Charles H. Whiteman : Citation Profile


Are you Charles H. Whiteman?

Pennsylvania State University

20

H index

27

i10 index

2505

Citations

RESEARCH PRODUCTION:

38

Articles

27

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   34 years (1978 - 2012). See details.
   Cites by year: 73
   Journals where Charles H. Whiteman has often published
   Relations with other researchers
   Recent citing documents: 64.    Total self citations: 11 (0.44 %)

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   Permalink: http://citec.repec.org/pwh13
   Updated: 2021-02-20    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 (57)

Kose, Ayhan (55)

Schorfheide, Frank (30)

GUPTA, RANGAN (27)

Shahbaz, Muhammad (25)

Paccagnini, Alessia (25)

Marcellino, Massimiliano (24)

Prasad, Eswar (24)

Del Negro, Marco (24)

Ravazzolo, Francesco (23)

Kano, Takashi (21)

Cites to:

Hansen, Lars (21)

Campbell, John (14)

Sims, Christopher (14)

Watson, Mark (14)

Prescott, Edward (13)

Otrok, Christopher (10)

Sargent, Thomas (10)

Constantinides, George (9)

Gregory, Allan (9)

Hendry, David (8)

Stock, James (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 Money, Credit and Banking3
Journal of Business & Economic Statistics3
Econometric Theory2
Journal of Econometrics2
Econometrica2
Carnegie-Rochester Conference Series on Public Policy2
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 (2021 and 2020)


YearTitle of citing document
2020Equilibrium 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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2020The impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach. (2020). Billio, Monica ; Mistry, Malcolm ; de Cian, Enrica ; DeCian, Enrica ; Casarin, Roberto ; Osuntuyi, Anthony. In: Papers. RePEc:arx:papers:2012.14693.

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2021Decomposition of Bilateral Trade Flows Using a Three-Dimensional Panel Data Model. (2021). Yang, Yanrong ; Silvapulle, Mervyn ; Mao, Yufeng ; Peng, Bin. In: Papers. RePEc:arx:papers:2101.06805.

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2020Semi-Structural VAR and Unobserved Components Models to Estimate Finance-Neutral Output Gap. (2020). Kátay, Gábor ; Matthieu, Lequien ; Lisa, Kerdelhue. In: Working papers. RePEc:bfr:banfra:791.

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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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2020FAMILY FIRM PERFORMANCE OVER THE BUSINESS CYCLE: A META‐ANALYSIS. (2020). Neuenkirch, Matthias ; Block, Joern ; Hansen, Christopher. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:34:y:2020:i:3:p:476-511.

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2020Consumption Fluctuations and Expected Returns. (2020). Priestley, Richard ; Moller, Stig V ; Atanasov, Victoria. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1677-1713.

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2020Global financial cycles since 1880. (2020). Wolters, Maik ; Potjagailo, Galina. In: Bank of England working papers. RePEc:boe:boeewp:0867.

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2020The Determinants of Indonesia’s Business Cycle. (2020). Bary, Pakasa ; Cinditya, Anggita ; Harahap, Berry A. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:si:p:215-235.

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2020Modelling Loans to Non-Financial Corporations within the Eurozone: A Long-Memory Approach. (2020). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8674.

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2020How much does aggregate demand travel across the Atlantic?. (2020). Stracca, Livio ; van Robays, Ine. In: Working Paper Series. RePEc:ecb:ecbwps:20202430.

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2020Spillover effects in international business cycles. (2020). Pacce, Matías ; Camacho, Maximo ; Perez-Quiros, Gabriel. In: Working Paper Series. RePEc:ecb:ecbwps:20202484.

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

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2020Equity premium puzzle — Evidence from Poland. (2020). Zygmanowski, Piotr ; Liwiski, Pawe ; Maruszewski, Janusz ; Gemra, Kamil ; Ukowski, Micha. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303257.

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2020Exchange rate movements in emerging economies - Global vs regional factors in Asia. (2020). Chiappini, Raphaël ; Lahet, Delphine. In: China Economic Review. RePEc:eee:chieco:v:60:y:2020:i:c:s1043951x19301476.

