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Last month |
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12 months |
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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 |
344 |

A Consistent Test for Nonlinear Out of Sample Predictive Accuracy |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
582 |

A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks |
0 |
0 |
3 |
1,202 |
0 |
2 |
12 |
3,337 |

A Models Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks |
0 |
0 |
0 |
3 |
0 |
0 |
21 |
501 |

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 |
98 |
1 |
1 |
2 |
248 |

A Randomized Procedure for Choosing Data Transformation |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
83 |

A Rolling Window Analysis of the Marginal Predictive Content of Money for Real Output |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
454 |

A Simulation Based Specification Test for Diffusion Processes |
0 |
0 |
1 |
104 |
0 |
0 |
1 |
332 |

A Survey of Recent Advances in Forecast Accuracy Comparison Testing, with an Extension to Stochastic Dominance |
0 |
0 |
1 |
58 |
0 |
0 |
3 |
100 |

A Test for Comparing Multiple Misspecified Conditional Distributions |
0 |
0 |
0 |
146 |
0 |
1 |
3 |
709 |

Addressing Collinearity Among Competing Econometric Forecasts: Regression Based Forecast Combination Using Model Selection |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
781 |

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 |
0 |
0 |
337 |

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 |
0 |
445 |

Alternative Approximations of the Bias and MSE of the IV Estimator under Weak Identification with an Application to Bias Correction |
0 |
0 |
0 |
97 |
0 |
0 |
0 |
666 |

An Empirical Investigation of the Usefulness of ARFIMA Models for Predicting Macroeconomic and Financial Time Series |
0 |
0 |
0 |
979 |
0 |
0 |
4 |
2,513 |

An Expository Note on the Existence of Moments of Fuller and HFUL Estimators |
0 |
0 |
0 |
47 |
0 |
0 |
0 |
129 |

An Out of Sample Test for Granger Causality |
0 |
0 |
1 |
817 |
1 |
1 |
5 |
2,508 |

An introduction to stochastic Unit Root Processes |
0 |
0 |
0 |
4 |
1 |
1 |
10 |
1,430 |

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 |
31 |
1 |
1 |
4 |
98 |

Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments |
0 |
0 |
1 |
52 |
1 |
2 |
3 |
168 |

Asymptotic Normality of Single-Equation Estimators for the Case with a Large Number of Weak Instruments |
0 |
0 |
1 |
64 |
0 |
0 |
2 |
639 |

BOOK REVIEW of “Statistical Foundations for Econometric Techniques” by Asad Zaman |
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0 |
2 |
52 |
0 |
0 |
5 |
183 |

Block Bootstrap for Parameter Estimation Error when Parameters are recursively estimated |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
311 |

Bootstrap Conditional Distribution Tests In the Presence of Dynamic Misspecification |
0 |
0 |
0 |
159 |
0 |
0 |
0 |
755 |

Bootstrap Procedures for Recursive Estimation Schemes With Applications to Forecast Model Selection |
0 |
0 |
0 |
243 |
0 |
1 |
2 |
727 |

Bootstrap Specification Tests for Diffusion Processes |
0 |
0 |
0 |
145 |
0 |
1 |
1 |
524 |

Bootstrap Specification Tests with Dependent Observations and Parameter Estimation Error |
0 |
0 |
2 |
12 |
0 |
0 |
2 |
83 |

Combining Two Consistent Estimators |
0 |
0 |
0 |
68 |
0 |
0 |
1 |
169 |

Consistent Estimation with a Large Number of Weak Instruments |
0 |
0 |
1 |
162 |
1 |
1 |
3 |
630 |

Consistent Estimation with a Large Number of Weak Instruments |
0 |
0 |
5 |
89 |
0 |
2 |
8 |
374 |

Consistent Estimation with a Large Number of Weak Instruments |
0 |
0 |
3 |
65 |
0 |
0 |
4 |
394 |

Consistent Pretesting for Jumps |
0 |
0 |
0 |
16 |
0 |
0 |
2 |
49 |

Density and Conditional Distribution Based Specification Analysis |
0 |
0 |
0 |
47 |
0 |
0 |
0 |
62 |

Diffusion Index Model Specification and Estimation Using Mixed Frequency Datasets |
0 |
0 |
0 |
60 |
0 |
1 |
2 |
123 |

