| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| : A Risk Management Approach to Optimal Asset Allocation |
0 |
0 |
1 |
885 |
0 |
3 |
11 |
1,978 |
| A Cross Section of Equity Returns: The No-Arbitrage Test |
0 |
0 |
0 |
20 |
1 |
4 |
6 |
212 |
| A DSGE model of banks and financial intermediation with default risk |
0 |
0 |
1 |
570 |
0 |
14 |
18 |
829 |
| A Monte Carlo procedure for checking identification in DSGE models |
0 |
0 |
0 |
63 |
4 |
11 |
17 |
99 |
| A Monte Carlo procedure for checking identification in DSGE models |
0 |
0 |
2 |
106 |
1 |
4 |
7 |
188 |
| A Risk Management Approach to Optimal Asset Allocation |
0 |
0 |
1 |
376 |
1 |
3 |
18 |
1,105 |
| An Asset Market Integration Test Based on Observable Macroeconomic Stochastic Discount Factors |
0 |
0 |
0 |
224 |
1 |
5 |
9 |
1,035 |
| An Empirical Investigation into the Causes of the Failure of the Monetary Model of the Exchange Rate |
0 |
0 |
0 |
121 |
0 |
3 |
4 |
749 |
| Asset Pricing with Observable Stochastic Discount Factors |
1 |
1 |
3 |
2,013 |
2 |
17 |
41 |
7,491 |
| Business Cycle Variability, Stock Market Variability, Asymmetries and the Risk Premium |
0 |
0 |
0 |
150 |
0 |
2 |
5 |
613 |
| Comparing Indirect Inference and Likelihood testing: asymptotic and small sample results |
0 |
0 |
0 |
31 |
1 |
6 |
9 |
77 |
| Comparing different data descriptors in Indirect Inference tests on DSGE models |
0 |
0 |
1 |
101 |
0 |
3 |
7 |
101 |
| Consumption, Size and Book-to-Market Ratio in Equity Returns |
0 |
0 |
0 |
33 |
0 |
6 |
9 |
310 |
| Currency Substitution and Vehicle Currencies: Tests of Alternative Hypotheses for the Dollar, DM and Yen |
0 |
0 |
0 |
79 |
0 |
4 |
4 |
334 |
| Debt and Deficit Ceilings, and Sustainability of Fiscal Policies: An Intertemporal Analysis |
0 |
0 |
0 |
346 |
2 |
6 |
7 |
990 |
| Debt and deficit ceilings, and sustainability of fiscal policies: an intertemporal analysis |
0 |
0 |
0 |
502 |
3 |
9 |
12 |
1,258 |
| Does the Fiscal Theory of the Price Level help to explain the US economy? |
0 |
2 |
3 |
19 |
2 |
7 |
13 |
39 |
| Dynamic Specification, the Long Run and the Estimation of Transformed Regression Models |
0 |
0 |
4 |
353 |
3 |
7 |
13 |
923 |
| EXCHANGE RATE DETERMINATION WITH BANK FINANCED INVESTMENT |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
284 |
| Estimating macro models and the potentially misleading nature of Bayesian estimation |
1 |
2 |
3 |
55 |
1 |
5 |
7 |
55 |
| Exchange Rate Determination with Bank-Financed Investment |
0 |
0 |
0 |
36 |
2 |
6 |
7 |
220 |
| Forecasting Inflation from the Term Structure |
0 |
0 |
0 |
0 |
1 |
7 |
8 |
455 |
| Global Asset Allocation with Time-varying Risk |
0 |
0 |
0 |
328 |
0 |
7 |
10 |
946 |
| How Useful are DSGE Macroeconomic Models for Forecasting? |
0 |
0 |
0 |
211 |
1 |
6 |
7 |
358 |
| How did we get to where we are now? Reflections on 50 years of macroeconomic and financial econometrics |
0 |
0 |
0 |
57 |
7 |
12 |
19 |
93 |
| How did we get to where we are now? Reflections on 50 years of macroeconomic and financial econometrics |
0 |
0 |
0 |
521 |
2 |
4 |
8 |
349 |
| How much nominal rigidity is there in the US Economy? Testing a New Keynesian DSGE model using indirect inference |
