Journal Article |
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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 |
2 |
8 |
287 |

A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix |
10 |
38 |
188 |
5,190 |
42 |
155 |
712 |
13,999 |

A Specification Test for Speculative Bubbles |
1 |
1 |
6 |
421 |
2 |
3 |
27 |
954 |

A Variance Bounds Test of the Linear Quadratic Inventory Model |
2 |
2 |
3 |
102 |
2 |
5 |
12 |
507 |

A comparison of some out-of-sample tests of predictability in iterated multi-step-ahead forecasts |
0 |
0 |
2 |
48 |
0 |
2 |
16 |
118 |

A comparison of the behavior of Japanese and US inventories |
0 |
0 |
0 |
4 |
0 |
0 |
2 |
75 |

A factor model for co-movements of commodity prices |
0 |
0 |
6 |
82 |
0 |
5 |
25 |
231 |

A note on the econometric use of constant dollar inventory series |
0 |
0 |
0 |
13 |
1 |
3 |
11 |
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 |
2 |
9 |
44 |
487 |
8 |
41 |
200 |
1,515 |

A standard monetary model and the variability of the deutschemark-dollar exchange rate |
0 |
0 |
0 |
41 |
0 |
0 |
13 |
244 |

A utility-based comparison of some models of exchange rate volatility |
1 |
3 |
16 |
180 |
2 |
9 |
40 |
549 |

Accounting for Exchange-Rate Variability in Present-Value Models When the Discount Factor Is Near 1 |
0 |
0 |
0 |
73 |
3 |
6 |
12 |
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 |
1 |
2 |
4 |
68 |
1 |
3 |
12 |
210 |

Approximately normal tests for equal predictive accuracy in nested models |
2 |
7 |
34 |
551 |
10 |
31 |
139 |
1,352 |

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 |
3 |
6 |
23 |
492 |
9 |
16 |
73 |
1,239 |

Asymptotic Normality, When Regressors Have a Unit Root |
0 |
0 |
3 |
136 |
1 |
3 |
12 |
527 |

Automatic Lag Selection in Covariance Matrix Estimation |
2 |
10 |
47 |
1,013 |
5 |
31 |
145 |
2,808 |

Comment |
0 |
0 |
0 |
2 |
0 |
1 |
4 |
17 |

Comment |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
12 |

Comment |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
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 |
2 |
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 |
1 |
1 |
8 |
8 |

Dividend Innovations and Stock Price Volatility |
1 |
2 |
3 |
298 |
5 |
11 |
37 |
1,386 |

Econometric analysis of present value models when the discount factor is near one |
0 |
0 |
0 |
30 |
0 |
1 |
3 |
196 |

Editor's Introduction October 2011 |
0 |
0 |
0 |
13 |
0 |
0 |
3 |
62 |

Editors' Introduction |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
17 |

Efficient GMM estimation of weak AR processes |
0 |
0 |
1 |
37 |
0 |
1 |
22 |
126 |

Encompassing tests when no model is encompassing |
0 |
0 |
0 |
33 |
0 |
0 |
4 |
124 |

Erratum |
0 |
0 |
0 |
6 |
1 |
1 |
4 |
47 |

Estimation and inference in the linear-quadratic inventory model |
0 |
0 |
0 |
16 |
0 |
0 |
3 |
79 |

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 |
3 |
12 |
144 |

Exchange Rates and Fundamentals |
1 |
4 |
23 |
205 |
9 |
24 |
120 |
1,569 |

Exchange rates and fundamentals |
1 |
1 |
3 |
416 |
6 |
15 |
72 |
1,172 |

Factor Model Forecasts of Exchange Rates |
0 |
0 |
2 |
76 |
3 |
4 |
21 |
208 |

Forecast evaluation of small nested model sets |
0 |
1 |
1 |
73 |
1 |
3 |
12 |
324 |

Forecasting and empirical methods in finance and macroeconomics |
0 |
0 |
0 |
68 |
0 |
1 |
4 |
173 |

Full-versus limited-information estimation of a rational-expectations model: Some numerical comparisons |
0 |
0 |
0 |
41 |
0 |
0 |
4 |
122 |

