| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Almost Unbiased Variance Estimation in Simultaneous Equation Models |
0 |
0 |
0 |
102 |
0 |
0 |
2 |
93 |
| Asymmetric volatility spillover between crude oil and other asset markets |
0 |
0 |
0 |
9 |
1 |
1 |
2 |
23 |
| Classical or Gravity? Which trade model best matches the UK facts? |
2 |
2 |
3 |
101 |
2 |
3 |
4 |
191 |
| Classical or Gravity? Which trade model best matches the UK facts? |
0 |
0 |
0 |
18 |
2 |
2 |
2 |
58 |
| Comparing Indirect Inference and Likelihood testing: asymptotic and small sample results |
0 |
0 |
1 |
31 |
0 |
2 |
4 |
68 |
| Comparing different data descriptors in Indirect Inference tests on DSGE models |
0 |
0 |
0 |
100 |
0 |
0 |
2 |
94 |
| Comparing different data descriptors in Indirect Inference tests on DSGE models |
0 |
0 |
0 |
20 |
1 |
1 |
1 |
44 |
| Computable General Equilibrium Models of Trade in the Modern Trade Policy Debate |
0 |
0 |
4 |
66 |
1 |
1 |
11 |
153 |
| Constrained QML Estimation for Multivariate Asymmetric MEM with Spillovers: The Practicality of Matrix Inequalities |
0 |
0 |
1 |
26 |
0 |
0 |
1 |
65 |
| DCC and DECO-HEAVY: a multivariate GARCH model based on realized variances and correlations |
0 |
0 |
0 |
157 |
1 |
1 |
2 |
349 |
| DCC-HEAVY: A multivariate GARCH model based on realized variances and correlations |
0 |
0 |
1 |
22 |
0 |
0 |
3 |
87 |
| Extended multivariate EGARCH model: A model for zero†return and negative spillovers |
1 |
38 |
38 |
38 |
2 |
10 |
10 |
10 |
| How good are out of sample forecasting Tests on DSGE models? |
0 |
0 |
0 |
29 |
0 |
1 |
1 |
60 |
| How good are out of sample forecasting Tests on DSGE models? |
0 |
0 |
1 |
138 |
0 |
0 |
1 |
124 |
| How good are out of sample forecasting Tests on DSGE models? |
0 |
0 |
1 |
1 |
0 |
0 |
2 |
3 |
| Illiquidity and Volatility Spillover effects in Equity Markets during and after the Global Financial Crisis: an MEM approach |
0 |
0 |
0 |
17 |
0 |
1 |
1 |
91 |
| Indirect Inference and Small Sample Bias - Some Recent Results |
0 |
0 |
2 |
29 |
0 |
1 |
6 |
20 |
| Indirect Inference- a methodological essay on its role and applications |
0 |
0 |
6 |
21 |
1 |
3 |
15 |
23 |
| Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets |
0 |
1 |
5 |
5 |
2 |
3 |
6 |
6 |
| Targeting moments for calibration compared with indirect inference |
0 |
0 |
0 |
26 |
0 |
1 |
1 |
38 |
| Testing DSGE Models by indirect inference: a survey of recent findings |
0 |
0 |
0 |
91 |
0 |
0 |
0 |
154 |
| Testing competing world trade models against the facts of world trade |
1 |
2 |
4 |
50 |
1 |
2 |
4 |
66 |
| Testing macro models by indirect inference: a survey for users |
0 |
0 |
1 |
13 |
1 |
2 |
3 |
60 |
| Testing macro models by indirect inference: a survey for users |
0 |
0 |
1 |
80 |
1 |
1 |
2 |
132 |
| Testing part of a DSGE model by Indirect Inference |
0 |
0 |
0 |
19 |
0 |
0 |
0 |
51 |
| Testing part of a DSGE model by Indirect Inference |
0 |
0 |
0 |
123 |
1 |
1 |
1 |
137 |
| Testing weak exogeneity in multiplicative error models |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
109 |
| The Exponential HEAVY Model: An Improved Approach to Volatility Modeling and Forecasting |
0 |
0 |
0 |
42 |
0 |
1 |
3 |
54 |
| The Pricing of Unexpected Volatility in the Currency Market |
0 |
0 |
2 |
38 |
0 |
0 |
4 |
62 |
| The contribution of realized covariance models to the economic value of volatility timing |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| The contribution of realized covariance models to the economic value of volatility timing |
0 |
1 |
2 |
25 |
0 |
2 |
9 |
31 |
| The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data |
0 |
0 |
0 |
87 |
0 |
0 |
0 |
338 |
| The small sample properties of Indirect Inference in testing and estimating DSGE models |
0 |
0 |
0 |
67 |
0 |
0 |
0 |
99 |
| What is the truth about DSGE models? Testing by indirect inference |
0 |
0 |
1 |
103 |
1 |
1 |
2 |
173 |
| What is the truth about DSGE models? Testing by indirect inference |
0 |
0 |
1 |
36 |
0 |
1 |
2 |
67 |
| Why does Indirect Inference estimation produce less small sample bias than maximum likelihood? A note |
0 |
0 |
1 |
38 |
0 |
0 |
2 |
48 |
| Total Working Papers |
4 |
44 |
76 |
1,786 |
18 |
42 |
109 |
3,181 |
LogEc is hosted by the
Örebro University School of Business.