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Abstract Views |
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3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Bayesian analysis of multiple-output production frontier |
0 |
0 |
1 |
17 |
0 |
1 |
9 |
456 |
| A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve |
0 |
0 |
0 |
85 |
0 |
0 |
18 |
192 |
| A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve |
0 |
0 |
1 |
67 |
0 |
1 |
16 |
141 |
| A Comparison Of Forecasting Procedures For Macroeconomic Series: The Contribution Of Structural Break Models |
0 |
0 |
0 |
52 |
0 |
0 |
9 |
90 |
| A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models |
0 |
0 |
0 |
178 |
0 |
0 |
10 |
227 |
| A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models |
0 |
0 |
0 |
83 |
0 |
0 |
8 |
155 |
| A Decision Theoretic Analysis of the Unit Root Hypothesis Using Mixtures of Elliptical Models |
0 |
0 |
0 |
0 |
0 |
0 |
12 |
364 |
| A New Index of Financial Conditions |
0 |
0 |
2 |
79 |
1 |
3 |
31 |
754 |
| A New Index of Financial Conditions |
0 |
1 |
2 |
145 |
0 |
2 |
20 |
752 |
| A New Model Of Trend Inflation |
0 |
0 |
0 |
77 |
0 |
0 |
15 |
199 |
| A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations |
0 |
0 |
0 |
152 |
0 |
0 |
9 |
256 |
| A New Model of Trend Inflation |
0 |
0 |
0 |
99 |
0 |
1 |
17 |
226 |
| A New Model of Trend Inflation |
0 |
0 |
2 |
116 |
0 |
1 |
19 |
251 |
| A Nonparametric Approach to Augmenting a Bayesian VAR with Nonlinear Factors |
2 |
23 |
23 |
23 |
6 |
12 |
12 |
12 |
| A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
| A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies |
0 |
0 |
0 |
15 |
0 |
0 |
5 |
59 |
| A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models |
0 |
1 |
1 |
60 |
0 |
1 |
10 |
162 |
| A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models |
0 |
0 |
0 |
61 |
0 |
0 |
10 |
86 |
| A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models |
0 |
0 |
0 |
4 |
0 |
0 |
2 |
28 |
| A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models |
0 |
0 |
0 |
0 |
0 |
2 |
11 |
13 |
| A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models |
0 |
0 |
0 |
1 |
1 |
1 |
9 |
47 |
| A flexible approach to parametric inference in nonlinear and time varying time series models |
0 |
0 |
0 |
11 |
0 |
0 |
9 |
74 |
| A flexible approach to parametric inference in nonlinear time series models |
0 |
0 |
0 |
184 |
0 |
0 |
9 |
399 |
| A new index of financial conditions |
0 |
0 |
1 |
62 |
0 |
0 |
11 |
167 |
| A new index of financial conditions |
0 |
0 |
2 |
116 |
0 |
1 |
16 |
405 |
| A new look at variation in employment growth in Canada |
0 |
0 |
0 |
40 |
0 |
0 |
5 |
159 |
| A new model of trend inflation |
0 |
0 |
2 |
41 |
0 |
1 |
16 |
129 |
| Alternative efficiency measures for multiple-output production |
0 |
0 |
0 |
9 |
0 |
1 |
4 |
373 |
| An Investigation of Thresholds in Air Pollution-Mortality Effects |
0 |
0 |
1 |
177 |
1 |
1 |
14 |
856 |
| Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs |
0 |
0 |
0 |
42 |
0 |
2 |
18 |
71 |
| Are apparent findings of nonlinearity due to structural instability in economic time series? |
0 |
0 |
0 |
146 |
0 |
2 |
16 |
474 |
| Bayesian Analysis of Endogenous Delay Threshold Models |
0 |
0 |
1 |
101 |
0 |
0 |
14 |
322 |
| Bayesian Analysis of Long Memory and Persistence using ARFIMA Models |
0 |
1 |
1 |
332 |
0 |
1 |
16 |
1,404 |
| Bayesian Analysis of Long Memory and Persistence using ARFIMA Models |
0 |
0 |
1 |
733 |
0 |
3 |
17 |
2,338 |
| Bayesian Analysis of Long Memory and Persistence using ARFIMA Models |
0 |
0 |
0 |
11 |
0 |
1 |
17 |
402 |
| Bayesian Analysis of Stochastic Frontier Models |
0 |
0 |
1 |
43 |
2 |
3 |
15 |
1,337 |
| Bayesian Approaches to Cointegration |
0 |
0 |