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2020Policy uncertainty and the capital shortfall of global financial firms. (2020). Papachristopoulou, Andromachi ; Panopoulou, Ekaterini ; Matousek, Roman. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s092911992030002x.

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2021Evaluating multiplicative error models: A residual-based approach. (2021). Lu, Wanbo ; Ke, Rui ; Jia, Jing. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:153:y:2021:i:c:s0167947320301778.

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2020International Stock Comovements with Endogenous Clusters. (2020). Owyang, Michael ; Jackson Young, Laura ; Coroneo, Laura. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:116:y:2020:i:c:s0165188920300725.

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

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2020A fractional cointegration var analysis of exchange rate dynamics. (2020). Gil-Alana, Luis ; Carcel, Hector. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302547.

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

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2020A new way of measuring the WTI – Brent spread. Globalization, shock persistence and common trends.. (2020). Golpe, Antonio ; Bravo, Jose Manuel ; Vides, Jose Carlos ; Iglesias, Jesus. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s014098831930341x.

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2020Business cycles, bilateral trade and financial integration: Evidence from Economic Community of West African States (ECOWAS). (2020). Zouri, Stephane. In: International Economics. RePEc:eee:inteco:v:163:y:2020:i:c:p:25-43.

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2020Combining survey long-run forecasts and nowcasts with BVAR forecasts using relative entropy. (2020). Zaman, Saeed ; Tallman, Ellis W. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:373-398.

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2020Nowcasting in real time using popularity priors. (2020). Monokroussos, George ; Zhao, Yongchen. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:1173-1180.

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2020The effects of professional forecast dissemination on macroeconomic volatility. (2020). Gelfer, Sacha. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:170:y:2020:i:c:p:131-156.

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2020Explosive dynamics in house prices? An exploration of financial market spillovers in housing markets around the world. (2020). Martínez García, Enrique ; Grossman, Valerie ; Martinez-Garcia, Enrique. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:101:y:2020:i:c:s0261560618305813.

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2020How important are global factors for understanding the dynamics of international capital flows?. (2020). Huber, Florian ; Schuberth, Helene ; Eller, Markus. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:109:y:2020:i:c:s0261560620301777.

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2020Speculative bubbles in segmented markets: Evidence from Chinese cross-listed stocks. (2020). Pavlidis, Efthymios ; Vasilopoulos, Kostas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:109:y:2020:i:c:s0261560620301789.

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2021Are global spillovers complementary or competitive? Need for international policy coordination. (2021). Mallick, Sushanta ; Bhattarai, Keshab ; Yang, BO. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302473.

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2020Adding space to the international business cycle. (2020). Servén, Luis ; Abate, Girum Dagnachew ; Serven, Luis. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:65:y:2020:i:c:s0164070420301373.

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2020Measuring the dynamics of COMESA output connectedness with the global economy. (2020). Orji, Anthony ; Manasseh, Charles ; Anthony-Orji, Onyinye ; Ogbuabor, Jonathan E. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494919300775.

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2020Analysis of economic growth fluctuations based on EEMD and causal decomposition. (2020). Shang, Pengjian ; Peng, Chung-Kang ; Yang, Albert C ; Mao, Xuegeng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:553:y:2020:i:c:s037843712030323x.

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2020Exchange rate predictability: A variable selection perspective. (2020). Kim, Young Min ; Lee, Seojin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:70:y:2020:i:c:p:117-134.

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2020Merchandise exports and economic growth: multivariate time series analysis for the United Arab Emirates. (2020). Chamberlain, Trevor W ; Kalaitzi, Athanasia S. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:103781.

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2020No-Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates. (2020). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Working Papers. RePEc:fip:fedcwq:88748.

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2020Shock-Dependent Exchange Rate Pass-Through: Evidence Based on a Narrative Sign Approach. (2020). Zhang, Ren ; Wynne, Mark A. In: Globalization Institute Working Papers. RePEc:fip:feddgw:87486.

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2020Industrial Connectedness and Business Cycle Comovements. (2020). Owyang, Michael ; Guisinger, Amy ; Soques, Daniel. In: Working Papers. RePEc:fip:fedlwp:89372.

