Working Paper |
File Downloads |
Abstract Views |

Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |

A Modified Confidence Set for the Structural Break Date in Linear Regression Models |
0 |
0 |
0 |
54 |
0 |
1 |
6 |
140 |

A Note on Estimating and Testing for Multiple Structural Changes in Models with Endogenous Regressors via 2SLS |
0 |
0 |
0 |
12 |
0 |
0 |
10 |
96 |

Asymptotic Inference for Common Factor Models in the Presence of Jumps |
0 |
0 |
0 |
25 |
0 |
0 |
10 |
55 |

Asymptotic Inference for Common Factor Models in the Presence of Jumps |
0 |
0 |
0 |
31 |
0 |
1 |
6 |
53 |

Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions |
0 |
0 |
0 |
139 |
0 |
4 |
25 |
346 |

Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions |
0 |
3 |
6 |
97 |
0 |
5 |
31 |
212 |

Confidence Sets for the Break Date Based on Optimal Tests |
0 |
0 |
1 |
96 |
0 |
0 |
5 |
67 |

Does Foreign Exchange Intervention Volume Matter? |
0 |
0 |
0 |
49 |
3 |
4 |
12 |
144 |

Does foreign exchange intervention volume matter? |
0 |
0 |
0 |
58 |
1 |
5 |
14 |
125 |

Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions |
0 |
0 |
0 |
19 |
0 |
1 |
11 |
171 |

Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions |
0 |
0 |
0 |
43 |
0 |
0 |
5 |
161 |

Estimating and Testing Multiple Structural Changes in Models with Endogenous Regressors |
0 |
0 |
0 |
115 |
0 |
1 |
10 |
338 |

Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series |
0 |
0 |
0 |
67 |
0 |
0 |
2 |
108 |

Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances |
0 |
2 |
6 |
44 |
0 |
6 |
24 |
83 |

Is the Renminbi a Safe Haven? |
0 |
0 |
1 |
17 |
0 |
1 |
9 |
31 |

Is the Renminbi a safe haven? |
0 |
1 |
2 |
12 |
0 |
4 |
7 |
27 |

Is the Renminbi a safe haven? |
0 |
0 |
0 |
15 |
2 |
4 |
10 |
96 |

Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields |
1 |
3 |
7 |
62 |
6 |
12 |
41 |
185 |

Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields |
0 |
0 |
1 |
35 |
1 |
3 |
16 |
75 |

Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields |
0 |
1 |
2 |
26 |
0 |
1 |
4 |
38 |

On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests |
0 |
0 |
0 |
14 |
0 |
0 |
5 |
94 |

On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests |
0 |
0 |
0 |
42 |
0 |
2 |
7 |
147 |

On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests |
0 |
0 |
0 |
4 |
1 |
1 |
4 |
29 |

Pitfalls of Two Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model |
0 |
0 |
0 |
28 |
0 |
1 |
3 |
47 |

Reserves and Risk: Evidence from China |
0 |
0 |
1 |
6 |
0 |
1 |
4 |
16 |

Reserves and Risk: Evidence from China |
0 |
1 |
2 |
21 |
0 |
2 |
9 |
45 |

Reserves and Risk: Evidence from China |
0 |
0 |
0 |
4 |
0 |
0 |
2 |
13 |

Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model |
0 |
0 |
2 |
42 |
1 |
4 |
19 |
78 |

Testing for Changes in Forecasting Performance |
0 |
0 |
0 |
0 |
0 |
1 |
12 |
32 |

Testing for Changes in Forecasting Performance |
0 |
0 |
0 |
36 |
0 |
0 |
12 |
57 |

Testing for Changes in Forecasting Performance |
0 |
0 |
0 |
69 |
0 |
3 |
12 |
74 |

Testing for Factor Loading Structural Change under Common Breaks |
0 |
0 |
0 |
87 |
0 |
0 |
9 |
230 |

Testing for Speculative Bubbles in Large-Dimensional Financial Panel Data Sets |
0 |
1 |
4 |
74 |
5 |
7 |
36 |
134 |

Testing jointly for structural changes in the error variance and coeÂ¢ cients of a linear regression model |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
25 |

The Exchange Rate Effects of Macro News after the Global Financial Crisis |
0 |
0 |
1 |
21 |
0 |
0 |
6 |
27 |

The Exchange Rate Effects of Macro News after the Global Financial Crisis |
0 |
0 |
0 |
55 |
0 |
3 |
10 |
134 |

The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence |
0 |
0 |
1 |
31 |
0 |
1 |
8 |
57 |

The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence |
0 |
0 |
2 |
4 |
5 |
6 |
21 |
45 |

Time Instability of the U.S. Monetary System: Multiple Break Tests and Reduced Rank TVP VAR |
0 |
0 |
0 |
65 |
0 |
0 |
4 |
117 |

Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors |
0 |
0 |
0 |
26 |
0 |
1 |
10 |
149 |

Total Working Papers |
1 |
12 |
39 |
1,646 |
25 |
86 |
453 |
4,101 |