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 1 3 401 5 11 38 1,105
A Multi-Level Panel Smooth Transition Autoregression for US Sectoral Production 0 0 0 0 4 6 15 474
A Multivariate STAR Analysis of the Relationship Between Money and Output 0 0 0 252 0 2 7 673
A Multivariate STAR Analysis of the Relationship Between Money and Output 0 0 0 357 1 3 14 854
A Recommitment Strategy for Long Term Private Equity Fund Investors 1 1 1 134 5 7 14 431
A multi-level panel smooth transition autoregression for US sectoral production 0 0 0 38 2 3 10 132
A multivariate STAR analysis of the relationship between money and output 0 0 0 127 2 5 11 328
A nonlinear long memory model for US unemployment 0 0 0 45 1 2 7 106
A simple test for PPP among traded goods 0 0 0 12 1 3 9 85
A unified approach to nonlinearity, structural change and outliers 0 0 0 49 2 8 14 153
Accelerating Peak Dating in a Dynamic Factor Markov-Switching Model 0 0 0 61 2 2 10 50
An Alternative Bayesian Approach to Structural Breaks in Time Series Models 0 0 0 77 1 4 23 201
Are statistical reporting agencies getting it right? Data rationality and business cycle asymmetry 0 0 0 27 0 1 7 95
Asymmetric and Common Absorption of Shocks in Nonlinear Autoregressive Models 0 0 0 99 2 2 7 300
Asymmetric and Common Abssorbtion of Shocks in Nonlinear Autoregressive Models 0 0 0 28 4 4 11 265
Asymmetric and common absorption of shocks in nonlinear autoregressive models 0 0 0 26 0 1 11 111
Backtesting Value-at-Risk and Expected Shortfall in the Presence of Estimation Error 0 0 0 66 5 8 25 155
Bayesian Forecasting of Federal Funds Target Rate Decisions 0 0 0 27 1 14 20 415
Bayesian Model Averaging in the Presence of Structural Breaks 0 0 0 35 0 1 9 138
Changes in International Business Cycle Affiliations 0 0 0 73 3 3 12 294
Changes in International Business Cycle Affiliations 0 0 0 31 3 3 8 107
Changes in Variability of the Business Cycle in the G7 Countries 0 0 1 132 3 5 13 440
Changes in variability of the business cycle in the G7 countries 0 0 0 66 3 4 10 287
Changes in variability of the business cycle in the G7 countries 0 0 0 14 6 8 15 99
Closed-Form Multi-Factor Copula Models with Observation-Driven Dynamic Factor Loadings 0 0 0 40 3 6 9 108
Cointegration in a historical perspective 0 0 0 110 0 0 11 152
Comparing the Accuracy of Copula-Based Multivariate Density Forecasts in Selected Regions of Support 0 0 0 42 1 5 6 101
Contagion as Domino Effect in Global Stock Markets 0 0 1 104 5 10 22 364
Corporate Governance and the Cost of Debt of Large European Firms 0 0 1 102 6 7 15 291
Corporate Governance and the Value of Excess Cash Holdings of Large European Firms 0 0 0 92 1 4 11 330
Do We Often Find ARCH Because Of Neglected Outliers? 0 0 0 4 2 2 6 51
Do leading indicators lead peaks more than troughs? 0 1 1 93 0 8 18 263
Does Africa grow slower than Asia and Latin America? 0 0 0 12 7 22 34 88
Does economic uncertainty predict real activity in real-time? 0 0 1 8 2 7 19 30
Does the absence of cointegration explain the typical findings in long horizon regressions? 0 0 0 72 2 5 10 247
Dynamic Factor Models for the Volatility Surface 0 1 1 50 5 8 15 125
Evaluating real-time forecasts in real-time 0 0 0 21 0 1 7 99
Financial Development and Convergence Clubs 0 0 0 54 3 6 14 168
Forecast comparison of principal component regression and principal covariate regression 0 0 0 50 2 3 7 180
Forecasting Day-Ahead Electricity Prices: Utilizing Hourly Prices 0 0 3 93 10 13 33 168
Forecasting Interest Rates with Shifting Endpoints 0 0 0 80 2 5 12 213
Forecasting US Inflation Using Model Averaging 0 0 0 2 3 5 11 856
Forecasting Value-at-Risk under Temporal and Portfolio Aggregation 0 0 0 36 2 4 9 125
Forecasting Volatility with Copula-Based Time Series Models 0 0 2 205 3 8 34 460
Forecasting Volatility with the Realized Range in the Presence of Noise and Non-Trading 0 0 0 19 4 8 16 122
Forecasting aggregates using panels of nonlinear time series 0 0 0 18 1 2 6 88
