Charles H. Whiteman : Citation Profile


Are you Charles H. Whiteman?

Pennsylvania State University

20

H index

26

i10 index

2310

Citations

RESEARCH PRODUCTION:

38

Articles

28

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   34 years (1978 - 2012). See details.
   Cites by year: 67
   Journals where Charles H. Whiteman has often published
   Relations with other researchers
   Recent citing documents: 176.    Total self citations: 12 (0.52 %)

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   Permalink: http://citec.repec.org/pwh13
   Updated: 2019-06-16    RAS profile: 2013-10-03    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Charles H. Whiteman.

Is cited by:

Otrok, Christopher (59)

Kose, Ayhan (54)

Schorfheide, Frank (30)

Prasad, Eswar (25)

Paccagnini, Alessia (25)

Del Negro, Marco (24)

Shahbaz, Muhammad (24)

Ravazzolo, Francesco (23)

Canova, Fabio (20)

Matheson, Troy (19)

Marcellino, Massimiliano (19)

Cites to:

Hansen, Lars (21)

Sims, Christopher (14)

Campbell, John (14)

Watson, Mark (14)

Prescott, Edward (13)

Otrok, Christopher (11)

Sargent, Thomas (10)

Constantinides, George (9)

Gregory, Allan (9)

Stock, James (8)

Hendry, David (8)

Main data


Where Charles H. Whiteman has published?


Journals with more than one article published# docs
Journal of Monetary Economics7
Journal of Applied Econometrics3
American Economic Review3
Journal of Business & Economic Statistics3
Journal of Money, Credit and Banking3
Econometric Theory2
Carnegie-Rochester Conference Series on Public Policy2
Econometrica2
Journal of Econometrics2
Quarterly Review2

Working Papers Series with more than one paper published# docs
FRB Atlanta Working Paper / Federal Reserve Bank of Atlanta4
Macroeconomics / University Library of Munich, Germany3

Recent works citing Charles H. Whiteman (2018 and 2017)


YearTitle of citing document
2018A multilevel factor approach for the analysis of CDS commonality and risk contribution. (2018). Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Caporin, Massimiliano ; Rodriguez-Caballero, Carlos Vladimir . In: CREATES Research Papers. RePEc:aah:create:2018-33.

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2017Twenty Years of Time Series Econometrics in Ten Pictures. (2017). Watson, Mark ; Stock, James H. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:31:y:2017:i:2:p:59-86.

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2017Financial liberalization and long-run stability of money demand in Nigeria. (2017). Folarin, Oludele ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:17/018.

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2017Vertical Price Transmission in Milk Supply Chain: Market Changes and Asymmetric Dynamics. (2017). Santeramo, Fabio ; Antonioli, Federico. In: 2017 Sixth AIEAA Conference, June 15-16, Piacenza, Italy. RePEc:ags:aiea17:261256.

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2017Measuring the frequency dynamics of financial connectedness and systemic risk. (2017). Krehlik, Tomas ; Baruník, Jozef. In: Papers. RePEc:arx:papers:1507.01729.

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2018Bayesian nonparametric sparse VAR models. (2018). Rossini, Luca ; Billio, Monica ; Casarin, Roberto. In: Papers. RePEc:arx:papers:1608.02740.

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2018Equilibrium Restrictions and Approximate Models: Pricing Macroeconomic Risk. (2018). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:1805.10869.

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2018Duesenberrys Theory of Consumption: Habit, Learning, and Ratcheting. (2018). Choi, Kyoung Jin ; Koo, Hyeng Keun ; Jeon, Junkee. In: Papers. RePEc:arx:papers:1812.10038.

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2017Measuring business cycles intra-synchronization in us: a regime-switching interdependence framework. (2017). Leiva-Leon, Danilo. In: Working Papers. RePEc:bde:wpaper:1726.

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2019Assessing financial stability risks from the real estate market in Italy: an update. (2019). Cornacchia, Wanda ; Ciocchetta, Federica . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_493_19.

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2017Price Dispersion, Private Uncertainty, and Endogenous Nominal Rigidities. (2017). Gaballo, Gaetano. In: Working papers. RePEc:bfr:banfra:653.