1 |
281 |
0 |
0 |
17 |
649 |
| Bayesian Compressed Vector Autoregressions |
0 |
0 |
0 |
31 |
0 |
2 |
18 |
88 |
| Bayesian Compressed Vector Autoregressions |
0 |
0 |
1 |
233 |
0 |
1 |
15 |
444 |
| Bayesian Compressed Vector Autoregressions |
0 |
0 |
2 |
30 |
0 |
0 |
5 |
51 |
| Bayesian Compressed Vector Autoregressions |
0 |
0 |
0 |
38 |
0 |
2 |
13 |
106 |
| Bayesian Econometric Methods |
0 |
0 |
0 |
4 |
0 |
1 |
19 |
684 |
| Bayesian Efficiency Analysis through Individual Effects: Hospital Cost Frontiers |
0 |
0 |
0 |
32 |
0 |
2 |
12 |
745 |
| Bayesian Forecasting in Economics and Finance: A Modern Review |
0 |
1 |
5 |
84 |
1 |
2 |
35 |
114 |
| Bayesian Forecasting in the 21st Century: A Modern Review |
0 |
0 |
1 |
77 |
1 |
4 |
26 |
94 |
| Bayesian Forecasting using Stochastic Search Variable Selection in a VAR Subject to Breaks |
0 |
0 |
0 |
66 |
0 |
1 |
13 |
84 |
| Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations |
0 |
0 |
1 |
38 |
0 |
1 |
10 |
67 |
| Bayesian Inference in a Cointegrating Panel Data Model |
0 |
1 |
1 |
17 |
1 |
3 |
11 |
77 |
| Bayesian Inference in a Cointegrating Panel Data Model |
0 |
0 |
0 |
272 |
2 |
5 |
19 |
663 |
| Bayesian Inference in a Time Varying Cointegration Model |
0 |
0 |
0 |
59 |
0 |
0 |
7 |
165 |
| Bayesian Inference in the Time Varying Cointegration Model |
0 |
0 |
0 |
6 |
0 |
0 |
19 |
57 |
| Bayesian Inference in the Time Varying Cointegration Model |
0 |
0 |
1 |
35 |
0 |
0 |
11 |
161 |
| Bayesian Inference in the Time Varying Cointegration Model |
0 |
0 |
0 |
10 |
3 |
3 |
15 |
82 |
| Bayesian Inference in the Time Varying Cointegration Model* |
0 |
0 |
0 |
82 |
0 |
0 |
12 |
208 |
| Bayesian Model Averaging in the Instrumental Variable Regression Model |
0 |
0 |
0 |
29 |
0 |
1 |
12 |
147 |
| Bayesian Model Averaging in the Instrumental Variable Regression Model |
0 |
0 |
0 |
141 |
0 |
2 |
9 |
298 |
| Bayesian Model Averaging in the Instrumental Variable Regression Model |
0 |
0 |
0 |
11 |
0 |
1 |
8 |
75 |
| Bayesian Model Averaging in the Instrumental Variable Regression Model* |
0 |
0 |
0 |
41 |
0 |
0 |
7 |
94 |
| Bayesian Modeling of TVP-VARs Using Regression Trees |
0 |
0 |
3 |
114 |
2 |
4 |
24 |
78 |
| Bayesian Modeling of Time-Varying Parameters Using Regression Trees |
0 |
0 |
1 |
90 |
0 |
1 |
12 |
53 |
| Bayesian Modelling of TVP-VARs Using Regression Trees |
0 |
1 |
1 |
1 |
0 |
5 |
25 |
79 |
| Bayesian Multivariate Time Series Methods for Empirical Macroeconomics |
0 |
1 |
46 |
2,810 |
3 |
18 |
163 |
6,645 |
| Bayesian Multivariate Time Series Methods for Empirical Macroeconomics |
0 |
1 |
17 |
640 |
1 |
3 |
42 |
1,595 |
| Bayesian Semiparametric Inference in Multiple Equation Models |
0 |
0 |
0 |
144 |
0 |
0 |
8 |
535 |
| Bayesian Variants of Some Classical Semiparametric Regression Techniques |
0 |
0 |
0 |
0 |
1 |
2 |
13 |
415 |
| Bayesian Variants of Some classical Semiparametric Regression Techniques |
0 |
0 |
1 |
113 |
0 |
1 |
12 |
286 |
| Bayesian analysis of long memory and persistence using ARFIMA models |
0 |
0 |
0 |
2 |
0 |
0 |
16 |
44 |
| Bayesian approaches to cointegratrion |
0 |
1 |
3 |
36 |
0 |
1 |
18 |
118 |
| Bayesian dynamic variable selection in high dimensions |
0 |
0 |
0 |
10 |
0 |
1 |
12 |
47 |
| Bayesian dynamic variable selection in high dimensions |
0 |
0 |
0 |
94 |
1 |
3 |
16 |
196 |
| Bayesian dynamic variable selection in high dimensions |
0 |
0 |
0 |
0 |
0 |
1 |
13 |
20 |
| Bayesian efficiency analysis through individual effects: Hospital cost frontiers |
0 |
0 |
0 |
5 |
0 |
1 |
23 |
58 |
| Bayesian efficiency analysis with a flexible cost function |
0 |
0 |
0 |
2 |
0 |
1 |
7 |
23 |
| Bayesian efficiency analysis with a flexible form: The aim cost function |
0 |
0 |
0 |
1 |
0 |
0 |
4 |
7 |
