Richard Ashley : Citation Profile


Are you Richard Ashley?

Virginia Polytechnic Institute and State University (Virginia Tech)

11

H index

11

i10 index

573

Citations

RESEARCH PRODUCTION:

35

Articles

23

Papers

RESEARCH ACTIVITY:

   40 years (1979 - 2019). See details.
   Cites by year: 14
   Journals where Richard Ashley has often published
   Relations with other researchers
   Recent citing documents: 52.    Total self citations: 24 (4.02 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pas1
   Updated: 2019-11-10    RAS profile: 2019-06-04    
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Relations with other researchers


Works with:

Verbrugge, Randal (6)

Tsang, Kwok Ping (4)

Parmeter, Christopher (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)

Aguiar-Conraria, Luís (16)

McCracken, Michael (16)

Clark, Todd (16)

Barnett, William (11)

Österholm, Pär (11)

Ravazzolo, Francesco (11)

Berger, Helge (11)

West, Kenneth (11)

Gächter, Simon (10)

Gil-Alana, Luis (9)

Cites to:

Verbrugge, Randal (23)

Granger, Clive (11)

Watson, Mark (11)

Ball, Laurence (9)

Stock, James (9)

McCracken, Michael (8)

Diebold, Francis (8)

Angrist, Joshua (8)

Tsang, Kwok Ping (8)

Pischke, Jorn-Steffen (8)

West, Kenneth (7)

Main data


Where Richard Ashley has published?


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

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 (2019 and 2018)


YearTitle of citing document
2018Self-Serving Deviations from Standard Behavior: Investigating Income and Relative Return Differentials in Voluntary Contributions Mechanisms. (2018). Palma, Marco ; Kassas, Bachir ; Hall, Charles. In: 2018 Annual Meeting, February 2-6, 2018, Jacksonville, Florida. RePEc:ags:saea18:266456.

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2018Time-dependent lead-lag relationship between the onshore and offshore Renminbi exchange rates. (2018). Sornette, Didier ; Zhou, Wei-Xing ; Xu, Hai-Chuan. In: Papers. RePEc:arx:papers:1803.09432.

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

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2017Low frequency drivers of the real interest rate: a band spectrum regression approach. (2017). Caivano, Michele ; Busetti, Fabio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1132_17.

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2018Robust Estimation with Exponentially Tilted Hellinger Distance. (2018). Antoine, Bertille ; Dovonon, Prosper. In: CIRANO Working Papers. RePEc:cir:cirwor:2018s-38.

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2017Predicting Advertising Volumes Using Structural Time Series Models: A Case Study. (2017). Dewenter, Ralf ; Heimeshoff, Ulrich. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00140.

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2017Forecasting in a Mixed Up World: Nowcasting Hawaii Tourism. (2017). Fuleky, Peter ; Bonham, Carl ; Jones, James ; Hirashima, Ashley . In: Annals of Tourism Research. RePEc:eee:anture:v:63:y:2017:i:c:p:191-202.

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2017Is the price of gold to gold mining stocks asymmetric?. (2017). Batten, Jonathan ; Lucey, Brian M ; Kosedag, Arman ; Ciner, Cetin . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:402-407.

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2018Cooperation in public good games. Calculated or confused?. (2018). Goeschl, Timo ; Lohse, Johannes. In: European Economic Review. RePEc:eee:eecrev:v:107:y:2018:i:c:p:185-203.

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2017The dynamic linkages between crude oil and natural gas markets. (2017). Batten, Jonathan ; Lucey, Brian M ; Ciner, Cetin . In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:155-170.

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2017Persistence and cycles in the us federal funds rate. (2017). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:1-8.

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2017Predicting white metal prices by a commodity sensitive exchange rate. (2017). Ciner, Cetin . In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:309-315.

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2017Time-dependent lead-lag relationship between the onshore and offshore Renminbi exchange rates. (2017). Xu, Hai-Chuan ; Sornette, Didier ; Zhou, Wei-Xing. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:49:y:2017:i:c:p:173-183.

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2017Forecasting GDP with global components: This time is different. (2017). Thorsrud, Leif ; Ravazzolo, Francesco ; Bjørnland, Hilde. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:153-173.

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2017Forecast evaluation tests and negative long-run variance estimates in small samples. (2017). Whitehouse, Emily ; Leybourne, Stephen ; Harvey, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:833-847.

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2017Out-of-sample equity premium predictability and sample split–invariant inference. (2017). Karapandza, Rasa ; Kolev, Gueorgui I. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:84:y:2017:i:c:p:188-201.