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2020Global Robust Bayesian Analysis in Large Models. (2020). Ho, Paul. In: Working Paper. RePEc:fip:fedrwp:88432.

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2020Balanced Growth Approach to Tracking Recessions. (2020). Richard, Jean-Francois ; Boczo, Marta. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:14-:d:349491.

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2020Does Monetary Policy Influence the Profitability of Banks in New Zealand?. (2020). , Ly ; Acharya, Sanjeev ; Kumar, Vijay. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:8:y:2020:i:2:p:35-:d:369148.

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2020Regional market integration and the emergence of a Scottish national grain market. (2020). Hanley, Nick ; Cassidy, Daniel. In: Working Papers. RePEc:hes:wpaper:0200.

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2020Modelling Returns in US Housing Prices – You’re the One for Me, Fat Tails. (2020). Österholm, Pär ; Osterholm, Par ; Nguyen, Hoang ; Kiss, Tamas. In: Working Papers. RePEc:hhs:oruesi:2020_013.

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2020Does Exchange Rate Volatility Affect Economic Growth in Nigeria?. (2020). Nathaniel, Gbadebo ; Fumilade, Onipede Samuel ; Uwawunkonye, Ebuh Godday ; Victor, Oboh Ugbem ; Moses, Tule Kpughur. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:12:y:2020:i:7:p:54.

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2020Semi-Structural VAR and Unobserved Components Models to Estimate Finance-Neutral Output Gap. (2020). Lequien, Matthieu ; Kátay, Gábor ; Kerdelhu, Lisa. In: Working Papers. RePEc:jrs:wpaper:202011.

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2020An analysis of systemic risk in worldwide economic sentiment indices. (2020). Yanovski, Boyan ; Luu, Duc Thi ; Lux, Thomas. In: Empirica. RePEc:kap:empiri:v:47:y:2020:i:4:d:10.1007_s10663-019-09464-3.

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2020Detecting Bubbles in the US and UK Real Estate Markets. (2020). Tunaru, Radu S ; Panopoulou, Ekaterini ; Kynigakis, Iason ; Fabozzi, Frank J. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:60:y:2020:i:4:d:10.1007_s11146-018-9693-9.

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2020Learning from prices: information aggregation and accumulation in an asset price model. (2020). Berardi, Michele. In: The School of Economics Discussion Paper Series. RePEc:man:sespap:2009.

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2020Learning from prices: information aggregation and accumulation in an asset market. (2020). Berardi, Michele. In: MPRA Paper. RePEc:pra:mprapa:102139.

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2021Risk Aversion and Fiscal Consolidation Programs. (2021). Grancini, Stefano. In: MPRA Paper. RePEc:pra:mprapa:105500.

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2020House Price Synchronization across the US States: The Role of Structural Oil Shocks. (2020). GUPTA, RANGAN ; Ji, Qiang ; Marfatia, Hardik A ; Sheng, Xin. In: Working Papers. RePEc:pre:wpaper:202076.

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2020Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty. (2020). Salisu, Afees ; GUPTA, RANGAN ; Pierdzioch, Christian ; Marfatia, Hardik A. In: Working Papers. RePEc:pre:wpaper:202077.

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2020A non-hierarchical dynamic factor model for three-way data. (2020). Pinheiro, Maximiano ; Dias, Francisco ; Rua, Antonio. In: Working Papers. RePEc:ptu:wpaper:w202007.

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2020Global effects of US uncertainty: real and financial shocks on real and financial markets. (2020). Uribe, Jorge ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose. In: Working papers. RePEc:rie:riecdt:69.

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2020.

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2020Canonical Correlation-based Model Selection for the Multilevel Factors. (2020). Shin, Yongcheol ; Lin, Rui ; Choi, IN. In: Working Papers. RePEc:sgo:wpaper:2008.

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2020Identifying shocks to business cycles with asynchronous propagation. (2020). Weber, Enzo ; Trenkler, Carsten. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:4:d:10.1007_s00181-018-1563-z.

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2020The two-speed Europe in business cycle synchronization. (2020). Camacho, Maximo ; Lopez-Buenache, German ; Caro, Angela. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:3:d:10.1007_s00181-019-01730-4.

