Charles H. Whiteman : Citation Profile

Are you Charles H. Whiteman?

Pennsylvania State University

22

H index

28

i10 index

2943

Citations

RESEARCH PRODUCTION:

38

Articles

27

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   34 years (1978 - 2012). See details.
   Cites by year: 86
   Journals where Charles H. Whiteman has often published
   Relations with other researchers
   Recent citing documents: 207.    Total self citations: 11 (0.37 %)

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   Permalink: http://citec.repec.org/pwh13
   Updated: 2023-08-19    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 (72)

Kose, Ayhan (60)

Schorfheide, Frank (38)

GUPTA, RANGAN (35)

Prasad, Eswar (28)

Paccagnini, Alessia (27)

Marcellino, Massimiliano (26)

Del Negro, Marco (25)

Shahbaz, Muhammad (25)

Ravazzolo, Francesco (24)

Kano, Takashi (22)

Cites to:

Hansen, Lars (25)

Campbell, John (17)

Watson, Mark (17)

Sims, Christopher (14)

Sargent, Thomas (11)

Otrok, Christopher (11)

Cochrane, John (11)

Hendry, David (10)

Constantinides, George (10)

Christiano, Lawrence (10)

Abel, Andrew (9)

Main data

Where Charles H. Whiteman has published?

Journals with more than one article published# docs
Journal of Monetary Economics7
Journal of Money, Credit and Banking3
Journal of Business & Economic Statistics3
American Economic Review3
Journal of Applied Econometrics3
Carnegie-Rochester Conference Series on Public Policy2
Econometrica2
Journal of Econometrics2
Quarterly Review2
Econometric Theory2

Working Papers Series with more than one paper published# docs
FRB Atlanta Working Paper / Federal Reserve Bank of Atlanta4
Macroeconomics / University Library of Munich, Germany3

Recent works citing Charles H. Whiteman (2022 and 2021)

YearTitle of citing document
2021Common and Idiosyncratic Components of Latin American Business Cycles Connectedness. (2021). Campos, Luciano ; Andujar, Jesus Ruiz. In: Working Papers. RePEc:aoz:wpaper:91.

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

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2021Approximate Bayes factors for unit root testing. (2021). Alexandros, Iosifidis ; Martin, Magris. In: Papers. RePEc:arx:papers:2102.10048.

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2022Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs. (2021). Pfarrhofer, Michael ; Huber, Florian ; Feldkircher, Martin ; Koop, Gary. In: Papers. RePEc:arx:papers:2103.04944.

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2022Large Volatility Matrix Analysis Using Global and National Factor Models. (2022). Kim, Donggyu ; Choi, Sung Hoon. In: Papers. RePEc:arx:papers:2208.12323.

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2022Probabilistic quantile factor analysis. (2022). Korobilis, Dimitris ; Schroder, Maximilian. In: Papers. RePEc:arx:papers:2212.10301.

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2023sparseDFM: An R Package to Estimate Dynamic Factor Models with Sparse Loadings. (2023). Gibberd, Alex ; Chan, Tak-Shing ; Mosley, Luke. In: Papers. RePEc:arx:papers:2303.14125.

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2023Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification. (2023). Marcellino, Massimiliano ; Huber, Florian. In: Papers. RePEc:arx:papers:2304.07856.

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2023Estimation and Inference in Threshold Predictive Regression Models with Locally Explosive Regressors. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2305.00860.

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2023Large Global Volatility Matrix Analysis Based on Structural Information. (2023). Kim, Donggyu ; Choi, Sung Hoon. In: Papers. RePEc:arx:papers:2305.01464.

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2023Monitoring multicountry macroeconomic risk. (2023). Korobilis, Dimitris ; Schroder, Maximilian. In: Papers. RePEc:arx:papers:2305.09563.

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2021The COVID-19 Economic Crisis in Mexico through the Lens of a Financial Conditions Index. (2021). Carrillo, Julio ; Garca, Ana Laura. In: Working Papers. RePEc:bdm:wpaper:2021-23.