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2018Estimating the Taylor rule in the time-frequency domain. (2018). Martins, Manuel ; Aguiar-Conraria, Luís ; Soares, Maria Joana. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:57:y:2018:i:c:p:122-137.

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2017Causality analysis of the Canadian city house price indices: A cross-sample validation approach. (2017). Panagiotidis, Theodore ; Kyriazakou, Eleni . In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:16:y:2017:i:c:p:42-52.

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2019Can economic policy uncertainty, oil prices, and investor sentiment predict Islamic stock returns? A multi-scale perspective. (2019). Hadhri, Sinda ; Ftiti, Zied. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:40-55.

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2019Time-varying lead–lag structure between the crude oil spot and futures markets. (2019). Yang, Yan-Hong ; Shao, Ying-Hui ; Stanley, Eugene H. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:723-733.

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2018Strategic thinking in public goods games with teams. (2018). Stoddard, Brock ; Cox, Caleb. In: Journal of Public Economics. RePEc:eee:pubeco:v:161:y:2018:i:c:p:31-43.

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2019Holding Bitcoin longer: The dynamic hedging abilities of Bitcoin. (2019). Wu, Yan Wendy ; Chan, Wing ; Le, Minh. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:71:y:2019:i:c:p:107-113.

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2018On using interval response data in experimental economics. (2018). McDonald, James ; Stoddard, Olga ; Walton, Daniel. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:72:y:2018:i:c:p:9-16.

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2019Does overconfidence promote cooperation? Theory and experimental evidence. (2019). Bao, Te ; Li, Jianbiao ; Yin, Xile. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:79:y:2019:i:c:p:119-133.

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2018The impacts of distributional and peer-induced fairness concerns on the decision-making of order allocation in logistics service supply chain. (2018). Liu, Weihua ; Wei, Wanying ; Yan, Xiaoyu ; Shen, Xinran ; Wang, DI. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:116:y:2018:i:c:p:102-122.

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2018EXCHANGE RATE FORECAST FUTILITY FOR THE TAKA. (2018). Fullerton, Thomas ; Walke, Adam G ; Barai, Dipanwita. In: Eurasian Journal of Economics and Finance. RePEc:ejn:ejefjr:v:6:y:2018:i:2:p:1-7.

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2019Behavior of a New Median PCE Measure: A Tale of Tails. (2019). Verbrugge, Randal ; Carroll, Daniel. In: Economic Commentary. RePEc:fip:fedcec:00102.

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2018How Cyclical Is Bank Capital?. (2018). Haubrich, Joseph. In: Working Papers (Old Series). RePEc:fip:fedcwp:1504.

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2018How Cyclical Is Bank Capital?. (2018). Haubrich, Joseph. In: Working Papers. RePEc:fip:fedcwq:150401.

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2018Estimation of Treatment Effects in Repeated Public Goods Experiments. (2018). Kong, Jianning ; Sul, Donggyu. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:4:p:43-:d:179081.

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2018Price and Volatility Spillovers Between the US Crude Oil and Natural Gas Wholesale Markets. (2018). Perifanis, Theodosios ; Dagoumas, Athanasios. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:10:p:2757-:d:175678.

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2019Explaining Cooperative Behavior in Public Goods Games: How Preferences and Beliefs Affect Contribution Levels. (2019). Murphy, Ryan O ; Ackermann, Kurt A. In: Games. RePEc:gam:jgames:v:10:y:2019:i:1:p:15-:d:214205.

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2019Variations and Influences of Connectedness among US Housing Markets. (2019). Lin, Che-Chun ; Tsai, I-Chun ; I-Chun Tsai, . In: International Real Estate Review. RePEc:ire:issued:v:22:n:01:2019:p:27-58.

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2019Variations and Influences of Connectedness among US Housing Markets. (2019). Lin, Che-Chun ; Tsai, I-Chun ; I-Chun Tsai, . In: International Real Estate Review. RePEc:ire:issued:v:22:n:01:2019:p:27-59.

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2019Metropolitan Hotel Sector Forecast Accuracy in El Paso. (2019). Fullerton, Thomas ; Walke, Adam G. In: Atlantic Economic Journal. RePEc:kap:atlecj:v:47:y:2019:i:2:d:10.1007_s11293-019-09620-x.

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2017The rolling causal structure between the Chinese stock index and futures. (2017). Xu, Xiaojie. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:31:y:2017:i:4:d:10.1007_s11408-017-0299-7.

