Access Statistics for Dick van Dijk

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Biased Simulation Schemes for Stochastic Volatility Models 1 2 4 403 2 4 36 1,111
A Multi-Level Panel Smooth Transition Autoregression for US Sectoral Production 0 0 0 0 0 1 15 475
A Multivariate STAR Analysis of the Relationship Between Money and Output 0 0 0 357 0 0 12 854
A Multivariate STAR Analysis of the Relationship Between Money and Output 0 0 0 252 0 0 6 673
A Recommitment Strategy for Long Term Private Equity Fund Investors 0 0 2 135 0 1 18 436
A multi-level panel smooth transition autoregression for US sectoral production 0 0 0 38 0 1 10 133
A multivariate STAR analysis of the relationship between money and output 0 0 0 127 0 1 12 329
A nonlinear long memory model for US unemployment 0 0 0 45 0 0 7 106
A simple test for PPP among traded goods 0 0 0 12 0 0 11 87
A unified approach to nonlinearity, structural change and outliers 0 0 0 49 0 0 14 153
Accelerating Peak Dating in a Dynamic Factor Markov-Switching Model 0 0 0 61 2 2 11 52
An Alternative Bayesian Approach to Structural Breaks in Time Series Models 0 0 0 77 0 0 22 201
Are statistical reporting agencies getting it right? Data rationality and business cycle asymmetry 0 0 0 27 2 2 9 97
Asymmetric and Common Absorption of Shocks in Nonlinear Autoregressive Models 0 0 0 99 1 1 7 301
Asymmetric and Common Abssorbtion of Shocks in Nonlinear Autoregressive Models 0 0 0 28 1 2 13 267
Asymmetric and common absorption of shocks in nonlinear autoregressive models 0 0 0 26 0 0 10 112
Backtesting Value-at-Risk and Expected Shortfall in the Presence of Estimation Error 0 0 0 66 0 1 24 157
Bayesian Forecasting of Federal Funds Target Rate Decisions 0 0 0 27 2 3 24 419
Bayesian Model Averaging in the Presence of Structural Breaks 0 0 0 35 0 1 9 139
Changes in International Business Cycle Affiliations 0 0 0 31 0 0 8 107
Changes in International Business Cycle Affiliations 0 0 0 73 2 2 13 296
Changes in Variability of the Business Cycle in the G7 Countries 0 0 1 132 0 1 15 442
Changes in variability of the business cycle in the G7 countries 0 0 0 14 2 2 17 101
Changes in variability of the business cycle in the G7 countries 0 0 0 66 0 1 11 288
Closed-Form Multi-Factor Copula Models with Observation-Driven Dynamic Factor Loadings 0 0 0 40 2 2 12 111
Cointegration in a historical perspective 0 0 0 110 1 2 13 154
Comparing the Accuracy of Copula-Based Multivariate Density Forecasts in Selected Regions of Support 0 0 0 42 0 0 5 101
Contagion as Domino Effect in Global Stock Markets 0 1 2 105 1 7 28 371
Corporate Governance and the Cost of Debt of Large European Firms 0 0 1 102 1 1 14 292
Corporate Governance and the Value of Excess Cash Holdings of Large European Firms 0 0 0 92 0 0 10 330
Do We Often Find ARCH Because Of Neglected Outliers? 0 0 0 4 0 0 6 51
Do leading indicators lead peaks more than troughs? 0 0 1 93 2 2 20 265
Does Africa grow slower than Asia and Latin America? 0 0 0 12 0 1 34 89
Does economic uncertainty predict real activity in real-time? 0 0 1 8 1 1 21 33
Does the absence of cointegration explain the typical findings in long horizon regressions? 0 0 0 72 0 0 9 247
Dynamic Factor Models for the Volatility Surface 0 0 1 50 0 0 13 125
Evaluating real-time forecasts in real-time 0 1 1 22 2 3 9 102
Financial Development and Convergence Clubs 0 0 0 54 0 0 12 168
Forecast comparison of principal component regression and principal covariate regression 0 0 0 50 0 0 7 180
Forecasting Day-Ahead Electricity Prices: Utilizing Hourly Prices 0 0 1 93 0 0 30 171
Forecasting Interest Rates with Shifting Endpoints 0 0 0 80 4 5 18 219
Forecasting US Inflation Using Model Averaging 0 0 0 2 2 2 12 858
Forecasting Value-at-Risk under Temporal and Portfolio Aggregation 0 0 0 36 0 1 11 127
Forecasting Volatility with Copula-Based Time Series Models 1 1 2 206 2 4 35 465
Forecasting Volatility with the Realized Range in the Presence of Noise and Non-Trading 0 0 0 19 0 1 17 123
Forecasting aggregates using panels of nonlinear time series 0 0 0 18 0 0 7 89
