Working Paper |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A Comparison of Alternative Instrumental Variables Estimators of Dynamic Linear Model |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
187 |
A Comparison of Alternative Instrumental Variables Estimators of Dynamic Linear Model |
0 |
0 |
0 |
171 |
0 |
0 |
1 |
1,373 |
A Comparison of Alternative Instruments Variables Estimators of a Dynamic Linear Model |
0 |
0 |
0 |
75 |
0 |
0 |
0 |
643 |
A Comparison of the Behavior of Japanese and U.S. Inventories |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
374 |
A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix |
3 |
7 |
25 |
1,692 |
20 |
27 |
83 |
5,019 |
A Skeptical View of the Impact of the Fed’s Balance Sheet |
0 |
3 |
10 |
91 |
3 |
10 |
28 |
189 |
A Specification Test for Speculative Bubbles |
0 |
1 |
1 |
296 |
0 |
1 |
5 |
659 |
A Standard Monetary Model and the Variability of the Deutschemark-DollarExchange Rate |
0 |
0 |
0 |
66 |
0 |
0 |
0 |
904 |
A Utility Based Comparison of Some Models of Exchange Rate Volatility |
0 |
0 |
0 |
101 |
0 |
0 |
4 |
811 |
A Variance Bounds Test of the Linear Quardractic Inventory Model |
0 |
1 |
1 |
69 |
0 |
1 |
1 |
404 |
A utility based comparison of some models of exchange rate volatility |
0 |
0 |
0 |
62 |
0 |
0 |
1 |
506 |
ASYMPTOTIC INFERENCE ABOUT PREDICTIVE ABILITY |
0 |
0 |
0 |
463 |
0 |
0 |
1 |
1,783 |
Accounting for Exchange Rate Variability in Present-Value Models When the Discount Factor is Near One |
1 |
1 |
2 |
303 |
2 |
2 |
3 |
1,306 |
An Aggregate Demand - Aggregate Supply Analysis of Japanese Monetary Policy, 1973-1990 |
0 |
0 |
0 |
94 |
0 |
0 |
0 |
466 |
Another Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator |
0 |
0 |
0 |
331 |
0 |
1 |
1 |
1,471 |
Approximately Normal Tests for Equal Predictive Accuracy in Nested Models |
0 |
0 |
2 |
170 |
0 |
3 |
10 |
621 |
Approximately normal tests for equal predictive accuracy in nested models |
0 |
0 |
1 |
209 |
1 |
2 |
8 |
845 |
Asymptotic Inference About Predictive Ability |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
358 |
Asymptotic Inference About Predictive Ability: Additional Appendix |
0 |
0 |
0 |
0 |
1 |
4 |
8 |
125 |
Asymptotic Inference about Predictive Ability, An Additional Appendix |
1 |
1 |
4 |
141 |
1 |
1 |
4 |
1,143 |
Automatic Lag Selection in Covariance Matrix Estimation |
0 |
0 |
0 |
0 |
0 |
4 |
11 |
484 |
Automatic Lag Selection in Covariance Matrix Estimation |
0 |
0 |
2 |
446 |
0 |
1 |
9 |
1,350 |
Bubbles, Fads, and Stock Price Volatility Tests: A Partial Evaluation |
1 |
1 |
2 |
237 |
1 |
3 |
7 |
742 |
Business Fixed Investment and the Recent Business Cycle in Japan |
0 |
0 |
0 |
106 |
0 |
0 |
0 |
464 |
Dividend Innovations and Stock Price Volatility |
0 |
0 |
3 |
355 |
0 |
2 |
12 |
1,267 |
Econometric Analysis of Present Value Models When the Discount Factor Is near One |
0 |
0 |
0 |
25 |
0 |
0 |
0 |
98 |
Encompassing Tests When No Model Is Encompassing |
0 |
0 |
0 |
137 |
0 |
0 |
1 |
636 |
Encompassing tests when no model is encompassing |
0 |
0 |
0 |
70 |
0 |
0 |
0 |
477 |
Evidence From Seven Countries on Whether Inventories Smooth Aggregate Output |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
185 |
Exchange Rate Models Are Not as Bad as You Think |
0 |
0 |
1 |
633 |
0 |
1 |
8 |
1,525 |
Exchange Rates and Fundamentals |
0 |
0 |
3 |
823 |
0 |
2 |
6 |
2,341 |
Exchange rates and fundamentals |
0 |
0 |
1 |
599 |
0 |
2 |
6 |
1,417 |
Factor Model Forecasts of Exchange Rates |
0 |
3 |
3 |
168 |
0 |
3 |
4 |
422 |
Feasible Optimal Instrumental Variables Estimation of Linear Models with Moving Average Disturbances |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
208 |
Feasible optimal instrumental variables estimation of linear models with moving average disturbances |
0 |
0 |
0 |
52 |
0 |
0 |
0 |
379 |
Forecast Evaluation of Small Nested Model Sets |
0 |
0 |
0 |
82 |
0 |
0 |
0 |
245 |
Forecast evaluation of small nested model sets |
0 |
0 |
0 |
68 |
0 |
0 |
0 |
193 |
