
23 |
| Jackknife estimation of a cluster-sample IV regression model with many weak instruments |
0 |
0 |
1 |
5 |
0 |
5 |
20 |
33 |
| Let's get "real" about using economic data |
0 |
0 |
0 |
73 |
0 |
3 |
11 |
327 |
| Methods for backcasting, nowcasting and forecasting using factor†MIDAS: With an application to Korean GDP |
0 |
0 |
0 |
17 |
1 |
3 |
14 |
105 |
| Mining big data using parsimonious factor, machine learning, variable selection and shrinkage methods |
0 |
0 |
4 |
60 |
3 |
21 |
81 |
263 |
| 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 |
0 |
0 |
6 |
15 |
| Monetary Policy Rules with Model and Data Uncertainty |
0 |
0 |
0 |
1 |
1 |
2 |
9 |
13 |
| Money and output viewed through a rolling window |
0 |
0 |
0 |
205 |
0 |
1 |
13 |
552 |
| NONPARAMETRIC BOOTSTRAP PROCEDURES FOR PREDICTIVE INFERENCE BASED ON RECURSIVE ESTIMATION SCHEMES |
0 |
0 |
0 |
94 |
2 |
3 |
8 |
372 |
| New Evidence of the Marginal Predictive Content of Small and Large Jumps in the Cross-Section |
0 |
0 |
0 |
11 |
1 |
9 |
12 |
77 |
| Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes |
0 |
0 |
6 |
54 |
0 |
2 |
26 |
139 |
| OUT-OF-SAMPLE TESTS FOR GRANGER CAUSALITY |
0 |
0 |
0 |
30 |
1 |
4 |
23 |
143 |
| Predicting Inflation: Does The Quantity Theory Help? |
0 |
0 |
0 |
95 |
1 |
4 |
17 |
443 |
| Predicting interest rates using shrinkage methods, real‐time diffusion indexes, and model combinations |
0 |
0 |
1 |
9 |
1 |
2 |
11 |
54 |
| Prediction and simulation using simple models characterized by nonstationarity and seasonality |
0 |
0 |
0 |
3 |
1 |
3 |
10 |
46 |
| Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets |
0 |
0 |
1 |
532 |
1 |
7 |
18 |
1,669 |
| Predictive ability with cointegrated variables |
0 |
0 |
0 |
63 |
0 |
1 |
9 |
258 |
| Predictive density and conditional confidence interval accuracy tests |
0 |
0 |
1 |
86 |
1 |
5 |
16 |
410 |
| Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models |
0 |
0 |
0 |
13 |
0 |
1 |
8 |
109 |
| Predictive density estimators for daily volatility based on the use of realized measures |
0 |
0 |
0 |
38 |
1 |
4 |
13 |
184 |
| Predictive methodology and application in economics and finance: Volume in honor of the accomplishments of Clive W.J. Granger |
0 |
0 |
0 |
43 |
0 |
3 |
5 |
181 |
| ROBUST FORECAST COMPARISON |
0 |
0 |
2 |
4 |
0 |
2 |
10 |
39 |
| Robust forecast superiority testing with an application to assessing pools of expert forecasters |
0 |
0 |
1 |
5 |
1 |
1 |
10 |
20 |
| 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 |
2 |
23 |
125 |
| Some recent developments in predictive accuracy testing with nested models and (generic) nonlinear alternatives |
0 |
0 |
0 |
44 |
2 |
18 |
58 |
325 |
| Some variables are more worthy than others: new diffusion index evidence on the monitoring of key economic indicators |
0 |
0 |
1 |
21 |
0 |
2 |
8 |
102 |
| TESTS OF NONNESTED HYPOTHESES IN NONSTATIONARY REGRESSIONS WITH AN APPLICATION TO MODELING INDUSTRIAL PRODUCTION |
0 |
0 |
0 |
6 |
0 |
3 |
9 |
40 |
| Temporal aggregation and spurious instantaneous causality in multiple time series models |
0 |
0 |
0 |
3 |
0 |
0 |
3 |
22 |
| Testing for jumps and jump intensity path dependence |
0 |
1 |
1 |
14 |
0 |
5 |
16 |
68 |
| Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes |
0 |
0 |
0 |
82 |
1 |
7 |
17 |
357 |
| Testing for structural stability of factor augmented forecasting models |
0 |
0 |
1 |
29 |
3 |
5 |
11 |
153 |
| Testing overidentifying restrictions with many instruments and heteroskedasticity |
0 |
0 |
2 |
36 |
2 |
4 |
17 |
185 |
| The Incremental Predictive Information Associated with Using Theoretical New Keynesian DSGE Models vs. Simple Linear Econometric Models* |
0 |
0 |
0 |
44 |
0 |
2 |
10 |
263 |
| The econometric consequences of the ceteris paribus condition in economic theory |
0 |
1 |
1 |
64 |
0 |
6 |
10 |
464 |
| The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test |
0 |
0 |
1 |
63 |
0 |
3 |
12 |
310 |
| The volume of federal litigation and the macroeconomy |
0 |
0 |
0 |
33 |
0 |
2 |
9 |
142 |
| Trade, investment and growth: nexus, analysis and prognosis |
0 |
1 |
2 |
71 |
0 |
12 |
24 |
459 |
| Total Journal Articles |
0 |
7 |
43 |
4,659 |
45 |
315 |
1,158 |
20,290 |
LogEc is hosted by the
Örebro University School of Business.