Forecasting business cycles 0 0 0 0 0 0 5 38
Forecasting business cycles 0 0 0 0 0 0 3 25
Forecasting industrial production with linear, nonlinear, and structural change models 0 0 0 65 0 1 9 193
Forecasting the Yield Curve in a Data-Rich Environment using the Factor-Augmented Nelson-Siegel Model 0 0 0 122 2 3 17 210
Forecasting volatility with switching persistence GARCH models 0 0 0 22 0 0 7 78
Getting the Most out of Macroeconomic Information for Predicting Stock Returns and Volatility 0 0 0 187 1 1 8 253
Good News is No News 0 0 0 34 0 0 2 111
Heterogeneity in Manufacturing Growth Risk 0 0 0 10 0 0 8 44
High-Frequency Technical Trading: The Importance of Speed 0 0 2 82 1 2 17 236
How to Identify and Forecast Bull and Bear Markets? 0 1 1 226 4 11 47 381
Identifying Changes in Mean, Seasonality, Persistence and Volatility for G7 and Euro Area Inflation 0 0 0 87 0 0 8 284
Implicit score-driven filters for time-varying parameter models 0 0 2 15 0 0 19 53
Implicit score-driven filters for time-varying parameter models 0 0 12 12 1 1 17 17
Improved Construction of diffusion indexes for macroeconomic forecasting 0 0 0 25 0 0 20 102
Improving Density Forecasts and Value-at-Risk Estimates by Combining Densities 0 0 0 65 2 3 11 100
Instability and nonlinearity in the euro area Phillips curve 0 0 1 155 0 0 8 493
Likelihood-based scoring rules for comparing density forecasts in tails 0 0 2 16 0 1 15 91
Linear models, smooth transition autoregressions and neural networks for forecasting macroeconomic time series: A reexamination 0 0 0 767 1 2 22 1,506
Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination 0 0 0 240 1 3 16 1,514
Localizing Strictly Proper Scoring Rules 0 0 1 9 1 1 14 29
Macroeconomic Crisis and Individual Firm Performance: The Mexican Experience 0 0 0 146 0 0 8 593
Macroeconomic forecasting with real-time data: an empirical comparison 0 0 0 79 2 2 13 135
Market Set-Up in Advance of Federal Reserve Policy Decisions 0 0 0 40 0 1 8 121
Measuring and Predicting Heterogeneous Recessions 0 0 0 30 2 2 6 97
Measuring and Predicting Heterogeneous Recessions 0 0 0 76 1 1 13 297
Measuring volatility with the realized range 0 0 2 91 0 1 27 298
Modeling and Estimation of Synchronization in Multistate Markov-Switching Models 0 0 0 89 1 2 14 238
Modeling and Forecasting S&P 500 Volatility: Long Memory, Structural Breaks and Nonlinearity 0 0 1 824 4 5 16 2,426
Modeling asymmetric volatility in weekly Dutch temperature data 0 0 0 26 0 1 9 82
Modeling regional house prices 0 0 0 159 0 0 18 308
Modelling Multiple Regimes in the Business Cycle 0 0 1 59 0 1 12 180
Moments, Shocks and Spillovers in Markov-switching VAR Models 0 0 0 34 0 0 17 37
New HEAVY Models for Fat-Tailed Returns and Realized Covariance Kernels 0 0 0 34 2 4 16 85
Nonlinear Error-Correction Models for Interest Rates in The Netherlands 0 0 1 71 1 2 14 193
Nonlinear Forecasting With Many Predictors Using Kernel Ridge Regression 0 0 0 169 1 3 12 487
Nonlinear Forecasting with Many Predictors using Kernel Ridge Regression 0 0 0 105 2 3 17 263
Nonlinearities and outliers: robust specification of STAR models 0 0 0 42 0 1 9 155
On the Effects of Private Information on Volatility 0 0 0 15 1 2 12 111
On the Effects of Private Information on Volatility 0 0 0 40 1 1 10 143
Out-of-sample Comparison of Copula Specifications in Multivariate Density Forecasts 0 0 0 99 0 1 20 328
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 3 1 1 7 41
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 56 2 3 16 191
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 72 0 3 10 194
Outlier detection in the GARCH (1,1) model 0 0 0 34 0 0 16 124
Panel Smooth Transition Regression Models 7 13 47 3,309 24 58 305 10,179
Panel Smooth Transition Regression Models 0 0 4 258 4 11 49 980
Panel Smooth Transition Regression Models 0 1 4 850 6 13 59 2,556
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 0 0 66 1 1 12 230
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 1 1 39 5 8 23 227
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 0 0 73 0 2 12 230
