| 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 |
0 |
4 |
149 |
| A Note on Estimating and Testing for Multiple Structural Changes in Models with Endogenous Regressors via 2SLS |
0 |
0 |
0 |
12 |
0 |
0 |
5 |
104 |
| Asymptotic Inference for Common Factor Models in the Presence of Jumps |
0 |
0 |
0 |
26 |
0 |
1 |
2 |
63 |
| Asymptotic Inference for Common Factor Models in the Presence of Jumps |
0 |
0 |
0 |
31 |
0 |
0 |
0 |
60 |
| Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions |
0 |
0 |
0 |
139 |
0 |
0 |
2 |
376 |
| Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions |
0 |
0 |
2 |
104 |
0 |
1 |
8 |
261 |
| Confidence Sets for the Break Date Based on Optimal Tests |
0 |
0 |
1 |
97 |
1 |
1 |
3 |
75 |
| Does Foreign Exchange Intervention Volume Matter? |
0 |
0 |
0 |
49 |
0 |
1 |
3 |
161 |
| Does foreign exchange intervention volume matter? |
0 |
0 |
0 |
58 |
0 |
1 |
1 |
143 |
| Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions |
0 |
0 |
0 |
19 |
1 |
2 |
2 |
179 |
| Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions |
0 |
0 |
1 |
44 |
0 |
3 |
4 |
170 |
| Estimating and Testing Multiple Structural Changes in Models with Endogenous Regressors |
0 |
0 |
0 |
115 |
0 |
0 |
1 |
339 |
| Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series |
0 |
0 |
0 |
67 |
0 |
1 |
2 |
110 |
| Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances |
0 |
0 |
1 |
50 |
0 |
0 |
5 |
119 |
| Is the Renminbi a Safe Haven? |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
33 |
| Is the Renminbi a safe haven? |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
32 |
| Is the Renminbi a safe haven? |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
101 |
| Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields |
0 |
0 |
0 |
65 |
0 |
1 |
4 |
218 |
| Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields |
0 |
0 |
0 |
38 |
0 |
0 |
1 |
94 |
| Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields |
0 |
0 |
0 |
27 |
1 |
1 |
5 |
45 |
| On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests |
0 |
0 |
0 |
14 |
0 |
2 |
2 |
97 |
| On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests |
0 |
0 |
0 |
42 |
0 |
1 |
1 |
153 |
| On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
30 |
| Pitfalls of Two Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model |
0 |
1 |
1 |
29 |
0 |
2 |
3 |
53 |
| Reserves and Risk: Evidence from China |
0 |
1 |
1 |
8 |
1 |
3 |
4 |
26 |
| Reserves and Risk: Evidence from China |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
15 |
| Reserves and Risk: Evidence from China |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
46 |
| Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model |
0 |
0 |
0 |
43 |
0 |
1 |
1 |
89 |
| Testing and Quantifying Economic Resilience |
2 |
11 |
16 |
16 |
2 |
13 |
22 |
22 |
| Testing for Changes in Forecasting Performance |
0 |
1 |
1 |
38 |
0 |
2 |
2 |
64 |
| Testing for Changes in Forecasting Performance |
0 |
0 |
0 |
69 |
0 |
2 |
3 |
84 |
| Testing for Changes in Forecasting Performance |
0 |
0 |
0 |
1 |
0 |
1 |
1 |
38 |
| Testing for Factor Loading Structural Change under Common Breaks |
0 |
0 |
0 |
87 |
0 |
1 |
3 |
239 |
| Testing for Speculative Bubbles in Large-Dimensional Financial Panel Data Sets |
0 |
0 |
2 |
81 |
0 |
0 |
3 |
173 |
| Testing jointly for structural changes in the error variance and coe¢ cients of a linear regression model |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
31 |
| The Efficiency of the Government’s Revenue Projections |
0 |
0 |
2 |
25 |
0 |
1 |
6 |
38 |
| The Exchange Rate Effects of Macro News after the Global Financial Crisis |
0 |
0 |
0 |
21 |
0 |
1 |
1 |
29 |
| The Exchange Rate Effects of Macro News after the Global Financial Crisis |
0 |
0 |
0 |
55 |
1 |
2 |
3 |
151 |
| The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence |
0 |
1 |
1 |
6 |
1 |
2 |
5 |
81 |
| The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence |
0 |
0 |
0 |
32 |
0 |
1 |
1 |
61 |
| The Trend Effect of Foreign Exchange Intervention |
0 |
0 |
3 |
7 |
0 |
2 |
12 |
24 |
| Time Instability of the U.S. Monetary System: Multiple Break Tests and Reduced Rank TVP VAR |
0 |
0 |
0 |
66 |
0 |
2 |
4 |
122 |
| Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors |
0 |
0 |
0 |
26 |
0 |
2 |
5 |
159 |
| Total Working Papers |
2 |
15 |
32 |
1,736 |
8 |
54 |
134 |
4,657 |
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