| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Complete VARMA Modelling Methodology Based on Scalar Components |
0 |
0 |
0 |
153 |
0 |
1 |
4 |
382 |
| Are VAR Models Good Enough? |
0 |
0 |
0 |
3 |
0 |
0 |
2 |
382 |
| Bayesian Rank Selection in Multivariate Regression |
0 |
0 |
0 |
51 |
0 |
0 |
1 |
93 |
| CONSTRUCTING HISTORICAL EURO AREA DATA |
0 |
0 |
0 |
112 |
0 |
0 |
2 |
433 |
| Capturing the Shape of Business Cycles with Nonlinear Autoregressive Leading Indicator Models |
0 |
0 |
1 |
196 |
0 |
0 |
1 |
534 |
| Clustering Regression Functions in a Panel |
0 |
0 |
0 |
231 |
0 |
0 |
0 |
752 |
| Common cycles and the importance of transitory shocks to macroeconomic aggregates (revised version) |
0 |
0 |
0 |
72 |
0 |
1 |
1 |
167 |
| Common cycles in macroeconomic aggregates |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
261 |
| Common cycles in macroeconomic aggregates (revised version) |
0 |
0 |
0 |
1 |
0 |
2 |
2 |
99 |
| Common non-linearities in multiple series of stock market volatility |
0 |
0 |
0 |
118 |
0 |
0 |
1 |
206 |
| Constructing Historical Euro Area Data |
0 |
0 |
0 |
125 |
0 |
0 |
0 |
514 |
| Demand for Hospital Care and Private Health Insurance in a Mixed Public–Private System: Empirical Evidence Using a Simultaneous Equation Modeling Approach |
0 |
0 |
2 |
65 |
0 |
1 |
7 |
203 |
| Demand for hospital care and private health insurance in a mixed publicprivate system: empirical evidence using a simultaneous equation modeling approach |
0 |
0 |
0 |
107 |
0 |
2 |
4 |
390 |
| Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations |
0 |
1 |
3 |
51 |
0 |
1 |
5 |
107 |
| Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps |
0 |
0 |
0 |
105 |
0 |
1 |
3 |
287 |
| Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps |
0 |
0 |
0 |
97 |
0 |
0 |
1 |
354 |
| Does Climate Sensitivity Differ Across Regions? |
0 |
0 |
3 |
16 |
0 |
1 |
8 |
34 |
| Does International Trade Synchronize Business Cycles? |
0 |
0 |
0 |
277 |
0 |
0 |
1 |
901 |
| Estimating the Effect of an EU-ETS Type Scheme in Australia Using a Synthetic Treatment Approach |
0 |
0 |
2 |
19 |
0 |
1 |
4 |
35 |
| Financial Integration and the Construction of Historical Financial Data for the Euro Area |
0 |
0 |
0 |
62 |
1 |
1 |
3 |
195 |
| Forecasting Australian GDP Growth Using Coefficients Constrained by A Term Structure Model |
0 |
0 |
0 |
209 |
0 |
0 |
1 |
1,467 |
| Forecasting Time-Series with Correlated Seasonality |
0 |
0 |
0 |
262 |
0 |
0 |
2 |
769 |
| Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? |
0 |
0 |
0 |
170 |
1 |
1 |
2 |
406 |
| Forecasting with EC-VARMA models |
0 |
0 |
1 |
48 |
1 |
1 |
5 |
104 |
| Global Temperature Trends |
0 |
0 |
1 |
142 |
0 |
0 |
3 |
175 |
| Global Temperature Trends |
0 |
0 |
1 |
150 |
0 |
1 |
6 |
520 |
| Global Temperatures and Greenhouse Gases: A Common Features Approach |
0 |
0 |
2 |
35 |
0 |
1 |
6 |
76 |
| Global temperatures and greenhouse gases - a common features approach |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
92 |
| Macroeconomic forecasting for Australia using a large number of predictors |
0 |
0 |
0 |
175 |
2 |
2 |
5 |
303 |
| Market Architecture and Nonlinear Dynamics of Australian Stock and Future Indices |
0 |
0 |
0 |
179 |
0 |
0 |
0 |
783 |
| Model selection, Estimation and Forecasting in VAR Models with Short-run and Long-run Restrictions |
0 |
0 |
0 |
116 |
1 |
1 |
1 |
325 |
| Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions |
0 |
0 |
1 |
188 |
0 |
1 |
3 |
505 |
| Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions |
0 |
0 |
0 |
60 |
0 |
0 |
0 |
132 |
| Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions |
0 |
0 |
0 |
82 |
1 |
2 |
3 |
247 |
| Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions |
0 |
0 |
0 |
57 |
0 |
1 |
3 |
129 |
| Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions |
0 |
0 |
0 |
68 |
1 |
1 |
3 |
319 |
| Nonlinear Autoregresssive Leading Indicator Models of Output in G-7 Countries |
0 |
0 |
0 |
326 |
1 |
1 |
1 |
856 |
| Nonlinear Correlograms and Partial Autocorrelograms |
0 |
0 |
0 |
148 |
0 |
0 |
0 |
545 |
| Nonlinear autoregressive leading indicator models of output in G-7 countries |
0 |
0 |
1 |
79 |
0 |
0 |
12 |
205 |
| Predicting how People Play Games: a Simple Dynamic Model of Choice |
0 |
0 |
0 |
204 |
1 |
1 |
1 |
817 |
| Predicting the Probability of a Recession with Nonlinear Autoregressive Leading Indicator Models |
0 |
0 |
0 |
358 |
0 |
0 |
3 |
998 |
| Sectoral Employment Dynamics in Australia |
0 |
0 |
0 |
27 |
0 |
0 |
0 |
81 |
| Sectoral Employment Dynamics in Australia |
0 |
0 |
0 |
15 |
0 |
0 |
1 |
74 |
| Statistical Inference on Changes in Income Inequality in Australia |
0 |
0 |
0 |
259 |
0 |
0 |
1 |
927 |
| Strategy Similarity and Coordination |
0 |
0 |
0 |
62 |
0 |
0 |
1 |
375 |
| The Australian Macro Database: An online resource for macroeconomic research in Australia |
0 |
0 |
0 |
20 |
1 |
1 |
4 |
60 |
| The Australian Macro Database: An online resource for macroeconomic research in Australia |
0 |
0 |
0 |
38 |
0 |
0 |
3 |
82 |
| The Decline in Income Growth Volatility in the United States: Evidence from Regional Data |
0 |
0 |
0 |
78 |
0 |
0 |
1 |
462 |
| The Effect of Household Characteristics on Living Standards in South Africa 1993 - 98: A Quantile Regression Analysis with Sample Attrition |
0 |
0 |
0 |
91 |
0 |
1 |
2 |
443 |
| The Effects of Productivity Gains in Asian Emerging Economies: A Global Perspective |
0 |
1 |
1 |
50 |
0 |
1 |
5 |
94 |
| The Importance Of Common Cyclical Features in VAR Analysis: A Monte-Carlo Study |
0 |
0 |
0 |
182 |
0 |
0 |
0 |
762 |
| The Missing Link: Using the NBER Recession Indicator to Construct Coincident and Leading Indices of Economic Activity |
0 |
0 |
0 |
188 |
0 |
0 |
0 |
996 |
| The importance of Common-Cyclical Features in VAR analysis: a Monte-Carlo study (Preliminary Version) |
0 |
0 |
0 |
26 |
0 |
0 |
0 |
115 |
| The importance of common cyclical features in VAR analysis: a Monte-Carlo study |
0 |
0 |
1 |
90 |
0 |
0 |
4 |
372 |
| The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity |
0 |
0 |
0 |
162 |
0 |
1 |
1 |
741 |
| The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity |
0 |
0 |
1 |
27 |
1 |
2 |
4 |
264 |
| The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity |
0 |
0 |
0 |
38 |
0 |
1 |
2 |
250 |
| The missing link: using the NBER recessions indicator to construct coincident and leading indices of economic activity |
0 |
0 |
0 |
48 |
0 |
0 |
0 |
303 |
| Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form |
0 |
0 |
0 |
89 |
0 |
1 |
2 |
365 |
| VAR(MA), what is it good for? more bad news for reduced-form estimation and inference |
0 |
0 |
0 |
10 |
1 |
2 |
3 |
99 |
| VARMA versus VAR for Macroeconomic Forecasting |
0 |
0 |
0 |
345 |
0 |
0 |
2 |
728 |
| VARs, Cointegration and Common Cycle Restrictions |
0 |
0 |
2 |
247 |
0 |
1 |
3 |
381 |
| Total Working Papers |
0 |
2 |
23 |
7,009 |
13 |
37 |
155 |
24,076 |
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