0 |
0 |
1 |
67 |
2 |
32 |
35 |
297 |
| How much nominal rigidity is there in the US economy? Testing a New Keynesian DSGE Model using indirect inference |
0 |
0 |
1 |
167 |
1 |
2 |
7 |
375 |
| How the Euro Crisis Evolved and How to Avoid Another: EMU, Fiscal Policy and Credit Ratings |
0 |
0 |
0 |
113 |
1 |
9 |
15 |
183 |
| Inflation prediction from the term structure: the Fisher equation in a multivariate SDF framework |
0 |
0 |
0 |
122 |
1 |
4 |
6 |
591 |
| International CAPM: Why Has it Failed? |
0 |
0 |
0 |
1,183 |
0 |
7 |
11 |
3,811 |
| Is the Euro Sustainable? |
0 |
0 |
0 |
215 |
4 |
9 |
11 |
643 |
| Is the Euro Sustainable? |
0 |
0 |
0 |
167 |
1 |
2 |
6 |
412 |
| Is the UK triple-A? |
0 |
0 |
0 |
50 |
1 |
6 |
6 |
156 |
| Macroeconomic Influences on Optimal Asset Allocation |
0 |
0 |
1 |
460 |
0 |
5 |
6 |
1,131 |
| Macroeconomic Shocks and the Domestic CAPM: Evidence from the UK Stock Market |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
382 |
| Macroeconomic Sources of Equity Risk |
0 |
0 |
0 |
601 |
1 |
7 |
15 |
2,266 |
| Macroeconomic Sources of FOREX Risk |
0 |
1 |
3 |
488 |
0 |
6 |
9 |
1,489 |
| Macroeconomic Sources of Risk in the Term Structure |
0 |
0 |
0 |
101 |
1 |
4 |
10 |
275 |
| Macroeconomic Sources of Risk in the Term Structure |
1 |
1 |
1 |
136 |
2 |
4 |
7 |
391 |
| Measuring Fiscal Sustainability |
1 |
1 |
2 |
118 |
2 |
6 |
9 |
312 |
| Measuring Fiscal Sustainability |
1 |
1 |
2 |
1,502 |
1 |
7 |
15 |
3,441 |
| Measuring the Fiscal Stance |
0 |
0 |
3 |
668 |
1 |
4 |
11 |
2,455 |
| Measuring the Real and Nominal Macroeconomic Shocks and their International Transmission under Different Monetary Systems |
0 |
0 |
0 |
0 |
1 |
3 |
4 |
176 |
| Microeconomic Sources of Equity Risk |
0 |
0 |
0 |
134 |
1 |
6 |
7 |
596 |
| Modelling the U.S. sovereign credit rating |
0 |
0 |
0 |
48 |
4 |
10 |
14 |
145 |
| National Insolvency: A Test of the US Intertemporal Budget Constraint |
0 |
0 |
0 |
113 |
0 |
2 |
5 |
557 |
| Non-Parametric Estimates of the Foreign Exchange and Equity Risk Premia and Tests of Market Efficiency |
0 |
0 |
0 |
50 |
1 |
4 |
6 |
177 |
| Optimal International Asset Allocation and Home Bias |
0 |
0 |
0 |
783 |
0 |
9 |
16 |
2,230 |
| Optimal Monetary Policy using a VAR |
1 |
1 |
2 |
185 |
10 |
32 |
36 |
495 |
| Rational Expectations and Exchange Rate Dynamics |
0 |
0 |
1 |
814 |
1 |
3 |
11 |
2,942 |
| Reconciling the Evidence on the Alternative Versions of the Rational Expectations Hypothesis of the Term Structure |
0 |
0 |
0 |
0 |
1 |
6 |
6 |
170 |
| Revisiting the Great Moderation: policy or luck? |
0 |
0 |
0 |
81 |
5 |
14 |
15 |
192 |
| Small sample performance of indirect inference on DSGE models |
0 |
0 |
0 |
74 |
3 |
13 |
17 |
141 |
| Some Problems in the Testing of DSGE Models |
0 |
0 |
0 |
38 |
0 |
3 |
4 |
136 |
| Some problems in the testing of DSGE models |
0 |
0 |
0 |
122 |
0 |
6 |
7 |
189 |
| Sovereign credit ratings in the European Union: a model-based fiscal analysis |
0 |
0 |
1 |
113 |
1 |
6 |
10 |
184 |
| THE ASYMMETRIC EFFECT OF THE BUSINESS CYCLE ON THE RELATION BETWEEN STOCK MARKET RETURNS AND THEIR VOLATILITY |
0 |
0 |
0 |
171 |
0 |
1 |
2 |
488 |