Full Versus Limited Information Estimation of a Rational Expectations Model: Some Numerical Comparisons |
0 |
0 |
0 |
66 |
0 |
0 |
5 |
503 |
Inference about predictive ability |
0 |
0 |
1 |
237 |
0 |
0 |
1 |
500 |
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments |
0 |
0 |
0 |
46 |
0 |
0 |
0 |
265 |
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments |
0 |
0 |
1 |
47 |
0 |
0 |
2 |
200 |
Instrumental variables estimation of heteroskedastic linear models using all lags of instruments |
0 |
0 |
0 |
39 |
0 |
1 |
2 |
354 |
Integrated Regressors and Tests of the Permanent Income Hypothesis |
0 |
0 |
1 |
82 |
0 |
0 |
1 |
239 |
Inventories |
0 |
1 |
6 |
376 |
1 |
9 |
28 |
1,106 |
Inventory Models |
0 |
0 |
0 |
3,588 |
1 |
1 |
5 |
21,206 |
Land Prices and Business Fixed Investments in Japan |
0 |
0 |
0 |
135 |
0 |
0 |
2 |
567 |
Model Uncertainty and Policy Evaluation: Some Theory and Empirics |
0 |
0 |
0 |
195 |
0 |
1 |
3 |
618 |
Model uncertainty and policy evaluation: some theory and empirics |
0 |
0 |
0 |
72 |
0 |
0 |
0 |
264 |
Monetary Policy and the Volatility of Real Exchange Rates in New Zealand |
0 |
0 |
0 |
181 |
0 |
0 |
0 |
535 |
Monetary policy and the volatility of real exchange rates in New Zealand |
0 |
0 |
0 |
140 |
0 |
0 |
1 |
524 |
On Optimal Instrumental Variables Estimation of Stationary Time Series Models |
0 |
0 |
0 |
161 |
0 |
0 |
0 |
712 |
On Optimal Instrumental Variables Estimation of Time Series Models |
0 |
0 |
0 |
163 |
0 |
0 |
1 |
595 |
On the Interpretation of Near Random-Walk Behavior in GNP |
0 |
1 |
1 |
40 |
0 |
1 |
1 |
226 |
Order Backlogs and Production Smoothing |
0 |
0 |
0 |
31 |
4 |
14 |
22 |
267 |
Policy Evaluation in Uncertain Economic Environments |
0 |
0 |
1 |
200 |
2 |
3 |
6 |
639 |
Policy evaluation in uncertain economic environments |
0 |
0 |
0 |
52 |
0 |
0 |
0 |
242 |
Regression-Based Tests of Predictive Ability |
0 |
0 |
0 |
284 |
0 |
0 |
0 |
1,191 |
Regression-Based Tests of Predictive Ability |
0 |
0 |
2 |
410 |
1 |
2 |
7 |
1,792 |
Some Evidence on Finite Sample Behavior of an Instrumental Variables Estimator of the Linear Quadtratic Inventory Model |
0 |
0 |
0 |
39 |
0 |
0 |
1 |
532 |
Some Evidence on Secular Drivers of U.S. Safe Real Rates |
0 |
0 |
2 |
55 |
0 |
2 |
15 |
184 |
Some Evidence on Secular Drivers of US Safe Real Rates |
0 |
0 |
0 |
38 |
0 |
0 |
0 |
90 |
Some evidence on finite sample behavior of an instrumental variables estimator of the linear quadratic inventory model |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
176 |
Sources of Cycles in Japan, 1975-1987 |
0 |
0 |
0 |
20 |
0 |
1 |
1 |
338 |
Targeting Nominal Income: A Note |
0 |
0 |
0 |
40 |
0 |
0 |
1 |
268 |
Taylor Rules and the Deutschmark-Dollar Real Exchange Rate |
0 |
0 |
0 |
242 |
0 |
0 |
0 |
1,352 |
The Equilibrium Real Funds Rate: Past, Present and Future |
0 |
1 |
3 |
155 |
1 |
3 |
10 |
269 |
The Insensitivity of Consumption to News About Income |
0 |
0 |
1 |
51 |
0 |
1 |
2 |
210 |
The Predictive Ability of Several Models of Exchange Rate Volatility |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
159 |
The Predictive Ability of Several Models of Exchange Rate Volatility |
0 |
0 |
0 |
979 |
0 |
0 |
4 |
2,718 |
The Predictive Ability of Several Models of Exchange Rate Volatility |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
192 |
The Sources of Fluctuations in Aggregate Inventories and GNP |
0 |
0 |
0 |
28 |
3 |
7 |
27 |
234 |
Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference |
0 |
0 |
0 |
231 |
0 |
0 |
1 |
1,334 |
Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis |
0 |
0 |
2 |
230 |
0 |
1 |
5 |
1,037 |
Total Working Papers |
6 |
21 |
82 |
16,831 |
42 |
118 |
380 |
73,258 |
Journal Article |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A Comparison of Alternative Instrumental Variables Estimators of a Dynamic Linear Model |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
291 |
A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix |
6 |
31 |
146 |
5,641 |
30 |
97 |
500 |
15,773 |
A Specification Test for Speculative Bubbles |
0 |
0 |
6 |
435 |
1 |
3 |
16 |
