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 0 1 189
BEVERRIDGE NELSON DECOMPOSITION WITH MARKOV SWITCHING 0 0 0 94 1 2 5 235
Beveridge-Nelson Decomposition with Markov Switching 0 0 1 91 0 1 9 295
Beveridge-Nelson Decomposition with Markov Switching 0 0 1 141 1 3 7 429
CONSTRUCTING HISTORICAL EURO AREA DATA 1 1 1 110 3 4 8 408
Capturing the Shape of Business Cycles with Nonlinear Autoregressive Leading Indicator Models 0 0 0 187 0 0 3 512
Choosing Lag Lengths in Nonlinear Dynamic Models 0 0 4 363 1 2 9 520
Common non-linearities in multiple series of stock market volatility 0 3 6 113 0 5 9 171
Constructing Historical Euro Area Data 0 0 1 123 1 1 6 482
Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps 0 1 4 98 1 4 14 259
Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps 0 0 0 96 0 2 9 318
Do Policy-Related Shocks Affect Real Exchange Rates of Asian Developing Countries? 0 0 0 35 0 0 8 76
Does Beta React to Market Conditions? Estimates of Bull and Bear Betas using a Nonlinear Market Model with an Endogenous Threshold Parameter 0 2 13 644 1 8 29 2,020
Does International Trade Synchronize Business Cycles? 2 3 6 265 2 3 13 858
Financial Integration and the Construction of Historical Financial Data for the Euro Area 0 0 1 62 1 5 8 161
Forecasting Under Strucural Break Uncertainty 0 1 1 97 0 1 5 183
Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? 0 1 2 161 2 11 18 376
How do Shocks to Domestic Factors Affect Real Exchange Rates of Asian Developing Countries 1 2 7 75 2 6 25 122
Market Architecture and Nonlinear Dynamics of Australian Stock and Future Indices 0 0 0 175 1 1 9 760
Nonlinear Autoregresssive Leading Indicator Models of Output in G-7 Countries 1 1 1 323 1 1 9 822
Nonlinear Correlograms and Partial Autocorrelograms 0 0 0 147 1 2 9 522
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 0 7 972
Random Walk Smooth Transition Autoregressive Models 0 0 0 291 0 2 6 860
Reported Earnings and Analyst Forecasts as Competing Sources of Information: A New Approach 0 1 2 87 0 1 4 318
Single Source of Error State Space Approach to the Beveridge Nelson Decomposition 0 0 2 89 0 1 5 398
Single Source of Error State Space Approach to the Beveridge Nelson Decomposition 0 0 2 150 0 1 6 532
Single source of error state space approach to the Beveridge Nelson decomposition 0 0 0 30 0 1 2 65
TREASURY BI;; YIELD CURVES AND COINTEGRATION 0 0 0 1 1 3 10 1,329
Testing for co-jumps in high-frequency financial data: an approach based on first-high-low-last prices 1 1 5 82 1 4 15 260
The Decline in Income Growth Volatility in the United States: Evidence from Regional Data 0 0 0 78 0 0 4 419
The Effects of Productivity Gains in Asian Emerging Economies: A Global Perspective 1 1 4 35 2 3 13 43
U.S. and Canadian Industrial Production Indices as Coupled Oscillators 0 0 1 158 0 0 4 972
VARs, Cointegration and Common Cycle Restrictions 2 3 9 231 2 3 15 334
Total Working Papers 9 21 75 5,057 25 81 304 16,375


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 3 27 968 7 14 78 2,641
Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models 1 3 19 828 4 8 51 1,666
Common features 0 0 0 62 0 0 2 141
Does beta react to market conditions? Estimates of 'bull' and 'bear' betas using a nonlinear market model with an endogenous threshold parameter 0 0 3 71 1 4 16 304
Explanations of an empirical puzzle: what can be learnt from a test of the rational expectations hypothesis? 0 0 0 3 0 0 5 142
Financial integration and the construction of historical financial data for the Euro Area 0 0 1 29 0 1 4 120
Forecast combinations under structural break uncertainty 1 2 4 16 1 2 17 58
Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? 0 0 0 151 0 0 5 398
How do shocks to domestic factors affect real exchange rates of Asian developing countries? 0 0 5 10 3 5 26 58
How does public information affect the frequency of trading in airline stocks? 0 0 3 12 0 1 9 44
Market Architecture and Nonlinear Dynamics of Australian Stock and Futures Indices 0 0 0 37 0 0 3 229
Memoirs of "A Cointegration Analysis of Treasury Bill Yields" 0 1 1 41 0 1 3 86
New Introduction to Multiple Time Series Analysis - by Helmut Lütkepohl 0 1 2 112 4 5 27 274
Nonlinear Correlograms and Partial Autocorrelograms 0 0 0 27 1 1 4 260
Nonlinear autoregressive leading indicator models of output in G-7 countries 1 1 9 168 1 1 18 531
On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands 0 0 0 73 0 0 1 297
On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Reply 0 0 0 19 0 0 1 117
On the pooling of cross-sectional and time-series data in the presence of heteroskedasticity 0 0 1 44 0 0 2 145
PREDICTING THE PROBABILITY OF A RECESSION WITH NONLINEAR AUTOREGRESSIVE LEADING-INDICATOR MODELS 0 1 5 42 0 3 10 129
Reported earnings and analyst forecasts as competing sources of information: A new approach 0 0 0 9 0 1 3 47
Single source of error state space approach to the Beveridge Nelson decomposition 0 0 2 31 0 0 4 165
Testing multiple equation systems for common nonlinear components 0 1 5 105 0 1 11 346
Transaction Costs and Non-linear Adjustment towards Equilibrium in the US Treasury Bill Market 0 0 0 0 0 1 13 479
U.S. and Canadian industrial production indices as coupled oscillators 0 0 2 32 0 0 4 99
Total Journal Articles 6 13 89 2,890 22 49 317 8,776


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 1 1 12 0 1 6 63
Modeling Nonlinearity over the Business Cycle 0 0 3 137 1 1 9 271
Total Chapters 0 1 4 149 1 2 15 334


Statistics updated 2017-11-04