Charles H. Whiteman : Citation Profile

Are you Charles H. Whiteman?

Pennsylvania State University

20

H index

26

i10 index

2396

Citations

RESEARCH PRODUCTION:

38

Articles

28

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   34 years (1978 - 2012). See details.
   Cites by year: 70
   Journals where Charles H. Whiteman has often published
   Relations with other researchers
   Recent citing documents: 240.    Total self citations: 12 (0.5 %)

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   Permalink: http://citec.repec.org/pwh13
   Updated: 2020-05-16    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 (60)

Kose, Ayhan (55)

Schorfheide, Frank (30)

Prasad, Eswar (25)

Paccagnini, Alessia (25)

Shahbaz, Muhammad (25)

Del Negro, Marco (24)

Marcellino, Massimiliano (23)

Ravazzolo, Francesco (23)

Canova, Fabio (20)

Kano, Takashi (19)

Cites to:

Hansen, Lars (21)

Watson, Mark (14)

Campbell, John (14)

Sims, Christopher (14)

Prescott, Edward (13)

Otrok, Christopher (11)

Sargent, Thomas (10)

Constantinides, George (9)

Gregory, Allan (9)

Christiano, Lawrence (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
Journal of Money, Credit and Banking3
American Economic Review3
Journal of Business & Economic Statistics3
Quarterly Review2
Carnegie-Rochester Conference Series on Public Policy2
Econometrica2
Journal of Econometrics2
Econometric Theory2

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
2019MACROECONOMIC UNCERTAINTY AND THE COMOVEMENT IN BUYING VERSUS RENTING IN THE USA. (2019). GUPTA, RANGAN ; Aye, Goodness C. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:23:y:2019:i:3:p:93-121.

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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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2017A Statistical Investigation of Business Cycles Characteristics in Pakistan. (2017). Baig, Asia ; Tariq, Muhammad ; Ali, Niaz. In: Global Economics Review. RePEc:aaw:journl:v:2:y:2017:i:1:p:73-84.

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2017Financial liberalization and long-run stability of money demand in Nigeria. (2017). Folarin, Oludele ; Asongu, Simplice. In: Research Africa Network Working Papers. RePEc:abh:wpaper:17/018.

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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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2018A Model-Free Bubble Detection Method: Application to the World Market for Superstar Wines. (2018). Tolhurst, Tor. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274387.

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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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2019Equilibrium Restrictions and Approximate Models -- With an application to Pricing Macroeconomic Risk. (2019). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:1805.10869.

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2018Duesenberrys Theory of Consumption: Habit, Learning, and Ratcheting. (2018). Koo, Hyeng Keun ; Jeon, Junkee ; Choi, Kyoung Jin. 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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2019Inflation interdependence in advanced economies. (2019). Gómez-Loscos, Ana ; Gadea, María ; Alvarez, Luis ; Gomez-Loscos, Ana. In: Working Papers. RePEc:bde:wpaper:1920.

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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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2019Bayesian VAR Forecasts, Survey Information and Structural Change in the Euro Area. (2019). Ganics, Gergely ; Odendahl, Florens. In: Working papers. RePEc:bfr:banfra:733.

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2020FISS – A Factor-based Index of Systemic Stress in the Financial System. (2020). Varga, Katalin ; Szendrei, Tibor . In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:79:y:2020:i:1:p:3-34.

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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). Giri, Federico ; Gallegati, Marco ; Fratianni, Michele. 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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2019Business Cycle Narratives. (2019). Thorsrud, Leif ; Larsen, Vegard. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7468.

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2019A Model for International Spillovers to Emerging Markets. (2019). Houssa, Romain ; Otrok, Chris ; Mohimont, Jolan . In: CESifo Working Paper Series. RePEc:ces:ceswps:_7702.

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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). Navarro, Angela Caro ; Sanchez, Daniel Pea . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:27047.

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2020Labor Market Dynamics under Technology Shocks: The Role of Subsistence Consumption. (2020). Choi, Sangyup ; Shim, Myungkyu. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2020_002.

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

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2019Identification- and Singularity-Robust Inference for Moment Condition. (2019). 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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2019Autoregressive Distributed Lag Approach to the Income Inequality and Financial Liberalization Nexus: Empirical Evidence from Turkey. (2019). Ozdemir, Onur. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-06-1.

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2020Long run Association of Stock Prices and Crude Oil Prices: Evidence from Saudi Arabia. (2020). Rahman, Abdul. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-02-16.

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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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2019The quantitative effects of tax foresight: Not all states are equal. (2019). Herrera, Ana María ; Rangaraju, Sandeep Kumar. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:107:y:2019:i:c:6.

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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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2020Business cycle synchronization: Disentangling direct and indirect effect of financial integration in the Indian context. (2020). Prabheesh, K P ; Padhan, Rakesh. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:272-287.

