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 |
171 |
0 |
1 |
1 |
1,374 |
A Comparison of Alternative Instrumental Variables Estimators of Dynamic Linear Model |
0 |
0 |
0 |
12 |
0 |
0 |
1 |
188 |
A Comparison of Alternative Instruments Variables Estimators of a Dynamic Linear Model |
0 |
0 |
0 |
76 |
0 |
0 |
0 |
645 |
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 |
2 |
6 |
26 |
1,759 |
5 |
17 |
66 |
5,241 |
A Skeptical View of the Impact of the Fed’s Balance Sheet |
0 |
2 |
7 |
113 |
0 |
4 |
18 |
243 |
A Specification Test for Speculative Bubbles |
0 |
0 |
2 |
299 |
1 |
3 |
7 |
670 |
A Standard Monetary Model and the Variability of the Deutschemark-DollarExchange Rate |
0 |
0 |
0 |
66 |
0 |
1 |
2 |
906 |
A Utility Based Comparison of Some Models of Exchange Rate Volatility |
0 |
0 |
1 |
103 |
0 |
0 |
2 |
817 |
A Variance Bounds Test of the Linear Quardractic Inventory Model |
0 |
0 |
0 |
69 |
0 |
0 |
1 |
408 |
A utility based comparison of some models of exchange rate volatility |
0 |
0 |
0 |
63 |
0 |
0 |
2 |
510 |
ASYMPTOTIC INFERENCE ABOUT PREDICTIVE ABILITY |
1 |
1 |
2 |
470 |
1 |
3 |
8 |
1,804 |
Accounting for Exchange Rate Variability in Present-Value Models When the Discount Factor is Near One |
0 |
0 |
0 |
304 |
0 |
0 |
3 |
1,312 |
An Aggregate Demand - Aggregate Supply Analysis of Japanese Monetary Policy, 1973-1990 |
1 |
1 |
1 |
95 |
2 |
2 |
3 |
470 |
Another Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator |
0 |
0 |
0 |
331 |
0 |
0 |
5 |
1,477 |
Approximately Normal Tests for Equal Predictive Accuracy in Nested Models |
0 |
0 |
1 |
174 |
1 |
3 |
8 |
650 |
Approximately normal tests for equal predictive accuracy in nested models |
0 |
1 |
1 |
212 |
1 |
3 |
6 |
862 |
Asymptotic Inference About Predictive Ability |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
367 |
Asymptotic Inference About Predictive Ability: Additional Appendix |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
139 |
Asymptotic Inference about Predictive Ability, An Additional Appendix |
0 |
0 |
3 |
146 |
0 |
0 |
3 |
1,149 |
Automatic Lag Selection in Covariance Matrix Estimation |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
497 |
Automatic Lag Selection in Covariance Matrix Estimation |
0 |
0 |
5 |
455 |
0 |
3 |
15 |
1,381 |
Bubbles, Fads, and Stock Price Volatility Tests: A Partial Evaluation |
0 |
0 |
0 |
239 |
0 |
0 |
1 |
749 |
Business Fixed Investment and the Recent Business Cycle in Japan |
0 |
0 |
1 |
107 |
0 |
0 |
1 |
467 |
Dividend Innovations and Stock Price Volatility |
1 |
1 |
1 |
357 |
1 |
2 |
6 |
1,284 |
Econometric Analysis of Present Value Models When the Discount Factor Is near One |
0 |
0 |
1 |
26 |
0 |
0 |
1 |
99 |
Encompassing Tests When No Model Is Encompassing |
0 |
0 |
0 |
138 |
0 |
0 |
1 |
638 |
Encompassing tests when no model is encompassing |
0 |
0 |
0 |
70 |
0 |
0 |
1 |
478 |
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 |
5 |
641 |
0 |
3 |
15 |
1,550 |
Exchange Rates and Fundamentals |
0 |
0 |
2 |
825 |
1 |
2 |
8 |
2,362 |
Exchange rates and fundamentals |
0 |
0 |
0 |
599 |
0 |
0 |
5 |
1,424 |
Factor Model Forecasts of Exchange Rates |
1 |
2 |
2 |
172 |
1 |
2 |
4 |
435 |
Feasible Optimal Instrumental Variables Estimation of Linear Models with Moving Average Disturbances |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
211 |
Feasible optimal instrumental variables estimation of linear models with moving average disturbances |
0 |
0 |
1 |
54 |
0 |
0 |
2 |
383 |
Forecast Evaluation of Small Nested Model Sets |
0 |
0 |
0 |
82 |
0 |
1 |
1 |
246 |
