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 |