| Testing DSGE Models by indirect inference: a survey of recent findings |
1 |
2 |
3 |
94 |
4 |
8 |
11 |
165 |
| Testing DSGE models by Indirect inference and other methods: some Monte Carlo experiments |
0 |
0 |
0 |
45 |
0 |
3 |
4 |
123 |
| Testing DSGE models by Indirect inference and other methods: some Monte Carlo experiments |
0 |
0 |
1 |
141 |
0 |
3 |
9 |
327 |
| Testing a DSGE Model of the EU Using Indirect Inference |
0 |
0 |
0 |
24 |
2 |
9 |
11 |
109 |
| Testing a DSGE model of the EU using indirect inference |
0 |
0 |
0 |
87 |
2 |
8 |
8 |
202 |
| Testing macro models by indirect inference: a survey for users |
0 |
0 |
2 |
82 |
0 |
5 |
9 |
141 |
| Testing macroeconomic models by indirect inference on unfiltered data |
0 |
0 |
0 |
41 |
1 |
9 |
10 |
120 |
| Testing macroeconomic models by indirect inference on unfiltered data |
0 |
0 |
0 |
110 |
7 |
14 |
16 |
231 |
| Testing part of a DSGE model by Indirect Inference |
0 |
0 |
1 |
124 |
0 |
4 |
5 |
142 |
| The 'Puzzles' Methodology: en route to Indirect Inference? |
0 |
0 |
0 |
35 |
0 |
6 |
7 |
122 |
| The 'Puzzles' methodology: en route to Indirect Inference? |
0 |
0 |
0 |
72 |
4 |
8 |
9 |
193 |
| The Asymmetric Effect of the Business Cycle on the Equity Premium (This is an extensively revised version of earlier paper No. 06/04) |
0 |
0 |
0 |
133 |
1 |
6 |
9 |
401 |
| The Asymmetric Effect of the Business Cycle on the Realtion between Stock Market Returns and their Volatility |
0 |
0 |
0 |
164 |
4 |
12 |
14 |
564 |
| The Equity Premium and the Business Cycle: the Role of Demand and Supply Shocks |
0 |
0 |
0 |
135 |
3 |
11 |
13 |
384 |
| The Estimation of Linear Models with Future Rational Expectations by Efficient and Instrumental Variable Methods |
0 |
0 |
0 |
67 |
0 |
1 |
2 |
228 |
| The New Consensus in Monetary Policy: Is the NKM fit for the purpose of inflation targeting? |
0 |
1 |
1 |
307 |
4 |
12 |
14 |
940 |
| The Persistence in Volatility of the US Term Premium 1970-1986 |
0 |
0 |
0 |
0 |
1 |
6 |
11 |
283 |
| The Rational Expectations Hypothesis of the Term Structure: Reconciling the Evidence |
0 |
0 |
0 |
0 |
0 |
7 |
9 |
92 |
| The Rational Expectations Hypothesis of the Term Structure: reconciling the evidence |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
335 |
| The asymmetric effect of the business cycle on the relation between stock market returns and their volatility |
0 |
0 |
0 |
72 |
0 |
6 |
12 |
232 |
| The eurozone: what is to be done? |
0 |
0 |
0 |
59 |
0 |
9 |
11 |
98 |
| The small sample properties of Indirect Inference in testing and estimating DSGE models |
0 |
0 |
2 |
69 |
0 |
4 |
7 |
106 |
| The ‘Puzzles’ Methodology: En Route to Indirect Inference? |
0 |
0 |
0 |
79 |
1 |
5 |
9 |
340 |
| Two Orthogonal Continents: Testing a Two-country DSGE Model of the US and EU Using Indirect Inference |
0 |
0 |
0 |
116 |
1 |
6 |
8 |
288 |
| Two Orthogonal Continents? Testing a Two-country DSGE Model of the US and EU Using Indirect Inference |
0 |
0 |
0 |
40 |
1 |
6 |
6 |
127 |
| Vehicle Currencies, Bank Debt and the Asset Market Approach to Exchange Rate Determination: The US Dollar, 1980-1985 |
0 |
0 |
0 |
71 |
1 |
4 |
6 |
515 |
| What do the Fama-French Factors Add to C-CAPM? |
0 |