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2017Does FDI Dampen or Magnify Output Growth Volatility in the ECOWAS Region?. (2017). Ajide, Kazeem ; Osode, Oluwanbepelumi Esther . In: African Development Review. RePEc:bla:afrdev:v:29:y:2017:i:2:p:211-222.

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2018Measuring the dynamics of APEC output connectedness. (2018). Ogbuabor, Jonathan E ; Charles, Manasseh O ; Aneke, Gladys C ; Eigbiremolen, Godastime O. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:32:y:2018:i:1:p:29-44.

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2017Age and Gender Group Differences in Employment Responses to Monetary Policy Shock in a Small Open Economy: The Case of Korea. (2017). Chung, Sungyup . In: Asia and the Pacific Policy Studies. RePEc:bla:asiaps:v:4:y:2017:i:2:p:207-224.

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2017DIMENSIONS OF MACROECONOMIC UNCERTAINTY: A COMMON FACTOR ANALYSIS. (2017). Henzel, Steffen ; Rengel, Malte. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:2:p:843-877.

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2019INTERNATIONAL EFFECTS OF EURO AREA VERSUS U.S. POLICY UNCERTAINTY: A FAVAR APPROACH. (2019). Belke, Ansgar ; Osowski, Thomas. In: Economic Inquiry. RePEc:bla:ecinqu:v:57:y:2019:i:1:p:453-481.

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2019REAL EXCHANGE RATE, MONETARY POLICY, AND THE U.S. ECONOMY: EVIDENCE FROM A FAVAR MODEL. (2019). Sun, Wei ; De, Kuhelika. In: Economic Inquiry. RePEc:bla:ecinqu:v:57:y:2019:i:1:p:552-568.

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2017Penalised Complexity Priors for Stationary Autoregressive Processes. (2017). Sorbye, Sigrunn Holbek ; Rue, Hvard. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:6:p:923-935.

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2017Measuring Business Cycles Intra-Synchronization in US: A Regime-switching Interdependence Framework. (2017). Leiva-Leon, Danilo. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:4:p:513-545.

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2017Bilateral Tax Treaties and GDP Comovement. (2017). Weber, Caroline ; Sly, Nicholas. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:2:p:292-319.

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2017Idiosyncratic and international transmission of shocks in the G7: Does EMU matter?. (2017). Bettendorf, Timo. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:4:p:856-890.

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2018Business cycle narratives. (2018). Thorsrud, Leif ; Larsen, Vegard. In: Working Papers. RePEc:bny:wpaper:0064.

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2019Money growth and inflation : International historical evidence on high inflation episodes for developed countries. (2019). Fratianni, Michele ; Giri, Federico ; Gallegati, Marco. In: Research Discussion Papers. RePEc:bof:bofrdp:2019_001.

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2017Advanced economies and emerging markets: dissecting the drivers of business cycle synchronization. (2017). Karadimitropoulou, Aikaterini. In: Working Papers. RePEc:bog:wpaper:238.

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2018The Demand for Money at the Zero Interest Rate Bound. (2018). Yabu, Tomoyoshi ; Watanabe, Tsutomu. In: CARF F-Series. RePEc:cfi:fseres:cf444.

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2018Beauty Contests and the Term Structure. (2018). Tischbirek, Andreas ; Ellison, Martin. In: Discussion Papers. RePEc:cfm:wpaper:1807.

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2018Bayesian Vector Autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: Discussion Papers. RePEc:cfm:wpaper:1808.

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2017Ciclos de crédito, liquidez global y regímenes monetarios: una aproximación para América Latina. (2017). Bedoya, Juan. In: REVISTA DESARROLLO Y SOCIEDAD. RePEc:col:000090:015463.

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2018Beauty Contests and the Term Structure. (2018). Tischbirek, Andreas ; Ellison, Martin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12762.

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2018BKK the EZ Way. International Long-Run Growth News and Capital Flows.. (2018). Colacito, Riccardo ; Howard, Philip ; Croce, Mariano Massimiliano. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12783.

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2019Fundamental Moments. (2019). Pauwels, Laurent ; Imbs, Jean. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13662.

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2017Accurate Subsampling Intervals of Principal Components Factors. (2017). Ruiz, Esther ; de Vicente, Javier . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:23974.