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2021Characterizing and Communicating the Balance of Risks of Macroeconomic Forecasts: A Predictive Density Approach for Colombia. (2021). Guarín López, Alexander ; Grajales-Olarte, Anderson ; Anzola-Bravo, Cesar ; Guarin, Alexander ; Mendez-Vizcaino, Juan C. In: Borradores de Economia. RePEc:bdr:borrec:1178.

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2022What drives inflation? Disentangling demand and supply factors. (2022). Hofmann, Boris ; Eickmeier, Sandra. In: BIS Working Papers. RePEc:bis:biswps:1047.

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2022Estimation of the Impact of Global Shocks on the Russian Economy and GDP Nowcasting Using a Factor Model. (2022). Lomonosov, Daniil ; Zubarev, Andrey ; Rybak, Konstantin. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:81:y:2022:i:2:p:49-78.

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2023How convergent are rice export prices in the international market?. (2023). Holmes, Mark ; Balie, Jean ; Pede, Valerien O ; Glenn, Harold. In: Agricultural Economics. RePEc:bla:agecon:v:54:y:2023:i:1:p:127-141.

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2021INTERNATIONAL TRANSMISSION MECHANISM AND WORLD BUSINESS CYCLE. (2021). Shen, Yifan ; Abeysinghe, Tilak. In: Economic Inquiry. RePEc:bla:ecinqu:v:59:y:2021:i:1:p:510-531.

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2023Macroeconomic News in Asset Pricing and Reality. (2023). Duffee, Gregory R. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1499-1543.

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2022Portfolio returns and consumption growth covariation in the frequency domain, real economic activity, and expected returns. (2022). Piccotti, Louis R. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:3:p:513-549.

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2021Accurate Confidence Regions for Principal Components Factors. (2021). Ruiz, Esther ; Maldonado, Javier. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:6:p:1432-1453.

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2021Business cycle duration dependence and foreign recessions. (2021). Vermeulen, Philip ; de Bondt, Gabe. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:68:y:2021:i:1:p:1-19.

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2021Inflation comovements in advanced economies: Facts and drivers. (2021). Gómez-Loscos, Ana ; Alvarez, Luis ; Gomezloscos, Ana ; Gadea, Maria Dolores. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:2:p:485-509.

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2021Global Uncertainty. (2021). Castelnuovo, Efrem ; Caggiano, Giovanni. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_001.

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2021Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks. (2021). Sorge, Marco M ; Angelini, Giovanni. In: Working Papers. RePEc:bol:bodewp:wp1160.

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2021Maximum Entropy Analysis of Consumption-based Capital Asset Pricing Model and Volatility. (2021). Yi, Mao Millie ; Aman, Ullah ; Tae-Hwy, Lee . In: Journal of Econometric Methods. RePEc:bpj:jecome:v:10:y:2021:i:1:p:1-19:n:2.

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2021Measuring Market Expectations. (2021). Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9305.

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2022Financial, Institutional, and Macroeconomic Determinants of Cross-Country Portfolio Equity Flows. (2022). Afonso, Antonio ; Jackson, Karen ; Beck, Krzysztof ; Alves, Jose. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9872.

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2023Technology diffusion and international business cycles. (2023). Aysun, Uluc. In: Working Papers. RePEc:cfl:wpaper:2023-02ua.

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2022The Role of Storage in Commodity Markets: Indirect Inference Based on Grains Data. (2022). Legrand, Nicolas ; Gouel, Christophe. In: Working Papers. RePEc:cii:cepidt:2022-04.

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2021Nonlinearities and Workers’ Heterogeneity in Unemployment Dynamics. (2021). Langot, Francois ; Adjemian, Stephane ; Karame, Frederic. In: Dynare Working Papers. RePEc:cpm:dynare:071.

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2021Spillover Effects in International Business Cycles. (2021). Perez Quiros, Gabriel ; Pacce, Matías ; Perez-Quiros, Gabriel ; Camacho, Maximo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15787.

