| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Time Varying Parameter Model to Test for Predictability and Integration in Stock Markets of Transition Economies |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
39 |
| A Time Varying Parameter Model to Test for Predictability and Integration in Stock Markets of Transition Economies |
0 |
0 |
0 |
349 |
0 |
0 |
7 |
844 |
| A Time Varying Parameter Model to Test for Predictability and Integration in Stock Markets of Transition Economies |
0 |
0 |
0 |
303 |
1 |
1 |
15 |
732 |
| An Econometric Analysis of the Banking Crises in Russia and Ukraine |
0 |
0 |
0 |
54 |
1 |
1 |
9 |
140 |
| Are Differences in Firm Size Transitory or Permanent? |
0 |
0 |
0 |
175 |
0 |
0 |
5 |
613 |
| Asymptotics for panel models with common shocks |
0 |
0 |
0 |
11 |
0 |
0 |
7 |
89 |
| Cointegration Versus Spurious Regression In Heterogeneous Panels |
0 |
0 |
0 |
54 |
0 |
1 |
17 |
112 |
| Cointegration versus Spurious Regression in Heterogeneous Panels |
0 |
0 |
1 |
138 |
0 |
1 |
10 |
433 |
| Contrasts Between Classes of Assets in Fixed Investment Equations as a Way of Testing Real Option Theory |
0 |
0 |
0 |
67 |
0 |
0 |
9 |
427 |
| Contrasts between classes of assets in fixed investment panel equations as a way of testing real option theory |
0 |
0 |
0 |
166 |
0 |
0 |
6 |
687 |
| Controlling shareholders and minority protection: governance lessons from the case of Telecom Italia |
0 |
0 |
1 |
27 |
2 |
2 |
18 |
185 |
| Convergence in Output in Transition Economies Central & Eastern Europe, 1970-1995 |
0 |
0 |
0 |
132 |
1 |
1 |
15 |
349 |
| Convergence in Output in Transition Economies: Central and Eastern Europe, 1970-1995 |
0 |
0 |
0 |
73 |
0 |
0 |
42 |
321 |
| Copula-Based Tests for Cross-Sectional Independence in Panel Models |
0 |
0 |
1 |
150 |
1 |
2 |
10 |
387 |
| Cross-Section Versus Time-Series Measures Of Uncertainty. Using UK Survey Data |
0 |
0 |
0 |
75 |
0 |
0 |
3 |
229 |
| Dynamic Models of Labour Demand in the Italian Industrial Sector: Theories and Evidence from Panel Data |
0 |
0 |
0 |
7 |
0 |
0 |
6 |
63 |
| Equal Predictive Ability Tests Based on Panel Data with Applications to OECD and IMF Forecasts |
0 |
0 |
0 |
34 |
1 |
2 |
6 |
73 |
| Estimation and Inference for High Dimensional Factor Model with Regime Switching |
0 |
0 |
0 |
4 |
0 |
0 |
8 |
19 |
| Estimation and inference for high dimensional factor model with regime switching |
0 |
0 |
0 |
71 |
0 |
1 |
8 |
50 |
| Exchange Rates and Macroeconomic Fundamentals: Evidence of Instabilities from Time-Varying Factor Loadings |
0 |
0 |
1 |
45 |
2 |
3 |
15 |
97 |
| Explaining the Diversity of Industry Investment Responses to Uncertainty Using Long Run Panel Survey Data |
0 |
0 |
0 |
60 |
1 |
1 |
7 |
338 |
| Identifying Drivers of Liquidity in the NBP Month-ahead Market |
0 |
0 |
0 |
15 |
1 |
1 |
9 |
74 |
| Identifying Externalities in UK Manufacturing Using Direct Estimation of an Average Cost Function |
0 |
0 |
0 |
86 |
0 |
0 |
3 |
545 |
| Independent Factor Autoregressive Conditional Density Model |
0 |
0 |
0 |
138 |
0 |
1 |
13 |
398 |
| Information Content of Russian Stock Indices |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
21 |
| Jumps and Information Asymmetry in the US Treasury Market |
0 |
0 |
0 |
20 |
0 |
0 |
13 |
70 |
| Maximum Likelihood Estimation of Time-Varying Loadings in High-Dimensional Factor Models |