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2018Growth in Stress. (2018). Gonzalez-Rivera, Gloria ; Ortega, Esther Ruiz ; de Vicente, Javier . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:26623.

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2018Estimation of the common component in Dynamic Factor Models. (2018). Sanchez, Daniel Pea ; Navarro, Angela Caro. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:27047.

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2018Identification- and Singularity-Robust Inference for Moment Condition. (2018). , Donald ; Guggenberger, Patrik . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1978r.

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2019Identification- and Singularity-Robust Inference for Moment Condition. (2019). , Donald ; Guggenberger, Patrik. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1978r2.

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2017Unconditionally Optimal Ramsey policy. (2017). Nolan, Charles ; Damjanovic, Tatiana. In: CEGAP Working Papers. RePEc:dur:cegapw:2017_01.

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2017Interpreting rational expectations econometrics via analytic function approach. (2017). Tan, Fei. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00218.

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2017Identification of Global and National Shocks in International Financial Markets via General Dynamic Factor Models. (2017). Soccorsi, Stefano ; Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/248676.

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2018Openness, specialization, and the external vulnerability of developing countries. (2018). Servén, Luis ; Barrot, Luis-Diego ; Serven, Luis ; Calderon, Cesar. In: Journal of Development Economics. RePEc:eee:deveco:v:134:y:2018:i:c:p:310-328.

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2017The impact of EMU on bond yield convergence: Evidence from a time-varying dynamic factor model. (2017). Kishor, N ; Ma, Jun ; Bhatt, Vipul. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:82:y:2017:i:c:p:206-222.

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2018Portfolio selection with consumption ratcheting. (2018). Jeon, Junkee ; Shin, Yong Hyun ; Koo, Hyeng Keun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:92:y:2018:i:c:p:153-182.

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2018Advanced economies and emerging markets: Dissecting the drivers of business cycle synchronization. (2018). Karadimitropoulou, Aikaterini. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:93:y:2018:i:c:p:115-130.

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2018Debt regimes and the effectiveness of monetary policy. (2018). Huber, Florian ; de Luigi, Clara. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:93:y:2018:i:c:p:218-238.

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2018Debt and stabilization policy: Evidence from a Euro Area FAVAR. (2018). Zubairy, Sarah ; Jackson Young, Laura ; Owyang, Michael T. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:93:y:2018:i:c:p:67-91.

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2017The growth-volatility nexus: New evidence from an augmented GARCH-M model. (2017). Trypsteen, Steven. In: Economic Modelling. RePEc:eee:ecmode:v:63:y:2017:i:c:p:15-25.

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2017A small-scale DSGE-VAR model for the Romanian economy. (2017). Pop, Raluca-Elena. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:1-9.

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2018Capital mobility in OECD countries: A multi-level factor approach to saving–investment correlations. (2018). Ho, Sun ; Kim, Yun Jung. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:150-159.

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2018Are business and credit cycles synchronised internally or externally?. (2018). Kurowski, Ukasz ; Rogowicz, Karol. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:124-141.

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2018Chinas increasing global influence: Changes in international growth linkages. (2018). Bataa, Erdenebat ; Sensier, Marianne ; Osborn, Denise R. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:194-206.

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2018Fiscal policy within the DSGE-VAR framework. (2018). Franta, Michal ; Babecký, Jan ; Ryanek, Jakub . In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:23-37.

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2018Housing is local: Applying a dynamic unobserved factor model for the Dutch housing market. (2018). Klarl, Torben. In: Economics Letters. RePEc:eee:ecolet:v:170:y:2018:i:c:p:79-84.

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2018Quasi maximum likelihood analysis of high dimensional constrained factor models. (2018). Lu, Lina ; Li, QI. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:2:p:574-612.

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2019Priors about observables in vector autoregressions. (2019). Jarociński, Marek ; Marcet, Albert ; Jarociski, Marek. In: Journal of Econometrics. RePEc:eee:econom:v:209:y:2019:i:2:p:238-255.

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2018World output gap and global stock returns. (2018). Atanasov, Victoria . In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:181-197.

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2017Stochastic convergence in per capita energy use in world. (2017). Fallahi, Firouz. In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:228-239.

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2017Noncausality and the commodity currency hypothesis. (2017). Nyberg, Henri ; Lof, Matthijs. In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:424-433.