Predicting Covariance Matrices with Financial Conditions Indexes 0 0 0 13 3 3 9 83
Predicting Growth Cycle Regimes for European Countries 0 0 0 143 0 1 13 451
Predicting the Daily Covariance Matrix for S&P 100 Stocks using Intraday Data - But which Frequency to use? 0 0 0 364 1 2 18 1,319
Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information 0 0 1 357 1 3 12 921
Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information 0 0 0 141 0 1 11 377
Range-based covariance estimation using high-frequency data: The realized co-range 0 1 2 91 0 1 19 234
Realized mixed-frequency factor models for vast dimensional covariance estimation 0 0 0 60 0 1 6 138
SETS, Arbitrage Activity, and Stock Price Dynamics 0 0 0 310 0 1 7 1,390
Seasonal smooth transition autoregression 0 0 0 39 0 0 11 134
Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy 0 0 0 14 2 2 16 86
Semi-Parametric Modelling of Correlation Dynamics 0 0 0 58 1 2 15 154
Short Patches of Outliers, ARCH and Volatility Modeling 0 0 0 281 1 1 14 1,029
Short-term Volatility Versus Long-term Growth: Evidence in US Macroeconomic Time Series 0 0 0 58 0 0 7 302
Short-term Volatility versus Long-term Growth: Evidence in US Macroeconomic Time Series 0 0 0 134 0 1 13 470
Short-term Volatility versus Long-term Growth: Evidence in US Macroeconomic Time Series 0 0 0 99 0 1 16 715
Short-term volatility versus long-term growth: evidence in US macroeconomic time series 0 0 0 7 0 0 11 88
Slow Expectation-Maximization Convergence in Low-Noise Dynamic Factor Models 0 0 1 46 0 1 16 46
Smooth Transition Autoregressive Models - A Survey of Recent Developments 0 0 1 1,811 2 6 31 3,443
Smooth transition autoregressive models - A survey of recent developments 0 0 3 463 1 3 50 932
Speed, Algorithmic Trading, and Market Quality around Macroeconomic News Announcements 0 0 0 71 3 5 26 223
Stock Selection Strategies in Emerging Markets 0 0 0 803 0 2 29 1,950
Structural Breaks in the International Transmission of Inflation 0 0 0 211 2 2 12 478
Structural Differences in Economic Growth 0 0 0 121 0 1 12 279
Term structure forecasting using macro factors and forecast combination 0 0 1 101 3 4 25 325
Term structure forecasting using macro factors and forecast combination 0 0 1 157 2 2 18 349
Testing for ARCH in the Presence of Additive Outliers 0 0 0 26 0 2 11 152
Testing for Smooth Transition Nonlinearity in the Presence of Outliers 0 0 0 47 1 2 8 151
Testing for Stochastic Unit Roots - Some Monte Carlo evidence 0 0 0 14 1 1 15 68
Testing for Volatility Changes in US Macroeconomic Time Series 0 0 0 334 0 1 8 827
Testing for causality in variance in the presence of breaks 0 0 0 154 0 1 15 386
Testing for causality in variance in the presence of breaks 0 0 0 16 0 0 8 83
Testing for changes in volatility in heteroskedastic time series - a further examination 0 0 0 57 0 0 12 217
The Economic Value of Fundamental and Technical Information in Emerging Currency Markets 0 0 0 209 0 2 14 491
The Effects of Federal Funds Target Rate Changes on S&P100 Stock Returns, Volatilities, and Correlations 0 1 2 303 2 4 17 595
The Euro Introduction and Non-Euro Currencies 0 0 1 217 0 0 9 903
The Euro-introduction and non-Euro currencies 0 0 0 0 1 1 7 20
The Inefficient Use of Macroeconomic Information in Analysts' Earnings Forecasts in Emerging Markets 0 0 0 79 0 0 16 223
The Success Of Stock Selection Strategies In Emerging Markets: Is It Risk Or Behavioral Bias? 0 0 1 147 0 1 11 461
The effects of institutional and technological change and business cycle fluctiations on seasonal patterns in quarterly industrial production series 0 0 0 11 0 0 11 104
The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series 0 0 0 204 1 1 9 976
The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production 0 0 0 25 1 1 8 93
Time Variation in Asset Return Dependence: Strength or Structure? 0 0 0 49 1 1 18 168
Time series forecasting by principal covariate regression 0 0 0 86 1 1 11 308
Time-Varying Smooth Transition Autoregressive Models 0 0 0 175 0 0 18 2,161