Diffusion Index Models and Index Proxies: Recent Results and New Directions |
0 |
1 |
2 |
18 |
0 |
1 |
3 |
63 |

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 |
0 |
0 |
0 |
359 |

Empirical Evidence on Jumps and Large Fluctuations in Individual Stocks |
0 |
0 |
0 |
20 |
0 |
0 |
1 |
86 |

Empirical Evidence on the Importance of Aggregation, Asymmetry, and Jumps for Volatility Prediction |
0 |
0 |
0 |
28 |
0 |
0 |
1 |
56 |

Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions With Many Weak Instruments |
0 |
0 |
2 |
114 |
0 |
0 |
3 |
394 |

Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions with Many Weak Instruments |
0 |
0 |
0 |
1 |
0 |
0 |
8 |
613 |

Evaluation of Dynamic Stochastic General Equilibrium Models Based on Distributional Comparison of Simulated and Historical Data |
0 |
0 |
1 |
162 |
0 |
0 |
2 |
429 |

Forecasting Economic Time series Using Adaptive Versus Nonadaptive and Linecar Versus Nonlinear Econometric Models |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
708 |

Forecasting Financial and Macroeconomic Variables Using Data Reduction Methods: New Empirical Evidence |
0 |
1 |
1 |
82 |
0 |
1 |
3 |
206 |

Forecasting Using First Available Versus Fully Revised Economic Time Series data |
0 |
0 |
0 |
1 |
0 |
1 |
4 |
813 |

Forecasting economic and financial time-series with non-linear models |
1 |
2 |
4 |
876 |
2 |
3 |
10 |
1,658 |

Further Developments in the Study of Cointegrated Variables |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
363 |

How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models. Extended Working Paper Version |
0 |
0 |
1 |
120 |
0 |
1 |
3 |
320 |

Impulse Response Functions Based on Causal Approach to Residual Orthogonalization in Vector Autoregressions |
0 |
0 |
0 |
1 |
1 |
4 |
18 |
540 |

In- and Out-of-Sample Specification Analysis of Spot Rate Models: Further Evidence for the Period 1982-2008 |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
100 |

Information in the Revision Process of Real-Time Datasets |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
100 |

Information in the revision process of real-time datasets |
0 |
0 |
0 |
75 |
0 |
0 |
1 |
306 |

Instrumental Variable Estimation with Heteroskedasticity and Many Instruments |
0 |
0 |
4 |
55 |
0 |
1 |
6 |
142 |

Instrumental Variable Estimation with Heteroskedasticity and Many Instruments |
0 |
1 |
1 |
53 |
1 |
4 |
5 |
191 |

Instrumental variable estimation with heteroskedasticity and many instruments |
0 |
0 |
3 |
128 |
1 |
1 |
6 |
339 |

International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence |
1 |
1 |
2 |
156 |
1 |
2 |
3 |
518 |

International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence |
0 |
0 |
1 |
37 |
0 |
0 |
2 |
148 |

International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence |
0 |
0 |
1 |
44 |
0 |
0 |
2 |
250 |

LM Tests and Nonlinear Error Correction in Economic Time Series |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
163 |

Let's Get "Real" About Using Economic Data |
0 |
0 |
0 |
146 |
0 |
0 |
0 |
521 |

Let's Get "Real" about Using Economic Data |
0 |
0 |
0 |
95 |
0 |
0 |
0 |
453 |

Let's Get "Real"" about Using Economic Data" |
0 |
0 |
0 |
168 |
0 |
0 |
0 |
894 |

Mining Big Data Using Parsimonious Factor and Shrinkage Methods |
0 |
0 |
0 |
95 |
0 |
0 |
0 |
200 |

Monetary Policy Rules with Model and Data Uncertainty |
0 |
1 |
1 |
261 |
1 |
2 |
2 |
1,303 |

Nonparametric Bootstrap Procedures for Predictive Inference Based on Recursive Estimation Schemes |
0 |
0 |
0 |
111 |
0 |
0 |
0 |
362 |

Predective Density and Conditional Confidence Interval Accuracy Tests |
0 |
0 |
0 |
83 |
0 |
1 |
1 |
607 |