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2019Complex analytic wavelets in the measurement of macroeconomic risks. (2019). Bruzda, Joanna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818302493.

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2019Towards a financial cycle for the U.S., 1973–2014. (2019). Jacobs, Jan ; An, J ; Bezemer, Dirk J ; Rozite, Kristiana . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818305643.

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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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2019Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors. (2019). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:1:p:137-154.

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2019Bayesian nonparametric sparse VAR models. (2019). Rossini, Luca ; Billio, Monica ; Casarin, Roberto. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:1:p:97-115.

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2019Measuring financial systemic stress for Turkey: A search for the best composite indicator. (2019). Ozturk, Huseyin ; Chadwick, Meltem Gulenay. In: Economic Systems. RePEc:eee:ecosys:v:43:y:2019:i:1:p:151-172.

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2019What drives fluctuations in exchange rate growth in emerging markets – A multi-level dynamic factor approach. (2019). Wang, Ben ; Zhang, JI ; Liu, Clark. In: Economic Systems. RePEc:eee:ecosys:v:43:y:2019:i:2:7.

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2019An output gap measure for the euro area: Exploiting country-level and cross-sectional data heterogeneity. (2019). Gonzalez-Astudillo, Manuel. In: European Economic Review. RePEc:eee:eecrev:v:120:y:2019:i:c:s0014292119301539.

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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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2020Global investigation on the country-level idiosyncratic volatility and its determinants. (2020). Zhang, Liwen ; Xue, Wenjun ; Caglayan, Mustafa Onur. In: Journal of Empirical Finance. RePEc:eee:empfin:v:55:y:2020:i:c:p:143-160.

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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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2019What happens to the relationship between EU allowances prices and stock market indices in Europe?. (2019). Jiménez-Rodríguez, Rebeca ; Jimenez-Rodriguez, Rebeca. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:13-24.

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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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2019Global and regional stock market integration in Asia: A panel convergence approach. (2019). Caporale, Guglielmo Maria ; Chen, Lei ; You, Kefei. In: International Review of Financial Analysis. RePEc:eee:finana:v:65:y:2019:i:c:s1057521918306665.

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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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2019Push factors and capital flows to emerging markets: why knowing your lender matters more than fundamentals. (2019). Claessens, Stijn ; Cerutti, Eugenio ; Puy, Damien. In: Journal of International Economics. RePEc:eee:inecon:v:119:y:2019:i:c:p:133-149.

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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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2019A multilevel factor approach for the analysis of CDS commonality and risk contribution. (2019). Caporin, Massimiliano ; Rodriguez-Caballero, Carlos Vladimir. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443119302197.

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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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2019International propagation of shocks: A dynamic factor model using survey forecasts. (2019). Lahiri, Kajal ; Zhao, Yongchen. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:929-947.

