| 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 |
1 |
2 |
9 |
183 |
| A Comparison of Alternative Instrumental Variables Estimators of Dynamic Linear Model |
0 |
0 |
0 |
171 |
1 |
3 |
12 |
1,368 |
| A Comparison of Alternative Instruments Variables Estimators of a Dynamic Linear Model |
0 |
0 |
0 |
75 |
1 |
2 |
7 |
640 |
| A Comparison of the Behavior of Japanese and U.S. Inventories |
0 |
0 |
0 |
15 |
0 |
0 |
3 |
369 |
| A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix |
2 |
5 |
45 |
1,618 |
6 |
27 |
142 |
4,738 |
| A Skeptical View of the Impact of the Fed’s Balance Sheet |
0 |
2 |
7 |
66 |
2 |
9 |
49 |
89 |
| A Specification Test for Speculative Bubbles |
0 |
0 |
3 |
291 |
1 |
5 |
22 |
634 |
| A Standard Monetary Model and the Variability of the Deutschemark-DollarExchange Rate |
0 |
0 |
0 |
65 |
0 |
1 |
6 |
890 |
| A Utility Based Comparison of Some Models of Exchange Rate Volatility |
0 |
0 |
0 |
101 |
0 |
0 |
7 |
799 |
| A Variance Bounds Test of the Linear Quardractic Inventory Model |
0 |
0 |
0 |
68 |
3 |
5 |
13 |
397 |
| A utility based comparison of some models of exchange rate volatility |
0 |
1 |
4 |
61 |
1 |
2 |
16 |
489 |
| ASYMPTOTIC INFERENCE ABOUT PREDICTIVE ABILITY |
1 |
1 |
4 |
454 |
2 |
7 |
38 |
1,746 |
| Accounting for Exchange Rate Variability in Present-Value Models When the Discount Factor is Near One |
0 |
0 |
2 |
301 |
1 |
3 |
13 |
1,293 |
| An Aggregate Demand - Aggregate Supply Analysis of Japanese Monetary Policy, 1973-1990 |
0 |
0 |
0 |
93 |
0 |
1 |
7 |
463 |
| Another Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator |
0 |
0 |
0 |
331 |
1 |
2 |
4 |
1,463 |
| Approximately Normal Tests for Equal Predictive Accuracy in Nested Models |
1 |
4 |
7 |
165 |
2 |
10 |
24 |
582 |
| Approximately normal tests for equal predictive accuracy in nested models |
0 |
1 |
3 |
207 |
1 |
3 |
13 |
810 |
| Asymptotic Inference About Predictive Ability |
0 |
0 |
0 |
0 |
1 |
6 |
24 |
339 |
| Asymptotic Inference About Predictive Ability: Additional Appendix |
0 |
0 |
0 |
0 |
1 |
1 |
7 |
105 |
| Asymptotic Inference about Predictive Ability, An Additional Appendix |
0 |
0 |
3 |
136 |
1 |
1 |
10 |
1,133 |
| Automatic Lag Selection in Covariance Matrix Estimation |
0 |
0 |
2 |
436 |
1 |
5 |
32 |
1,299 |
| Automatic Lag Selection in Covariance Matrix Estimation |
0 |
0 |
0 |
0 |
1 |
8 |
27 |
447 |
| Bubbles, Fads, and Stock Price Volatility Tests: A Partial Evaluation |
0 |
2 |
2 |
234 |
0 |
3 |
7 |
724 |
| Business Fixed Investment and the Recent Business Cycle in Japan |
0 |
0 |
0 |
105 |
1 |
3 |
8 |
460 |
| Dividend Innovations and Stock Price Volatility |
0 |
0 |
4 |
352 |
2 |
5 |
26 |
1,233 |
| Econometric Analysis of Present Value Models When the Discount Factor Is near One |
0 |
0 |
0 |
25 |
1 |
2 |
3 |
91 |
| Encompassing Tests When No Model Is Encompassing |
0 |
0 |
0 |
137 |
1 |
4 |
8 |
630 |
| Encompassing tests when no model is encompassing |
0 |
0 |
0 |
70 |
3 |
4 |
5 |
475 |
| Evidence From Seven Countries on Whether Inventories Smooth Aggregate Output |