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 |
4 |
511 |
Inference about predictive ability |
0 |
0 |
0 |
237 |
0 |
0 |
0 |
501 |
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments |
0 |
0 |
0 |
47 |
0 |
0 |
0 |
201 |
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments |
0 |
0 |
0 |
46 |
0 |
1 |
3 |
271 |
Instrumental variables estimation of heteroskedastic linear models using all lags of instruments |
0 |
0 |
0 |
39 |
0 |
0 |
1 |
357 |
Integrated Regressors and Tests of the Permanent Income Hypothesis |
0 |
0 |
0 |
82 |
0 |
0 |
3 |
242 |
Inventories |
0 |
0 |
3 |
383 |
0 |
1 |
5 |
1,125 |
Inventory Models |
0 |
1 |
1 |
3,590 |
0 |
1 |
4 |
21,212 |
Land Prices and Business Fixed Investments in Japan |
0 |
0 |
0 |
135 |
0 |
0 |
2 |
570 |
Model Uncertainty and Policy Evaluation: Some Theory and Empirics |
0 |
0 |
0 |
196 |
0 |
0 |
3 |
624 |
Model uncertainty and policy evaluation: some theory and empirics |
0 |
0 |
0 |
72 |
0 |
0 |
2 |
269 |
Monetary Policy and the Volatility of Real Exchange Rates in New Zealand |
0 |
0 |
0 |
181 |
0 |
0 |
1 |
536 |
Monetary policy and the volatility of real exchange rates in New Zealand |
0 |
0 |
0 |
140 |
0 |
0 |
3 |
527 |
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 |
0 |
595 |
On the Interpretation of Near Random-Walk Behavior in GNP |
0 |
0 |
0 |
40 |
0 |
0 |
0 |
226 |
Order Backlogs and Production Smoothing |
0 |
0 |
0 |
31 |
0 |
0 |
1 |
278 |
Policy Evaluation in Uncertain Economic Environments |
0 |
0 |
1 |
201 |
1 |
1 |
3 |
649 |
Policy evaluation in uncertain economic environments |
0 |
0 |
0 |
53 |
2 |
3 |
6 |
251 |
Regression-Based Tests of Predictive Ability |
0 |
0 |
2 |
413 |
0 |
0 |
5 |
1,802 |
Regression-Based Tests of Predictive Ability |
0 |
0 |
2 |
286 |
0 |
0 |
2 |
1,193 |
Some Evidence on Finite Sample Behavior of an Instrumental Variables Estimator of the Linear Quadtratic Inventory Model |
0 |
0 |
0 |
39 |
0 |
0 |
1 |
533 |
Some Evidence on Secular Drivers of U.S. Safe Real Rates |
0 |
0 |
0 |
55 |
1 |
2 |
10 |
202 |
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 |
1 |
1 |
1 |
339 |
Targeting Nominal Income: A Note |
0 |
0 |
0 |
40 |
0 |
0 |
1 |
269 |
Taylor Rules and the Deutschmark-Dollar Real Exchange Rate |
0 |
0 |
0 |
242 |
0 |
0 |
1 |
1,354 |
The Equilibrium Real Funds Rate: Past, Present and Future |
0 |
0 |
2 |
160 |
0 |
0 |
5 |
284 |
The Insensitivity of Consumption to News About Income |
0 |
0 |
0 |
51 |
0 |
0 |
1 |
213 |
The Predictive Ability of Several Models of Exchange Rate Volatility |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
198 |
The Predictive Ability of Several Models of Exchange Rate Volatility |
0 |
0 |
1 |
980 |
0 |
0 |
3 |
2,722 |
The Predictive Ability of Several Models of Exchange Rate Volatility |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
161 |
The Sources of Fluctuations in Aggregate Inventories and GNP |
0 |
0 |
0 |
29 |
0 |
0 |
2 |
246 |
Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference |
0 |
1 |
2 |
233 |
0 |
3 |
5 |
1,342 |
Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis |
0 |
1 |
1 |
234 |
1 |
2 |
6 |
1,051 |
Total Working Papers |
6 |
17 |
77 |
17,010 |
20 |
66 |
298 |
74,020 |
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 |
292 |
A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix |
10 |
27 |
100 |
5,865 |
30 |
87 |
375 |
16,626 |
A Specification Test for Speculative Bubbles |
0 |
3 |
10 |
452 |
0 |
3 |
21 |
1,041 |
A Variance Bounds Test of the Linear Quadratic Inventory Model |
0 |
0 |
1 |
107 |
0 |
0 |
2 |
532 |