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2021One Ring to Rule Them All? New Evidence on World Cycles. (2021). PUY, Damien ; Monnet, Eric. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15958.

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2021What goes around comes around: How large are spillbacks from US monetary policy?. (2021). Georgiadis, Georgios ; Schumann, Ben ; Breitenlechner, Max. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_003.

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2023The Energy-Price Channel of (European) Monetary Policy. (2023). Schumann, Ben ; Kurcz, Frederik ; Kriwoluzky, Alexander ; Ider, Gokhan. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2033.

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2022Commodity currencies revisited: The role of global commodity price uncertainty. (2022). Ferrara, Laurent ; Karadimitropoulou, Aikaterina ; Triantafyllou, Athanasios ; Bermpei, Theodora. In: EconomiX Working Papers. RePEc:drm:wpaper:2022-24.

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2021EXPORT LED GROWTH VIA INTRA-REGIONAL TRADING AN ECONOMETRIC ANALYSIS OF ASEAN, EU, NAFTA, MERCOSUR AND COMESA. (2021). Syazwan, Muhammad Saiful ; Abd, Abi Sofian ; Omar, Khatijah ; Hazman, Samsudin. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:21:y:2021:i:2_1.

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2021An estimated stochastic dynamic general equilibrium model of the euro area. (2002). Wouters, Raf ; Smets, Frank. In: Working Paper Series. RePEc:ecb:ecbwps:20020171.

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2021Technology and demand drivers of productivity dynamics in developed and emerging market economies. (2021). Kindberg-Hanlon, Gene ; Francis, Neville ; Dieppe, Alistair. In: Working Paper Series. RePEc:ecb:ecbwps:20212533.

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2021Combining Bayesian VARs with survey density forecasts: does it pay off?. (2021). Ravazzolo, Francesco ; Paredes, Joan ; Brenna, Federica ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20212543.

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2021The COVID-19 shock and challenges for time series models. (2021). Hartwig, Benny ; Bobeica, Elena. In: Working Paper Series. RePEc:ecb:ecbwps:20212558.

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2021What goes around comes around: How large are spillbacks from US monetary policy?. (2021). Georgiadis, Georgios ; Schumann, Ben ; Breitenlechner, Max. In: Working Paper Series. RePEc:ecb:ecbwps:20212613.

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2021Global risk and the dollar. (2021). Müller, Gernot ; Georgiadis, Georgios ; Schumann, Ben. In: Working Paper Series. RePEc:ecb:ecbwps:20212628.

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2022Conditional density forecasting: a tempered importance sampling approach. (2022). Wolf, Elias ; Paredes, Joan ; Montes-Galdon, Carlos. In: Working Paper Series. RePEc:ecb:ecbwps:20222754.

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2022On Export and Economic Growth: A Comparative Analysis of Selected West African Countries. (2022). Akande, Joseph Olorunfemi ; Daniel, Gbadebo Adedeji ; Oluwatobi, Adekunle Ahmed. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-04-14.

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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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2023Identification of the differencing operator of a non-stationary time series via testing for zeroes in the spectral density. (2023). Jach, Agnieszka ; McElroy, Tucker S. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:177:y:2023:i:c:s0167947322001608.

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2021Proxy Vector Autoregressions in a Data-rich Environment. (2021). Bruns, Martin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:123:y:2021:i:c:s0165188920302141.

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2021Testing for international business cycles: A multilevel factor model with stochastic factor selection. (2021). Pozzi, Lorenzo ; Everaert, Gerdie ; Berger, Tino. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:128:y:2021:i:c:s0165188921000695.

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2021Technological and non-technological drivers of productivity dynamics in developed and emerging market economies. (2021). Dieppe, Alistair ; Kindberg-Hanlon, Gene ; Francis, Neville. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:131:y:2021:i:c:s0165188921001512.

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2021Why business cycles diverge? Structural evidence from the European Union. (2021). Beck, Krzysztof. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921001986.

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2021Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks. (2021). Sorge, Marco ; Angelini, Giovanni. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921002001.