0 |
0 |
0 |
13 |
0 |
1 |
3 |
179 |
| Exchange Rate Models Are Not as Bad as You Think |
0 |
0 |
3 |
630 |
0 |
4 |
25 |
1,489 |
| Exchange Rates and Fundamentals |
0 |
3 |
10 |
816 |
0 |
5 |
45 |
2,291 |
| Exchange rates and fundamentals |
1 |
1 |
2 |
593 |
1 |
5 |
31 |
1,395 |
| Factor Model Forecasts of Exchange Rates |
0 |
0 |
0 |
164 |
0 |
5 |
19 |
393 |
| Feasible Optimal Instrumental Variables Estimation of Linear Models with Moving Average Disturbances |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
199 |
| Feasible optimal instrumental variables estimation of linear models with moving average disturbances |
0 |
0 |
2 |
52 |
2 |
6 |
11 |
373 |
| Forecast Evaluation of Small Nested Model Sets |
0 |
0 |
1 |
82 |
0 |
2 |
7 |
238 |
| Forecast evaluation of small nested model sets |
0 |
0 |
0 |
68 |
0 |
0 |
3 |
183 |
| Full Versus Limited Information Estimation of a Rational Expectations Model: Some Numerical Comparisons |
0 |
0 |
1 |
66 |
0 |
3 |
8 |
493 |
| Inference about predictive ability |
0 |
0 |
1 |
234 |
1 |
3 |
13 |
492 |
| Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments |
0 |
0 |
1 |
46 |
0 |
2 |
8 |
251 |
| Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments |
0 |
0 |
1 |
46 |
0 |
2 |
4 |
190 |
| Instrumental variables estimation of heteroskedastic linear models using all lags of instruments |
0 |
0 |
0 |
38 |
2 |
6 |
14 |
343 |
| Integrated Regressors and Tests of the Permanent Income Hypothesis |
0 |
0 |
0 |
81 |
0 |
1 |
4 |
226 |
| Inventories |
0 |
0 |
2 |
366 |
0 |
2 |
22 |
1,035 |
| Inventory Models |
0 |
0 |
1 |
3,588 |
0 |
1 |
5 |
21,193 |
| Land Prices and Business Fixed Investments in Japan |
0 |
0 |
0 |
135 |
0 |
2 |
5 |
559 |
| Model Uncertainty and Policy Evaluation: Some Theory and Empirics |
0 |
0 |
1 |
195 |
0 |
2 |
8 |
599 |
| Model uncertainty and policy evaluation: some theory and empirics |
0 |
0 |
0 |
72 |
1 |
2 |
12 |
256 |
| Monetary Policy and the Volatility of Real Exchange Rates in New Zealand |
0 |
0 |
0 |
180 |
0 |
1 |
9 |
522 |
| Monetary policy and the volatility of real exchange rates in New Zealand |
0 |
0 |
0 |
140 |
0 |
1 |
7 |
513 |
| On Optimal Instrumental Variables Estimation of Stationary Time Series Models |
0 |
0 |
0 |
161 |
0 |
0 |
3 |
708 |
| On Optimal Instrumental Variables Estimation of Time Series Models |
0 |
0 |
0 |
163 |
0 |
1 |
3 |
592 |
| On the Interpretation of Near Random-Walk Behavior in GNP |
0 |
0 |
0 |
38 |
0 |
2 |
7 |
219 |
| Order Backlogs and Production Smoothing |
0 |
0 |
0 |
31 |
0 |
4 |
11 |
227 |
| Policy Evaluation in Uncertain Economic Environments |
0 |
0 |
0 |
196 |
0 |
1 |
9 |
620 |
| Policy evaluation in uncertain economic environments |
0 |
0 |
0 |
52 |
0 |
4 |
13 |
232 |
| Regression-Based Tests of Predictive Ability |
0 |
1 |
4 |
407 |
1 |
3 |
12 |
1,768 |
| Regression-Based Tests of Predictive Ability |
1 |
1 |
1 |
282 |
3 |
8 |
32 |
1,185 |
| Some Evidence on Finite Sample Behavior of an Instrumental Variables Estimator of the Linear Quadtratic Inventory Model |
