20
H index
27
i10 index
2505
Citations
Pennsylvania State University | 20 H index 27 i10 index 2505 Citations RESEARCH PRODUCTION: 38 Articles 27 Papers 1 Books 1 Chapters RESEARCH ACTIVITY:
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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: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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FRB Atlanta Working Paper / Federal Reserve Bank of Atlanta | 4 |
Macroeconomics / University Library of Munich, Germany | 3 |
Year | Title of citing document |
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2020 | Equilibrium 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 |
2020 | The 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 |
2021 | Decomposition 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 |
2020 | Semi-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 |
2020 | FISS – 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 |
2020 | FAMILY FIRM PERFORMANCE OVER THE BUSINESS CYCLE: A METAâ€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 |
2020 | Consumption 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 |
2020 | Global 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 |
2020 | The 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 |
2020 | Modelling 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 |
2020 | How 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 |
2020 | Spillover effects in international business cycles. (2020). Pacce, MatÃas ; Camacho, Maximo ; Perez-Quiros, Gabriel. In: Working Paper Series. RePEc:ecb:ecbwps:20202484. Full description at Econpapers || Download paper |
2020 | Long 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 |
2020 | Equity 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 |
2020 | Exchange 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 |
2020 | Policy 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 |
2021 | Evaluating 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 |
2020 | International 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 |
2020 | Business 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 |
2020 | A 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 |
2020 | Global 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 |
2020 | A 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 |
2020 | Business 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 |
2020 | Combining 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 |
2020 | Nowcasting 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 |
2020 | The 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 |
2020 | Explosive dynamics in house prices? An exploration of financial market spillovers in housing markets around the world. (2020). MartÃÂnez GarcÃÂa, 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 |
2020 | How 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 |
2020 | Speculative 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 |
2021 | Are 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 |
2020 | Adding 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 |
2020 | Measuring 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 |
2020 | Analysis 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 |
2020 | Exchange 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 |
2020 | Merchandise 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 |
2020 | No-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 |
2020 | Shock-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 |
2020 | Industrial 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 |
2020 | Global Robust Bayesian Analysis in Large Models. (2020). Ho, Paul. In: Working Paper. RePEc:fip:fedrwp:88432. Full description at Econpapers || Download paper |
2020 | Balanced 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 |
2020 | Does 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 |
2020 | Regional 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 |
2020 | Modelling Returns in US Housing Prices – You’re the One for Me, Fat Tails. (2020). Ãsterholm, Pär ; Osterholm, Par ; Nguyen, Hoang ; Kiss, Tamas. In: Working Papers. RePEc:hhs:oruesi:2020_013. Full description at Econpapers || Download paper |
2020 | Does 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 |
2020 | Semi-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 |
2020 | An 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 |
2020 | Detecting 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 |
2020 | Learning 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 |
2020 | Learning 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 |
2021 | Risk Aversion and Fiscal Consolidation Programs. (2021). Grancini, Stefano. In: MPRA Paper. RePEc:pra:mprapa:105500. Full description at Econpapers || Download paper |
2020 | House 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 |
2020 | Machine 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 |
2020 | A 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 |
2020 | Global 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 |
2020 | Canonical 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 |
2020 | Identifying 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 |
2020 | The 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 |
2020 | Time-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 |
2020 | Maximum 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 |
2021 | The 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 |
2020 | Beyond 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 |
2020 | A multiâ€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 |
2020 | Does 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 |
Year | Title | Type | Cited |
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1984 | Lucas on the Quantity Theory: Hypothesis Testing without Theory. In: American Economic Review. [Full Text][Citation analysis] | article | 20 |
1991 | The Temporal Stability of Dividends and Stock Prices: Evidence from the Likelihood Function. In: American Economic Review. [Full Text][Citation analysis] | article | 28 |
2003 | International Business Cycles: World, Region, and Country-Specific Factors In: American Economic Review. [Full Text][Citation analysis] | article | 643 |
1993 | Estimating Moving Average Parameters: Classical Pileups and Bayesian Posteriors. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 11 |
1996 | A Bayesian Approach to Calibration. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 70 |
2001 | Risk 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] | article | 40 |
1994 | Modeling Stock Prices without Knowing How to Induce Stationarity In: Econometric Theory. [Full Text][Citation analysis] | article | 2 |
1996 | Modeling 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 | |
1986 | An Analytical Policy Design under Rational Expectations. In: Econometrica. [Full Text][Citation analysis] | article | 17 |
1992 | Integration versus Trend Stationarity in Time Series. In: Econometrica. [Full Text][Citation analysis] | article | 229 |