1,008 |
A Variance Bounds Test of the Linear Quadratic Inventory Model |
1 |
1 |
2 |
106 |
1 |
3 |
5 |
529 |
A comparison of some out-of-sample tests of predictability in iterated multi-step-ahead forecasts |
0 |
1 |
1 |
52 |
1 |
2 |
3 |
150 |
A comparison of the behavior of Japanese and US inventories |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
83 |
A factor model for co-movements of commodity prices |
0 |
0 |
2 |
101 |
1 |
2 |
10 |
285 |
A note on the econometric use of constant dollar inventory series |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
100 |
A note on the power of least squares tests for a unit root |
0 |
1 |
1 |
48 |
0 |
1 |
1 |
103 |
A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix |
2 |
11 |
40 |
613 |
19 |
59 |
131 |
1,976 |
A standard monetary model and the variability of the deutschemark-dollar exchange rate |
0 |
0 |
0 |
42 |
0 |
0 |
0 |
264 |
A utility-based comparison of some models of exchange rate volatility |
0 |
0 |
3 |
191 |
0 |
1 |
9 |
600 |
Accounting for Exchange-Rate Variability in Present-Value Models When the Discount Factor Is Near 1 |
0 |
0 |
0 |
74 |
0 |
0 |
1 |
421 |
An Editors' Comment on "Lessons from the JMCB Archive" by B.D. McCullough, Kerry Anne McGeary, and Teresa D. Harrison |
0 |
0 |
0 |
59 |
0 |
0 |
0 |
191 |
Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator |
0 |
0 |
1 |
70 |
1 |
3 |
7 |
231 |
Approximately normal tests for equal predictive accuracy in nested models |
1 |
8 |
28 |
626 |
10 |
27 |
79 |
1,592 |
Assessing simple policy rules: a view from a complete macroeconomic model (commentary) |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
278 |
Asymptotic Inference about Predictive Ability |
0 |
1 |
5 |
508 |
1 |
3 |
12 |
1,319 |
Asymptotic Normality, When Regressors Have a Unit Root |
0 |
0 |
1 |
140 |
0 |
0 |
3 |
545 |
Automatic Lag Selection in Covariance Matrix Estimation |
0 |
1 |
11 |
1,061 |
0 |
2 |
33 |
2,985 |
Comment |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
26 |
Comment |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
20 |
Comment |
0 |
0 |
0 |
1 |
0 |
0 |
4 |
23 |
Comment on Argia M. Sbordone "Inflation persistence: Alternative interpretations and policy implications" |
0 |
0 |
0 |
37 |
0 |
0 |
0 |
125 |
Comments on 'The state of macroeconomic forecasting' |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
77 |
Comments: Rational bubbles during Poland's hyperinflation: Implications and empirical evidence by M. Funke, S. Hall and M. Sola |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
104 |
Discussion of Lazarus, Lewis, Stock, and Watson, “HAR Inference: Recommendations for Practice” |
0 |
0 |
0 |
3 |
0 |
1 |
1 |
18 |
Dividend Innovations and Stock Price Volatility |
0 |
0 |
1 |
308 |
1 |
2 |
20 |
1,490 |
Econometric analysis of present value models when the discount factor is near one |
0 |
0 |
0 |
30 |
0 |
1 |
1 |
210 |
Editor's Introduction |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
Editor's Introduction |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
Editor's Introduction |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
Editor's Introduction October 2011 |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
66 |
Editor's Introduction October 2011 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
Editors' Introduction |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
19 |
Efficient GMM estimation of weak AR processes |
0 |
0 |
0 |
37 |
0 |
0 |
0 |
131 |
Encompassing tests when no model is encompassing |
0 |
0 |
0 |
34 |
0 |
0 |
4 |
136 |
Erratum |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
59 |
Estimation and inference in the linear-quadratic inventory model |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
84 |
Estimation of linear rational expectations models, in the presence of deterministic terms |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
56 |
Evidence from seven countries on whether inventories smooth aggregate output |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
148 |