Forecasting business cycles 0 0 0 0 1 2 4 37
Forecasting business cycles 0 0 0 0 1 3 3 25
Forecasting industrial production with linear, nonlinear, and structural change models 0 0 0 65 0 0 8 191
Forecasting the Yield Curve in a Data-Rich Environment using the Factor-Augmented Nelson-Siegel Model 0 0 1 122 2 4 15 206
Forecasting volatility with switching persistence GARCH models 0 0 0 22 2 2 7 78
Getting the Most out of Macroeconomic Information for Predicting Stock Returns and Volatility 0 0 0 187 1 4 8 252
Good News is No News 0 0 0 34 0 0 5 111
Heterogeneity in Manufacturing Growth Risk 0 0 0 10 3 6 10 44
High-Frequency Technical Trading: The Importance of Speed 0 0 0 80 3 5 13 231
How to Identify and Forecast Bull and Bear Markets? 0 0 1 225 7 18 32 361
Identifying Changes in Mean, Seasonality, Persistence and Volatility for G7 and Euro Area Inflation 0 0 0 87 4 4 7 283
Implicit score-driven filters for time-varying parameter models 0 1 4 15 3 8 27 53
Implicit score-driven filters for time-varying parameter models 0 1 12 12 2 7 16 16
Improved Construction of diffusion indexes for macroeconomic forecasting 0 0 0 25 4 11 19 101
Improving Density Forecasts and Value-at-Risk Estimates by Combining Densities 0 0 0 65 3 4 8 97
Instability and nonlinearity in the euro area Phillips curve 0 0 1 155 2 3 7 492
Likelihood-based scoring rules for comparing density forecasts in tails 0 0 2 16 3 4 14 90
Linear models, smooth transition autoregressions and neural networks for forecasting macroeconomic time series: A reexamination 0 0 0 767 5 7 21 1,503
Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination 0 0 0 240 5 5 12 1,510
Localizing Strictly Proper Scoring Rules 0 0 1 9 5 7 13 28
Macroeconomic Crisis and Individual Firm Performance: The Mexican Experience 0 0 0 146 0 1 7 592
Macroeconomic forecasting with real-time data: an empirical comparison 0 0 0 79 1 3 12 133
Market Set-Up in Advance of Federal Reserve Policy Decisions 0 0 0 40 1 1 10 120
Measuring and Predicting Heterogeneous Recessions 0 0 0 76 2 4 14 296
Measuring and Predicting Heterogeneous Recessions 0 0 0 30 0 0 5 95
Measuring volatility with the realized range 0 1 2 91 3 7 26 294
Modeling and Estimation of Synchronization in Multistate Markov-Switching Models 0 0 0 89 5 6 12 236
Modeling and Forecasting S&P 500 Volatility: Long Memory, Structural Breaks and Nonlinearity 0 0 2 824 5 6 17 2,421
Modeling asymmetric volatility in weekly Dutch temperature data 0 0 0 26 0 1 9 81
Modeling regional house prices 0 0 0 159 0 4 18 307
Modelling Multiple Regimes in the Business Cycle 0 0 1 59 1 4 11 178
Moments, Shocks and Spillovers in Markov-switching VAR Models 0 0 0 34 4 11 19 37
New HEAVY Models for Fat-Tailed Returns and Realized Covariance Kernels 0 0 0 34 5 6 10 79
Nonlinear Error-Correction Models for Interest Rates in The Netherlands 1 1 1 71 5 7 12 190
Nonlinear Forecasting With Many Predictors Using Kernel Ridge Regression 0 0 0 169 0 4 9 483
Nonlinear Forecasting with Many Predictors using Kernel Ridge Regression 0 0 0 105 3 5 13 257
Nonlinearities and outliers: robust specification of STAR models 0 0 0 42 3 3 10 154
On the Effects of Private Information on Volatility 0 0 0 15 1 3 11 109
On the Effects of Private Information on Volatility 0 0 0 40 1 5 9 142
Out-of-sample Comparison of Copula Specifications in Multivariate Density Forecasts 0 0 0 99 3 6 19 326
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 3 2 3 6 40
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 72 0 1 6 190
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 56 4 7 14 188
Outlier detection in the GARCH (1,1) model 0 0 0 34 2 3 14 121
Panel Smooth Transition Regression Models 4 13 53 3,292 30 92 302 10,099
Panel Smooth Transition Regression Models 0 0 5 257 8 13 48 964
Panel Smooth Transition Regression Models 0 0 7 849 5 16 61 2,543
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 0 0 66 1 3 10 228
