Access Statistics for Heather M. Anderson

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Model for Trade Frequency in the Presence of Announcements 0 0 0 0 0 1 6 189
BEVERRIDGE NELSON DECOMPOSITION WITH MARKOV SWITCHING 0 0 0 94 0 1 5 233
Beveridge-Nelson Decomposition with Markov Switching 0 0 0 140 0 0 4 424
Beveridge-Nelson Decomposition with Markov Switching 0 0 2 90 0 1 9 292
CONSTRUCTING HISTORICAL EURO AREA DATA 0 0 0 109 0 2 3 402
Capturing the Shape of Business Cycles with Nonlinear Autoregressive Leading Indicator Models 0 0 2 187 0 1 6 511
Choosing Lag Lengths in Nonlinear Dynamic Models 0 1 2 360 1 4 6 516
Common non-linearities in multiple series of stock market volatility 0 1 4 108 0 2 8 164
Constructing Historical Euro Area Data 1 1 1 123 4 4 6 480
Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps 0 2 3 97 2 7 17 255
Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps 0 0 0 96 2 5 9 315
Do Policy-Related Shocks Affect Real Exchange Rates of Asian Developing Countries? 0 0 0 35 0 2 3 70
Does Beta React to Market Conditions? Estimates of Bull and Bear Betas using a Nonlinear Market Model with an Endogenous Threshold Parameter 0 1 14 637 2 6 35 2,006
Does International Trade Synchronize Business Cycles? 1 1 4 262 1 1 13 853
Financial Integration and the Construction of Historical Financial Data for the Euro Area 1 1 3 62 1 2 8 155
Forecasting Under Strucural Break Uncertainty 0 0 0 96 2 3 5 182
Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? 0 1 1 160 1 6 12 364
How do Shocks to Domestic Factors Affect Real Exchange Rates of Asian Developing Countries 0 1 12 71 0 5 34 110
Market Architecture and Nonlinear Dynamics of Australian Stock and Future Indices 0 0 0 175 0 3 17 759
Nonlinear Autoregresssive Leading Indicator Models of Output in G-7 Countries 0 0 1 322 0 3 9 819
Nonlinear Correlograms and Partial Autocorrelograms 0 0 1 147 0 4 9 519
Nonlinear autoregressive leading indicator models of output in G-7 countries 0 0 0 71 0 0 0 155
Predicting the Probability of a Recession with Nonlinear Autoregressive Leading Indicator Models 0 0 1 354 0 4 8 971
Random Walk Smooth Transition Autoregressive Models 0 0 2 291 0 3 8 858
Reported Earnings and Analyst Forecasts as Competing Sources of Information: A New Approach 0 0 0 85 0 0 4 316
Single Source of Error State Space Approach to the Beveridge Nelson Decomposition 0 0 2 89 0 0 9 397
Single Source of Error State Space Approach to the Beveridge Nelson Decomposition 0 1 3 150 0 1 6 530
Single source of error state space approach to the Beveridge Nelson decomposition 0 0 0 30 0 1 1 64
TREASURY BI;; YIELD CURVES AND COINTEGRATION 0 0 0 1 1 5 10 1,325
Testing for co-jumps in high-frequency financial data: an approach based on first-high-low-last prices 1 1 6 81 3 6 25 254
The Decline in Income Growth Volatility in the United States: Evidence from Regional Data 0 0 0 78 0 3 6 418
The Effects of Productivity Gains in Asian Emerging Economies: A Global Perspective 0 2 3 33 0 4 9 36
U.S. and Canadian Industrial Production Indices as Coupled Oscillators 0 0 0 157 0 1 5 971
VARs, Cointegration and Common Cycle Restrictions 1 1 4 226 2 4 11 326
Total Working Papers 5 15 71 5,017 22 95 326 16,239


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Cointegration Analysis of Treasury Bill Yields 3 9 26 957 7 25 79 2,607
Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models 2 4 28 823 6 13 96 1,652
Common features 0 0 0 62 0 2 7 141
Does beta react to market conditions? Estimates of 'bull' and 'bear' betas using a nonlinear market model with an endogenous threshold parameter 0 2 4 71 1 5 16 297
Explanations of an empirical puzzle: what can be learnt from a test of the rational expectations hypothesis? 0 0 0 3 0 3 11 142
Financial integration and the construction of historical financial data for the Euro Area 0 0 1 28 0 1 7 117
Forecast combinations under structural break uncertainty 0 0 4 13 1 3 20 52
Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? 0 0 2 151 0 3 14 397
How do shocks to domestic factors affect real exchange rates of Asian developing countries? 0 1 6 9 0 8 35 47
How does public information affect the frequency of trading in airline stocks? 0 0 2 10 1 1 11 39
Market Architecture and Nonlinear Dynamics of Australian Stock and Futures Indices 0 0 0 37 0 3 8 229
Memoirs of "A Cointegration Analysis of Treasury Bill Yields" 0 0 4 40 0 2 8 85
New Introduction to Multiple Time Series Analysis - by Helmut Lütkepohl 0 1 1 111 5 13 20 263
Nonlinear Correlograms and Partial Autocorrelograms 0 0 0 27 0 2 7 259
Nonlinear autoregressive leading indicator models of output in G-7 countries 2 4 9 163 2 6 26 526
On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands 0 0 0 73 0 1 5 297
On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Reply 0 0 0 19 0 1 2 117
On the pooling of cross-sectional and time-series data in the presence of heteroskedasticity 0 0 2 44 0 1 6 145
PREDICTING THE PROBABILITY OF A RECESSION WITH NONLINEAR AUTOREGRESSIVE LEADING-INDICATOR MODELS 0 1 4 40 0 2 11 124
Reported earnings and analyst forecasts as competing sources of information: A new approach 0 0 0 9 0 1 7 45
Single source of error state space approach to the Beveridge Nelson decomposition 0 0 3 31 0 1 7 164
Testing multiple equation systems for common nonlinear components 1 1 3 103 1 3 12 341
Transaction Costs and Non-linear Adjustment towards Equilibrium in the US Treasury Bill Market 0 0 0 0 0 4 16 474
U.S. and Canadian industrial production indices as coupled oscillators 0 0 0 30 0 1 5 97
Total Journal Articles 8 23 99 2,854 24 105 436 8,657


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Discussion of Key Elements of Global Inflation 0 0 0 11 1 2 8 62
Modeling Nonlinearity over the Business Cycle 0 0 2 136 0 3 10 268
Total Chapters 0 0 2 147 1 5 18 330


Statistics updated 2017-05-02