13
H index
13
i10 index
644
Citations
Richard Ashley : Citation Profile
Virginia Polytechnic Institute and State University (Virginia Tech) | RESEARCH PRODUCTION: 34 Articles 5 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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41 years (1979 - 2020). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Richard Ashley. | Is cited by:
| Cites to:
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Main data
Where Richard Ashley has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers (Old Series) / Federal Reserve Bank of Cleveland | 3 |
| Working Papers / Federal Reserve Bank of Cleveland | 2 |
Recent works citing Richard Ashley (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | A spectral approach to stock market performance. (2023). Escañuela Romana, Ignacio ; Nieves, Clara Escanuela. In: Papers. RePEc:arx:papers:2305.05762. Full description at Econpapers || Download paper |
| 2023 | Indirect inference estimation of dynamic panel data models. (2023). Yu, Xuewen ; Bao, Yong. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1027-1053. Full description at Econpapers || Download paper |
| 2023 | The hard road to a soft landing: Evidence from a (modestly) nonlinear structural model. (2023). Verbrugge, Randal ; Zaman, Saeed. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002311. Full description at Econpapers || Download paper |
| 2023 | Response of mineral market to renewable energy production in the USA: Where lies the sustainable energy future. (2023). Sinha, Avik ; Abbas, Shujaat ; Shah, Muhammad Ibrahim ; Saha, Tanaya. In: Energy Policy. RePEc:eee:enepol:v:182:y:2023:i:c:s0301421523003348. Full description at Econpapers || Download paper |
| 2023 | The Hard Road to a Soft Landing: Evidence from a (Modestly) Nonlinear Structural Model. (2023). Verbrugge, Randal ; Zaman, Saeed. In: Working Papers. RePEc:fip:fedcwq:95448. Full description at Econpapers || Download paper |
| 2023 | Post-COVID Inflation Dynamics: Higher for Longer. (2023). Verbrugge, Randal ; Zaman, Saeed. In: Working Papers. RePEc:fip:fedcwq:95478. Full description at Econpapers || Download paper |
| 2023 | On the Predictability of the DJIA and S&P500 Indices. (2023). Mamais, Konstantinos ; Kyriazi, Foteini ; Thomakos, Dimitrios D ; Guerard, John B. In: Working Papers. RePEc:gwc:wpaper:2023-001. Full description at Econpapers || Download paper |
| 2023 | Does Money Growth Predict Inflation? Evidence from Vector Autoregressions Using Four Centuries of Data. (2023). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par ; Edvinsson, Rodney. In: Working Papers. RePEc:hhs:oruesi:2023_003. Full description at Econpapers || Download paper |
| 2023 | Search Frictions, Labor Supply, and the Asymmetric Business Cycle. (2023). Ferraro, Domenico ; Fiori, Giuseppe. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:1:p:5-42. Full description at Econpapers || Download paper |
| 2023 | Measuring Persistent Global Economic Factors with Output, Commodity Price, and Commodity Currency Data. (2023). Startz, Richard ; Basistha, Arabinda. In: Working Papers. RePEc:wvu:wpaper:23-05. Full description at Econpapers || Download paper |
Works by Richard Ashley:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1985 | Further Results on Inventories and Price Stickiness. In: American Economic Review. [Full Text][Citation analysis] | article | 4 |
| 2006 | Evaluating the Effectiveness of State-Switching Time Series Models for U.S. Real Output In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 15 |
| 1985 | On the Optimal Use of Suboptimal Forecasts of Explanatory Variables. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 1 |
| 1986 | Measuring Measurement Error in Economic Time Series. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 7 |
| 1986 | A DIAGNOSTIC TEST FOR NONLINEAR SERIAL DEPENDENCE IN TIME SERIES FITTING ERRORS In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 27 |
| 1986 | A Nonparametric, Distribution-Free Test for Serial Independence in Stock Returns In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 3 |
| 1990 | A Nonparametric Distribution-Free Test for Serial Independence in Stock Returns: A Comment In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 2 |
| 1999 | DETECTION AND MODELING OF REGRESSION PARAMETER VARIATION ACROSS FREQUENCIES In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 13 |
| 1999 | ARE TECHNOLOGY SHOCKS NONLINEAR? In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 19 |
| 1980 | Advertising and Aggregate Consumption: An Analysis of Causality. In: Econometrica. [Full Text][Citation analysis] | article | 276 |