0 |
0 |
0 |
133 |
1 |
2 |
9 |
233 |
| Measuring liquidity in gas markets: The case of the UK National Balancing Point |
0 |
0 |
0 |
21 |
0 |
0 |
14 |
40 |
| Micro versus Macro Cointegration in Heterogeneous Panels |
0 |
0 |
1 |
15 |
0 |
0 |
19 |
143 |
| Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend |
0 |
0 |
1 |
230 |
0 |
1 |
13 |
592 |
| Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trends |
0 |
0 |
0 |
24 |
0 |
0 |
19 |
140 |
| Monetary disorder and financial regimes - The demand for money in Argentina, 1900-2006 |
0 |
0 |
0 |
8 |
0 |
0 |
7 |
31 |
| Monetary disorder and financial regimes - The demand for money in Argentina, 1900-2006 |
0 |
0 |
0 |
68 |
7 |
9 |
13 |
116 |
| On the Relationship Between Cross-Sectional and Time Series Measures of Uncertainty |
0 |
0 |
0 |
13 |
0 |
0 |
13 |
75 |
| Optimal forecasting with heterogeneous panels: a Monte Carlo study |
0 |
0 |
0 |
23 |
0 |
0 |
9 |
122 |
| Panel Data vs Time Series Regression Analysis: An Aggregation Issue |
0 |
0 |
0 |
6 |
0 |
0 |
9 |
23 |
| Privatisation Methods and Economic Growth in Transition Economies |
0 |
0 |
0 |
464 |
0 |
1 |
10 |
1,211 |
| Privatization Methods and Economic Growth |
0 |
0 |
0 |
284 |
0 |
0 |
9 |
927 |
| Privatization Methods and Economic Growth |
0 |
0 |
0 |
162 |
0 |
0 |
6 |
362 |
| Privatization Methods and Economic Growth in Transition Economies |
0 |
0 |
0 |
622 |
0 |
2 |
18 |
2,096 |
| Profitability, Capacity, and Uncertainty: A Robust Model of UK Manufacturing Investment |
0 |
1 |
1 |
81 |
0 |
1 |
8 |
246 |
| Stopping Tests in the Sequential Estimation for Multiple Structural Breaks |
0 |
0 |
1 |
75 |
0 |
0 |
18 |
260 |
| Testing Asset Pricing Model with Coskweness |
0 |
0 |
0 |
1 |
0 |
0 |
6 |
247 |
| Testing for Breaks in Cointegrated Panels |
0 |
0 |
0 |
46 |
0 |
0 |
11 |
122 |
| Testing for Breaks in Cointegrated Panels with Common and Idiosyncratic Stochastic Trends |
0 |
0 |
0 |
66 |
0 |
0 |
9 |
95 |
| Testing for Instability in Covariance Structures |
0 |
0 |
0 |
34 |
0 |
0 |
9 |
60 |
| Testing for Instability in Covariance Structures |
0 |
0 |
1 |
27 |
0 |
0 |
19 |
100 |
| Testing for Instability in Factor Structure of Yield Curves |
0 |
1 |
1 |
97 |
1 |
4 |
14 |
313 |
| The Application of the Kalman Filter to the Fisher Equation: Italian and German Term Structure of Interest Rates |
0 |
0 |
0 |
1,036 |
0 |
0 |
14 |
3,317 |
| The Asymptotics for Panel Models with Common Shocks |
0 |
0 |
0 |
102 |
1 |
2 |
10 |
364 |
| The Econometrics of Panel Data: A Selective Introduction |
0 |
0 |
0 |
1 |
0 |
1 |
8 |
263 |
| The Econometrics of Panel Data: A Selective Introduction |
0 |
0 |
0 |
2 |
0 |
0 |
13 |
24 |
| The Effect of Uncertainty on UK Investment Authorisation: Pooled Estimators vs. Heterogeneous Estimators1 |
0 |
0 |
0 |
117 |
2 |
2 |
13 |
521 |
| The dynamics of factor loadings in the cross-section of returns |
0 |
0 |
0 |
32 |
1 |
1 |
22 |
127 |
| Unions Cash Flow and Investment Decisions: Evidence from Italian Firm Data |
0 |
0 |
0 |
1 |
0 |
0 |
12 |
20 |
| Use and abuse of rights issues. Do they really protect minorities? |
0 |
0 |
0 |
39 |
0 |
0 |
10 |
189 |
| Total Working Papers |
0 |
2 |
10 |
6,084 |
24 |
44 |
635 |
19,714 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Principal Components Analysis of Common Stochastic Trends in Heterogeneous Panel Data: Some Monte Carlo Evidence |