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 0 0 38 3 7 17 219
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 0 0 73 2 2 10 227
Predicting Covariance Matrices with Financial Conditions Indexes 0 0 0 13 4 4 5 79
Predicting Growth Cycle Regimes for European Countries 0 0 0 143 2 6 12 450
Predicting the Daily Covariance Matrix for S&P 100 Stocks using Intraday Data - But which Frequency to use? 0 0 0 364 4 7 17 1,316
Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information 0 0 1 357 2 3 10 918
Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information 0 0 0 141 2 3 10 376
Range-based covariance estimation using high-frequency data: The realized co-range 0 0 2 90 3 8 19 233
Realized mixed-frequency factor models for vast dimensional covariance estimation 0 0 0 60 1 1 5 137
SETS, Arbitrage Activity, and Stock Price Dynamics 0 0 0 310 0 1 6 1,388
Seasonal smooth transition autoregression 0 0 0 39 4 4 11 134
Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy 0 0 0 14 2 3 14 84
Semi-Parametric Modelling of Correlation Dynamics 0 0 0 58 4 7 13 152
Short Patches of Outliers, ARCH and Volatility Modeling 0 0 0 281 3 3 12 1,027
Short-term Volatility Versus Long-term Growth: Evidence in US Macroeconomic Time Series 0 0 0 58 2 2 8 301
Short-term Volatility versus Long-term Growth: Evidence in US Macroeconomic Time Series 0 0 0 99 2 8 15 714
Short-term Volatility versus Long-term Growth: Evidence in US Macroeconomic Time Series 0 0 0 134 3 4 13 469
Short-term volatility versus long-term growth: evidence in US macroeconomic time series 0 0 0 7 2 4 11 88
Slow Expectation-Maximization Convergence in Low-Noise Dynamic Factor Models 0 0 1 46 3 5 18 45
Smooth Transition Autoregressive Models - A Survey of Recent Developments 1 1 1 1,811 5 10 25 3,436
Smooth transition autoregressive models - A survey of recent developments 0 0 4 463 8 16 48 926
Speed, Algorithmic Trading, and Market Quality around Macroeconomic News Announcements 0 0 0 71 5 10 22 218
Stock Selection Strategies in Emerging Markets 0 0 0 803 2 2 27 1,948
Structural Breaks in the International Transmission of Inflation 0 0 1 211 0 1 10 475
Structural Differences in Economic Growth 0 0 0 121 3 3 10 277
Term structure forecasting using macro factors and forecast combination 0 0 1 101 0 4 23 318
Term structure forecasting using macro factors and forecast combination 0 0 3 157 5 9 19 347
Testing for ARCH in the Presence of Additive Outliers 0 0 0 26 1 2 9 150
Testing for Smooth Transition Nonlinearity in the Presence of Outliers 0 0 0 47 3 3 7 148
Testing for Stochastic Unit Roots - Some Monte Carlo evidence 0 0 0 14 2 4 12 65
Testing for Volatility Changes in US Macroeconomic Time Series 0 0 0 334 1 2 8 826
Testing for causality in variance in the presence of breaks 0 0 0 16 3 3 8 83
Testing for causality in variance in the presence of breaks 0 0 0 154 1 4 16 385
Testing for changes in volatility in heteroskedastic time series - a further examination 0 0 0 57 2 4 8 213
The Economic Value of Fundamental and Technical Information in Emerging Currency Markets 0 0 0 209 2 3 11 487
The Effects of Federal Funds Target Rate Changes on S&P100 Stock Returns, Volatilities, and Correlations 0 0 1 301 3 6 13 589
The Euro Introduction and Non-Euro Currencies 0 0 1 217 1 1 10 903
The Euro-introduction and non-Euro currencies 0 0 0 0 1 2 5 18
The Inefficient Use of Macroeconomic Information in Analysts' Earnings Forecasts in Emerging Markets 0 0 0 79 3 5 16 222
The Success Of Stock Selection Strategies In Emerging Markets: Is It Risk Or Behavioral Bias? 0 1 1 147 1 2 12 460
The effects of institutional and technological change and business cycle fluctiations on seasonal patterns in quarterly industrial production series 0 0 0 11 3 4 10 103
The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series 0 0 0 204 1 2 8 975
The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production 0 0 0 25 0 2 7 92