1997 | General-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] | article | 13 |
1997 | General-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 | |
1997 | Rejoinder to Hendry In: Carnegie-Rochester Conference Series on Public Policy. [Full Text][Citation analysis] | article | 0 |
1985 | Spectral utility, wiener-hopf techniques, and rational expectations In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 11 |
2006 | Bayesian Forecasting In: Handbook of Economic Forecasting. [Full Text][Citation analysis] | chapter | 46 |
2007 | Multiple equilibria in a simple asset pricing model In: Economics Letters. [Full Text][Citation analysis] | article | 5 |
1992 | The power problems of unit root test in time series with autoregressive errors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 138 |
2000 | A Bayesian approach to dynamic macroeconomics In: Journal of Econometrics. [Full Text][Citation analysis] | article | 134 |
2008 | Understanding the evolution of world business cycles In: Journal of International Economics. [Full Text][Citation analysis] | article | 266 |
1985 | The observable implications of self-fulfilling expectations In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 95 |
1991 | Reconsidering trends and random walks in macroeconomic time series In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 61 |
1991 | On robustness In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 1 |
1994 | Supplanting the Minnesota prior: Forecasting macroeconomic time series using real business cycle model priors In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 104 |
1999 | Endogenous term premia and anomalies in the term structure of interest rates: Explaining the predictability smile In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 34 |
1996 | Endogenous 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 | |
2002 | Habit formation: a resolution of the equity premium puzzle? In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 78 |
1998 | Habit Formation: A Resolution of the Equity Premium Puzzle?.(1998) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 78 | paper | |
2007 | A generalized volatility bound for dynamic economies In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 1 |
1992 | More unsettling evidence on the perfect markets hypothesis In: Economic Review. [Citation analysis] | article | 0 |
2002 | Forecasting using relative entropy In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 64 |
2005 | Forecasting Using Relative Entropy..(2005) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has another version. Agregated cites: 64 | article | |
1990 | Monetary aggregates as monetary targets: a statistical investigation In: FRB Atlanta Working Paper. [Citation analysis] | paper | 8 |
1992 | Monetary 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 | |
1992 | Another hole in the ozone layer: changes in FOMC operating procedure and the term structure In: FRB Atlanta Working Paper. [Citation analysis] | paper | 3 |
1993 | Another 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 | |
1999 | Risk aversion vs. intertemporal substitution: identification failure in the intertemporal consumption CAPM In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
1998 | Risk 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 | |
1978 | A new investigation of the impact of wage and price controls In: Quarterly Review. [Full Text][Citation analysis] | article | 0 |
1979 | A 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 | |
1981 | Econometric policy evaluation under rational expectations In: Quarterly Review. [Full Text][Citation analysis] | article | 0 |
1998 | Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa. In: International Economic Review. [Citation analysis] | article | 121 |
1996 | Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa..(1996) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 121 | paper | |
2006 | Asset Prices in a Time Series Model with Perpetually Disparately Informed, Competitive Traders In: CAEPR Working Papers. [Full Text][Citation analysis] | paper | 5 |
2000 | Keynesian impulses versus Solow residuals: identifying sources of business cycle fluctuations In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 43 |
2002 | Evaluating asset-pricing models using the Hansen-Jagannathan bound: a Monte Carlo investigation In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 7 |
1999 | Evaluating 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 | |
2000 | Evaluating 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 | |
1991 | The Case for Trend-Stationarity Is Stronger Than We Thought. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 23 |
1991 | The Case for Trend-Stationarity is Stronger than we Thought..(1991) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
1996 | A Daily View of Yield Spreads and Short-Term Interest Rate Movements. In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 43 |
1999 | An Application of Bayesian Option Pricing to the Soybean Market In: American Journal of Agricultural Economics. [Full Text][Citation analysis] | article | 5 |
2004 | Stochastic Discount Factor Models and the Equity Premium Puzzle In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
2001 | Spectral Implications of Security Market Data for Models of Dynamic Economies In: Computing in Economics and Finance 2001. [Citation analysis] | paper | 0 |
2012 | Heterogenous Beliefs and Tests of Present Value Models In: Discussion Papers. [Full Text][Citation analysis] | paper | 18 |
1996 | The Engine of Growth or Its Handmaiden? A Time-Series Assessment of Export-Led Growth. In: Empirical Economics. [Citation analysis] | article | 79 |
1991 | The 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 | |
1995 | The 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 | |
1996 | The 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 | |
2008 | Generalized Safety First and a New Twist on Portfolio Performance In: Econometric Reviews. [Full Text][Citation analysis] | article | 9 |
1991 | World Business Cycles. In: Working Papers. [Citation analysis] | paper | 3 |
1994 | Beyond Calibration In: Working Papers. [Citation analysis] | paper | 1 |
1995 | Keynes vs. Prescott and Solow: Identifying Sources of Business Cycle Fluctuations. In: Working Papers. [Citation analysis] | paper | 2 |
1995 | Keynes 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 | |
1996 | Cyclical Implications of the Variable Utilization of Physical and Human Capital. In: Working Papers. [Citation analysis] | paper | 10 |
1996 | Cyclical 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 | |
1996 | Baynesian Leading Indicators: Measuring and Predicting Economic Conditions In: Macroeconomics. [Full Text][Citation analysis] | paper | 4 |
2006 | Empirical Bayesian density forecasting in Iowa and shrinkage for the Monte Carlo era In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] | paper | 8 |
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