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2020Time-Series Based Empirical Assessment of Random Urban Growth: New Evidence from France. (2020). Zumpe, Martin ; Lalanne, Aurelie. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:18:y:2020:i:4:d:10.1007_s40953-020-00204-0.

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2020Maximum Entropy Analysis of Consumption-based Capital Asset Pricing Model and Volatility. (2020). Lee, Tae Hwy ; Ullah, Aman ; Amanullah, ; Yi, Millie. In: Working Papers. RePEc:ucr:wpaper:202015.

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2021The Impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach. (2021). Billio, Monica ; Mistry, Malcolm ; de Cian, Enrica ; DeCian, Enrica ; Casarin, Roberto ; Osuntuyi, Anthony. In: Working Papers. RePEc:ven:wpaper:2021:03.

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2020Beyond the Unit Root Question: Uncertainty and Inference. (2020). Webb, Clayton ; Lebo, Matthew J ; Linn, Suzanna. In: American Journal of Political Science. RePEc:wly:amposc:v:64:y:2020:i:2:p:275-292.

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2020A multi‐country dynamic factor model with stochastic volatility for euro area business cycle analysis. (2020). Pfarrhofer, Michael ; Huber, Florian ; Piribauer, Philipp. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:6:p:911-926.

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2020Does Judgment Improve Macroeconomic Density Forecasts?. (2020). Mitchell, James ; Garratt, Anthony ; Galvao, Ana Beatriz. In: EMF Research Papers. RePEc:wrk:wrkemf:33.

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Works by Charles H. Whiteman:


YearTitleTypeCited
1984Lucas on the Quantity Theory: Hypothesis Testing without Theory. In: American Economic Review.
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article20
1991The Temporal Stability of Dividends and Stock Prices: Evidence from the Likelihood Function. In: American Economic Review.
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article28
2003International Business Cycles: World, Region, and Country-Specific Factors In: American Economic Review.
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article643
1993Estimating Moving Average Parameters: Classical Pileups and Bayesian Posteriors. In: Journal of Business & Economic Statistics.
[Citation analysis]
article11
1996A Bayesian Approach to Calibration. In: Journal of Business & Economic Statistics.
[Citation analysis]
article70
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]
article40
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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article
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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article229
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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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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chapter46
2007Multiple equilibria in a simple asset pricing model In: Economics Letters.
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article5
1992The power problems of unit root test in time series with autoregressive errors In: Journal of Econometrics.
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article138
2000A Bayesian approach to dynamic macroeconomics In: Journal of Econometrics.
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article134
2008Understanding the evolution of world business cycles In: Journal of International Economics.
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article266
1985The observable implications of self-fulfilling expectations In: Journal of Monetary Economics.
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article95
1991Reconsidering trends and random walks in macroeconomic time series In: Journal of Monetary Economics.
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article61
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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article104
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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paper
2002Habit formation: a resolution of the equity premium puzzle? In: Journal of Monetary Economics.
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article78
1998Habit Formation: A Resolution of the Equity Premium Puzzle?.(1998) In: Working Papers.
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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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paper64
2005Forecasting Using Relative Entropy..(2005) In: Journal of Money, Credit and Banking.
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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
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1992Another hole in the ozone layer: changes in FOMC operating procedure and the term structure In: FRB Atlanta Working Paper.
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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
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1999Risk aversion vs. intertemporal substitution: identification failure in the intertemporal consumption CAPM In: Working Papers.
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1998Risk Aversion vs. Intertemporal Substitution: Identification Failure in the Intertemporal Consumption CAPM.(1998) In: Working Papers.
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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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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.
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article121
1996Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa..(1996) In: Working Papers.
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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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article43
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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2000Evaluating Asset-Pricing Models Using The Hansen-Jagannathan Bound: A Monte Carlo Investigation.(2000) In: Virginia Economics Online Papers.
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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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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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paper2
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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paper18
1996The Engine of Growth or Its Handmaiden? A Time-Series Assessment of Export-Led Growth. In: Empirical Economics.
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article79
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