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Comparison of D- and H-cross-section anomalies in the non-metallic hydrides Y...
Improved experiments on the two non-metallic hydrides YH3 and YD3 are proposed. Since they have a well developed band gap in their electronic structure they are suitable as a... -
Effect of galvanostatic electrochemical control function on metal alloy depos...
The proposed project is aimed at determining the nucleation/growth processes and structures (metal distributions and solvent population/distribution) of metallic films deposited... -
Comparison Phase-object approximation and dynamical scattering theory
X-ray, electron and neutron scattering techniques have been used for the structural characterization of surfaces and embedded morphologies. Several theories have been developed... -
Copy of: Copy of: The Super Proton Conductors (H3O)SbTeO6 and Rb3H(SO4)2 ¿ Co...
Neutron Compton scattering (NCS) results will be obtained from the two super proton conductors (H3O)SbTeO6 and Rb3H(SO4)2, both powders. To facilitate direct comparison of... -
Testing the significance of income distribution changes over the 1980s busine...
Using kernel density estimation we describe the distribution of household size-adjusted real income and how it changed over the business cycle of the 1980s in the United States... -
Output and inflation in the long run (replication data)
Cross-country regressions explaining output growth often obtain a negative effect from inflation. However, that result is not robust, due to the selection of countries in... -
Comparing SVARs and SEMs: two models of the UK economy (replication data)
The structural vector autoregression (SVAR) and simultaneous equation macroeconometric model (SEM) styles of empirical macroeconomic modelling are compared and contrasted, with... -
How well do Markov switching models describe actual business cycles? The case...
The objective of this paper is to evaluate the effectiveness of using a Markov switching model to measure the synchronization of business cycles. We use a Bayesian, Gibbs... -
A forecast comparison of volatility models: does anything beat a GARCH(1,1)? ...
We compare 330 ARCH-type models in terms of their ability to describe the conditional variance. The models are compared out-of-sample using DM?$ exchange rate data and IBM... -
How quickly do forecasters incorporate news? Evidence from cross-country surv...
Using forecasts from Consensus Economics Inc., we provide evidence on the efficiency of real GDP growth forecasts by testing whether forecast revisions are uncorrelated. As the... -
International welfare comparisons and nonparametric testing of multivariate s...
This paper outlines a class of statistical procedures that permit testing of a broad range of multidimensional stochastic dominance hypotheses and, more generally, welfare... -
Comparing smooth transition and Markov switching autoregressive models of US ...
Logistic smooth transition and Markov switching autoregressive models of a logistic transform of the monthly US unemployment rate are estimated by Markov chain Monte Carlo... -
International output convergence: evidence from an autocorrelation function a...
This paper uses an autocorrelation function (ACF) approach to develop a new testing procedure for international output convergence. We define convergence in terms of sample ACFs... -
What Drives Oil Prices? Emerging Versus Developed Economies (replication data)
We explore the role of demand from emerging and developed economies as drivers of the real price of oil. Using a FAVAR model that identifies shocks from different regions of the... -
Panel Data Models with Grouped Factor Structure Under Unknown Group Membershi...
This paper studies panel data models with unobserved group factor structures. The group membership of each unit and the number of groups are left unspecified. We estimate the...