11
H index
13
i10 index
860
Citations
J. Huston McCulloch : Citation Profile
Ohio State University | RESEARCH PRODUCTION: 31 Articles 29 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
42 years (1971 - 2013). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with J. Huston McCulloch. | Is cited by:
| Cites to:
|
Main data
Where J. Huston McCulloch has published?
| Journals with more than one article published | # docs |
|---|---|
| The Journal of Business | 3 |
| Economic Inquiry | 2 |
| American Economic Review | 2 |
| Journal of Finance | 2 |
| Computational Statistics & Data Analysis | 2 |
| Journal of Economic Dynamics and Control | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| NBER Working Papers / National Bureau of Economic Research, Inc | 6 |
| Boston College Working Papers in Economics / Boston College Department of Economics | 6 |
| Computing in Economics and Finance 2001 / Society for Computational Economics | 2 |
Recent works citing J. Huston McCulloch (2022 and 2021)
| Year | Title of citing document |
|---|---|
| 2021 | Calibrating the Nelson-Siegel-Svensson Model by Genetic Algorithm. (2021). Zhang, Amber ; Pintar, Andrej ; Lakhany, Asif. In: Papers. RePEc:arx:papers:2108.01760. Full description at Econpapers || Download paper |
| 2021 | Autoregressive conditional duration modelling of high frequency data. (2021). Yan, Xiufeng. In: Papers. RePEc:arx:papers:2111.02300. Full description at Econpapers || Download paper |
| 2021 | Multiplicative Component GARCH Model of Intraday Volatility. (2021). Yan, Xiufeng. In: Papers. RePEc:arx:papers:2111.02376. Full description at Econpapers || Download paper |
| 2021 | Monetary policy and long?term interest rates: Evidence from the U.S. economy. (2021). levrero, enrico ; Deleidi, Matteo. In: Metroeconomica. RePEc:bla:metroe:v:72:y:2021:i:1:p:121-147. Full description at Econpapers || Download paper |
| 2021 | Functional data analysis for brazilian term structure of interest rate. (2021). Raad, Rodrigo ; Vaz, Lucelia. In: Textos para Discussão Cedeplar-UFMG. RePEc:cdp:texdis:td638. Full description at Econpapers || Download paper |
| 2021 | Estimation of a nonparametric model for bond prices from cross-section and time series information. (2021). LINTON, OLIVER ; la Vecchia, Davide ; Koo, Bonsoo. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:562-588. Full description at Econpapers || Download paper |
| 2021 | Term structure of interest rates: Modelling the risk premium using a two horizons framework. (2021). Uctum, Remzi ; Prat, Georges. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:182:y:2021:i:c:p:421-436. Full description at Econpapers || Download paper |
| 2021 | Modelos de la estructura de plazos de las tasas de interés: Revisión, tendencias y perspectivas. (2021). Venegas-MartÃnez, Francisco ; Venegas-Martinez, Francisco ; Vasicek, Oldrich Alfons. In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). RePEc:imx:journl:v:16:y:2021:i:2:a:1. Full description at Econpapers || Download paper |
| 2021 | Models of the Term Structure of Interest Rates: Review, Trends, and Perspectives. (2021). Venegas-MartÃnez, Francisco ; Venegas-Martinez, Francisco ; Vasicek, Oldrich Alfons. In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). RePEc:imx:journl:v:16:y:2021:i:2:a:11. Full description at Econpapers || Download paper |
| 2021 | Modelos de la estructura de plazos de las tasas de interés: Revisión, tendencias y perspectivas. (2021). Venegas-MartÃnez, Francisco ; Vasicek, Oldrich Alfons ; Venegas-Martinez, Francisco. In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). RePEc:imx:journl:v:16:y:2021:i:2:p:1-28. Full description at Econpapers || Download paper |
| 2021 | Deposit insurance and reinsurance. (2021). Gersbach, Hans ; Haller, Hans ; Britz, Volker. In: Annals of Finance. RePEc:kap:annfin:v:17:y:2021:i:4:d:10.1007_s10436-021-00387-3. Full description at Econpapers || Download paper |
| 2022 | Analysis of stock exchange risk and currency in South African Financial Markets using stable parameter estimation. (2022). Chinhamu, Knowledge ; Chifurira, Retius ; Naradh, Kimera. In: International Journal of Finance & Banking Studies. RePEc:rbs:ijfbss:v:11:y:2022:i:1:p:120-131. Full description at Econpapers || Download paper |
| 2021 | What Drives the Nominal Yield Curve in Brazil?. (2021). Fernandes, Marcelo ; Reis, Yuri ; Nunes, Clemens. In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:40:y:2021:i:2:a:79438. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2021 | An assessment of the impact of corporate social responsibility on organizational quality performance: Empirical evidence from the petroleum industry. (2021). Parast, Mahour Mellat. In: Operations Management Research. RePEc:spr:opmare:v:14:y:2021:i:1:d:10.1007_s12063-021-00190-3. Full description at Econpapers || Download paper |