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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.
[Full Text][Citation analysis]		article20
1991The Temporal Stability of Dividends and Stock Prices: Evidence from the Likelihood Function. In: American Economic Review.
[Full Text][Citation analysis]		article28
2003International Business Cycles: World, Region, and Country-Specific Factors In: American Economic Review.
[Full Text][Citation analysis]		article609
1993Estimating Moving Average Parameters: Classical Pileups and Bayesian Posteriors. In: Journal of Business & Economic Statistics.
[Citation analysis]		article8
1996A Bayesian Approach to Calibration. In: Journal of Business & Economic Statistics.
[Citation analysis]		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.
[Citation analysis]		article38
1994Modeling Stock Prices without Knowing How to Induce Stationarity In: Econometric Theory.
[Full Text][Citation analysis]		article2
1996Modeling Stock Prices without Knowing How to Induce Stationarity.(1996) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		article
1986An Analytical Policy Design under Rational Expectations. In: Econometrica.
[Full Text][Citation analysis]		article17
1992Integration versus Trend Stationarity in Time Series. In: Econometrica.
[Full Text][Citation analysis]		article220
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.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		paper
1997Rejoinder to Hendry In: Carnegie-Rochester Conference Series on Public Policy.
[Full Text][Citation analysis]		article0
1985Spectral utility, wiener-hopf techniques, and rational expectations In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article11
2006Bayesian Forecasting In: Handbook of Economic Forecasting.
[Full Text][Citation analysis]		chapter45
2007Multiple equilibria in a simple asset pricing model In: Economics Letters.
[Full Text][Citation analysis]		article4
1992The power problems of unit root test in time series with autoregressive errors In: Journal of Econometrics.
[Full Text][Citation analysis]		article135
2000A Bayesian approach to dynamic macroeconomics In: Journal of Econometrics.
[Full Text][Citation analysis]		article131
2008Understanding the evolution of world business cycles In: Journal of International Economics.
[Full Text][Citation analysis]		article250
2005Understanding the Evolution of World Business Cycles.(2005) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 250		paper
1985The observable implications of self-fulfilling expectations In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article94
1991Reconsidering trends and random walks in macroeconomic time series In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article59
1991On robustness In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article1
1994Supplanting the Minnesota prior: Forecasting macroeconomic time series using real business cycle model priors In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article101
1999Endogenous term premia and anomalies in the term structure of interest rates: Explaining the predictability smile In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article34
1996Endogenous term premia and anomalies in the term structure of interest rates: explaining the predictability smile.(1996) In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34		paper
2002Habit formation: a resolution of the equity premium puzzle? In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article74
1998Habit Formation: A Resolution of the Equity Premium Puzzle?.(1998) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 74		paper
2007A generalized volatility bound for dynamic economies In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article1
1992More unsettling evidence on the perfect markets hypothesis In: Economic Review.
[Citation analysis]		article0
2002Forecasting using relative entropy In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]		paper57
2005Forecasting Using Relative Entropy..(2005) In: Journal of Money, Credit and Banking.
[Citation analysis]
This paper has another version. Agregated cites: 57		article
1990Monetary aggregates as monetary targets: a statistical investigation In: FRB Atlanta Working Paper.
[Citation analysis]		paper8
1992Monetary Aggregates as Monetary Targets: A Statistical Investigation..(1992) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
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.
[Citation analysis]		paper1
1993Another hole in the ozone layer: changes in FOMC operating procedure and the term structure In: Proceedings.
[Full Text][Citation analysis]		article2
1999Risk aversion vs. intertemporal substitution: identification failure in the intertemporal consumption CAPM In: Working Papers.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article0
1979A new investigation of the impact of wage and price controls.(1979) In: Monograph.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		book
1981Econometric policy evaluation under rational expectations In: Quarterly Review.
[Full Text][Citation analysis]		article0
1998Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa. In: International Economic Review.
[Citation analysis]		article112
1996Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa..(1996) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 112		paper
2006Asset Prices in a Time Series Model with Perpetually Disparately Informed, Competitive Traders In: CAEPR Working Papers.
[Full Text][Citation analysis]		paper5
2000Keynesian impulses versus Solow residuals: identifying sources of business cycle fluctuations In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article42
2002Evaluating asset-pricing models using the Hansen-Jagannathan bound: a Monte Carlo investigation In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article7
1999Evaluating Asset-Pricing Models Using The Hansen-Jagannathan Bound: A Monte Carlo Investigation.(1999) In: Working Papers.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
1991The Case for Trend-Stationarity Is Stronger Than We Thought. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article23
1991The Case for Trend-Stationarity is Stronger than we Thought..(1991) In: Working Papers.
[Citation analysis]
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.
[Full Text][Citation analysis]		article43
1999An Application of Bayesian Option Pricing to the Soybean Market In: American Journal of Agricultural Economics.
[Full Text][Citation analysis]		article5
2004Stochastic Discount Factor Models and the Equity Premium Puzzle In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2001Spectral Implications of Security Market Data for Models of Dynamic Economies In: Computing in Economics and Finance 2001.
[Citation analysis]		paper0
2012Heterogenous Beliefs and Tests of Present Value Models In: Discussion Papers.
[Full Text][Citation analysis]		paper16
1996The Engine of Growth or Its Handmaiden? A Time-Series Assessment of Export-Led Growth. In: Empirical Economics.
[Citation analysis]		article75
1991The Engine of Growth or Its Handmaiden? A Time Series Assessment of Export-Led Growth..(1991) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 75		paper
1995The Engine of Growth or Its Handmaiden? A Time Series Assessment of Export-Led Growth..(1995) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 75		paper
1996The Engine of Growth or Its Handmaiden? A Time-Series Assessment of Export-Led Growth.(1996) In: GE, Growth, Math methods.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 75		paper
2008Generalized Safety First and a New Twist on Portfolio Performance In: Econometric Reviews.
[Full Text][Citation analysis]		article9
1991World Business Cycles. In: Working Papers.
[Citation analysis]		paper3
1994Beyond Calibration In: Working Papers.
[Citation analysis]		paper1
1995Keynes vs. Prescott and Solow: Identifying Sources of Business Cycle Fluctuations. In: Working Papers.
[Citation analysis]		paper2
1995Keynes vs. Prescott and Solow: Identifying Sources of Business Cycle Fluctuations.(1995) In: Macroeconomics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
1996Cyclical Implications of the Variable Utilization of Physical and Human Capital. In: Working Papers.
[Citation analysis]		paper10
1996Cyclical Implications of the Variable Utilization of Physical and Human Capital.(1996) In: Macroeconomics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		paper
1996Baynesian Leading Indicators: Measuring and Predicting Economic Conditions In: Macroeconomics.
[Full Text][Citation analysis]		paper4
2006Empirical Bayesian density forecasting in Iowa and shrinkage for the Monte Carlo era In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]		paper8

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