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 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwh13
   Updated: 2021-02-20    RAS profile: 2013-10-03    
   Missing citations? Add them    Incorrect content? Let us know

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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]		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.
[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]		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.
[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]		chapter46
2007Multiple equilibria in a simple asset pricing model In: Economics Letters.
[Full Text][Citation analysis]		article5
1992The power problems of unit root test in time series with autoregressive errors In: Journal of Econometrics.
[Full Text][Citation analysis]		article138
2000A Bayesian approach to dynamic macroeconomics In: Journal of Econometrics.
[Full Text][Citation analysis]		article134
2008Understanding the evolution of world business cycles In: Journal of International Economics.
[Full Text][Citation analysis]		article266
1985The observable implications of self-fulfilling expectations In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article95
1991Reconsidering trends and random walks in macroeconomic time series In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article61
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]		article104
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]		article78
1998Habit Formation: A Resolution of the Equity Premium Puzzle?.(1998) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 78		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]		paper64
2005Forecasting Using Relative Entropy..(2005) In: Journal of Money, Credit and Banking.
[Citation analysis]
This paper has another version. Agregated cites: 64		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]		paper3
1993Another hole in the ozone layer: changes in FOMC operating procedure and the term structure.(1993) In: Proceedings.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		article
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]		article121
1996Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa..(1996) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 121		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]		article43
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]		paper2
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]		paper18
1996The Engine of Growth or Its Handmaiden? A Time-Series Assessment of Export-Led Growth. In: Empirical Economics.
[Citation analysis]		article79
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: 79		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: 79		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: 79		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

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2021. Contact: CitEc Team