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2022Welfare effects of business cycles and monetary policies in a small open emerging economy. (2022). Mohimont, Jolan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:136:y:2022:i:c:s0165188922000215.

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2022Measuring dynamic pandemic-related policy effects: A time-varying parameter multi-level dynamic factor model approach. (2022). Shi, Yong ; Zhou, Ling ; Wang, Zongrun ; Mi, Yunlong. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001099.

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2021Global intersectoral production network and aggregate fluctuations. (2021). , Anh ; Barauskaite, Kristina. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001668.

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2022Financial integration or financial fragmentation? A euro area perspective. (2022). Blagov, Boris ; Arce-Alfaro, Gabriel. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001481.

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2022Emerging market responses to external shocks: A cross-country analysis. (2022). Hallam, Bahar Sungurtekin. In: Economic Modelling. RePEc:eee:ecmode:v:115:y:2022:i:c:s0264999322001948.

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2023The global component of headline and core inflation in emerging market economies and its ability to improve forecasting performance. (2023). Molina, Stefano G ; Orraca, Maria Jose ; Arango-Castillo, Lenin. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003583.

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2023Trade openness and connectedness of national productions: Do financial openness, economic specialization, and the size of the country matter?. (2023). Toure, Adam ; Mao Takongmo, Charles-O., . In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001529.

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2021Quantifying sovereign risk in the euro area. (2021). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta ; Singh, Manish K. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:76-96.

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2021Sharing is caring: Spillovers and synchronization of business cycles in the European Union. (2021). Škrinjarić, Tihana ; Arčabić, Vladimir ; Arabi, Vladimir. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:25-39.

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2021Fiscal stimulus in a high-debt economy? A DSGE analysis. (2021). Wang, Shu-Ling . In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:118-135.

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2021House price synchronization across the US states: The role of structural oil shocks. (2021). Ji, Qiang ; GUPTA, RANGAN ; Marfatia, Hardik A ; Sheng, Xin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000127.

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2021Predicting equity premium using dynamic model averaging. Does the state–space representation matter?. (2021). Nonejad, Nima. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s106294082100070x.

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2021Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure. (2021). shin, yongcheol ; Serlenga, Laura ; Kapetanios, George. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:504-531.

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2021Revisiting the location of FDI in China: A panel data approach with heterogeneous shocks. (2021). Ouyang, Min ; Li, QI ; Hou, Lei. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:2:p:483-509.

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2021Dynamic spatial panel data models with common shocks. (2021). Li, Kunpeng ; Bai, Jushan. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:134-160.

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2022Global temperatures and greenhouse gases: A common features approach. (2022). Vahid, Farshid ; Gao, Jiti ; Chen, LI. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:2:p:240-254.

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2023Canonical correlation-based model selection for the multilevel factors. (2023). Shin, Yongcheol ; Lin, Rui ; Choi, IN. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:22-44.

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2021Flexible Mixture Priors for Large Time-varying Parameter Models. (2021). Hauzenberger, Niko. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:87-108.

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2023Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables. (2023). Nonejad, Nima. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:91-122.

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2021Predicting the return on the spot price of crude oil out-of-sample by conditioning on news-based uncertainty measures: Some new empirical results. (2021). Nonejad, Nima. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004977.

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2022Equity premium prediction using the price of crude oil: Uncovering the nonlinear predictive impact. (2022). Nonejad, Nima. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322005242.

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2021The relation between petroleum product prices and crude oil prices. (2021). Linn, Scott ; Zhang, Huiming ; Lee, Thomas K ; Fernando, Chitru S ; Ederington, Louis H. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320304199.

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2023Estimating and forecasting the impact of nonrenewable energy prices on US renewable energy consumption. (2023). Madraki, Golshan ; Lin, Guoyu ; Mette, Jehu ; Atems, Bebonchu. In: Energy Policy. RePEc:eee:enepol:v:173:y:2023:i:c:s0301421522005936.

