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 1 1 8 189
BEVERRIDGE NELSON DECOMPOSITION WITH MARKOV SWITCHING 0 0 0 94 1 1 6 233
Beveridge-Nelson Decomposition with Markov Switching 0 0 2 90 0 2 10 292
Beveridge-Nelson Decomposition with Markov Switching 0 0 0 140 0 0 7 424
CONSTRUCTING HISTORICAL EURO AREA DATA 0 0 0 109 1 2 7 402
Capturing the Shape of Business Cycles with Nonlinear Autoregressive Leading Indicator Models 0 0 3 187 0 2 8 511
Choosing Lag Lengths in Nonlinear Dynamic Models 0 1 3 360 0 3 7 515
Common non-linearities in multiple series of stock market volatility 1 1 4 108 1 2 9 164
Constructing Historical Euro Area Data 0 0 0 122 0 0 5 476
Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps 1 3 3 97 1 7 16 253
Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps 0 0 0 96 1 4 8 313
Do Policy-Related Shocks Affect Real Exchange Rates of Asian Developing Countries? 0 0 0 35 0 2 5 70
Does Beta React to Market Conditions? Estimates of Bull and Bear Betas using a Nonlinear Market Model with an Endogenous Threshold Parameter 0 5 17 637 1 11 41 2,004
Does International Trade Synchronize Business Cycles? 0 0 4 261 0 0 14 852
Financial Integration and the Construction of Historical Financial Data for the Euro Area 0 0 2 61 0 1 9 154
Forecasting Under Strucural Break Uncertainty 0 0 0 96 0 2 5 180
Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? 0 1 1 160 2 5 12 363
How do Shocks to Domestic Factors Affect Real Exchange Rates of Asian Developing Countries 1 1 15 71 4 7 41 110
Market Architecture and Nonlinear Dynamics of Australian Stock and Future Indices 0 0 0 175 0 3 18 759
Nonlinear Autoregresssive Leading Indicator Models of Output in G-7 Countries 0 0 1 322 0 4 11 819
Nonlinear Correlograms and Partial Autocorrelograms 0 0 2 147 0 4 11 519
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 10 971
Random Walk Smooth Transition Autoregressive Models 0 0 2 291 1 3 9 858
Reported Earnings and Analyst Forecasts as Competing Sources of Information: A New Approach 0 0 0 85 0 1 5 316
Single Source of Error State Space Approach to the Beveridge Nelson Decomposition 0 0 2 89 0 0 11 397
Single Source of Error State Space Approach to the Beveridge Nelson Decomposition 1 1 3 150 1 1 8 530
Single source of error state space approach to the Beveridge Nelson decomposition 0 0 0 30 1 1 1 64
TREASURY BI;; YIELD CURVES AND COINTEGRATION 0 0 0 1 1 4 10 1,324
Testing for co-jumps in high-frequency financial data: an approach based on first-high-low-last prices 0 3 5 80 0 6 25 251
The Decline in Income Growth Volatility in the United States: Evidence from Regional Data 0 0 0 78 0 3 7 418
The Effects of Productivity Gains in Asian Emerging Economies: A Global Perspective 2 2 3 33 3 4 11 36
U.S. and Canadian Industrial Production Indices as Coupled Oscillators 0 0 0 157 0 2 6 971
VARs, Cointegration and Common Cycle Restrictions 0 1 3 225 0 3 11 324
Total Working Papers 6 19 76 5,012 20 95 372 16,217


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 8 23 954 8 24 79 2,600
Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models 1 4 30 821 3 13 101 1,646
Common features 0 0 0 62 0 2 11 141
Does beta react to market conditions? Estimates of 'bull' and 'bear' betas using a nonlinear market model with an endogenous threshold parameter 0 3 4 71 0 5 16 296
Explanations of an empirical puzzle: what can be learnt from a test of the rational expectations hypothesis? 0 0 0 3 2 3 12 142
Financial integration and the construction of historical financial data for the Euro Area 0 0 2 28 0 1 11 117
Forecast combinations under structural break uncertainty 0 1 4 13 1 4 20 51
Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? 0 0 2 151 0 3 16 397
How do shocks to domestic factors affect real exchange rates of Asian developing countries? 1 1 6 9 7 10 36 47
How does public information affect the frequency of trading in airline stocks? 0 0 2 10 0 0 11 38
Market Architecture and Nonlinear Dynamics of Australian Stock and Futures Indices 0 0 0 37 1 3 9 229
Memoirs of "A Cointegration Analysis of Treasury Bill Yields" 0 0 4 40 0 2 9 85
New Introduction to Multiple Time Series Analysis - by Helmut Lütkepohl 0 1 1 111 2 8 16 258
Nonlinear Correlograms and Partial Autocorrelograms 0 0 0 27 0 3 8 259
Nonlinear autoregressive leading indicator models of output in G-7 countries 2 2 7 161 3 5 26 524
On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands 0 0 0 73 0 1 6 297
On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Reply 0 0 0 19 0 1 3 117
On the pooling of cross-sectional and time-series data in the presence of heteroskedasticity 0 1 2 44 0 2 7 145
PREDICTING THE PROBABILITY OF A RECESSION WITH NONLINEAR AUTOREGRESSIVE LEADING-INDICATOR MODELS 0 1 5 40 0 2 15 124
Reported earnings and analyst forecasts as competing sources of information: A new approach 0 0 0 9 0 1 8 45
Single source of error state space approach to the Beveridge Nelson decomposition 0 0 3 31 0 1 10 164
Testing multiple equation systems for common nonlinear components 0 0 2 102 0 2 14 340
Transaction Costs and Non-linear Adjustment towards Equilibrium in the US Treasury Bill Market 0 0 0 0 2 4 19 474
U.S. and Canadian industrial production indices as coupled oscillators 0 0 0 30 0 1 7 97
Total Journal Articles 7 22 97 2,846 29 101 470 8,633


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 0 1 8 61
Modeling Nonlinearity over the Business Cycle 0 2 3 136 0 6 13 268
Total Chapters 0 2 3 147 0 7 21 329


Statistics updated 2017-04-03