Timing of Vote Decision in First and Second Order Dutch Elections 1978-1995: Evidence from Artificial Neural Networks 0 0 0 19 1 1 7 92
Unit root tests and assymmetric adjustment 0 0 0 6 0 0 9 55
When Do Managers Seek Private Equity Backing in Public-to-Private Transactions? 0 0 0 146 1 2 29 507
Why do Pit-Hours outlive the Pit? 0 0 0 9 2 6 26 87
Total Working Papers 9 23 113 20,903 142 294 2,444 64,338

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A comparison of biased simulation schemes for stochastic volatility models 3 5 9 91 5 13 37 349
A multi-level panel STAR model for US manufacturing sectors 0 0 1 380 1 1 23 1,047
A nonlinear long memory model, with an application to US unemployment 0 0 0 134 4 5 16 361
A simple test for PPP among traded goods 0 0 0 93 2 4 9 301
A unified approach to nonlinearity, structural change, and outliers 0 0 0 167 0 1 15 422
Absorption of shocks in nonlinear autoregressive models 0 0 0 48 0 1 6 165
Accelerating peak dating in a dynamic factor Markov-switching model 0 0 1 1 0 1 9 12
Are Statistical Reporting Agencies Getting It Right? Data Rationality and Business Cycle Asymmetry 0 0 0 70 0 2 11 311
Backtesting Value-at-Risk and Expected Shortfall in the Presence of Estimation Error* 1 1 2 3 2 6 32 40
Bayesian forecasting of federal funds target rate decisions 0 1 1 17 1 4 12 214
Can Tests for Stochastic Unit Roots Provide Useful Portmanteau Tests for Persistence? 0 0 0 0 0 0 3 6
Closed-Form Multi-Factor Copula Models With Observation-Driven Dynamic Factor Loadings 0 1 1 4 1 3 12 33
Cointegration in a historical perspective 0 0 0 29 0 1 8 143
Combining expert‐adjusted forecasts 0 0 0 1 1 2 8 20
Comparing the accuracy of multivariate density forecasts in selected regions of the copula support 0 0 0 12 0 1 13 75
Contagion as a domino effect in global stock markets 0 0 0 125 0 0 14 472
Corporate Governance and Performance during the Aftermath of the 1994 Mexican Crisis 0 0 0 1 0 0 2 7
Corporate Governance and the Value of Excess Cash Holdings of Large European Firms 0 0 0 11 0 1 11 66
Corporate governance and performance during normal and crisis periods: evidence from an emerging market perspective 0 0 1 2 1 2 11 25
Crisis macroeconómica y desempeño de la empresa individual. La experiencia mexicana 0 0 0 0 0 1 6 246
Do Leading Indicators Lead Peaks More Than Troughs? 0 0 0 58 0 2 22 262
Does Africa grow slower than Asia, Latin America and the Middle East? Evidence from a new data-based classification method 0 0 1 167 0 2 19 407
Does economic uncertainty predict real activity in real time? 0 1 3 4 0 2 28 29
Forecast comparison of principal component regression and principal covariate regression 0 0 0 70 1 3 12 220
Forecasting S&P 500 volatility: Long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements 0 0 1 171 2 6 16 460
Forecasting Value-at-Risk under Temporal and Portfolio Aggregation 0 0 1 16 1 1 26 81
Forecasting aggregates using panels of nonlinear time series 0 0 0 66 0 1 8 180
Forecasting day-ahead electricity prices: Utilizing hourly prices 0 0 1 51 0 3 12 172
Forecasting returns and risk in financial markets using linear and nonlinear models 0 0 0 95 1 1 10 226
Forecasting the Yield Curve in a Data‐Rich Environment Using the Factor‐Augmented Nelson–Siegel Model 0 0 0 0 0 2 8 79
Forecasting volatility with the realized range in the presence of noise and non-trading 0 0 0 9 1 2 14 74
Forecasting with Leading Indicators by means of the Principal Covariate Index 0 0 0 18 0 2 10 100
Getting the most out of macroeconomic information for predicting excess stock returns 0 0 0 27 0 1 9 92
Identifying Changes in Mean, Seasonality, Persistence and Volatility for G7 and Euro Area Inflation 0 1 1 24 0 1 16 101
Instability and Nonlinearity in the Euro-Area Phillips Curve 0 0 0 84 2 3 12 367
Intraday price discovery in fragmented markets 0 0 0 22 1 1 15 88
Likelihood-based scoring rules for comparing density forecasts in tails 0 0 4 118 3 7 36 385
Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination 0 0 2 302 0 2 17 672
MULTIVARIATE STAR ANALYSIS OF MONEY–OUTPUT RELATIONSHIP 0 0 0 47 0 0 16 162