| 2021 | A state space framework for the residual income valuation model of stock prices. (2021). Awwal, Faisal ; Bidarkota, Prasad V. In: SN Business & Economics. RePEc:spr:snbeco:v:1:y:2021:i:4:d:10.1007_s43546-021-00066-5. Full description at Econpapers || Download paper |
| 2022 | Goodness-of-fit test for $$\alpha$$ ? -stable distribution based on the quantile conditional variance statistics. (2022). Wyomaska, Agnieszka ; Chechkin, Aleksei ; Pitera, Marcin. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:31:y:2022:i:2:d:10.1007_s10260-021-00571-9. Full description at Econpapers || Download paper |
| 2021 | Natural Capital and Sovereign Bonds. (2021). Wang, Dieter. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:9606. Full description at Econpapers || Download paper |
| 2022 | Yield curve data choice and potential moral hazard: An empirical exercise on pricing callable bonds. (2022). Navarro, Eliseo ; Jareo, Francisco ; Diaz, Antonio. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:2:p:2124-2145. Full description at Econpapers || Download paper |
Works by J. Huston McCulloch:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1980 | The Ban on Indexed Bonds, 1933-77. In: American Economic Review. [Full Text][Citation analysis] | article | 3 |
| 1982 | Incentives and Proxies for Indexed Bond Issues: Reply. In: American Economic Review. [Full Text][Citation analysis] | article | 0 |
| 1997 | Measuring Tail Thickness to Estimate the Stable Index Alpha: A Critique. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 54 |
| 1975 | The Tax-Adjusted Yield Curve. In: Journal of Finance. [Full Text][Citation analysis] | article | 179 |
| 1993 | A Reexamination of Traditional Hypotheses about the Term Structure: A Comment. In: Journal of Finance. [Full Text][Citation analysis] | article | 21 |
| 1975 | Immigration Barriers and The Classic Interests Of Labor In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 1974 | The Markoff Cycle in Business Activity In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 1975 | Regulation and The U.S. Financial System In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 1975 | An Austrian Proof of Quasi-Concave Preferences In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 1978 | Interest Rate Risk and Capital Adequacy for Traditional Banks and Financial Intermediaries In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 4 |
| 1978 | Interest Rate Risk and Capital Adequacy For Traditional Banks and Financial Intermediaries.(1978) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 1978 | The Pricing of Short-Lived Options When Price Uncertainty In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
| 1974 | The Effect of a Minimum Wage Law in the Labour-Intensive Sector. In: Canadian Journal of Economics. [Citation analysis] | article | 1 |
| 1987 | The Term Structure of Interest Rates. U.S. Government Term Structure Data In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
| 1985 | On Heteros*edasticity. In: Econometrica. [Citation analysis] | article | 1 |
| 2004 | The Risk-Neutral Measure and Option Pricing under Log-Stable Uncertainty In: Econometric Society 2004 North American Winter Meetings. [Full Text][Citation analysis] | paper | 7 |
| 2003 | The Risk-Neutral Measure and Option Pricing under Log-Stable Uncertainty.(2003) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 1997 | Precise tabulation of the maximally-skewed stable distributions and densities In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 4 |
| 1997 | Erratum In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 0 |
| 2003 | Consumption asset pricing with stable shocks--exploring a solution and its implications for mean equity returns In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 9 |
| 2009 | Asset pricing with incomplete information and fat tails In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 11 |
| 2013 | Extended Neyman smooth goodness-of-fit tests, applied to competing heavy-tailed distributions In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
| 1985 | Interest-risk sensitive deposit insurance premia : Stable ACH estimates In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 36 |
| 1987 | The monotonicity of the term premium : A closer look In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 16 |
| 1990 | Comments on Developments in monetary aggregation theory In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 0 |
| 1990 | The term structure of interest rates In: Handbook of Monetary Economics. [Full Text][Citation analysis] | chapter | 183 |
| 1981 | Misintermediation and macroeconomic fluctuations In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 6 |
| 1991 | Panel discussion: price stability ; An error-correction mechanism for long-run price stability In: Proceedings. [Citation analysis] | article | 0 |
| 1987 | The Ohio S&L crisis in retrospect: implications for the current federal deposit insurance crisis In: Proceedings. [Citation analysis] | paper | 1 |