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2021The dynamic nexus of energy consumption, international trade and economic growth in BRICS and ASEAN countries: A panel causality test. (2021). Rahman, Mohammad Mafizur. In: Energy. RePEc:eee:energy:v:229:y:2021:i:c:s0360544221009282.

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2023Exploring 200 years of U.S. commodity market integration: A structural time series model approach. (2023). Harrison, James M. In: Explorations in Economic History. RePEc:eee:exehis:v:88:y:2023:i:c:s0014498323000086.

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2021Financing the green projects: Market efficiency and volatility persistence of green versus conventional bonds, and the comparative effects of health and financial crises. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun ; Jalalifar, Saba ; Asl, Mahdi Ghaemi. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s105752192100274x.

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2022How to identify the different phases of stock market bubbles statistically?. (2022). Horvath, Lajos ; Liu, Zhenya. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s154461232100369x.

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2022Infection, invasion, and inflation: Recent lessons. (2022). Qadan, Mahmoud ; Aharon, David Y. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004901.

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2021From banking integration to housing market integration - Evidence from the comovement of U.S. Metropolitan House Prices. (2021). Choi, Chi-Young ; Hansz, Andrew J. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000437.

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2022Early warning systems using dynamic factor models: An application to Asian economies. (2022). Villafuerte, James ; Truck, Stefan ; Sheen, Jeffrey ; Truong, Chi. In: Journal of Financial Stability. RePEc:eee:finsta:v:58:y:2022:i:c:s1572308921000450.

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2022Determining investment size and local embeddedness under host market uncertainty and growth rates. (2022). Song, Sangcheol. In: International Business Review. RePEc:eee:iburev:v:31:y:2022:i:2:s0969593121001633.

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2021New evidence on international risk-sharing in the Economic Community of West African States (ECOWAS). (2021). Zouri, Stephane. In: International Economics. RePEc:eee:inteco:v:165:y:2021:i:c:p:121-139.

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2022Trade and business cycle synchronization: The role of common trade partners. (2022). Azcona, Nestor. In: International Economics. RePEc:eee:inteco:v:170:y:2022:i:c:p:190-201.

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2022“There is No vaccine for climate change” - How well Governments’COVID-19 green stimulus announcements contribute to business sustainability?. (2022). ben Atta, Oussama ; Errami, Youssef ; Kasmaoui, Kamal ; Makhlouf, Farid ; Selmi, Refk. In: International Economics. RePEc:eee:inteco:v:171:y:2022:i:c:p:1-17.

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2021Measuring the Connectedness of the Global Economy. (2021). Shin, Yongcheol ; Nguyen, Viet Hoang ; Greenwood-Nimmo, Matthew. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:899-919.

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2021Bayesian VAR forecasts, survey information, and structural change in the euro area. (2021). Ganics, Gergely ; Odendahl, Florens. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:971-999.

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2021Does judgment improve macroeconomic density forecasts?. (2021). Mitchell, James ; Garratt, Anthony ; Galvo, Ana Beatriz. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1247-1260.

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2021Factor extraction using Kalman filter and smoothing: This is not just another survey. (2021). Ruiz, Esther ; Miranda, Karen ; Poncela, Pilar. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1399-1425.

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2022Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph
2023The COVID-19 shock and challenges for inflation modelling. (2023). Hartwig, Benny ; Bobeica, Elena. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:519-539.

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2021The regional transmission of uncertainty shocks on income inequality in the United States. (2021). Pfarrhofer, Michael ; Huber, Florian ; Fischer, Manfred. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:183:y:2021:i:c:p:887-900.

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2021Confounding dynamics. (2021). Walker, Todd B ; Rondina, Giacomo . In: Journal of Economic Theory. RePEc:eee:jetheo:v:196:y:2021:i:c:s0022053121000685.

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2022Analytic policy function iteration. (2022). Wu, Jieran ; Tan, Fei ; Han, Zhao. In: Journal of Economic Theory. RePEc:eee:jetheo:v:200:y:2022:i:c:s002205312100212x.