| 1979 | Postponed linear approximations and adaptive control with non-quadratic losses In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 0 |
| 1998 | A new technique for postsample model selection and validation In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 36 |
| 2003 | Statistically significant forecasting improvements: how much out-of-sample data is likely necessary? In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 37 |
| 2015 | Comparing the effectiveness of traditional vs. mechanized identification methods in post-sample forecasting for a macroeconomic Granger causality analysis In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
| 1988 | On the relative worth of recent macroeconomic forecasts In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 19 |
| 2014 | Re-examining the impact of housing wealth and stock wealth on retail sales: Does persistence in wealth changes matter? In: Journal of Housing Economics. [Full Text][Citation analysis] | article | 5 |
| 1979 | Time series analysis of residuals from the St. Louis model In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 3 |
| 2006 | Comments on A critical investigation on detrending procedures for nonlinear processes In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 0 |
| 1980 | Wages and profits: A comment In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 0 |
| 2008 | Growth 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. [Full Text][Citation analysis] | article | 4 |
| 2014 | Frequency Dependence in a Real-Time Monetary Policy Rule In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 0 |
| 2015 | Persistence Dependence in Empirical Relations: The Velocity of Money In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 1 |
| 2018 | All Fluctuations Are Not Created Equal: The Differential Roles of Transitory versus Persistent Changes in Driving Historical Monetary Policy In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 0 |
| 2019 | A New Look at Historical Monetary Policy and the Great Inflation through the Lens of a Persistence-Dependent Policy Rule In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2020 | The Intermittent Phillips Curve: Finding a Stable (But Persistence-Dependent) Phillips Curve Model Specification In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2014 | Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach In: Econometrics. [Full Text][Citation analysis] | article | 9 |
| 2016 | Subset-Continuous-Updating GMM Estimators for Dynamic Panel Data Models In: Econometrics. [Full Text][Citation analysis] | article | 4 |
| 2009 | To difference or not to difference: a Monte Carlo investigation of inference in vector autoregression models In: International Journal of Data Analysis Techniques and Strategies. [Full Text][Citation analysis] | article | 34 |
| 1989 | Linear versus Nonlinear Macroeconomies: A Statistical Test. In: International Economic Review. [Full Text][Citation analysis] | article | 29 |
| 1990 | Shrinkage Estimation with General Loss Functions: An Application of Stochastic Dominance Theory. In: International Economic Review. [Full Text][Citation analysis] | article | 2 |
| 1983 | Applications of Time Series Analysis to Texas Financial Forecasting In: Interfaces. [Full Text][Citation analysis] | article | 0 |
| 2009 | Assessing the credibility of instrumental variables inference with imperfect instruments via sensitivity analysis In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 34 |
| 2012 | On the Origins of Conditional Heteroscedasticity in Time Series In: Korean Economic Review. [Full Text][Citation analysis] | article | 1 |
| 1981 | Inflation and the Distribution of Price Changes across Markets: A Causal Analysis. In: Economic Inquiry. [Citation analysis] | article | 7 |
| 1984 | A Simple Test for Regression Parameter Instability. In: Economic Inquiry. [Citation analysis] | article | 13 |
| 2015 | Sensitivity analysis for inference in 2SLS/GMM estimation with possibly flawed instruments In: Empirical Economics. [Full Text][Citation analysis] | article | 5 |
| 2012 | On the Granger causality between median inflation and price dispersion In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2009 | A New Bispectral Test for NonLinear Serial Dependence In: Econometric Reviews. [Full Text][Citation analysis] | article | 3 |
| 2009 | Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series In: Econometric Reviews. [Full Text][Citation analysis] | article | 21 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team