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 |