| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Direct Test of the Permanent Income Hypothesis with an Application to the US States |
0 |
0 |
0 |
0 |
1 |
4 |
8 |
146 |
| A Further Analysis of Exchange Rate Targeting in Canada |
0 |
0 |
0 |
166 |
0 |
8 |
8 |
2,142 |
| A Further Analysis of Exchange Rate Targeting in Canada |
0 |
0 |
0 |
293 |
3 |
9 |
13 |
1,779 |
| A Simple Model of the Nominal Term Structure of Interest Rates |
0 |
0 |
0 |
28 |
0 |
5 |
7 |
109 |
| A Threshold Stochastic Conditional Duration Model for Financial Transaction Data |
0 |
0 |
0 |
50 |
1 |
1 |
4 |
78 |
| A Unified Framework for Estimation od a Sur Model in Accounting Information |
0 |
0 |
0 |
0 |
0 |
3 |
4 |
245 |
| Aggregate Consumption Behavior and Liquidity Constraints: The Canadian Evidence |
0 |
0 |
0 |
0 |
1 |
4 |
6 |
260 |
| An Empirical Characteristic Function Approach to VaR under a Mixture of Normal Distribution with Time-Varying Volatility |
1 |
2 |
2 |
137 |
2 |
9 |
12 |
442 |
| An Empirical Investigation into Government Spending and Private Sector Behaviour |
0 |
0 |
0 |
241 |
1 |
6 |
19 |
1,389 |
| An Empirical Investigation into Government Spending and Private Sector Behaviour |
0 |
0 |
0 |
331 |
2 |
8 |
12 |
2,243 |
| Asymmetric Stochastic Conditional Duration Model --A Mixture of Normals Approach" |
0 |
0 |
0 |
69 |
2 |
4 |
7 |
191 |
| Bayesian Inference of Asymmetric Stochastic Conditional Duration Models |
0 |
0 |
0 |
64 |
1 |
4 |
6 |
81 |
| Bayesian Inference of Multiscale Stochastic Conditional Duration Models |
0 |
0 |
0 |
38 |
0 |
6 |
8 |
88 |
| Bootstrapping and Jackknifing Neural Networks for Noisy Financial Time Series |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
121 |
| Contrasting two approaches in real options valuation: contingent claims versus dynamic programming |
0 |
0 |
0 |
202 |
11 |
20 |
26 |
661 |
| Does More Mean Less? The Male/Female Wage Gap and the Proportion of Female at the Establishment Level |
0 |
0 |
0 |
1 |
1 |
2 |
6 |
2,592 |
| Does More Mean Less? The Male/Female Wage Gap and the Proportion of Females at the Establishment Level |
0 |
0 |
0 |
0 |
0 |
5 |
5 |
183 |
| Extreme Return-Volume Dependence in East-Asian Stock Markets: A Copula Approach |
0 |
0 |
0 |
0 |
1 |
7 |
8 |
204 |
| Government Expenditures and the Permanent-Income Model |
0 |
0 |
0 |
0 |
0 |
3 |
7 |
182 |
| IT Innovation Persistence and State Dependence: An Empirical Investigation |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
84 |
| Inference about Clustering and Parametric Assumptions in Covariance Matrix Estimation |
0 |
0 |
0 |
20 |
0 |
1 |
5 |
101 |
| Intertemporal Substitution, Imports and Permanent-Income |
0 |
0 |
0 |
0 |
1 |
3 |
4 |
521 |
| Intraperiod and Intertemporal Substitution in Import Demand |
0 |
0 |
0 |
338 |
0 |
3 |
9 |
2,505 |
| Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data |
0 |
0 |
1 |
149 |
3 |
10 |
15 |
396 |
| Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data |
0 |
0 |
0 |
38 |
2 |
5 |
8 |
125 |
| Money Stock Targetting and Money Supply: A Closer Examination of the Data |
0 |
0 |
0 |
0 |
9 |
36 |
42 |
503 |
| National Savings and Domestic Investment in the Long Run: Some Time Series Evidence for the U.S. and Canada |
0 |
0 |
0 |
0 |
0 |
6 |
6 |
443 |
| On Non-Stationary Linear Regressions Model with a Lagged Dependent Variable |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
388 |
| On the Existence and Duration "Wait" Migration in a Generalized Model |
0 |
0 |
0 |
0 |
2 |
7 |
10 |
76 |
| Pricing Financial Derivatives by Gram-Charlier Expansions |
0 |
0 |
0 |
23 |
1 |
4 |
6 |
107 |
| Re-examining Accounting Conservatism: The Importance of Adjusting for Firm Heterogeneity |
0 |
0 |
0 |
0 |
0 |
4 |
5 |
253 |
| Stochastic Conditional Duration Models with Mixture Processes |
0 |
0 |
0 |
44 |
2 |
4 |
5 |
76 |
| Testing the Permanent Income Hypothesis: The Evidence from Canadian Data |
0 |
0 |
0 |
0 |
1 |
4 |
4 |
250 |
| The Consequences of Specification errors for Sample- selection Model |
0 |
0 |
0 |
0 |
0 |
8 |
8 |
268 |
| The Dynamic Behaviour of Canadian Imports and the Linear-Quadratic Model: Evidence Based on the Euler Equation |
0 |
0 |
0 |
135 |
0 |
3 |
10 |
1,392 |
| The Dynamic Behaviour of Canadian Imports and the Linear-Quadratic Model: Evidence Based on the Euler Equation |
0 |
0 |
0 |
232 |
0 |
7 |
9 |
2,214 |
| The Dynamic Demand for Money in Germany, Japan and the United Kingdom |
0 |
0 |
0 |
0 |
17 |
45 |
46 |
860 |
| The GMM Estimation of Conditional Heteroskedasticity Models |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
385 |
| The Impact of Stochastic Convenience Yield on Long-term Forestry Investment Decisions |
0 |
0 |
0 |
25 |
0 |
1 |
3 |
103 |
| The Impacts of Financial Crisis on Sovereign Credit Risk Analysis in Asia and Europe |
0 |
0 |
1 |
46 |
0 |
6 |
9 |
107 |
| The Proportion of Females in the Establishment: Discrimination, Preferences and Technology |
0 |
0 |
0 |
65 |
0 |
6 |
6 |
393 |
| The Role of Risk Aversion and Uncertainty in Individual's Migration Decision |
0 |
0 |
0 |
0 |
0 |
2 |
8 |
119 |
| Time-Deformation Modeling Of Stock Returns Directed By Duration Processes |
0 |
0 |
0 |
199 |
0 |
7 |
13 |
211 |
| Uncertainty, Unemployment Insurance, Individual's Optimal Stopping Time and Duration of Unemployment |
0 |
0 |
0 |
38 |
0 |
2 |
4 |
100 |
| Total Working Papers |
1 |
2 |
4 |
2,972 |
65 |
287 |
414 |
25,116 |