0 |
0 |
0 |
39 |
0 |
0 |
3 |
529 |
| Some Evidence on Secular Drivers of U.S. Safe Real Rates |
1 |
4 |
9 |
36 |
3 |
17 |
42 |
118 |
| Some Evidence on Secular Drivers of US Safe Real Rates |
0 |
0 |
5 |
38 |
0 |
4 |
16 |
79 |
| Some evidence on finite sample behavior of an instrumental variables estimator of the linear quadratic inventory model |
0 |
0 |
0 |
0 |
0 |
1 |
10 |
171 |
| Sources of Cycles in Japan, 1975-1987 |
0 |
0 |
0 |
19 |
0 |
0 |
0 |
331 |
| Targeting Nominal Income: A Note |
0 |
0 |
0 |
40 |
2 |
4 |
6 |
260 |
| Taylor Rules and the Deutschmark-Dollar Real Exchange Rate |
0 |
0 |
0 |
242 |
0 |
1 |
10 |
1,335 |
| The Equilibrium Real Funds Rate: Past, Present and Future |
0 |
0 |
5 |
145 |
0 |
0 |
17 |
227 |
| The Insensitivity of Consumption to News About Income |
0 |
0 |
0 |
49 |
1 |
4 |
8 |
202 |
| The Predictive Ability of Several Models of Exchange Rate Volatility |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
189 |
| The Predictive Ability of Several Models of Exchange Rate Volatility |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
149 |
| The Predictive Ability of Several Models of Exchange Rate Volatility |
0 |
0 |
1 |
979 |
0 |
3 |
14 |
2,710 |
| The Sources of Fluctuations in Aggregate Inventories and GNP |
0 |
0 |
0 |
28 |
0 |
2 |
4 |
182 |
| Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference |
0 |
0 |
1 |
231 |
0 |
0 |
4 |
1,322 |
| Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis |
0 |
0 |
2 |
226 |
1 |
3 |
21 |
1,004 |
| Total Working Papers |
7 |
26 |
140 |
16,596 |
54 |
243 |
1,072 |
71,660 |
| 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 |
1 |
1 |
7 |
288 |
| A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix |
14 |
36 |
187 |
5,216 |
68 |
169 |
737 |
14,126 |
| A Specification Test for Speculative Bubbles |
0 |
1 |
5 |
421 |
2 |
5 |
25 |
957 |
| A Variance Bounds Test of the Linear Quadratic Inventory Model |
0 |
2 |
3 |
102 |
4 |
6 |
13 |
511 |
| A comparison of some out-of-sample tests of predictability in iterated multi-step-ahead forecasts |
0 |
0 |
1 |
48 |
1 |
1 |
12 |
119 |
| A comparison of the behavior of Japanese and US inventories |
0 |
0 |
0 |
4 |
0 |
1 |
3 |
76 |
| A factor model for co-movements of commodity prices |
0 |
3 |
8 |
85 |
1 |
4 |
23 |
235 |
| A note on the econometric use of constant dollar inventory series |
0 |
0 |
0 |
13 |
0 |
1 |
9 |
98 |
| A note on the power of least squares tests for a unit root |
0 |
0 |
0 |
47 |
0 |
0 |
1 |
99 |
| A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix |
3 |
8 |
44 |
493 |
16 |
43 |
205 |
1,550 |
| A standard monetary model and the variability of the deutschemark-dollar exchange rate |
0 |
0 |
0 |
41 |
1 |
1 |
9 |
245 |
| A utility-based comparison of some models of exchange rate volatility |
0 |
2 |
13 |
181 |
1 |
5 |
36 |
552 |
| Accounting for Exchange-Rate Variability in Present-Value Models When the Discount Factor Is Near 1 |
0 |
0 |
0 |
73 |
0 |
3 |
10 |
413 |