Time Variation in Asset Return Dependence: Strength or Structure? 0 0 0 49 3 5 17 167
Time series forecasting by principal covariate regression 0 0 0 86 4 6 10 307
Time-Varying Smooth Transition Autoregressive Models 0 0 0 175 2 7 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 6 91
Unit root tests and assymmetric adjustment 0 0 0 6 3 4 10 54
When Do Managers Seek Private Equity Backing in Public-to-Private Transactions? 0 0 0 146 2 8 29 505
Why do Pit-Hours outlive the Pit? 0 0 0 9 4 7 15 76
Total Working Papers 8 23 125 20,871 394 802 2,283 63,921

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 1 2 7 86 7 11 27 334
A multi-level panel STAR model for US manufacturing sectors 0 0 1 380 5 8 22 1,046
A nonlinear long memory model, with an application to US unemployment 0 0 0 134 2 2 12 356
A simple test for PPP among traded goods 0 0 0 93 0 0 7 297
A unified approach to nonlinearity, structural change, and outliers 0 0 0 167 0 4 15 421
Absorption of shocks in nonlinear autoregressive models 0 0 0 48 1 2 6 164
Accelerating peak dating in a dynamic factor Markov-switching model 1 1 1 1 2 5 7 10
Are Statistical Reporting Agencies Getting It Right? Data Rationality and Business Cycle Asymmetry 0 0 0 70 1 2 11 309
Backtesting Value-at-Risk and Expected Shortfall in the Presence of Estimation Error* 0 0 1 2 4 7 27 32
Bayesian forecasting of federal funds target rate decisions 0 0 0 16 3 3 12 210
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 0 0 3 3 5 10 30
Cointegration in a historical perspective 0 0 1 29 0 1 10 141
Combining expert‐adjusted forecasts 0 0 0 1 1 1 7 18
Comparing the accuracy of multivariate density forecasts in selected regions of the copula support 0 0 2 12 0 4 15 73
Contagion as a domino effect in global stock markets 0 0 1 125 3 7 16 472
Corporate Governance and Performance during the Aftermath of the 1994 Mexican Crisis 0 0 0 1 2 2 2 7
Corporate Governance and the Value of Excess Cash Holdings of Large European Firms 0 0 1 11 4 5 12 65
Corporate governance and performance during normal and crisis periods: evidence from an emerging market perspective 0 0 1 2 2 3 10 23
Crisis macroeconómica y desempeño de la empresa individual. La experiencia mexicana 0 0 0 0 0 0 6 245
Do Leading Indicators Lead Peaks More Than Troughs? 0 0 0 58 0 3 22 259
Does Africa grow slower than Asia, Latin America and the Middle East? Evidence from a new data-based classification method 0 0 1 167 1 2 20 405
Does economic uncertainty predict real activity in real time? 0 1 3 3 5 8 26 26
Forecast comparison of principal component regression and principal covariate regression 0 0 0 70 1 3 9 217
Forecasting S&P 500 volatility: Long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements 0 1 1 171 5 7 15 454
Forecasting Value-at-Risk under Temporal and Portfolio Aggregation 0 0 0 15 5 9 24 79
Forecasting aggregates using panels of nonlinear time series 0 0 0 66 1 1 7 178
Forecasting day-ahead electricity prices: Utilizing hourly prices 0 0 1 51 3 4 8 167
Forecasting returns and risk in financial markets using linear and nonlinear models 0 0 0 95 5 6 8 224
Forecasting the Yield Curve in a Data‐Rich Environment Using the Factor‐Augmented Nelson–Siegel Model 0 0 0 0 1 2 8 77
Forecasting volatility with the realized range in the presence of noise and non-trading 0 0 0 9 3 5 9 69
Forecasting with Leading Indicators by means of the Principal Covariate Index 0 0 0 18 0 4 8 98
Getting the most out of macroeconomic information for predicting excess stock returns 0 0 0 27 3 4 8 91
Identifying Changes in Mean, Seasonality, Persistence and Volatility for G7 and Euro Area Inflation 0 0 0 23 1 2 15 100
Instability and Nonlinearity in the Euro-Area Phillips Curve 0 0 0 84 2 5 8 363
Intraday price discovery in fragmented markets 0 0 0 22 7 9 11 84
Likelihood-based scoring rules for comparing density forecasts in tails 0 0 3 117 3 5 29 375
Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination 0 1 2 302 6 9 16 669
