Journal Article |
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12 months |
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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 |
10 |
27 |
108 |
5,749 |
28 |
110 |
398 |
16,171 |

A Specification Test for Speculative Bubbles |
0 |
1 |
5 |
440 |
1 |
2 |
9 |
1,017 |

A Variance Bounds Test of the Linear Quadratic Inventory Model |
0 |
0 |
0 |
106 |
1 |
1 |
1 |
530 |

A comparison of some out-of-sample tests of predictability in iterated multi-step-ahead forecasts |
0 |
0 |
0 |
52 |
0 |
2 |
4 |
154 |

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 |
1 |
1 |
2 |
103 |
1 |
1 |
8 |
293 |

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 |
0 |
0 |
48 |
0 |
0 |
1 |
104 |

A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix |
0 |
5 |
27 |
640 |
4 |
23 |
123 |
2,099 |

A standard monetary model and the variability of the deutschemark-dollar exchange rate |
0 |
0 |
0 |
42 |
2 |
3 |
9 |
273 |

A utility-based comparison of some models of exchange rate volatility |
0 |
0 |
1 |
192 |
1 |
2 |
6 |
606 |

Accounting for Exchange-Rate Variability in Present-Value Models When the Discount Factor Is Near 1 |
0 |
0 |
0 |
74 |
0 |
0 |
1 |
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 |
192 |

Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator |
0 |
0 |
1 |
71 |
0 |
1 |
3 |
234 |

Approximately normal tests for equal predictive accuracy in nested models |
2 |
5 |
24 |
650 |
4 |
16 |
89 |
1,681 |

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 |
1 |
2 |
4 |
512 |
1 |
3 |
20 |
1,339 |

Asymptotic Normality, When Regressors Have a Unit Root |
1 |
1 |
1 |
141 |
2 |
2 |
3 |
548 |

Automatic Lag Selection in Covariance Matrix Estimation |
2 |
5 |
17 |
1,078 |
5 |
13 |
38 |
3,023 |

Comment |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
21 |

Comment |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
28 |

Comment |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
25 |

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 |
0 |
1 |
19 |

Dividend Innovations and Stock Price Volatility |
1 |
1 |
2 |
310 |
1 |
6 |
12 |
1,502 |

Econometric analysis of present value models when the discount factor is near one |
1 |
1 |
1 |
31 |
1 |
1 |
2 |
212 |

Editor's Introduction |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |

Editor's Introduction |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
2 |

Editor's Introduction |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
2 |

Editor's Introduction October 2011 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
3 |

Editor's Introduction October 2011 |
0 |
0 |
0 |
13 |
0 |
1 |
1 |
67 |

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 |
0 |
136 |

Erratum |
0 |
0 |
0 |
6 |
0 |
0 |
2 |
61 |

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 |
0 |
0 |
4 |
245 |
13 |
39 |
79 |
1,822 |

Exchange rates and fundamentals |
0 |
0 |
3 |
427 |
0 |
2 |
23 |
1,312 |

Factor Model Forecasts of Exchange Rates |
1 |
1 |
1 |
85 |
3 |
6 |
15 |
278 |

Forecast evaluation of small nested model sets |
0 |
0 |
0 |
74 |
0 |
0 |
1 |
344 |

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 |
0 |
83 |
0 |
0 |
1 |
251 |

Hansen and Sargent's Recursive Models of Dynamic Linear Economies: A Review Essay |
0 |
0 |
0 |
39 |
0 |
0 |
0 |
148 |

Hypothesis Testing with Efficient Method of Moments Estimation |
1 |
3 |
15 |
625 |
2 |
10 |
48 |
2,209 |

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 |
0 |
0 |
15 |
0 |
0 |
0 |
82 |

Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments |
0 |
0 |
0 |
38 |
0 |
0 |
1 |
261 |

Integrated regressors and tests of the permanent-income hypothesis |
0 |
0 |
0 |
38 |
0 |
0 |
0 |
184 |

Introduction |
1 |
1 |
1 |
2 |
1 |
1 |
1 |
35 |

Introduction |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
39 |

Introduction |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
15 |

Model uncertainty and policy evaluation: Some theory and empirics |
1 |
1 |
1 |
141 |
1 |
1 |
4 |
447 |

Model uncertainty and policy evaluation: some theory and empirics |
0 |
0 |
0 |
168 |
0 |
2 |
4 |
634 |

Monetary policy and the volatility of real exchange rates in New Zealand |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
146 |

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 |
2 |
65 |
0 |
0 |
2 |
339 |

Policy Evaluation in Uncertain Economic Environments |
0 |
0 |
3 |
144 |
0 |
1 |
8 |
530 |

Regression-Based Tests of Predictive Ability |
0 |
0 |
0 |
3 |
1 |
2 |
5 |
631 |

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 |
1 |
31 |
0 |
2 |
9 |
127 |

Sources of cycles in Japan, 1975-1987 |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
103 |

Special Issue Editors' Introduction |
1 |
1 |
1 |
64 |
2 |
3 |
5 |
282 |

Special Issue Editors' Introduction |
0 |
0 |
0 |
16 |
0 |
0 |
1 |
86 |

Special Issue Editors' Introduction |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
5 |

Special Issue Editors' Introduction |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
6 |

Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance: Editors' Introduction |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
280 |

Targeting Nominal Income: A Note |
0 |
0 |
0 |
28 |
0 |
0 |
0 |
236 |

Taylor Rules and the Deutschmark: Dollar Real Exchange Rate |
0 |
1 |
4 |
574 |
1 |
6 |
15 |
1,578 |

Tests for Forecast Encompassing When Forecasts Depend on Estimated Regression Parameters |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
440 |

The Equilibrium Real Funds Rate: Past, Present, and Future |
2 |
7 |
18 |
243 |
2 |
12 |
41 |
708 |

The Sources of Fluctuations in Aggregate Inventories and GNP |
0 |
0 |
0 |
42 |
0 |
0 |
6 |
513 |

The insensitivity of consumption to news about income |
0 |
0 |
1 |
25 |
0 |
0 |
3 |
197 |

The predictive ability of several models of exchange rate volatility |
0 |
0 |
4 |
287 |
0 |
1 |
11 |
756 |

Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis |
2 |
7 |
19 |
253 |
7 |
21 |
56 |
781 |

Total Journal Articles |
28 |
72 |
271 |
14,431 |
85 |
296 |
1,084 |
48,928 |