| 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 |
2 |
188 |
| Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator |
0 |
1 |
3 |
68 |
0 |
2 |
10 |
211 |
| Approximately normal tests for equal predictive accuracy in nested models |
1 |
7 |
35 |
556 |
3 |
24 |
128 |
1,366 |
| Assessing simple policy rules: a view from a complete macroeconomic model (commentary) |
0 |
0 |
0 |
21 |
0 |
0 |
1 |
278 |
| Asymptotic Inference about Predictive Ability |
1 |
4 |
17 |
493 |
6 |
21 |
75 |
1,251 |
| Asymptotic Normality, When Regressors Have a Unit Root |
0 |
0 |
2 |
136 |
2 |
4 |
13 |
530 |
| Automatic Lag Selection in Covariance Matrix Estimation |
0 |
3 |
30 |
1,014 |
2 |
18 |
122 |
2,821 |
| Comment |
0 |
0 |
0 |
2 |
1 |
1 |
4 |
18 |
| Comment |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
12 |
| Comment |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
11 |
| Comment on Argia M. Sbordone "Inflation persistence: Alternative interpretations and policy implications" |
0 |
0 |
0 |
37 |
0 |
0 |
4 |
121 |
| 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 |
2 |
101 |
| Discussion of Lazarus, Lewis, Stock, and Watson, “HAR Inference: Recommendations for Practice” |
0 |
0 |
2 |
2 |
0 |
3 |
9 |
10 |
| Dividend Innovations and Stock Price Volatility |
1 |
2 |
3 |
299 |
3 |
11 |
38 |
1,392 |
| Econometric analysis of present value models when the discount factor is near one |
0 |
0 |
0 |
30 |
0 |
0 |
2 |
196 |
| Editor's Introduction October 2011 |
0 |
0 |
0 |
13 |
0 |
0 |
2 |
62 |
| Editors' Introduction |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
17 |
| Efficient GMM estimation of weak AR processes |
0 |
0 |
1 |
37 |
1 |
1 |
22 |
127 |
| Encompassing tests when no model is encompassing |
0 |
0 |
0 |
33 |
1 |
1 |
5 |
125 |
| Erratum |
0 |
0 |
0 |
6 |
0 |
1 |
4 |
47 |
| Estimation and inference in the linear-quadratic inventory model |
0 |
0 |
0 |
16 |
0 |
1 |
4 |
80 |
| Estimation of linear rational expectations models, in the presence of deterministic terms |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
51 |
| Evidence from seven countries on whether inventories smooth aggregate output |
0 |
0 |
0 |
5 |
0 |
0 |
8 |
144 |
| Exchange Rates and Fundamentals |
5 |
10 |
30 |
214 |
14 |
33 |
132 |
1,593 |
| Exchange rates and fundamentals |
2 |
3 |
5 |
418 |
6 |
17 |
67 |
1,183 |
| Factor Model Forecasts of Exchange Rates |
1 |
1 |
3 |
77 |
1 |
4 |
18 |
209 |
| Forecast evaluation of small nested model sets |
0 |
0 |
1 |
73 |
1 |
2 |
9 |
325 |
| Forecasting and empirical methods in finance and macroeconomics |
0 |
0 |
0 |
68 |
1 |
2 |
6 |
175 |
| Full-versus limited-information estimation of a rational-expectations model: Some numerical comparisons |
0 |
0 |
0 |
41 |
1 |
1 |
5 |
123 |
| Generalized Method of Moments and Macroeconomics |
0 |
0 |
0 |
0 |
0 |
2 |
6 |
440 |
| Global Interest Rates, Currency Returns, and the Real Value of the Dollar |
0 |
0 |
2 |
81 |
0 |
2 |
9 |
229 |
| Hansen and Sargent's Recursive Models of Dynamic Linear Economies: A Review Essay |