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2019Price dynamics in corn cash and futures markets: cointegration, causality, and forecasting through a rolling window approach. (2019). Xu, Xiaojie. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:33:y:2019:i:2:d:10.1007_s11408-019-00330-7.

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2017Is the accuracy of stock value forecasting relevant to industry factors or firm-specific factors? An empirical study of the Ohlson model. (2017). Kuo, Chen-Yin. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:49:y:2017:i:1:d:10.1007_s11156-016-0587-8.

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2018Estimating the Taylor Rule in the Time-Frequency Domain. (2018). Martins, Manuel ; Aguiar-Conraria, Luís ; Soares, Maria Joana ; Manuel, . In: NIPE Working Papers. RePEc:nip:nipewp:04/2018.

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2017Forecast evaluation tests and negative long-run variance estimates in small samples. (2017). Whitehouse, Emily ; Leybourne, Stephen ; Harvey, David. In: Discussion Papers. RePEc:not:notgts:17/03.

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2018Frequency-Dependent Real-Time Effects of Uncertainty in the United States: Evidence from Daily Data. (2018). Plakandaras, Vasilios ; GUPTA, RANGAN ; Nyamela, Yanele. In: Working Papers. RePEc:pre:wpaper:201833.

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2018The Asymmetric Cyclical Behavior of the U.S. Labor Market. (2018). Ferraro, Domenico. In: Review of Economic Dynamics. RePEc:red:issued:16-161.

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2018Direct and Indirect Forecasting of Cross Exchange Rates. (2018). Moosa, Imad I ; Vaz, John. In: Economia Internazionale / International Economics. RePEc:ris:ecoint:0826.

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2019The Impact of Business Cycle on Pakistani Banks Capital Buffer and Portfolio Risk. (2019). Bt, Rossazana ; Liew, Venus Khim-Sen ; Riaz, Samina . In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2019:i:1:p:57-71.

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2018ROBUST ESTIMATION WITH EXPONENTIALLY TILTED HELLINGER DISTANCE. (2018). Antoine, Bertille ; Dovonon, Prosper. In: Discussion Papers. RePEc:sfu:sfudps:dp18-06.

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2018The Impact of Changes in Fuel Prices on Inflation and Economic Growth in South Africa. (2018). Meyer, Daniel Francois. In: Working papers. RePEc:smo:jpaper:010dm.

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2019Stochastic revision opportunities in Markov decision problems. (2019). Lehrer, Ehud ; Tsodikovich, Yevgeny. In: Annals of Operations Research. RePEc:spr:annopr:v:279:y:2019:i:1:d:10.1007_s10479-019-03252-9.

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2018Cointegration and price discovery in US corn cash and futures markets. (2018). Xu, Xiaojie. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:4:d:10.1007_s00181-017-1322-6.

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2018Do inflation expectations granger cause inflation?. (2018). Stockhammar, Par ; Osterholm, Par. In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:35:y:2018:i:2:d:10.1007_s40888-018-0111-9.

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2017World steel production: A new monthly indicator of global real economic activity. (2017). Vespignani, Joaquin ; Ravazzolo, Francesco. In: Working Papers. RePEc:tas:wpaper:23636.

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2018An Averaging GMM Estimator Robust to Misspecification. (2018). Shi, Ruoyao ; Liao, Zhipeng. In: Working Papers. RePEc:ucr:wpaper:201803.

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2017On Phase Shifts in a New Keynesian Model Economy. (2017). Haslag, Joseph ; Li, Xue. In: Working Papers. RePEc:umc:wpaper:1703.

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Works by Richard Ashley:


YearTitleTypeCited
1985Further Results on Inventories and Price Stickiness. In: American Economic Review.
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article3
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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article2
1986A DIAGNOSTIC TEST FOR NONLINEAR SERIAL DEPENDENCE IN TIME SERIES FITTING ERRORS In: Journal of Time Series Analysis.
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article4
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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article243
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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article31
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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article16
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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article3
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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article2
2014Frequency Dependence in a Real-Time Monetary Policy Rule In: Working Papers (Old Series).
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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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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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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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2019Variation in the Phillips Curve Relation across Three Phases of the Business Cycle In: Working Papers.
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2006Mis-Specification in Phillips Curve Regressions: Quantifying Frequency Dependence in This Relationship While Allowing for Feedback..(2006) In: Working Papers.
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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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article1
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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article25
1989Linear versus Nonlinear Macroeconomies: A Statistical Test. In: International Economic Review.
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article27
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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article28
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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article6
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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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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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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paper0
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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paper3

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