0 |
0 |
0 |
3 |
0 |
0 |
13 |
26 |
| A Time-Varying Parameter Model to Test for Predictability and Integration in the Stock Markets of Transition Economies |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
380 |
| An application of dynamic specifications of factor demand equations to interfuel substitution in US industrial energy demand |
0 |
0 |
0 |
21 |
0 |
2 |
8 |
108 |
| Are differences in firm size transitory or permanent? |
0 |
0 |
0 |
270 |
1 |
4 |
13 |
719 |
| Asymmetric jump beta estimation with implications for portfolio risk management |
0 |
0 |
1 |
6 |
1 |
6 |
14 |
45 |
| Asymptotics for Panel Models with Common Shocks |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
13 |
| COMMON STOCHASTIC TRENDS AND AGGREGATION IN HETEROGENEOUS PANELS |
0 |
0 |
0 |
13 |
0 |
0 |
6 |
45 |
| Changes in ownership and minority protection |
0 |
0 |
0 |
33 |
0 |
0 |
8 |
132 |
| Combining p-values to test for multiple structural breaks in cointegrated regressions |
0 |
0 |
0 |
20 |
0 |
0 |
14 |
73 |
| Common Features in Economics and Finance: An Overview of Recent Developments |
0 |
0 |
0 |
180 |
0 |
0 |
15 |
472 |
| Consistent estimation of time-varying loadings in high-dimensional factor models |
0 |
1 |
3 |
15 |
0 |
3 |
25 |
80 |
| Contrasts Between Types of Assets in Fixed Investment Equations as a Way of Testing Real Options Theory |
0 |
0 |
0 |
30 |
0 |
1 |
9 |
224 |
| Convergence in Transition Countries – Focus on Investment: Central and Eastern Europe, 1970–1996 |
0 |
0 |
0 |
18 |
0 |
1 |
11 |
113 |
| Convergence in Transition Countries--Focus on Investment: Central and Eastern Europe, 1970-1996 |
0 |
0 |
0 |
35 |
1 |
2 |
10 |
196 |
| Copula-based tests for cross-sectional independence in panel models |
0 |
0 |
0 |
46 |
0 |
2 |
11 |
147 |
| Dynamic translog and linear logit models: a factor demand analysis of interfuel substitution in US industrial energy demand |
0 |
0 |
0 |
251 |
1 |
1 |
15 |
541 |
| Efficiency, scale and scope economies in the Ukrainian banking sector in 1998 |
0 |
0 |
0 |
105 |
0 |
2 |
9 |
298 |
| Evaluating the accuracy of value-at-risk forecasts: New multilevel tests |
0 |
0 |
1 |
37 |
0 |
2 |
15 |
125 |
| Forecasting using heterogeneous panels with cross-sectional dependence |
0 |
0 |
0 |
13 |
0 |
0 |
7 |
38 |
| Heterogeneity and Cross-Sectional Dependence in Panels: Heterogeneous vs. Homogeneous Estimators |
0 |
0 |
0 |
12 |
2 |
4 |
25 |
60 |
| High- and Low-Frequency Correlations in European Government Bond Spreads and Their Macroeconomic Drivers |
0 |
1 |
1 |
19 |
0 |
2 |
15 |
68 |
| Identification robust inference in cointegrating regressions |
0 |
1 |
3 |
17 |
1 |
4 |
15 |
85 |
| Identifying Jumps in Financial Assets: A Comparison Between Nonparametric Jump Tests |
0 |
0 |
0 |
39 |
0 |
1 |
10 |
135 |
| Identifying externalities in UK manufacturing using direct estimation of an average cost function |
0 |
0 |
0 |
12 |
0 |
0 |
7 |
96 |
| Independent Factor Autoregressive Conditional Density Model |
0 |
0 |
0 |
11 |
0 |
0 |
9 |
91 |
| Leverage and systemic risk pro-cyclicality in the Chinese financial system |
0 |
0 |
0 |
17 |
0 |
1 |
16 |
83 |
| MAXIMUM NON-EXTENSIVE ENTROPY BLOCK BOOTSTRAP FOR NON-STATIONARY PROCESSES |
0 |
0 |
0 |
6 |
0 |
0 |
12 |
63 |
| Macroannouncements, bond auctions and rating actions in the European government bond spreads |