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2017Does urbanization cause increasing energy demand in Pakistan? Empirical evidence from STIRPAT model. (2017). Shahbaz, Muhammad ; Ozturk, Ilhan ; Chaudhary, A R. In: Energy. RePEc:eee:energy:v:122:y:2017:i:c:p:83-93.

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2017Shocks affecting electricity prices in Kenya, a fractional integration study. (2017). Gil-Alana, Luis ; Carcel, Hector ; Mudida, Robert. In: Energy. RePEc:eee:energy:v:124:y:2017:i:c:p:521-530.

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2017Co-movements among the stock prices of new energy, high-technology and fossil fuel companies in China. (2017). Du, Ziping ; Zhang, Guofu. In: Energy. RePEc:eee:energy:v:135:y:2017:i:c:p:249-256.

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2018Income, trade openness and energy interactions: Evidence from simultaneous equation modeling. (2018). Tiba, Sofien ; Frikha, Mohamed. In: Energy. RePEc:eee:energy:v:147:y:2018:i:c:p:799-811.

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2018The prelude and global impact of the Great Depression: Evidence from a new macroeconomic dataset. (2018). Albers, Thilo ; Hendrik, Thilo Nils. In: Explorations in Economic History. RePEc:eee:exehis:v:70:y:2018:i:c:p:150-163.

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2019Testing the predictive ability of house price bubbles for macroeconomic performance: A meta-analytic approach. (2019). Floro, Danvee. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:164-181.

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2018Do co-jumps impact correlations in currency markets?. (2018). Vacha, Lukas ; Baruník, Jozef ; Barunik, Jozef. In: Journal of Financial Markets. RePEc:eee:finmar:v:37:y:2018:i:c:p:97-119.

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2018On the accuracy of alternative approaches for calibrating bank stress test models. (2018). Kupiec, Paul H. In: Journal of Financial Stability. RePEc:eee:finsta:v:38:y:2018:i:c:p:132-146.

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2017Common and country specific economic uncertainty. (2017). Theodoridis, Konstantinos ; mumtaz, haroon. In: Journal of International Economics. RePEc:eee:inecon:v:105:y:2017:i:c:p:205-216.

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2018Sharing a ride on the commodities roller coaster: Common factors in business cycles of emerging economies. (2018). Rodriguez, Diego ; Gonzalez, Andres ; Fernandez, Andres. In: Journal of International Economics. RePEc:eee:inecon:v:111:y:2018:i:c:p:99-121.

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2019Finance and synchronization. (2019). Saleheen, Jumana ; Imbs, Jean ; Cesa-Bianchi, Ambrogio. In: Journal of International Economics. RePEc:eee:inecon:v:116:y:2019:i:c:p:74-87.

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2018Financial globalization, domestic financial freedom and risk sharing across countries. (2018). Li, Zhongda ; Liu, LU. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:55:y:2018:i:c:p:151-169.

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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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2018Predictions of short-term rates and the expectations hypothesis. (2018). Guidolin, Massimo ; Thornton, Daniel L. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:636-664.

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2019Forecasting the UK economy: Alternative forecasting methodologies and the role of off-model information. (2019). Masolo, Riccardo M. ; Waldron, Matt ; Fawcett, Nicholas ; Boneva, Lena. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:100-120.

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2018The dynamics of credit reallocation: South Koreas post-crisis experience. (2018). Hyun, Junghwan . In: Japan and the World Economy. RePEc:eee:japwor:v:48:y:2018:i:c:p:57-70.

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2017Has there actually been a sustained increase in the synchronization of house price (and business) cycles across countries?. (2017). Miles, William. In: Journal of Housing Economics. RePEc:eee:jhouse:v:36:y:2017:i:c:p:25-43.

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2017The G7 business cycle in a globalized world. (2017). Carstensen, Kai ; Salzmann, L. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pa:p:134-161.

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2017Monetary policy and financial spillovers: Losing traction?. (2017). Rungcharoenkitkul, Phurichai ; Disyatat, Piti. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:115-136.

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2018Measuring the international dimension of output volatility. (2018). Iseringhausen, Martin ; Everaert, Gerdie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:81:y:2018:i:c:p:20-39.