| 1998 | Optimal univariate inflation forecasting with symmetric stable shocks In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 9 |
| Optimal Univariate Inflation Forecasting with Symmetric Stable Shocks.() In: Computing in Economics and Finance 1997. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | ||
| 2000 | Estimation of the Bivariate Stable Spectral Representation by the Projection Method In: Computational Economics. [Full Text][Citation analysis] | article | 2 |
| 1997 | The value of european currency options and log-stable uncertainty In: International Advances in Economic Research. [Full Text][Citation analysis] | article | 0 |
| 1991 | An Error-Correction Mechanism for Long-Run Price Stability: Panel Discussion. In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 0 |
| 1977 | Misintermediation and Business Fluctuation In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1977 | The Austrian Theory of the Marginal Use And of Ordinal Marginal Utility In: NBER Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 1977 | The Effect of Minimum Wage Legislation on Income Equality: A TheoreticalAnalysis In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1977 | The Cumulative Unanticipated Change in Interest Rates: Evidence on the Misintermediation Hypothesis In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 1978 | The Pricing of Short-Lived Options When Price Uncertainty Is Log-Symmetric Stable In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2000 | State-Space Times Series Modeling of Structural Breaks In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2000 | Long Forward and Zero-Coupon Rates Indeed Can Never Fall, but Are Indeterminate: A Comment on Dybvig, Ingersoll and Ross In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2002 | Signal Extraction Can Generate Volatility Clusters From IID Shocks In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1998 | The Inflation Premium Implicit in the US Real and Nominal Term Structures of Interest Rates In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 1975 | The Monte Carlo Cycle in Business Activity. In: Economic Inquiry. [Citation analysis] | article | 14 |
| 1977 | The Monte Carlo Hypothesis: Reply. In: Economic Inquiry. [Citation analysis] | article | 0 |
| 1975 | Operational Aspects of the Siegel Paradox In: The Quarterly Journal of Economics. [Full Text][Citation analysis] | article | 19 |
| 1998 | Government Deposit Insurance and the Diamond-Dybvig Model In: The Geneva Risk and Insurance Review. [Full Text][Citation analysis] | article | 6 |
| 2000 | PROXYING INFLATION FORECASTS WITH FULLER/ROY-TYPE MEDIAN UNBIASED NEAR UNIT ROOT COEFFICIENT ESTIMATES In: Computing in Economics and Finance 2000. [Citation analysis] | paper | 0 |
| 2001 | The Inflation Premium implicit in the US Real and Nominal In: Computing in Economics and Finance 2001. [Full Text][Citation analysis] | paper | 9 |
| 2001 | Consumption Asset Pricing with Stable Shocks: Exploring a Solution and Its Implications for the Equity Premium Puzzle In: Computing in Economics and Finance 2001. [Full Text][Citation analysis] | paper | 0 |
| 2002 | A Spline LR Test for Goodness-of-Fit In: Computing in Economics and Finance 2002. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Signal Extraction can Generate Volatility Clusters In: Computing in Economics and Finance 2003. [Full Text][Citation analysis] | paper | 0 |
| 2004 | The Risk-Neutral Measure and Option Pricing under Log-Stable Uncertainty using Romberg Fourier Inversion In: Computing in Economics and Finance 2004. [Full Text][Citation analysis] | paper | 1 |
| 2005 | The Kalman Foundations of Adaptive Least Squares: Applications to Unemployment and Inflation In: Computing in Economics and Finance 2005. [Full Text][Citation analysis] | paper | 4 |
| 2006 | Learning about Stock Volatility: The Local Scale Model with Homoskedastic Innovations In: Computing in Economics and Finance 2006. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Testing for persistence in stock returns with GARCH-stable shocks In: Quantitative Finance. [Full Text][Citation analysis] | article | 7 |
| 1978 | Spline Estimation of the Liquidity Trap: A Comment. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 1971 | Measuring the Term Structure of Interest Rates. In: The Journal of Business. [Full Text][Citation analysis] | article | 170 |
| 1978 | Continuous Time Processes with Stable Increments. In: The Journal of Business. [Full Text][Citation analysis] | article | 10 |
| 1986 | Bank Regulation and Deposit Insurance. In: The Journal of Business. [Full Text][Citation analysis] | article | 14 |
| 1975 | An Estimate of the Liquidity Premium. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 30 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 3 2023. Contact: CitEc Team