MULTIVARIATE STAR ANALYSIS OF MONEY–OUTPUT RELATIONSHIP 0 0 0 47 1 8 19 161
Macroeconomic forecasting with matched principal components 1 1 2 46 3 3 8 206
Market Set‐up in Advance of Federal Reserve Policy Rate Decisions 0 0 0 3 1 1 4 23
Measuring and predicting heterogeneous recessions 0 0 0 16 1 1 10 110
Measuring volatility with the realized range 0 1 5 236 5 7 31 696
Modeling and estimation of synchronization in size-sorted portfolio returns 0 0 0 1 0 4 11 12
Modelling regional house prices 0 0 1 38 3 9 21 143
Moments, shocks and spillovers in Markov-switching VAR models 0 0 1 9 8 25 70 94
New HEAVY Models for Fat-Tailed Realized Covariances and Returns 0 0 0 5 1 3 22 36
Nonlinear forecasting with many predictors using kernel ridge regression 0 0 3 23 5 10 24 128
On SETAR non-linearity and forecasting 0 0 0 206 6 9 17 677
On the dynamics of business cycle analysis: editors' introduction 0 0 0 56 2 4 11 220
On the dynamics of business cycle analysis: editors' introduction 0 0 0 1 0 0 5 11
Order flow and volatility: An empirical investigation 0 0 1 17 5 11 20 106
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 32 1 1 9 162
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 1 2 5 677
Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data—But Which Frequency to Use? 1 1 1 174 4 5 13 700
Predicting volatility and correlations with Financial Conditions Indexes 0 0 0 18 2 6 11 97
Private Equity Recommitment Strategies for Institutional Investors 0 0 5 7 18 21 33 37
Range-Based Covariance Estimation Using High-Frequency Data: The Realized Co-Range -super-* 0 0 1 31 2 4 11 136
Real-time macroeconomic forecasting with leading indicators: An empirical comparison 0 0 0 29 5 7 18 259
Real-time macroeconomic forecasting with leading indicators: An empirical comparison 0 0 0 8 0 0 5 56
Reply 0 0 0 24 2 4 9 101
SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS 0 0 6 2,458 9 13 54 4,829
Sample size, lag order and critical values of seasonal unit root tests 0 0 0 22 0 1 5 111
Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy* 0 0 0 25 4 4 11 108
Short patches of outliers, ARCH and volatility modelling 0 0 0 37 4 4 14 224
Slow Expectation–Maximization Convergence in Low‐Noise Dynamic Factor Models 0 0 0 0 2 4 11 11
Speed, algorithmic trading, and market quality around macroeconomic news announcements 0 0 1 84 1 3 27 340
Stock selection strategies in emerging markets 0 0 2 283 0 3 9 819
Structural Breaks in the International Dynamics of Inflation 0 0 0 68 2 3 6 218
Structural differences in economic growth: an endogenous clustering approach 0 0 0 42 2 7 15 186
Testing for ARCH in the Presence of Additive Outliers 0 0 0 213 2 2 9 799
Testing for Smooth Transition Nonlinearity in the Presence of Outliers 0 0 0 0 1 3 10 524
Testing for Volatility Changes in U.S. Macroeconomic Time Series 0 0 0 285 0 0 12 770
Testing for causality in variance in the presence of breaks 0 0 0 66 1 3 12 215
The economic value of fundamental and technical information in emerging currency markets 0 0 0 169 3 5 13 508
The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series 0 0 0 84 1 2 9 477
The euro introduction and noneuro currencies 0 0 0 39 3 4 10 209
The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production 0 0 0 74 2 3 12 286
The success of stock selection strategies in emerging markets: Is it risk or behavioral bias? 0 0 1 75 1 1 7 247
Time-Varying Smooth Transition Autoregressive Models 0 0 0 8 2 3 18 1,702
Twenty years of cointegration 0 0 0 43 1 1 5 95
When Do Managers Seek Private Equity Backing in Public-to-Private Transactions? 1 1 1 31 2 4 13 135
Total Journal Articles 5 10 58 7,829 211 378 1,157 25,855
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 1 1 0 1 8 9
Dynamic Factor Models for the Volatility Surface☆ 0 0 1 24 1 2 10 112
Semi-Parametric Modelling of Correlation Dynamics 0 0 0 0 3 6 13 17
Total Chapters 0 0 2 25 4 9 31 138

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