A comparison of some out-of-sample tests of predictability in iterated multi-step-ahead forecasts |
0 |
0 |
1 |
53 |
0 |
0 |
3 |
157 |
A comparison of the behavior of Japanese and US inventories |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
84 |
A factor model for co-movements of commodity prices |
0 |
0 |
4 |
107 |
0 |
1 |
13 |
309 |
A note on the econometric use of constant dollar inventory series |
0 |
0 |
0 |
13 |
0 |
0 |
3 |
103 |
A note on the power of least squares tests for a unit root |
0 |
0 |
0 |
48 |
0 |
0 |
1 |
106 |
A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix |
2 |
11 |
39 |
684 |
11 |
40 |
131 |
2,245 |
A standard monetary model and the variability of the deutschemark-dollar exchange rate |
0 |
0 |
0 |
42 |
0 |
0 |
6 |
279 |
A utility-based comparison of some models of exchange rate volatility |
0 |
0 |
1 |
193 |
0 |
1 |
4 |
612 |
Accounting for Exchange-Rate Variability in Present-Value Models When the Discount Factor Is Near 1 |
0 |
0 |
0 |
74 |
0 |
0 |
0 |
422 |
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 |
1 |
193 |
Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator |
0 |
0 |
3 |
74 |
0 |
1 |
6 |
241 |
Approximately normal tests for equal predictive accuracy in nested models |
6 |
8 |
22 |
674 |
10 |
22 |
74 |
1,768 |
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 |
2 |
2 |
2 |
516 |
3 |
6 |
12 |
1,357 |
Asymptotic Normality, When Regressors Have a Unit Root |
0 |
0 |
0 |
141 |
0 |
0 |
4 |
552 |
Automatic Lag Selection in Covariance Matrix Estimation |
0 |
8 |
29 |
1,116 |
1 |
17 |
57 |
3,101 |
Comment |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
26 |
Comment |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
23 |
Comment |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
29 |
Comment on Argia M. Sbordone "Inflation persistence: Alternative interpretations and policy implications" |
0 |
0 |
1 |
38 |
0 |
0 |
1 |
126 |
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 |
1 |
105 |
Discussion of Lazarus, Lewis, Stock, and Watson, “HAR Inference: Recommendations for Practice” |
0 |
0 |
0 |
4 |
0 |
0 |
2 |
22 |
Dividend Innovations and Stock Price Volatility |
0 |
0 |
3 |
313 |
0 |
2 |
9 |
1,512 |
Econometric analysis of present value models when the discount factor is near one |
0 |
0 |
0 |
31 |
1 |
1 |
2 |
214 |
Editor's Introduction |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
Editor's Introduction |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
Editor's Introduction |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
Editor's Introduction October 2011 |
0 |
0 |
1 |
14 |
0 |
0 |
2 |
69 |
Editor's Introduction October 2011 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
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 |
1 |
1 |
35 |
0 |
2 |
2 |
138 |
Erratum |
0 |
0 |
1 |
7 |
0 |
1 |
4 |
65 |
Estimation and inference in the linear-quadratic inventory model |
0 |
0 |
0 |
16 |
0 |
0 |
1 |
85 |
Estimation of linear rational expectations models, in the presence of deterministic terms |
0 |
0 |
0 |
5 |
0 |
0 |
2 |
58 |
Evidence from seven countries on whether inventories smooth aggregate output |
0 |
0 |
0 |
5 |
0 |
1 |
2 |
150 |
Exchange Rates and Fundamentals |
2 |
3 |
19 |
265 |
6 |
15 |
58 |
1,913 |
Exchange rates and fundamentals |
0 |
0 |
2 |
430 |
2 |
2 |
12 |
1,329 |
Factor Model Forecasts of Exchange Rates |
0 |
1 |
2 |
89 |
0 |
3 |
7 |
287 |
Forecast evaluation of small nested model sets |
0 |
0 |
0 |
74 |
1 |
2 |
4 |
348 |
Forecasting and empirical methods in finance and macroeconomics |
0 |
0 |
3 |
71 |
0 |
0 |
7 |
186 |