Predicting Inflation: Does The Quantity Theory Help? |
0 |
0 |
1 |
348 |
0 |
2 |
5 |
1,096 |

Prediction and Simulation Using Simple Models Characterized by Nonstationarity and Seasonality |
0 |
0 |
0 |
47 |
1 |
1 |
1 |
63 |

Predictive Density Construction and Accuracy Testing with Multiple Possibly Misspecified Diffusion Models |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
92 |

Predictive Density Estimators for Daily Volatility Based on the Use of Realized Measures |
0 |
0 |
0 |
64 |
0 |
0 |
0 |
244 |

Predictive Density Evaluation |
0 |
0 |
2 |
184 |
1 |
1 |
6 |
497 |

Predictive Density Evaluation. Revised |
0 |
0 |
0 |
66 |
0 |
1 |
1 |
147 |

Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets |
0 |
0 |
0 |
5 |
0 |
0 |
5 |
1,606 |

Predictive Inference Under Model Misspecification with an Application to Assessing the Marginal Predictive Content of Money for Output |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
80 |

Predictive Inference Under Model Misspecification with an Application to Assessing the Marginal Predictive Content of Money for Output |
0 |
0 |
0 |
58 |
0 |
0 |
2 |
223 |

Predictive Inference for Integrated Volatility |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
91 |

Predictive Inference for Integrated Volatility |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
85 |

Predictive Inference for Integrated Volatility |
0 |
0 |
0 |
41 |
0 |
0 |
0 |
172 |

Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models |
0 |
0 |
0 |
30 |
0 |
0 |
2 |
117 |

Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
38 |

Real-Time Datasets Really Do Make a Difference: Definitional Change, Data Release, and Forecasting |
0 |
0 |
1 |
20 |
0 |
0 |
1 |
90 |

Real-time datasets really do make a difference: definitional change, data release, and forecasting |
0 |
0 |
2 |
53 |
0 |
0 |
4 |
282 |

Robust Forecast Comparison |
0 |
0 |
0 |
82 |
0 |
0 |
2 |
85 |

Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Largescale Macroeconomic Time Series Environments |
0 |
0 |
0 |
26 |
0 |
0 |
1 |
101 |

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 |
5 |
638 |

Some Recent Developments in Predictive Accuracy Testing With Nested Models and (Generic) Nonlinear Alternatives |
0 |
0 |
0 |
93 |
0 |
0 |
0 |
375 |

Some Results on the Asymptotic Normality of k-Class Estimators in the Case of Many Weak Instruments |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
179 |

Some Variables are More Worthy Than Others: New Diffusion Index Evidence on the Monitoring of Key Economic Indicators |
0 |
0 |
0 |
35 |
0 |
0 |
0 |
122 |

Temporal aggregation and causality in multiple time series models |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
140 |

Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity |
0 |
0 |
1 |
64 |
0 |
1 |
6 |
212 |

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 |
3 |
106 |

Tests of Non-nested Hypotheses in Nonstationary Regressions with an Application to Modeling Industrial Production |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
303 |

The Block Bootstrap for Parameter Estimation Error In Recursive Estimation Schemes, With Applications to Predictive Evaluation |
0 |
0 |
0 |
271 |
0 |
0 |
0 |
1,423 |

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 |
0 |
1 |
916 |

The Incremental Predictive Information Associated with Using Theoretical New Keynesian DSGE Models Versus Simple Linear Alternatives |
0 |
0 |
0 |
73 |
0 |
0 |
0 |
334 |

The Volume of Federal Litigation and the Macroeconomy |
0 |
0 |
2 |
99 |
1 |
2 |
4 |
554 |

The Volume of Federal Litigation and the Macroeconomy |
0 |
0 |
0 |
52 |
0 |
0 |
1 |
220 |

The real-time predictive content of money for output |
0 |
0 |
0 |
85 |
0 |
0 |
0 |
358 |

Trade, Investment, and Growth: Nexus, Analysis, and Prognosis |
0 |
0 |
0 |
222 |
0 |
1 |
2 |
991 |

Volatility in Discrete and Continuous Time Models: A Survey with New Evidence on Large and Small Jumps |
0 |
0 |
0 |
47 |
0 |
1 |
2 |
129 |

Total Working Papers |
2 |
7 |
55 |
10,460 |
18 |
51 |
248 |
46,947 |