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2019The divergence of bank lending rates from policy rates after the financial crisis: The role of bank funding costs. (2019). Mizen, Paul ; Lombardi, Marco ; Illes, Anamaria. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:93:y:2019:i:c:p:117-141.

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2019Bayesian forecast combination in VAR-DSGE models. (2019). Li, Xue ; Chin, Kuo-Hsuan. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:59:y:2019:i:c:p:278-298.

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2018The effects of the U.S. business cycle on the Canadian economy: A regime-switching VAR approach. (2018). Lange, Ronald Henry. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:17:y:2018:i:c:p:1-12.

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2017Frequency aspects of information transmission in a network of three western equity markets. (2017). Schmidbauer, Harald ; Uluceviz, Erhan ; Rosch, Angi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:486:y:2017:i:c:p:933-946.

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2018Market efficiency of Baltic stock markets: A fractional integration approach. (2018). YAYA, OLAOLUWA ; GUPTA, RANGAN ; Gil-Alana, Luis ; Shittu, Olanrewaju I. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:511:y:2018:i:c:p:251-262.

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2017The efficiency of the art market: Evidence from variance ratio tests, linear and nonlinear fractional integration approaches. (2017). Wohar, Mark ; GUPTA, RANGAN ; Gil-Alana, Luis ; Aye, Goodness C. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:283-294.

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2017Heterogeneity in the debt-growth nexus: Evidence from EMU countries. (2017). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:470-486.

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2018Co-movement between equity and bond markets. (2018). Sakemoto, Ryuta. In: International Review of Economics & Finance. RePEc:eee:reveco:v:53:y:2018:i:c:p:25-38.

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2018Understanding international stock market comovements: A comparison of developed and emerging markets. (2018). Chen, Peng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:56:y:2018:i:c:p:451-464.

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2019Historical decoupling in the EU: Evidence from time-frequency analysis. (2019). Kapounek, Svatopluk ; Kuerova, Zuzana. In: International Review of Economics & Finance. RePEc:eee:reveco:v:60:y:2019:i:c:p:265-280.

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2018Beauty contests and the term structure. (2018). Tischbirek, Andreas ; Ellison, Martin. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:87384.

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2018Bayesian vector autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:87393.

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2018Combining Survey Long-Run Forecasts and Nowcasts with BVAR Forecasts Using Relative Entropy. (2018). Zaman, Saeed ; Tallman, Ellis. In: Working Papers (Old Series). RePEc:fip:fedcwp:1809.

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2019Upstream, Downstream & Common Firm Shocks. (2019). Yung, Julieta ; Grant, Everett. In: Globalization Institute Working Papers. RePEc:fip:feddgw:360.

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2018Measuring the Natural Rate of Interest : A Note on Transitory Shocks. (2018). Lewis, Kurt F ; Vazquez-Grande, Francisco. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-59.

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2017Trend and Uncertainty in the Long-Term Real Interest Rate: Bayesian Exponential Tilting with Survey Data. (2017). Doh, Taeyoung. In: Research Working Paper. RePEc:fip:fedkrw:rwp17-08.

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2017An endogenously clustered factor approach to international business cycles. (2017). Owyang, Michael ; Savascin, ozge ; Francis, Neville. In: Working Papers. RePEc:fip:fedlwp:2012-014.

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2017Debt and Stabilization Policy: Evidence from a Euro Area FAVAR. (2017). Zubairy, Sarah ; Owyang, Michael ; Jackson Young, Laura. In: Working Papers. RePEc:fip:fedlwp:2017-022.

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2018International Credit Markets and Global Business Cycles. (2018). Wen, Yi ; Pintus, Patrick ; Xing, Xiaochuan. In: Working Papers. RePEc:fip:fedlwp:2018-009.

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2019Contagious Switching. (2019). Piger, Jeremy ; Owyang, Michael ; Soques, Daniel. In: Working Papers. RePEc:fip:fedlwp:2019-014.

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More than 100 citations found, this list is not complete...