Generalized Method of Moments and Macroeconomics |
0 |
0 |
0 |
0 |
2 |
2 |
8 |
440 |

Global Interest Rates, Currency Returns, and the Real Value of the Dollar |
0 |
0 |
2 |
81 |
2 |
2 |
10 |
229 |

Hansen and Sargent's Recursive Models of Dynamic Linear Economies: A Review Essay |
0 |
0 |
4 |
36 |
0 |
2 |
24 |
116 |

Hypothesis Testing with Efficient Method of Moments Estimation |
5 |
7 |
13 |
578 |
6 |
16 |
55 |
2,029 |

Inflation and growth: in search of a stable relationship - commentary |
0 |
0 |
0 |
3 |
0 |
2 |
8 |
22 |

Inflation and growth: in search of a stable relationship - commentary |
0 |
0 |
0 |
14 |
1 |
2 |
4 |
78 |

Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments |
0 |
0 |
0 |
32 |
0 |
1 |
5 |
239 |

Integrated regressors and tests of the permanent-income hypothesis |
0 |
0 |
0 |
37 |
0 |
2 |
9 |
168 |

Introduction |
0 |
0 |
0 |
7 |
0 |
1 |
4 |
27 |

Introduction |
0 |
0 |
0 |
1 |
0 |
1 |
6 |
26 |

Introduction |
0 |
0 |
2 |
2 |
0 |
0 |
8 |
8 |

Model uncertainty and policy evaluation: Some theory and empirics |
0 |
0 |
1 |
139 |
1 |
3 |
9 |
419 |

Model uncertainty and policy evaluation: some theory and empirics |
0 |
0 |
0 |
165 |
1 |
4 |
10 |
609 |

Monetary policy and the volatility of real exchange rates in New Zealand |
0 |
0 |
1 |
17 |
0 |
0 |
6 |
131 |

On Optimal Instrumental Variables Estimation of Stationary Time Series Models |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
55 |

On the Interpretation of Near Random-walk Behavior in GNP |
0 |
0 |
0 |
63 |
1 |
2 |
4 |
323 |

Policy Evaluation in Uncertain Economic Environments |
1 |
2 |
5 |
134 |
2 |
3 |
27 |
487 |

Regression-Based Tests of Predictive Ability |
0 |
0 |
0 |
3 |
0 |
4 |
17 |
575 |

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 |
2 |
2 |
20 |
20 |
4 |
8 |
61 |
61 |

Sources of cycles in Japan, 1975-1987 |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
89 |

Special Issue Editors' Introduction |
0 |
0 |
3 |
62 |
0 |
5 |
29 |
250 |

Special Issue Editors' Introduction |
0 |
0 |
0 |
15 |
0 |
2 |
13 |
73 |

Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance: Editors' Introduction |
0 |
0 |
0 |
1 |
0 |
1 |
3 |
272 |

Targeting Nominal Income: A Note |
0 |
0 |
1 |
28 |
1 |
1 |
13 |
224 |

Taylor Rules and the Deutschmark: Dollar Real Exchange Rate |
1 |
2 |
8 |
559 |
4 |
8 |
41 |
1,471 |

Tests for Forecast Encompassing When Forecasts Depend on Estimated Regression Parameters |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
431 |

The Equilibrium Real Funds Rate: Past, Present, and Future |
1 |
1 |
39 |
166 |
5 |
17 |
150 |
471 |

The Sources of Fluctuations in Aggregate Inventories and GNP |
0 |
0 |
0 |
40 |
0 |
0 |
4 |
458 |

The insensitivity of consumption to news about income |
0 |
0 |
0 |
19 |
0 |
1 |
5 |
175 |

The predictive ability of several models of exchange rate volatility |
3 |
9 |
16 |
270 |
6 |
16 |
53 |
693 |

Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis |
2 |
2 |
5 |
201 |
3 |
12 |
44 |
622 |

Total Journal Articles |
42 |
111 |
531 |
13,124 |
151 |
501 |
2,446 |
43,121 |