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 3 23 125
BEVERRIDGE NELSON DECOMPOSITION WITH MARKOV SWITCHING 1 1 9 78 1 3 18 161
Beveridge-Nelson Decomposition with Markov Switching 0 1 16 120 2 5 71 331
Beveridge-Nelson Decomposition with Markov Switching 2 3 13 58 2 6 47 206
CONSTRUCTING HISTORICAL EURO AREA DATA 1 5 29 73 5 15 126 217
Capturing the Shape of Business Cycles with Nonlinear Autoregressive Leading Indicator Models 0 3 12 146 1 6 33 401
Choosing Lag Lengths in Nonlinear Dynamic Models 1 4 18 270 2 9 43 435
Constructing Historical Euro Area Data 0 4 16 88 1 18 71 289
Does Beta React to Market Conditions? Estimates of Bull and Bear Betas using a Nonlinear Market Model with an Endogenous Threshold Parameter 5 13 46 426 9 32 181 1,327
Does International Trade Synchronize Business Cycles? 2 10 40 196 3 15 86 698
Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? 1 6 31 72 7 19 92 175
Market Architecture and Nonlinear Dynamics of Australian Stock and Future Indices 0 0 7 156 1 7 59 654
Modelling Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models 0 0 0 3 2 9 30 260
Nonlinear Autoregresssive Leading Indicator Models of Output in G-7 Countries 4 8 20 279 5 10 44 686
Nonlinear Correlograms and Partial Autocorrelograms 2 2 8 125 3 6 32 438
Predicting the Probability of a Recession with Nonlinear Autoregressive Leading Indicator Models 0 6 39 276 1 14 87 786
Random Walk Smooth Transition Autoregressive Models 2 7 32 228 6 27 117 625
Reported Earnings and Analyst Forecasts as Competing Sources of Information: A New Approach 3 6 18 46 7 20 83 146
Single Source of Error State Space Approach to the Beveridge Nelson Decomposition 2 4 8 65 4 10 34 273
Single Source of Error State Space Approach to the Beveridge Nelson Decomposition 0 1 6 124 1 9 63 403
TREASURY BI;; YIELD CURVES AND COINTEGRATION 0 0 0 1 8 14 83 1,176
The Decline in Income Growth Volatility in the United States: Evidence from Regional Data 0 1 3 67 1 2 48 359
Treasury Bill Yield Curves and Cointegration 0 0 0 2 7 20 69 435
U.S. and Canadian Industrial Production Indices as Coupled Oscillators 0 1 7 130 6 18 50 760
Total Working Papers 26 86 378 3,029 85 297 1,590 11,366

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 16 71 674 6 30 133 1,925
Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models 3 12 57 357 6 23 100 745
Common features 0 2 4 29 0 2 8 74
Explanations of an Empirical Puzzle: What Can Be Learnt from a Test of the Rational Expectations Hypothesis? 0 0 0 0 1 3 7 51
Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? 2 7 23 69 7 17 68 190
Market Architecture and Nonlinear Dynamics of Australian Stock and Futures Indices 0 1 1 27 1 3 15 169
Nonlinear Correlograms and Partial Autocorrelograms 1 2 3 19 4 7 23 183
Nonlinear autoregressive leading indicator models of output in G-7 countries 3 5 22 49 3 14 71 200
On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands 1 1 6 55 2 2 21 235
On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Reply 0 0 0 12 0 0 8 97
On the pooling of cross-sectional and time-series data in the presence of heteroskedasticity 0 0 3 33 0 1 13 110
PREDICTING THE PROBABILITY OF A RECESSION WITH NONLINEAR AUTOREGRESSIVE LEADING-INDICATOR MODELS 0 5 6 6 0 7 11 11
Single source of error state space approach to the Beveridge Nelson decomposition 1 1 4 9 1 1 9 63
Testing multiple equation systems for common nonlinear components 1 2 9 40 2 3 34 180
Transaction Costs and Non-linear Adjustment towards Equilibrium in the US Treasury Bill Market 0 0 0 0 3 11 41 271
U.S. and Canadian industrial production indices as coupled oscillators 0 0 5 15 0 2 15 51
Total Journal Articles 15 54 214 1,394 36 126 577 4,555

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Statistics updated 2009-07-03