Richard Ashley : Citation Profile


Are you Richard Ashley?

Virginia Polytechnic Institute and State University (Virginia Tech)

11

H index

11

i10 index

604

Citations

RESEARCH PRODUCTION:

35

Articles

23

Papers

RESEARCH ACTIVITY:

   41 years (1979 - 2020). See details.
   Cites by year: 14
   Journals where Richard Ashley has often published
   Relations with other researchers
   Recent citing documents: 18.    Total self citations: 23 (3.67 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pas1
   Updated: 2021-03-01    RAS profile: 2019-06-04    
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Relations with other researchers


Works with:

Verbrugge, Randal (3)

Tsang, Kwok Ping (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Richard Ashley.

Is cited by:

Fullerton, Thomas (23)

McCracken, Michael (16)

Clark, Todd (16)

Aguiar-Conraria, Luís (12)

Österholm, Pär (12)

Barnett, William (11)

Ravazzolo, Francesco (11)

West, Kenneth (11)

Gächter, Simon (10)

Gil-Alana, Luis (9)

Berger, Helge (9)

Cites to:

Verbrugge, Randal (23)

Granger, Clive (11)

Watson, Mark (11)

Stock, James (10)

Ball, Laurence (9)

Tsang, Kwok Ping (9)

Diebold, Francis (8)

McCracken, Michael (8)

Angrist, Joshua (8)

Pischke, Jorn-Steffen (8)

Galí, Jordi (8)

Main data


Where Richard Ashley has published?


Journals with more than one article published# docs
Journal of Macroeconomics3
International Journal of Forecasting3
Journal of Business & Economic Statistics3
Journal of Economic Dynamics and Control2
Econometric Reviews2
International Economic Review2
Macroeconomic Dynamics2
Economic Inquiry2
Journal of Financial and Quantitative Analysis2
Econometrics2

Working Papers Series with more than one paper published# docs
Working Papers / Virginia Polytechnic Institute and State University, Department of Economics17
Working Papers (Old Series) / Federal Reserve Bank of Cleveland3
Working Papers / Federal Reserve Bank of Cleveland2

Recent works citing Richard Ashley (2021 and 2020)


YearTitle of citing document
2020Salvaging Falsified Instrumental Variable Models. (2019). Poirier, Alexandre ; Masten, Matthew A. In: Papers. RePEc:arx:papers:1812.11598.

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2020Forecasting inflation with the New Keynesian Phillips curve : Frequency matters. (2020). Verona, Fabio ; Martins, Manuel. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_004.

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2020Long-term forecasting of El Niño events via dynamic factor simulations. (2020). Li, Mengheng ; Petrova, Desislava ; Lit, Rutger ; Koopman, Siem Jan. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:46-66.

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2020Testing the impossible: Identifying exclusion restrictions. (2020). Kiviet, Jan. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:294-316.

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2020Time-varying income and price elasticities for energy demand: Evidence from a middle-income panel. (2020). Smyth, Russell ; liddle, brantley ; Zhang, Xibin. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988320300207.

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2020Forecasting in social settings: The state of the art. (2020). Petropoulos, Fotios ; Hyndman, Rob J ; Makridakis, Spyros. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:15-28.

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2020Housing and Stock Market Nexus in the US. (2020). Lin, Feng-Li ; Kung, Hsien-Hung ; Wang, Mei-Chih. In: European Research Studies Journal. RePEc:ers:journl:v:xxiii:y:2020:i:3:p:114-130.

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2020Sensitivity Analysis of an OLS Multiple Regression Inference with Respect to Possible Linear Endogeneity in the Explanatory Variables, for Both Modest and for Extremely Large Samples. (2020). Parmeter, Christopher ; Ashley, Richard A. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:1:p:11-:d:333196.

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2020Persistence-Dependent Optimal Policy Rules Persistence-Dependent Optimal Policy Rules. (2020). Ralf, Kirsten ; Chatelain, Jean-Bernard. In: PSE Working Papers. RePEc:hal:psewpa:halshs-02919697.

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2020Persistence-Dependent Optimal Policy Rules Persistence-Dependent Optimal Policy Rules. (2020). Ralf, Kirsten ; Chatelain, Jean-Bernard. In: Working Papers. RePEc:hal:wpaper:halshs-02919697.