Works by Charles H. Whiteman:


YearTitleTypeCited
1984Lucas on the Quantity Theory: Hypothesis Testing without Theory. In: American Economic Review.
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article19
1991The Temporal Stability of Dividends and Stock Prices: Evidence from the Likelihood Function. In: American Economic Review.
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article27
2003International Business Cycles: World, Region, and Country-Specific Factors In: American Economic Review.
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article575
1993Estimating Moving Average Parameters: Classical Pileups and Bayesian Posteriors. In: Journal of Business & Economic Statistics.
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article8
1996A Bayesian Approach to Calibration. In: Journal of Business & Economic Statistics.
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article67
2001Risk Aversion versus Intertemporal Substitution: A Case Study of Identification Failure in the Intertemporal Consumption Capital Asset Pricing Model. In: Journal of Business & Economic Statistics.
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article38
1994Modeling Stock Prices without Knowing How to Induce Stationarity In: Econometric Theory.
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article2
1996Modeling Stock Prices without Knowing How to Induce Stationarity.(1996) In: Econometric Theory.
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This paper has another version. Agregated cites: 2
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1986An Analytical Policy Design under Rational Expectations. In: Econometrica.
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article17
1992Integration versus Trend Stationarity in Time Series. In: Econometrica.
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article217
1997General-to-specific procedures for fitting a data-admissible, theory-inspired, congruent, parsimonious, encompassing, weakly-exogenous, identified, structural model to the DGP: A translation and criti In: Carnegie-Rochester Conference Series on Public Policy.
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article13
1997General-to-specific procedures for fitting a data-admissible, theory- inspired, congruent, parsimonious, encompassing, weakly-exogenous, identified, structural model to the DGP: a translation and crit.(1997) In: International Finance Discussion Papers.
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This paper has another version. Agregated cites: 13
paper
1997Rejoinder to Hendry In: Carnegie-Rochester Conference Series on Public Policy.
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article0
1985Spectral utility, wiener-hopf techniques, and rational expectations In: Journal of Economic Dynamics and Control.
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article11
2006Bayesian Forecasting In: Handbook of Economic Forecasting.
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chapter43
2007Multiple equilibria in a simple asset pricing model In: Economics Letters.
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article4
1992The power problems of unit root test in time series with autoregressive errors In: Journal of Econometrics.
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article131
2000A Bayesian approach to dynamic macroeconomics In: Journal of Econometrics.
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article127
2008Understanding the evolution of world business cycles In: Journal of International Economics.
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article240
2005Understanding the Evolution of World Business Cycles.(2005) In: IMF Working Papers.
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This paper has another version. Agregated cites: 240
paper
1985The observable implications of self-fulfilling expectations In: Journal of Monetary Economics.
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article90
1991Reconsidering trends and random walks in macroeconomic time series In: Journal of Monetary Economics.
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article58
1991On robustness In: Journal of Monetary Economics.
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article1
1994Supplanting the Minnesota prior: Forecasting macroeconomic time series using real business cycle model priors In: Journal of Monetary Economics.
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article98
1999Endogenous term premia and anomalies in the term structure of interest rates: Explaining the predictability smile In: Journal of Monetary Economics.
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article34
1996Endogenous term premia and anomalies in the term structure of interest rates: explaining the predictability smile.(1996) In: FRB Atlanta Working Paper.
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This paper has another version. Agregated cites: 34
paper
2002Habit formation: a resolution of the equity premium puzzle? In: Journal of Monetary Economics.
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article72
1998Habit Formation: A Resolution of the Equity Premium Puzzle?.(1998) In: Working Papers.
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This paper has another version. Agregated cites: 72
paper
2007A generalized volatility bound for dynamic economies In: Journal of Monetary Economics.
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article1
1992More unsettling evidence on the perfect markets hypothesis In: Economic Review.
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article0
2002Forecasting using relative entropy In: FRB Atlanta Working Paper.
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paper54
2005Forecasting Using Relative Entropy..(2005) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 54
article
1990Monetary aggregates as monetary targets: a statistical investigation In: FRB Atlanta Working Paper.
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paper8
1992Monetary Aggregates as Monetary Targets: A Statistical Investigation..(1992) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 8
article
1992Another hole in the ozone layer: changes in FOMC operating procedure and the term structure In: FRB Atlanta Working Paper.
