| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Note of Caution on the Relation Between Money Growth and Inflation |
0 |
0 |
0 |
17 |
1 |
2 |
7 |
40 |
| A Note of Caution on the Relation between Money Growth and Inflation |
0 |
0 |
0 |
45 |
1 |
4 |
11 |
61 |
| A Note on the Stability of the Swedish Philips Curve |
0 |
0 |
0 |
127 |
0 |
3 |
16 |
309 |
| An Embarrassment of Riches: Forecasting Using Large Panels |
0 |
0 |
0 |
127 |
1 |
3 |
13 |
1,154 |
| An Embarrassment of Riches: Forecasting Using Large Panels |
0 |
0 |
0 |
51 |
2 |
5 |
27 |
984 |
| Asymptotic properties of the maximum likelihood estimator of random effects models with serial correlation |
0 |
0 |
0 |
257 |
1 |
2 |
8 |
2,014 |
| Asymptotics for random effects models with serial correlation |
0 |
0 |
0 |
347 |
0 |
2 |
24 |
1,925 |
| Bayesian Forecast Combination for VAR Models |
1 |
1 |
2 |
288 |
3 |
18 |
66 |
4,212 |
| Bayesian Inference in Regression Models with Ordinal Explanatory Variables |
1 |
1 |
1 |
53 |
2 |
3 |
11 |
769 |
| Bayesian forecast combination for VAR models |
0 |
0 |
0 |
328 |
2 |
4 |
16 |
1,555 |
| Bayesian simultaneous determination of structural breaks and lag lengths |
0 |
0 |
0 |
191 |
0 |
2 |
12 |
1,210 |
| Bootstrapping Error Component Models |
0 |
0 |
0 |
51 |
0 |
2 |
11 |
1,888 |
| Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach |
0 |
1 |
1 |
1,363 |
2 |
7 |
17 |
4,282 |
| Computational Efficiency in Bayesian Model and Variable Selection |
0 |
0 |
0 |
118 |
0 |
9 |
16 |
952 |
| Computational Efficiency in Bayesian Model and Variable Selection |
0 |
0 |
0 |
52 |
0 |
5 |
14 |
874 |
| Computationally Efficient Double Bootstrap Variance Estimation |
0 |
0 |
0 |
490 |
0 |
1 |
7 |
2,983 |
| Conditional posteriors for the reduced rank regression model |
0 |
0 |
1 |
81 |
1 |
4 |
22 |
1,006 |
| Does Money Growth Predict Inflation? Evidence from Vector Autoregressions Using Four Centuries of Data |
0 |
1 |
2 |
88 |
1 |
4 |
12 |
210 |
| FDI and Job Creation in China |
0 |
0 |
0 |
831 |
1 |
5 |
27 |
2,983 |
| FORECASTING WITH BAYESIAN VECTOR AUTOREGRESSIONS |
0 |
0 |
0 |
0 |
0 |
1 |
9 |
802 |
| Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach |
0 |
0 |
0 |
437 |
1 |
2 |
21 |
1,717 |
| Flexible Fat-tailed Vector Autoregression |
0 |
0 |
0 |
78 |
2 |
6 |
17 |
155 |
| Forecast Combination and Model Averaging Using Predictive Measures |
0 |
0 |
0 |
203 |
3 |
9 |
27 |
1,311 |
| Forecast Combination and Model Averaging using Predictive Measures |
0 |
1 |
1 |
526 |
0 |
4 |
18 |
1,834 |
| Forecasting with Bayesian Vector Autoregressions |
1 |
4 |
24 |
2,720 |
4 |
19 |
128 |
5,697 |
| Identifying Useful Indicators for Nowcasting GDP in Sweden |
0 |
1 |
6 |
10 |
3 |
9 |
31 |
38 |
| Is the US Phillips Curve Stable? Evidence from Bayesian VARs |
0 |
0 |
1 |
227 |
0 |
2 |
22 |
496 |
| Lag-length Selection in VAR-models Using Equal and Unequal Lag-Length Procedures |
0 |
0 |
0 |
65 |
2 |
7 |
20 |
2,990 |
| Maximum-Likelihood Based Inference in the Two-Way Random Effects Model with Serially Correlated Time Effects |
0 |
0 |
0 |
74 |
0 |
3 |
17 |
727 |
| Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects |
0 |
0 |
0 |
495 |
1 |
8 |
17 |
2,645 |
| New ways to measure well-being? A first joint analysis of subjective and objective measures |
0 |
0 |
0 |
148 |
0 |
1 |
19 |
187 |
| Numerical Aspects of Bayesian VAR-modeling |
0 |
1 |
3 |
1,264 |
2 |
5 |
19 |
4,394 |
| On the Stability of Macroeconomic Relationships in Australia |
0 |
1 |
37 |
37 |
2 |
5 |
82 |
82 |
| On the power and interpretation of panel unit root tests |
0 |
0 |
0 |
438 |
1 |
2 |
12 |
2,043 |
| RePEc and S-WoPEc: Internet access to electronic preprints in Economics |
0 |
2 |
6 |
168 |
1 |
9 |
42 |
2,246 |
| Seasonality, Cycles and Unit Roots |
0 |
0 |
0 |
193 |
0 |
1 |
7 |
954 |
| Specification and estimation of random effects models with serial correlation of general form |
0 |
0 |
0 |
283 |
0 |
4 |
14 |
2,003 |
| Statistical Inference for the Tangency Portfolio in High Dimension |
0 |
0 |
0 |
18 |
1 |
5 |
15 |
63 |
| Subjective and physiological measures of well-being: an exploratory analysis using birth-cohort data |
0 |
0 |
0 |
99 |
0 |
4 |
11 |
149 |
| Testing and Correcting for Sample Selection Bias in Discrete Choice Contingent Valuation Studies |
0 |
0 |
0 |
1,055 |
1 |
4 |
24 |
5,924 |
| The Relation between the Corporate Bond-Yield Spread and the Real Economy: Stable or TimeVarying? |
0 |
0 |
0 |
62 |
0 |
0 |
9 |
184 |
| US Interest Rates: Are Relations Stable? |
0 |
0 |
6 |
23 |
0 |
1 |
19 |
49 |
| Vector autoregression models with skewness and heavy tails |
0 |
0 |
1 |
35 |
0 |
4 |
14 |
107 |
| Vector autoregression models with skewness and heavy tails |
0 |
0 |
0 |
17 |
2 |
6 |
15 |
69 |
| Total Working Papers |
3 |
14 |
92 |
13,580 |
44 |
206 |
966 |
66,277 |
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