| Bayesian efficiency analysis with a flexible form: The aim cost function |
0 |
0 |
1 |
9 |
1 |
1 |
14 |
64 |
| Bayesian inference in models based on equilibrium search theory |
0 |
0 |
0 |
6 |
0 |
0 |
14 |
210 |
| Bayesian long-run prediction in time series models |
0 |
0 |
0 |
8 |
0 |
1 |
11 |
49 |
| Bayesian modelling of VAR precision matrices using stochastic block networks |
0 |
0 |
0 |
14 |
1 |
3 |
17 |
30 |
| Bayesian modelling of catch in a Northwest Atlantic Fishery |
0 |
0 |
0 |
0 |
0 |
0 |
12 |
171 |
| Comparing the Performance of Baseball Players: A Multiple Output Approach |
0 |
0 |
0 |
145 |
0 |
2 |
13 |
460 |
| Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility |
0 |
0 |
0 |
18 |
0 |
0 |
15 |
44 |
| Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility |
0 |
0 |
0 |
58 |
0 |
2 |
12 |
79 |
| Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs |
0 |
0 |
0 |
5 |
0 |
1 |
12 |
29 |
| Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs |
0 |
0 |
0 |
31 |
0 |
0 |
13 |
78 |
| Cross-sectoral patterns of efficiency and technical change in manufacturing: A stochastic frontier analysis |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
191 |
| Decision Synthesis in Monetary Policy |
0 |
0 |
0 |
4 |
0 |
2 |
14 |
27 |
| Decision synthesis in monetary policy |
0 |
0 |
1 |
20 |
0 |
0 |
4 |
51 |
| Domestic Violence and Football in Glasgow: Are Reference Points Relevant? |
0 |
0 |
1 |
99 |
3 |
8 |
29 |
385 |
| Domestic Violence and Football in Glasgow: Are Reference Points Relevant? |
0 |
0 |
0 |
28 |
0 |
2 |
8 |
83 |
| Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods |
0 |
0 |
0 |
30 |
0 |
1 |
6 |
46 |
| Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods |
0 |
0 |
0 |
0 |
0 |
0 |
12 |
20 |
| Dynamic asymmetries in US unemployment |
0 |
0 |
1 |
46 |
0 |
0 |
15 |
418 |
| Dynamic probabilities of restrictions in state space models: An application to the Phillips curve |
0 |
0 |
0 |
13 |
0 |
1 |
8 |
60 |
| Efficient Posterior Simulation for Cointegrated Models with Priors On the Cointegration Space |
0 |
0 |
1 |
163 |
0 |
0 |
18 |
467 |
| Estimating Phillips Curves in Turbulent Times using the ECBs Survey of Professional Forecasters* |
0 |
0 |
0 |
94 |
0 |
1 |
12 |
206 |
| Estimating Phillips Curves in Turbulent Times using the ECB’s Survey of Professional Forecasters |
0 |
0 |
0 |
38 |
1 |
2 |
12 |
107 |
| Estimating Phillips curves in turbulent times using the ECB's survey of professional forecasters |
0 |
0 |
0 |
105 |
0 |
1 |
14 |
216 |
| Estimating the Impact on Efficiency of the Adoption of a Voluntary Environmental Standard: An Empirical Study of the Global Copper Mining Industry |
0 |
0 |
0 |
10 |
0 |
1 |
11 |
100 |
| Estimating the Impact on Efficiency of the Adoption of a Voluntary Environmental Standard: An Empirical Study of the Global Copper Mining Industry |
0 |
0 |
0 |
5 |
0 |
0 |
18 |
56 |
| Estimating the Impact on Efficiency of the Adoption of a Voluntary Environmental Standard: An Empirical Study of the Global Copper Mining Industry |
0 |
0 |
1 |
12 |
0 |
0 |
15 |
96 |
| Exchange rate predictability and dynamic Bayesian learning |
0 |
0 |
1 |
30 |
0 |
3 |
19 |
108 |
| Exchange rate predictability and dynamic Bayesian learning |
0 |
0 |
0 |
117 |
0 |
0 |
20 |
283 |
| Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models |
0 |
0 |
0 |
57 |
0 |
0 |
11 |
82 |
| Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks |
0 |
0 |
0 |
1 |
1 |
1 |
11 |
24 |
| Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks |
0 |
0 |
0 |
29 |
0 |
0 |
8 |
28 |
| Fast, Order-Invariant Bayesian Inference in VARs using the Eigendecomposition of the Error Covariance Matrix |
0 |
0 |
0 |
12 |
0 |
1 |
12 |
30 |
| Forecasting Inflation Using Dynamic Model Averaging |