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paper3
1993Another hole in the ozone layer: changes in FOMC operating procedure and the term structure.(1993) In: Proceedings.
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This paper has another version. Agregated cites: 3
article
1999Risk aversion vs. intertemporal substitution: identification failure in the intertemporal consumption CAPM In: Working Papers.
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paper0
1998Risk Aversion vs. Intertemporal Substitution: Identification Failure in the Intertemporal Consumption CAPM.(1998) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
1978A new investigation of the impact of wage and price controls In: Quarterly Review.
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article0
1979A new investigation of the impact of wage and price controls.(1979) In: Monograph.
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This paper has another version. Agregated cites: 0
book
1981Econometric policy evaluation under rational expectations In: Quarterly Review.
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article0
1998Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa. In: International Economic Review.
[Citation analysis]
article101
1996Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa..(1996) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 101
paper
2006Asset Prices in a Time Series Model with Perpetually Disparately Informed, Competitive Traders In: CAEPR Working Papers.
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paper5
2000Keynesian impulses versus Solow residuals: identifying sources of business cycle fluctuations In: Journal of Applied Econometrics.
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article42
2002Evaluating asset-pricing models using the Hansen-Jagannathan bound: a Monte Carlo investigation In: Journal of Applied Econometrics.
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article7
1999Evaluating Asset-Pricing Models Using The Hansen-Jagannathan Bound: A Monte Carlo Investigation.(1999) In: Working Papers.
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This paper has another version. Agregated cites: 7
paper
2000Evaluating Asset-Pricing Models Using The Hansen-Jagannathan Bound: A Monte Carlo Investigation.(2000) In: Virginia Economics Online Papers.
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This paper has another version. Agregated cites: 7
paper
1991The Case for Trend-Stationarity Is Stronger Than We Thought. In: Journal of Applied Econometrics.
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article23
1991The Case for Trend-Stationarity is Stronger than we Thought..(1991) In: Working Papers.
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This paper has another version. Agregated cites: 23
paper
1996A Daily View of Yield Spreads and Short-Term Interest Rate Movements. In: Journal of Money, Credit and Banking.
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article43
1999An Application of Bayesian Option Pricing to the Soybean Market In: American Journal of Agricultural Economics.
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article5
2004Stochastic Discount Factor Models and the Equity Premium Puzzle In: MPRA Paper.
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paper1
2001Spectral Implications of Security Market Data for Models of Dynamic Economies In: Computing in Economics and Finance 2001.
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paper0
2012Heterogenous Beliefs and Tests of Present Value Models In: Discussion Papers.
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paper16
1996The Engine of Growth or Its Handmaiden? A Time-Series Assessment of Export-Led Growth. In: Empirical Economics.
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article72
1991The Engine of Growth or Its Handmaiden? A Time Series Assessment of Export-Led Growth..(1991) In: Working Papers.
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This paper has another version. Agregated cites: 72
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1995The Engine of Growth or Its Handmaiden? A Time Series Assessment of Export-Led Growth..(1995) In: Working Papers.
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This paper has another version. Agregated cites: 72
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1996The Engine of Growth or Its Handmaiden? A Time-Series Assessment of Export-Led Growth.(1996) In: GE, Growth, Math methods.
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This paper has another version. Agregated cites: 72
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2008Generalized Safety First and a New Twist on Portfolio Performance In: Econometric Reviews.
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article9
1991World Business Cycles. In: Working Papers.
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paper3
1994Beyond Calibration In: Working Papers.
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paper1
1995Keynes vs. Prescott and Solow: Identifying Sources of Business Cycle Fluctuations. In: Working Papers.
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paper2
1995Keynes vs. Prescott and Solow: Identifying Sources of Business Cycle Fluctuations.(1995) In: Macroeconomics.
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This paper has another version. Agregated cites: 2
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1996Cyclical Implications of the Variable Utilization of Physical and Human Capital. In: Working Papers.
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paper10
1996Cyclical Implications of the Variable Utilization of Physical and Human Capital.(1996) In: Macroeconomics.
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This paper has another version. Agregated cites: 10
paper
1996Baynesian Leading Indicators: Measuring and Predicting Economic Conditions In: Macroeconomics.
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paper4
2006Empirical Bayesian density forecasting in Iowa and shrinkage for the Monte Carlo era In: Discussion Paper Series 1: Economic Studies.
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paper8

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