Exchange Rates and Fundamentals |
2 |
3 |
9 |
241 |
7 |
15 |
51 |
1,743 |
Exchange rates and fundamentals |
0 |
1 |
2 |
424 |
3 |
10 |
32 |
1,289 |
Factor Model Forecasts of Exchange Rates |
0 |
1 |
2 |
84 |
0 |
4 |
10 |
263 |
Forecast evaluation of small nested model sets |
0 |
0 |
1 |
74 |
0 |
0 |
1 |
343 |
Forecasting and empirical methods in finance and macroeconomics |
0 |
0 |
0 |
68 |
0 |
0 |
0 |
179 |
Full-versus limited-information estimation of a rational-expectations model: Some numerical comparisons |
0 |
0 |
0 |
41 |
0 |
0 |
0 |
133 |
Generalized Method of Moments and Macroeconomics |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
449 |
Global Interest Rates, Currency Returns, and the Real Value of the Dollar |
0 |
0 |
1 |
83 |
0 |
1 |
8 |
250 |
Hansen and Sargent's Recursive Models of Dynamic Linear Economies: A Review Essay |
0 |
0 |
0 |
39 |
0 |
0 |
2 |
148 |
Hypothesis Testing with Efficient Method of Moments Estimation |
0 |
3 |
12 |
610 |
2 |
9 |
38 |
2,161 |
Inflation and growth: in search of a stable relationship - commentary |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
24 |
Inflation and growth: in search of a stable relationship - commentary |
0 |
1 |
1 |
15 |
0 |
2 |
2 |
82 |
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments |
0 |
0 |
3 |
38 |
0 |
0 |
3 |
260 |
Integrated regressors and tests of the permanent-income hypothesis |
0 |
0 |
0 |
38 |
0 |
0 |
0 |
184 |
Introduction |
0 |
0 |
0 |
7 |
0 |
1 |
1 |
39 |
Introduction |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
34 |
Introduction |
0 |
0 |
1 |
3 |
0 |
0 |
1 |
14 |
Model uncertainty and policy evaluation: Some theory and empirics |
0 |
0 |
1 |
140 |
0 |
2 |
6 |
443 |
Model uncertainty and policy evaluation: some theory and empirics |
0 |
0 |
2 |
168 |
0 |
0 |
5 |
630 |
Monetary policy and the volatility of real exchange rates in New Zealand |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
145 |
On Optimal Instrumental Variables Estimation of Stationary Time Series Models |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
60 |
On the Interpretation of Near Random-walk Behavior in GNP |
0 |
0 |
0 |
63 |
0 |
0 |
0 |
337 |
Policy Evaluation in Uncertain Economic Environments |
1 |
1 |
2 |
141 |
1 |
1 |
9 |
522 |
Regression-Based Tests of Predictive Ability |
0 |
0 |
0 |
3 |
1 |
1 |
9 |
626 |
Regressor and disturbance have moments of all orders, least squares estimator has none |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
18 |
Some Evidence on Secular Drivers of US Safe Real Rates |
0 |
1 |
4 |
30 |
1 |
4 |
12 |
118 |
Sources of cycles in Japan, 1975-1987 |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
103 |
Special Issue Editors' Introduction |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
Special Issue Editors' Introduction |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
Special Issue Editors' Introduction |
0 |
0 |
1 |
63 |
1 |
3 |
11 |
277 |
Special Issue Editors' Introduction |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
85 |
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance: Editors' Introduction |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
278 |
Targeting Nominal Income: A Note |
0 |
0 |
0 |
28 |
0 |
0 |
2 |
236 |
Taylor Rules and the Deutschmark: Dollar Real Exchange Rate |
0 |
0 |
2 |
570 |
0 |
1 |
10 |
1,563 |
Tests for Forecast Encompassing When Forecasts Depend on Estimated Regression Parameters |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
439 |
The Equilibrium Real Funds Rate: Past, Present, and Future |
1 |
2 |
18 |
225 |
1 |
8 |
55 |
667 |
The Sources of Fluctuations in Aggregate Inventories and GNP |
0 |
0 |
0 |
42 |
1 |
7 |
21 |
507 |
The insensitivity of consumption to news about income |
0 |
0 |
3 |
24 |
0 |
0 |
4 |
194 |
The predictive ability of several models of exchange rate volatility |
0 |
0 |
2 |
283 |
0 |
2 |
11 |
745 |
Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis |
2 |
9 |
18 |
234 |
5 |
18 |
39 |
725 |
Total Journal Articles |
16 |
77 |
333 |
14,160 |
90 |
297 |
1,193 |
47,844 |