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2023Rational inattention in the frequency domain. (2023). Jurado, Kyle. In: Journal of Economic Theory. RePEc:eee:jetheo:v:208:y:2023:i:c:s0022053122001946.

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2023Origins of international factor structures. (2023). Richmond, Robert J ; Jiang, Zhengyang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:1:p:1-26.

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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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2021Substitution patterns in capital inflows: Evidence from disaggregated capital flow data. (2021). Cerutti, Eugenio ; Hong, Gee Hee. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:112:y:2021:i:c:s0261560620302709.

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2021The Global Financial Cycle and US monetary policy in an interconnected world. (2021). Galesi, Alessandro ; Dees, Stephane. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560621000449.

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2021Shock-dependent exchange rate pass-through: Evidence based on a narrative sign approach for Japan. (2021). Wynne, Mark ; Zhang, Ren. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:118:y:2021:i:c:s0261560621001133.

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2022Fluctuations in global output volatility. (2022). Leiva-Leon, Danilo ; Ductor, Lorenzo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:120:y:2022:i:c:s0261560621001844.

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More than 100 citations found, this list is not complete...

Works by Charles H. Whiteman:

YearTitleTypeCited
1984Lucas on the Quantity Theory: Hypothesis Testing without Theory. In: American Economic Review.
[Full Text][Citation analysis]		article29
1991The Temporal Stability of Dividends and Stock Prices: Evidence from the Likelihood Function. In: American Economic Review.
[Full Text][Citation analysis]		article30
2003International Business Cycles: World, Region, and Country-Specific Factors In: American Economic Review.
[Full Text][Citation analysis]		article786
1993Estimating Moving Average Parameters: Classical Pileups and Bayesian Posteriors. In: Journal of Business & Economic Statistics.
[Citation analysis]		article12
1996A Bayesian Approach to Calibration. In: Journal of Business & Economic Statistics.
[Citation analysis]		article77
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]		article44
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]		article18
1992Integration versus Trend Stationarity in Time Series. In: Econometrica.
[Full Text][Citation analysis]		article255
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]		article20
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: 20		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]		article13
2006Bayesian Forecasting In: Handbook of Economic Forecasting.
[Full Text][Citation analysis]		chapter52
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]		article163
2000A Bayesian approach to dynamic macroeconomics In: Journal of Econometrics.
[Full Text][Citation analysis]		article150
2008Understanding the evolution of world business cycles In: Journal of International Economics.
[Full Text][Citation analysis]		article310
1985The observable implications of self-fulfilling expectations In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article100
1991Reconsidering trends and random walks in macroeconomic time series In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article69
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]		article135
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]		article38
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: 38		paper
2002Habit formation: a resolution of the equity premium puzzle? In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article80
1998Habit Formation: A Resolution of the Equity Premium Puzzle?.(1998) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 80		paper
2007A generalized volatility bound for dynamic economies In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article2
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]		paper95
2005Forecasting Using Relative Entropy..(2005) In: Journal of Money, Credit and Banking.
[Citation analysis]
This paper has another version. Agregated cites: 95		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]		article137
1996Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa..(1996) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 137		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]		article44
2002Evaluating asset-pricing models using the Hansen-Jagannathan bound: a Monte Carlo investigation In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article8
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: 8		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: 8		paper
1991The Case for Trend-Stationarity Is Stronger Than We Thought. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article33
1991The Case for Trend-Stationarity is Stronger than we Thought..(1991) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 33		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]		paper4
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]		paper28
1996The Engine of Growth or Its Handmaiden? A Time-Series Assessment of Export-Led Growth. In: Empirical Economics.
[Citation analysis]		article100
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: 100		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: 100		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: 100		paper
2008Generalized Safety First and a New Twist on Portfolio Performance In: Econometric Reviews.
[Full Text][Citation analysis]		article11
1991World Business Cycles. In: Working Papers.
[Citation analysis]		paper4
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]		paper3
2006Empirical Bayesian density forecasting in Iowa and shrinkage for the Monte Carlo era In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]		paper8

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