Working Paper |
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12 months |
Total |
Last month |
3 months |
12 months |
Total |
A Complete VARMA Modelling Methodology Based on Scalar Components |
0 |
0 |
1 |
153 |
2 |
2 |
4 |
381 |
Are VAR Models Good Enough? |
0 |
0 |
0 |
3 |
0 |
0 |
3 |
382 |
Bayesian Rank Selection in Multivariate Regression |
0 |
0 |
0 |
51 |
0 |
1 |
1 |
93 |
CONSTRUCTING HISTORICAL EURO AREA DATA |
0 |
0 |
0 |
112 |
1 |
2 |
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 |
0 |
0 |
166 |
Common cycles in macroeconomic aggregates |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
261 |
Common cycles in macroeconomic aggregates (revised version) |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
97 |
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 |
1 |
2 |
6 |
202 |
Demand for hospital care and private health insurance in a mixed publicprivate system: empirical evidence using a simultaneous equation modeling approach |
0 |
0 |
1 |
107 |
0 |
2 |
3 |
388 |
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations |
0 |
1 |
2 |
50 |
1 |
3 |
4 |
106 |
Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps |
0 |
0 |
0 |
105 |
0 |
0 |
2 |
286 |
Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps |
0 |
0 |
0 |
97 |
0 |
1 |
1 |
354 |
Does Climate Sensitivity Differ Across Regions? |
1 |
2 |
4 |
16 |
2 |
5 |
11 |
33 |
Does International Trade Synchronize Business Cycles? |
0 |
0 |
0 |
277 |
0 |
0 |
2 |
901 |
Estimating the Effect of an EU-ETS Type Scheme in Australia Using a Synthetic Treatment Approach |
0 |
1 |
2 |
19 |
0 |
2 |
5 |
34 |
Financial Integration and the Construction of Historical Financial Data for the Euro Area |
0 |
0 |
0 |
62 |
1 |
1 |
2 |
194 |
Forecasting Australian GDP Growth Using Coefficients Constrained by A Term Structure Model |
0 |
0 |
0 |
209 |
1 |
1 |
1 |
1,467 |
Forecasting Time-Series with Correlated Seasonality |
0 |
0 |
0 |
262 |
0 |
1 |
2 |
769 |
Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? |
0 |
0 |
0 |
170 |
0 |
0 |
1 |
405 |
Forecasting with EC-VARMA models |
0 |
0 |
1 |
48 |
0 |
0 |
4 |
103 |
Global Temperature Trends |
0 |
1 |
1 |
150 |
0 |
2 |
5 |
519 |
Global Temperature Trends |
0 |
0 |
1 |
142 |
0 |
2 |
3 |
175 |
Global Temperatures and Greenhouse Gases: A Common Features Approach |
1 |
1 |
4 |
35 |
1 |
2 |
7 |
75 |
Global temperatures and greenhouse gases - a common features approach |
0 |
0 |
0 |
0 |
1 |
1 |
5 |
92 |
Macroeconomic forecasting for Australia using a large number of predictors |
0 |
0 |
0 |
175 |
0 |
2 |
3 |
301 |
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 |
0 |
0 |
0 |
324 |
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions |
0 |
0 |
0 |
60 |
0 |
0 |
1 |
132 |
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions |
0 |
0 |
0 |
82 |
1 |
1 |
1 |
245 |
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions |
0 |
0 |
0 |
57 |
0 |
0 |
2 |
128 |
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions |
0 |
0 |
1 |
188 |
0 |
0 |
4 |
504 |
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions |
0 |
0 |
0 |
68 |
1 |
1 |
2 |
318 |
Nonlinear Autoregresssive Leading Indicator Models of Output in G-7 Countries |
0 |
0 |
0 |
326 |
0 |
0 |
0 |
855 |
Nonlinear Correlograms and Partial Autocorrelograms |
0 |
0 |
1 |
148 |
0 |
0 |
1 |
545 |
Nonlinear autoregressive leading indicator models of output in G-7 countries |
0 |
0 |
1 |
79 |
2 |
3 |
12 |
205 |
Predicting how People Play Games: a Simple Dynamic Model of Choice |
0 |
0 |
0 |
204 |
0 |
0 |
0 |
816 |
Predicting the Probability of a Recession with Nonlinear Autoregressive Leading Indicator Models |
0 |
0 |
0 |
358 |
1 |
2 |
3 |
998 |
Sectoral Employment Dynamics in Australia |
0 |
0 |
0 |
15 |
1 |
1 |
1 |
74 |
Sectoral employment dynamics in Australia |
0 |
0 |
0 |
27 |
0 |
0 |
1 |
81 |
Statistical Inference on Changes in Income Inequality in Australia |
0 |
0 |
0 |
259 |
1 |
1 |
1 |
927 |
Strategy Similarity and Coordination |
0 |
0 |
0 |
62 |
0 |
1 |
1 |
375 |
The Australian Macro Database: An online resource for macroeconomic research in Australia |
0 |
0 |
0 |
38 |
1 |
2 |
3 |
82 |
The Australian Macro Database: An online resource for macroeconomic research in Australia |
0 |
0 |
0 |
20 |
0 |
1 |
3 |
59 |
The Decline in Income Growth Volatility in the United States: Evidence from Regional Data |
0 |
0 |
0 |
78 |
1 |
1 |
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 |
0 |
1 |
442 |
The Effects of Productivity Gains in Asian Emerging Economies: A Global Perspective |
0 |
0 |
0 |
49 |
1 |
1 |
4 |
93 |
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 |
2 |
2 |
4 |
372 |
The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity |
0 |
0 |
0 |
162 |
0 |
0 |
0 |
740 |
The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity |
0 |
0 |
1 |
27 |
1 |
1 |
2 |
262 |
The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity |
0 |
0 |
0 |
38 |
0 |
0 |
1 |
249 |
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 |
0 |
2 |
364 |
VAR(MA), what is it good for? more bad news for reduced-form estimation and inference |
0 |
0 |
0 |
10 |
0 |
0 |
3 |
97 |
VARMA versus VAR for Macroeconomic Forecasting |
0 |
0 |
1 |
345 |
0 |
1 |
3 |
728 |
VARs, Cointegration and Common Cycle Restrictions |
0 |
0 |
2 |
247 |
0 |
0 |
4 |
380 |
Total Working Papers |
2 |
6 |
28 |
7,007 |
24 |
52 |
141 |
24,039 |