0 |
0 |
3 |
36 |
2 |
3 |
22 |
119 |
| Hypothesis Testing with Efficient Method of Moments Estimation |
0 |
6 |
13 |
579 |
6 |
19 |
57 |
2,042 |
| Inflation and growth: in search of a stable relationship - commentary |
0 |
0 |
0 |
3 |
0 |
0 |
4 |
22 |
| Inflation and growth: in search of a stable relationship - commentary |
0 |
0 |
0 |
14 |
0 |
1 |
3 |
78 |
| Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments |
0 |
0 |
0 |
32 |
1 |
2 |
5 |
241 |
| Integrated regressors and tests of the permanent-income hypothesis |
0 |
0 |
0 |
37 |
0 |
0 |
7 |
168 |
| Introduction |
0 |
0 |
2 |
2 |
0 |
0 |
8 |
8 |
| Introduction |
0 |
0 |
0 |
1 |
1 |
1 |
7 |
27 |
| Introduction |
0 |
0 |
0 |
7 |
0 |
0 |
4 |
27 |
| Model uncertainty and policy evaluation: Some theory and empirics |
0 |
0 |
0 |
139 |
1 |
2 |
8 |
420 |
| Model uncertainty and policy evaluation: some theory and empirics |
0 |
0 |
0 |
165 |
1 |
4 |
10 |
612 |
| Monetary policy and the volatility of real exchange rates in New Zealand |
0 |
0 |
1 |
17 |
0 |
1 |
6 |
132 |
| On Optimal Instrumental Variables Estimation of Stationary Time Series Models |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
55 |
| On the Interpretation of Near Random-walk Behavior in GNP |
0 |
0 |
0 |
63 |
0 |
2 |
5 |
324 |
| Policy Evaluation in Uncertain Economic Environments |
1 |
2 |
5 |
135 |
2 |
4 |
20 |
489 |
| Regression-Based Tests of Predictive Ability |
0 |
0 |
0 |
3 |
3 |
7 |
24 |
582 |
| Regressor and disturbance have moments of all orders, least squares estimator has none |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
12 |
| Some Evidence on Secular Drivers of US Safe Real Rates |
1 |
3 |
16 |
21 |
5 |
11 |
55 |
68 |
| Sources of cycles in Japan, 1975-1987 |
0 |
0 |
0 |
6 |
1 |
1 |
1 |
90 |
| Special Issue Editors' Introduction |
0 |
0 |
0 |
15 |
0 |
1 |
10 |
74 |
| Special Issue Editors' Introduction |
0 |
0 |
3 |
62 |
1 |
4 |
26 |
254 |
| Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance: Editors' Introduction |
0 |
0 |
0 |
1 |
1 |
1 |
3 |
273 |
| Targeting Nominal Income: A Note |
0 |
0 |
1 |
28 |
3 |
4 |
7 |
227 |
| Taylor Rules and the Deutschmark: Dollar Real Exchange Rate |
0 |
2 |
9 |
560 |
3 |
11 |
43 |
1,478 |
| Tests for Forecast Encompassing When Forecasts Depend on Estimated Regression Parameters |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
432 |
| The Equilibrium Real Funds Rate: Past, Present, and Future |
2 |
4 |
30 |
169 |
3 |
13 |
125 |
479 |
| The Sources of Fluctuations in Aggregate Inventories and GNP |
0 |
0 |
0 |
40 |
0 |
1 |
4 |
459 |
| The insensitivity of consumption to news about income |
0 |
0 |
0 |
19 |
1 |
2 |
5 |
177 |
| The predictive ability of several models of exchange rate volatility |
1 |
5 |
17 |
272 |
4 |
13 |
50 |
700 |
| Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis |
2 |
4 |
7 |
203 |
3 |
9 |
46 |
628 |
| Total Journal Articles |
35 |
109 |
502 |
13,191 |
181 |
509 |
2,372 |
43,479 |
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