0 |
0 |
98 |
0 |
3 |
6 |
297 |
| What do the Fama-French Factors Add to C-CAPM? |
0 |
0 |
0 |
58 |
0 |
3 |
7 |
273 |
| What is the truth about DSGE models? Testing by indirect inference |
0 |
0 |
1 |
104 |
7 |
13 |
17 |
190 |
| What was the Market's View of UK Monetary Policy? Estimating Inflation Risk and Expected Inflation with Indexed Bonds |
0 |
0 |
0 |
207 |
1 |
4 |
7 |
679 |
| What was the market's view of U.K. monetary policy? Estimating inflation risk and expected inflation with indexed bonds |
0 |
0 |
0 |
241 |
0 |
4 |
4 |
909 |
| Why crises happen - nonstationary macroeconomics |
0 |
0 |
1 |
34 |
1 |
6 |
10 |
152 |
| Why crises happen - nonstationary macroeconomics |
0 |
0 |
0 |
242 |
0 |
3 |
5 |
379 |
| Total Working Papers |
7 |
13 |
49 |
19,235 |
128 |
607 |
910 |
58,206 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Comparative Study of Modelling the Demand for Food in the United States and the Netherlands: Comments |
0 |
0 |
0 |
6 |
0 |
1 |
3 |
87 |
| A Note on the Use of Proxy Variables |
0 |
1 |
5 |
398 |
0 |
6 |
14 |
1,372 |
| A Re-examination of the Rational Expectations Hypothesis of the Term Structure: Reconciling the Evidence from Long-Run and Short-Run Tests |
0 |
0 |
0 |
81 |
1 |
6 |
7 |
280 |
| A Survey of Some Recent Econometric Methods |
0 |
0 |
1 |
233 |
0 |
5 |
9 |
494 |
| A model-based indicator of the fiscal stance |
0 |
0 |
0 |
142 |
0 |
2 |
9 |
458 |
| A simple derivation of the limited information maximum likelihood estimator |
0 |
0 |
0 |
123 |
0 |
6 |
7 |
246 |
| An Empirical Investigation into the Causes of Failure of the Monetary Model of the Exchange Rate |
0 |
0 |
1 |
101 |
0 |
2 |
8 |
262 |
| Assessing the fiscal stance in the European Union and the United States, 1970–2011 |
0 |
1 |
3 |
108 |
1 |
7 |
9 |
257 |
| Debt and Deficit Ceilings, and Sustainability of Fiscal Policies: an Intertemporal Analysis |
0 |
2 |
2 |
188 |
5 |
11 |
17 |
447 |
| Dynamic Specification, the Long-run and the Estimation of Transformed |
0 |
0 |
0 |
0 |
0 |
3 |
6 |
173 |
| Erratum to: ‘Assessing the fiscal stance in the European Union and the United States, 1970–2011’ |
0 |
0 |
0 |
13 |
2 |
5 |
5 |
71 |
| Estimating shocks and impulse response functions |
0 |
0 |
0 |
1,938 |
0 |
7 |
18 |
4,507 |
| Estimation of the Vintage Cobb-Douglas Production Function for the United States 1900-1960 |
0 |
0 |
0 |
119 |
1 |
5 |
5 |
319 |
| Explaining the Failures of the Term Spread Models of the Rational Expectations Hypothesis of the Term Structure |
0 |
0 |
0 |
0 |
1 |
2 |
13 |
634 |
| Extracting inflation expectations from the term structure: the Fisher equation in a multivariate SDF framework |
0 |
0 |
0 |
121 |
0 |
3 |
5 |
369 |
| Forecasting inflation from the term structure |
0 |
0 |
0 |
86 |
0 |
7 |
8 |
230 |
| How Useful are DSGE Macroeconomic Models for Forecasting? |
0 |
0 |
0 |
76 |
2 |
6 |
10 |
250 |
| How much nominal rigidity is there in the US economy? Testing a new Keynesian DSGE model using indirect inference |
0 |
0 |
0 |
73 |
1 |
9 |
17 |
243 |
| How the Euro Crisis Evolved and how to Avoid Another: EMU, Fiscal Policy and Credit Ratings |
0 |
0 |
0 |
34 |
0 |
8 |
10 |
138 |