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2020Can Brands Circumvent Marketing Regulations? Exploiting Umbrella Branding in Financial Markets. (2020). Ray, Sugata ; Musto, David ; Mitra, Debanjan ; Lu, Yan. In: Marketing Science. RePEc:inm:ormksc:v:39:y:2020:i:1:p:71-91.

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2020Integrating Dynamic Pricing with Inventory Decisions Under Lost Sales. (2020). Shanthikumar, George J ; Luo, Sirong ; Feng, QI. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:5:p:2232-2247.

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2020On the Performance of US Fiscal Forecasts: Government vs. Private Information. (2020). Jalles, Joao ; An, Zidong. In: Working Papers REM. RePEc:ise:remwps:wp01302020.

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2021What Can Fifty-Two Collateralizable Wealth Measures Tell Us About Future Housing Market Returns? Evidence from U.S. State-Level Data. (2021). Sousa, Ricardo ; GUPTA, RANGAN ; Balcilar, Mehmet ; Wohar, Mark E. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:62:y:2021:i:1:d:10.1007_s11146-019-09733-9.

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2020Forecasting Inflation with the New Keynesian Phillips Curve: Frequency Matters. (2020). Verona, Fabio ; Manuel, . In: CEF.UP Working Papers. RePEc:por:cetedp:2001.

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2020A note on the stability of the Swedish Phillips curve. (2020). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:6:d:10.1007_s00181-019-01746-w.

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2021Cross-sectional quasi-maximum likelihood and bias-corrected pooled least squares estimators for short dynamic panels. (2021). Jung, Sanghyun ; Choi, IN. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:1:d:10.1007_s00181-020-02007-x.

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2020Comparing alternative estimation methods of a public goods game. (2020). Kent, Danielle. In: Journal of the Economic Science Association. RePEc:spr:jesaex:v:6:y:2020:i:2:d:10.1007_s40881-020-00092-3.

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Works by Richard Ashley:


YearTitleTypeCited
1985Further Results on Inventories and Price Stickiness. In: American Economic Review.
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article4
2006Evaluating the Effectiveness of State-Switching Time Series Models for U.S. Real Output In: Journal of Business & Economic Statistics.
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article13
1985On the Optimal Use of Suboptimal Forecasts of Explanatory Variables. In: Journal of Business & Economic Statistics.
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article1
1986Measuring Measurement Error in Economic Time Series. In: Journal of Business & Economic Statistics.
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article3
1986A DIAGNOSTIC TEST FOR NONLINEAR SERIAL DEPENDENCE IN TIME SERIES FITTING ERRORS In: Journal of Time Series Analysis.
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article6
1986A Nonparametric, Distribution-Free Test for Serial Independence in Stock Returns In: Journal of Financial and Quantitative Analysis.
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article3
1990A Nonparametric Distribution-Free Test for Serial Independence in Stock Returns: A Comment In: Journal of Financial and Quantitative Analysis.
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article2
1999DETECTION AND MODELING OF REGRESSION PARAMETER VARIATION ACROSS FREQUENCIES In: Macroeconomic Dynamics.
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article6
1999ARE TECHNOLOGY SHOCKS NONLINEAR? In: Macroeconomic Dynamics.
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article14
1980Advertising and Aggregate Consumption: An Analysis of Causality. In: Econometrica.
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article252
1979Postponed linear approximations and adaptive control with non-quadratic losses In: Journal of Economic Dynamics and Control.
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article0
1998A new technique for postsample model selection and validation In: Journal of Economic Dynamics and Control.
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article32
2003Statistically significant forecasting improvements: how much out-of-sample data is likely necessary? In: International Journal of Forecasting.
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article33
2015Comparing the effectiveness of traditional vs. mechanized identification methods in post-sample forecasting for a macroeconomic Granger causality analysis In: International Journal of Forecasting.
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article0
1988On the relative worth of recent macroeconomic forecasts In: International Journal of Forecasting.
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article18
2014Re-examining the impact of housing wealth and stock wealth on retail sales: Does persistence in wealth changes matter? In: Journal of Housing Economics.
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article5
1979Time series analysis of residuals from the St. Louis model In: Journal of Macroeconomics.
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article3
2006Comments on A critical investigation on detrending procedures for nonlinear processes In: Journal of Macroeconomics.
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article0
1980Wages and profits: A comment In: Journal of Macroeconomics.
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article0
2008Growth may be good for the poor, but decline is disastrous: On the non-robustness of the Dollar-Kraay result In: International Review of Economics & Finance.
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article3
2014Frequency Dependence in a Real-Time Monetary Policy Rule In: Working Papers (Old Series).
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paper5
2010Frequency Dependence in a Real-Time Monetary Policy Rule.(2010) In: Working Papers.
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2013Frequency Dependence in a Real-Time Monetary Policy Rule.(2013) In: Working Papers.
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2015Persistence Dependence in Empirical Relations: The Velocity of Money In: Working Papers (Old Series).
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paper0
2018All Fluctuations Are Not Created Equal: The Differential Roles of Transitory versus Persistent Changes in Driving Historical Monetary Policy In: Working Papers (Old Series).
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paper5
2019A New Look at Historical Monetary Policy and the Great Inflation through the Lens of a Persistence-Dependent Policy Rule.(2019) In: Working Papers.
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2010Frequency Dependence in a Real-Time Monetary Policy Rule.(2010) In: Working Papers.
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2020Finding a Stable Phillips Curve Relationship: A Persistence-Dependent Regression Mode In: Working Papers.
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paper3
2006Mis-Specification in Phillips Curve Regressions: Quantifying Frequency Dependence in This Relationship While Allowing for Feedback..(2006) In: Working Papers.
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This paper has another version. Agregated cites: 3
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2014Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach In: Econometrics.
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article6
2013Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach.(2013) In: Working Papers.
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2016Subset-Continuous-Updating GMM Estimators for Dynamic Panel Data Models In: Econometrics.
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article2
2009To difference or not to difference: a Monte Carlo investigation of inference in vector autoregression models In: International Journal of Data Analysis Techniques and Strategies.
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article26
1989Linear versus Nonlinear Macroeconomies: A Statistical Test. In: International Economic Review.
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article28
1990Shrinkage Estimation with General Loss Functions: An Application of Stochastic Dominance Theory. In: International Economic Review.
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article1
1983Applications of Time Series Analysis to Texas Financial Forecasting In: Interfaces.
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article0
2009Assessing the credibility of instrumental variables inference with imperfect instruments via sensitivity analysis In: Journal of Applied Econometrics.
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article31
2006Assessing the Credibility of Instrumental Variables Inference With Imperfect Instruments Via Sensitivity Analysis.(2006) In: Working Papers.
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2012On the Origins of Conditional Heteroscedasticity in Time Series In: Korean Economic Review.
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article3
2010On the Origins of Conditional Heteroscedasticity in Time Series.(2010) In: Working Papers.
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2018A Correction/Update to “When Is It Justifiable to Ignore Variable Endogeneity In A Regression Model?†In: Working Papers.
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1981Inflation and the Distribution of Price Changes across Markets: A Causal Analysis. In: Economic Inquiry.
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article4
1984A Simple Test for Regression Parameter Instability. In: Economic Inquiry.
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article7
2010Motives for Giving: A Reanalysis of Two Classic Public Goods Experiments In: Southern Economic Journal.
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article48
2015Sensitivity analysis for inference in 2SLS/GMM estimation with possibly flawed instruments In: Empirical Economics.
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article3
2012On the Granger causality between median inflation and price dispersion In: Applied Economics.
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article1
2010On the Granger Causality between Median Inflation and Price Dispersion.(2010) In: Working Papers.
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2009A New Bispectral Test for NonLinear Serial Dependence In: Econometric Reviews.
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article4
2006A New Bispectral Test for Nonlinear Serial Dependence.(2006) In: Working Papers.
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2009Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series In: Econometric Reviews.
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article16
2006Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series.(2006) In: Working Papers.
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2006Beyond Optimal Forecasting In: Working Papers.
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2006Mis-Specification and Frequency Dependence in a New Keynesian Phillips Curve In: Working Papers.
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paper1
2006Growth May Be Good for the Poor, But Decline is Disastrous: On the Non-Robustness of the Dollar-Kraay Growth is Good for the Poor Result In: Working Papers.
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paper2
2013Sensitivity Analysis For Inference In 2SLS Estimation With Possibly-Flawes Instruments In: Working Papers.
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paper1
2013Re-Examining the Impact of Housing Wealth and Stock Wealth on Household Spending: Does Persistence in Wealth Changes Matter? In: Working Papers.
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paper1
2013Sensitivity Analysis of Inference in GMM Estimation With Possibly-Flawed Moment Conditions In: Working Papers.
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paper1
2013International Evidence On The Oil Price-Real Output Relationship: Does Persistence Matter?* In: Working Papers.
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