Macroeconomic forecasting with matched principal components 0 0 1 46 0 0 6 206
Market Set‐up in Advance of Federal Reserve Policy Rate Decisions 0 0 0 3 0 0 3 23
Measuring and predicting heterogeneous recessions 0 0 0 16 0 0 10 110
Measuring volatility with the realized range 0 1 5 237 2 9 32 705
Modeling and estimation of synchronization in size-sorted portfolio returns 0 0 0 1 1 2 14 15
Modelling regional house prices 0 0 1 39 1 1 23 147
Moments, shocks and spillovers in Markov-switching VAR models 0 1 2 10 0 2 69 98
New HEAVY Models for Fat-Tailed Realized Covariances and Returns 0 0 0 5 1 5 26 41
Nonlinear forecasting with many predictors using kernel ridge regression 1 1 3 25 1 6 28 137
On SETAR non-linearity and forecasting 0 0 0 206 1 2 18 679
On the dynamics of business cycle analysis: editors' introduction 0 0 0 56 1 1 12 221
On the dynamics of business cycle analysis: editors' introduction 0 0 0 1 1 2 6 13
Order flow and volatility: An empirical investigation 0 0 1 17 0 3 22 109
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 32 0 4 11 166
Paul D. McNelis, Neural networks in finance--gaining predictive edge in the market, Elsevier Academic Press (2005) ISBN 0-12-485967-4 hardcover, 243 pages 0 0 0 217 0 0 4 677
Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data—But Which Frequency to Use? 0 0 1 174 2 3 15 703
Predicting volatility and correlations with Financial Conditions Indexes 0 0 0 18 0 4 16 102
Private Equity Recommitment Strategies for Institutional Investors 0 1 5 8 2 13 56 62
Range-Based Covariance Estimation Using High-Frequency Data: The Realized Co-Range -super-* 0 0 1 31 0 2 13 138
Real-time macroeconomic forecasting with leading indicators: An empirical comparison 0 0 0 29 0 0 21 265
Real-time macroeconomic forecasting with leading indicators: An empirical comparison 0 0 0 8 0 1 5 57
Reply 0 0 0 24 1 1 10 102
SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS 0 0 1 2,458 1 2 44 4,834
Sample size, lag order and critical values of seasonal unit root tests 0 0 0 22 0 1 6 112
Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy* 0 0 0 25 0 1 10 109
Short patches of outliers, ARCH and volatility modelling 0 0 0 37 3 4 18 229
Slow Expectation–Maximization Convergence in Low‐Noise Dynamic Factor Models 0 0 0 0 1 2 14 14
Speed, algorithmic trading, and market quality around macroeconomic news announcements 0 0 1 85 2 8 30 353
Stock selection strategies in emerging markets 0 0 1 283 0 4 12 824
Structural Breaks in the International Dynamics of Inflation 0 1 1 69 0 1 8 220
Structural differences in economic growth: an endogenous clustering approach 0 0 0 42 0 0 15 187
Testing for ARCH in the Presence of Additive Outliers 0 0 0 213 1 2 12 803
Testing for Smooth Transition Nonlinearity in the Presence of Outliers 0 0 0 0 0 1 10 525
Testing for Volatility Changes in U.S. Macroeconomic Time Series 0 1 1 286 0 1 11 771
Testing for causality in variance in the presence of breaks 0 0 0 66 0 1 12 216
The economic value of fundamental and technical information in emerging currency markets 0 1 1 170 0 3 15 511
The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series 0 0 0 84 0 0 10 478
The euro introduction and noneuro currencies 0 0 0 39 0 0 10 209
The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production 0 0 0 74 0 3 14 289
The success of stock selection strategies in emerging markets: Is it risk or behavioral bias? 0 0 1 75 1 4 11 251
Time-Varying Smooth Transition Autoregressive Models 0 0 0 8 0 0 17 1,703
Twenty years of cointegration 0 0 0 43 1 1 7 97
When Do Managers Seek Private Equity Backing in Public-to-Private Transactions? 0 0 1 31 0 0 15 137
Total Journal Articles 5 17 58 7,851 54 191 1,285 26,120
1 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Chapter 15 Bayesian Model Averaging in the Presence of Structural Breaks 0 0 0 1 1 1 8 10
Dynamic Factor Models for the Volatility Surface☆ 1 1 2 25 2 2 11 115
Semi-Parametric Modelling of Correlation Dynamics 0 0 0 0 1 1 15 20
Total Chapters 1 1 2 26 4 4 34 145

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