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 3 189
BEVERRIDGE NELSON DECOMPOSITION WITH MARKOV SWITCHING 0 0 0 94 0 0 5 233
Beveridge-Nelson Decomposition with Markov Switching 0 1 1 141 0 1 4 425
Beveridge-Nelson Decomposition with Markov Switching 1 1 2 91 1 1 8 293
CONSTRUCTING HISTORICAL EURO AREA DATA 0 0 0 109 0 2 4 404
Capturing the Shape of Business Cycles with Nonlinear Autoregressive Leading Indicator Models 0 0 1 187 0 0 4 511
Choosing Lag Lengths in Nonlinear Dynamic Models 2 3 4 363 1 3 8 518
Common non-linearities in multiple series of stock market volatility 1 2 5 110 1 2 9 166
Constructing Historical Euro Area Data 0 1 1 123 0 5 5 481
Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps 0 0 3 97 0 2 15 255
Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps 0 0 0 96 0 3 10 316
Do Policy-Related Shocks Affect Real Exchange Rates of Asian Developing Countries? 0 0 0 35 0 6 8 76
Does Beta React to Market Conditions? Estimates of Bull and Bear Betas using a Nonlinear Market Model with an Endogenous Threshold Parameter 3 4 15 641 4 7 36 2,011
Does International Trade Synchronize Business Cycles? 0 1 4 262 0 3 15 855
Financial Integration and the Construction of Historical Financial Data for the Euro Area 0 1 3 62 0 2 9 156
Forecasting Under Strucural Break Uncertainty 0 0 0 96 0 2 5 182
Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? 0 0 1 160 1 2 10 365
How do Shocks to Domestic Factors Affect Real Exchange Rates of Asian Developing Countries 0 2 11 73 0 5 34 115
Market Architecture and Nonlinear Dynamics of Australian Stock and Future Indices 0 0 0 175 0 0 13 759
Nonlinear Autoregresssive Leading Indicator Models of Output in G-7 Countries 0 0 0 322 2 2 9 821
Nonlinear Correlograms and Partial Autocorrelograms 0 0 0 147 0 0 7 519
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 1 8 972
Random Walk Smooth Transition Autoregressive Models 0 0 2 291 0 0 7 858
Reported Earnings and Analyst Forecasts as Competing Sources of Information: A New Approach 0 1 1 86 0 1 5 317
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 0 3 150 0 1 6 531
Single source of error state space approach to the Beveridge Nelson decomposition 0 0 0 30 0 0 1 64
TREASURY BI;; YIELD CURVES AND COINTEGRATION 0 0 0 1 0 1 9 1,325
Testing for co-jumps in high-frequency financial data: an approach based on first-high-low-last prices 0 1 6 81 0 4 21 255
The Decline in Income Growth Volatility in the United States: Evidence from Regional Data 0 0 0 78 0 1 6 419
The Effects of Productivity Gains in Asian Emerging Economies: A Global Perspective 0 1 3 34 3 4 12 40
U.S. and Canadian Industrial Production Indices as Coupled Oscillators 1 1 1 158 1 1 5 972
VARs, Cointegration and Common Cycle Restrictions 0 3 6 228 2 7 15 331
Total Working Papers 8 23 76 5,035 16 69 325 16,286


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 29 962 4 21 82 2,621
Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models 0 3 26 824 1 11 90 1,657
Common features 0 0 0 62 0 0 5 141
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 3 4 16 300
Explanations of an empirical puzzle: what can be learnt from a test of the rational expectations hypothesis? 0 0 0 3 0 0 8 142
Financial integration and the construction of historical financial data for the Euro Area 1 1 2 29 1 2 8 119
Forecast combinations under structural break uncertainty 1 1 4 14 3 5 21 56
Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? 0 0 1 151 0 0 10 397
How do shocks to domestic factors affect real exchange rates of Asian developing countries? 1 1 6 10 1 5 33 52
How does public information affect the frequency of trading in airline stocks? 1 2 4 12 1 5 13 43
Market Architecture and Nonlinear Dynamics of Australian Stock and Futures Indices 0 0 0 37 0 0 5 229
Memoirs of "A Cointegration Analysis of Treasury Bill Yields" 0 0 2 40 0 0 5 85
New Introduction to Multiple Time Series Analysis - by Helmut Lütkepohl 0 0 1 111 0 8 22 266
Nonlinear Correlograms and Partial Autocorrelograms 0 0 0 27 0 0 5 259
Nonlinear autoregressive leading indicator models of output in G-7 countries 2 4 10 165 2 4 24 528
On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands 0 0 0 73 0 0 3 297
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 2 44 0 0 4 145
PREDICTING THE PROBABILITY OF A RECESSION WITH NONLINEAR AUTOREGRESSIVE LEADING-INDICATOR MODELS 0 0 3 40 0 1 8 125
Reported earnings and analyst forecasts as competing sources of information: A new approach 0 0 0 9 0 1 5 46
Single source of error state space approach to the Beveridge Nelson decomposition 0 0 3 31 0 1 6 165
Testing multiple equation systems for common nonlinear components 0 1 3 103 0 4 12 344
Transaction Costs and Non-linear Adjustment towards Equilibrium in the US Treasury Bill Market 0 0 0 0 0 3 16 477
U.S. and Canadian industrial production indices as coupled oscillators 0 2 2 32 0 2 6 99
Total Journal Articles 9 23 101 2,869 16 77 408 8,710


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 7 62
Modeling Nonlinearity over the Business Cycle 0 0 2 136 1 1 10 269
Total Chapters 0 0 2 147 1 2 17 331


Statistics updated 2017-07-04