| Interpreting cointegrating vectors and common stochastic trends |
0 |
0 |
1 |
253 |
0 |
4 |
8 |
524 |
| Is the Euro the Success that Everyone Seems to Think? |
0 |
0 |
1 |
30 |
0 |
1 |
2 |
88 |
| Is the Gilt-Equity Yield Ratio Useful for Predicting UK Stock Returns? |
0 |
0 |
0 |
269 |
2 |
3 |
7 |
933 |
| Macroeconomic Sources of Risk in the Term Structure |
0 |
0 |
0 |
58 |
1 |
12 |
14 |
211 |
| Macroeconomic influences on optimal asset allocation |
0 |
0 |
0 |
135 |
0 |
4 |
11 |
323 |
| Measuring Convergence of the EC Economies |
0 |
0 |
0 |
0 |
1 |
6 |
12 |
955 |
| Measuring Economic Convergence |
0 |
0 |
0 |
338 |
0 |
4 |
6 |
677 |
| Measuring Real and Nominal Macroeconomic Shocks and Their International Transmission under Different Monetary Systems |
0 |
0 |
0 |
1 |
1 |
2 |
4 |
152 |
| Modelling the U.S. sovereign credit rating |
0 |
0 |
1 |
21 |
0 |
2 |
7 |
100 |
| OPTIMAL INTERNATIONAL ASSET ALLOCATION WITH TIME‐VARYING RISK |
1 |
1 |
1 |
80 |
1 |
6 |
9 |
208 |
| Optimal monetary policy using an unrestricted VAR |
0 |
0 |
2 |
56 |
0 |
5 |
7 |
121 |
| Papers in Honor of Patrick Minford |
0 |
0 |
0 |
30 |
3 |
6 |
12 |
128 |
| Real Business Cycle Analysis: A Needed Revolution in Macroeconometrics |
0 |
0 |
1 |
75 |
2 |
7 |
11 |
173 |
| Some Unpleasant Consequences of EMU |
0 |
0 |
0 |
85 |
2 |
6 |
6 |
194 |
| Stochastic Life Cycle Theory with Varying Interest Rates and Prices |
0 |
0 |
0 |
41 |
0 |
8 |
10 |
152 |
| Testing a DSGE Model of the EU Using Indirect Inference |
0 |
0 |
2 |
46 |
1 |
5 |
8 |
137 |
| The 'Puzzles' methodology: En route to Indirect Inference? |
0 |
0 |
0 |
37 |
0 |
0 |
2 |
124 |
| The Bank of England's Monetary Policy Committee |
0 |
0 |
0 |
13 |
1 |
5 |
5 |
51 |
| The Consistency and Efficiency of Generalized Least Squares in Simultaneous Equation Systems with Autocorrelated Errors |
0 |
0 |
0 |
57 |
0 |
3 |
5 |
241 |
| The Demand for Food in the United States and the Netherlands: A Systems Approach with the CBS Model: Comments |
0 |
0 |
0 |
16 |
2 |
2 |
3 |
74 |
| The Econometrics of Agricultural Supply: An Application to the World Coffee Market |
0 |
1 |
1 |
168 |
0 |
5 |
9 |
418 |
| The Limits to Rational Expectations by M. Hashem Pesaran Basil Blackwell, 1987 |
0 |
0 |
1 |
104 |
3 |
5 |
7 |
235 |
| The equity premium and the business cycle: the role of demand and supply shocks |
0 |
0 |
0 |
62 |
2 |
8 |
8 |
172 |
| The persistence in volatility of the US term premium 1970-1986 |
0 |
0 |
0 |
33 |
3 |
6 |
9 |
88 |
| The sustainability of current account deficits: A test of the US intertemporal budget constraint |
0 |
0 |
0 |
331 |
1 |
2 |
4 |
703 |
| Two Orthogonal Continents? Testing a Two-country DSGE Model of the US and the EU Using Indirect Inference |
0 |
0 |
0 |
26 |
2 |
6 |
6 |
102 |
| Verdoorn’s Law and Kaldor’s Law: A Revisionist Interpretation? |
0 |
0 |
0 |
16 |
1 |
2 |
3 |
55 |
| What do the Fama–French factors add to C-CAPM? |
0 |
0 |
1 |
45 |
2 |
7 |
15 |
202 |
| What's Wrong with Modern Macroeconomics? Why its Critics have Missed the Point -super-1 |
0 |
0 |
1 |
107 |
6 |
12 |
16 |
274 |
| Total Journal Articles |
1 |
6 |
25 |
6,373 |
51 |
245 |
406 |
18,652 |
LogEc is hosted by the
Örebro University School of Business.