Full-versus limited-information estimation of a rational-expectations model: Some numerical comparisons |
0 |
0 |
0 |
41 |
0 |
0 |
4 |
137 |
Generalized Method of Moments and Macroeconomics |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
450 |
Global Interest Rates, Currency Returns, and the Real Value of the Dollar |
0 |
0 |
1 |
84 |
0 |
0 |
6 |
257 |
Hansen and Sargent's Recursive Models of Dynamic Linear Economies: A Review Essay |
0 |
0 |
1 |
40 |
1 |
1 |
2 |
150 |
Hypothesis Testing with Efficient Method of Moments Estimation |
0 |
1 |
7 |
635 |
3 |
9 |
41 |
2,260 |
Inflation and growth: in search of a stable relationship - commentary |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
82 |
Inflation and growth: in search of a stable relationship - commentary |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
25 |
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments |
0 |
0 |
1 |
39 |
0 |
0 |
3 |
265 |
Integrated regressors and tests of the permanent-income hypothesis |
0 |
0 |
0 |
38 |
0 |
0 |
2 |
187 |
Introduction |
0 |
0 |
1 |
8 |
0 |
0 |
4 |
43 |
Introduction |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
15 |
Introduction |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
37 |
Model uncertainty and policy evaluation: Some theory and empirics |
0 |
0 |
2 |
143 |
1 |
1 |
4 |
451 |
Model uncertainty and policy evaluation: some theory and empirics |
0 |
0 |
1 |
169 |
0 |
1 |
5 |
640 |
Monetary policy and the volatility of real exchange rates in New Zealand |
0 |
0 |
0 |
17 |
0 |
0 |
3 |
149 |
On Optimal Instrumental Variables Estimation of Stationary Time Series Models |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
60 |
On the Interpretation of Near Random-walk Behavior in GNP |
0 |
0 |
0 |
65 |
0 |
0 |
0 |
339 |
Policy Evaluation in Uncertain Economic Environments |
1 |
1 |
4 |
148 |
3 |
6 |
14 |
545 |
Regression-Based Tests of Predictive Ability |
0 |
0 |
0 |
3 |
0 |
0 |
9 |
643 |
Regressor and disturbance have moments of all orders, least squares estimator has none |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
19 |
Some Evidence on Secular Drivers of US Safe Real Rates |
0 |
0 |
1 |
33 |
1 |
2 |
10 |
140 |
Sources of cycles in Japan, 1975-1987 |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
105 |
Special Issue Editors' Introduction |
0 |
0 |
0 |
65 |
1 |
2 |
9 |
296 |
Special Issue Editors' Introduction |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
Special Issue Editors' Introduction |
0 |
0 |
0 |
18 |
0 |
0 |
1 |
90 |
Special Issue Editors' Introduction |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance: Editors' Introduction |
0 |
0 |
0 |
1 |
2 |
4 |
5 |
286 |
Targeting Nominal Income: A Note |
0 |
0 |
0 |
28 |
0 |
0 |
0 |
236 |
Taylor Rules and the Deutschmark: Dollar Real Exchange Rate |
0 |
0 |
3 |
578 |
1 |
3 |
17 |
1,601 |
Tests for Forecast Encompassing When Forecasts Depend on Estimated Regression Parameters |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
441 |
The Equilibrium Real Funds Rate: Past, Present, and Future |
1 |
4 |
12 |
258 |
3 |
13 |
56 |
773 |
The Sources of Fluctuations in Aggregate Inventories and GNP |
0 |
0 |
0 |
42 |
0 |
0 |
0 |
513 |
The insensitivity of consumption to news about income |
0 |
0 |
0 |
25 |
0 |
0 |
1 |
198 |
The predictive ability of several models of exchange rate volatility |
0 |
3 |
5 |
292 |
0 |
5 |
13 |
769 |
Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis |
3 |
5 |
10 |
271 |
4 |
9 |
22 |
817 |
Total Journal Articles |
27 |
78 |
294 |
14,785 |
85 |
264 |
1,073 |
50,249 |