0 |
0 |
0 |
33 |
0 |
2 |
18 |
103 |
| Methods of privatization and economic growth in transition economies1 |
0 |
0 |
0 |
5 |
0 |
0 |
15 |
34 |
| Micro versus macro cointegration in heterogeneous panels |
0 |
0 |
0 |
31 |
0 |
1 |
14 |
178 |
| Modelling structural breaks, long memory and stock market volatility: an overview |
0 |
0 |
1 |
352 |
1 |
2 |
78 |
823 |
| Money market funds, shadow banking and systemic risk in United Kingdom |
0 |
0 |
0 |
37 |
0 |
0 |
7 |
129 |
| On the Instability of Long‐Run Money Demand and the Welfare Cost of Inflation in the United States |
0 |
0 |
2 |
18 |
0 |
2 |
18 |
171 |
| On the identification problem in testing the dynamic specification of factor-demand equations |
0 |
0 |
0 |
15 |
0 |
0 |
10 |
73 |
| On the use of cross-sectional measures of forecast uncertainty |
0 |
0 |
1 |
20 |
1 |
1 |
13 |
81 |
| Optimal forecasting with heterogeneous panels: A Monte Carlo study |
0 |
0 |
0 |
45 |
0 |
1 |
14 |
146 |
| Profitability, capacity, and uncertainty: a model of UK manufacturing investment |
0 |
0 |
0 |
87 |
0 |
0 |
7 |
292 |
| Real options -- delay vs. pre-emption: Do industrial characteristics matter? |
0 |
0 |
0 |
31 |
0 |
0 |
10 |
134 |
| Robust GMM tests for structural breaks |
0 |
0 |
0 |
86 |
0 |
0 |
13 |
250 |
| SYSTEMIC RISK DETERMINANTS IN THE EUROPEAN BANKING INDUSTRY DURING FINANCIAL CRISES, 2006-2012 |
0 |
0 |
0 |
6 |
0 |
0 |
4 |
25 |
| Software Review: Theory and Practice of Econometric Modelling using PcGive10 |
0 |
0 |
0 |
0 |
0 |
1 |
10 |
20 |
| Systemic risk in the Chinese financial system: A panel Granger causality analysis |
0 |
1 |
3 |
14 |
2 |
5 |
31 |
72 |
| Testing Asset Pricing Models With Coskewness |
0 |
0 |
0 |
89 |
1 |
2 |
16 |
219 |
| Testing for Co-jumps in Financial Markets |
0 |
0 |
0 |
16 |
0 |
1 |
5 |
53 |
| Testing for Ongoing Convergence in Transition Economies, 1970 to 1998 |
0 |
0 |
0 |
37 |
0 |
0 |
11 |
101 |
| The Competitiveness of UK Manufacturing: Evidence from Imports |
0 |
0 |
0 |
98 |
1 |
1 |
5 |
325 |
| The Evolution of Stock Markets in Transition Economies |
0 |
0 |
2 |
314 |
0 |
1 |
17 |
705 |
| The Influence of Uncertainty on Investment in the UK: A Macro or Micro Phenomenon? |
0 |
0 |
0 |
1 |
0 |
0 |
7 |
15 |
| The contribution of (shadow) banks and real estate to systemic risk in China |
0 |
1 |
1 |
5 |
2 |
5 |
22 |
54 |
| The contribution of shadow insurance to systemic risk |
0 |
0 |
0 |
17 |
0 |
0 |
7 |
51 |
| The development of the GKO futures market in Russia |
0 |
0 |
1 |
45 |
1 |
1 |
7 |
238 |
| The effect of uncertainty on UK investment authorisation: Homogenous vs. heterogeneous estimators |
0 |
0 |
0 |
33 |
0 |
1 |
8 |
185 |
| The role of shadow banking in systemic risk in the European financial system |
0 |
1 |
6 |
44 |
0 |
4 |
37 |
135 |
| Trading price jump clusters in foreign exchange markets |
0 |
0 |
1 |
44 |
0 |
2 |
17 |
157 |
| Trading strategies with implied forward credit default swap spreads |
0 |
0 |
0 |
6 |
0 |
2 |
13 |
56 |
| Transforming Qualitative Survey Data: Performance Comparisons for the UK |
0 |
0 |
0 |
160 |
0 |
1 |
7 |
801 |
| True Versus Spurious Long Memory: Some Theoretical Results and a Monte Carlo Comparison |
0 |
0 |
0 |
14 |
0 |
1 |
11 |
69 |
| Total Journal Articles |
0 |
6 |
27 |
2,932 |
16 |
75 |
776 |
10,151 |
LogEc is hosted by the
Örebro University School of Business.