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 2 2 201
BEVERRIDGE NELSON DECOMPOSITION WITH MARKOV SWITCHING 0 0 0 95 0 2 2 256
Beveridge-Nelson Decomposition with Markov Switching 0 0 0 91 0 0 0 322
Beveridge-Nelson Decomposition with Markov Switching 0 0 0 143 0 0 0 457
CONSTRUCTING HISTORICAL EURO AREA DATA 0 0 0 112 0 1 2 433
Capturing the Shape of Business Cycles with Nonlinear Autoregressive Leading Indicator Models 0 0 1 196 0 0 1 534
Choosing Lag Lengths in Nonlinear Dynamic Models 0 0 2 369 0 0 3 541
Common non-linearities in multiple series of stock market volatility 0 0 0 118 0 0 1 206
Constructing Historical Euro Area Data 0 0 0 125 0 0 0 514
Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps 0 0 0 105 1 1 3 287
Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps 0 0 0 97 0 0 1 354
Do Policy-Related Shocks Affect Real Exchange Rates of Asian Developing Countries? 0 0 0 37 0 2 2 108
Does Beta React to Market Conditions? Estimates of Bull and Bear Betas using a Nonlinear Market Model with an Endogenous Threshold Parameter 0 0 0 662 0 0 0 2,112
Does Climate Sensitivity Differ Across Regions? 0 1 3 16 0 3 9 34
Does International Trade Synchronize Business Cycles? 0 0 0 277 0 0 2 901
Estimating the Effect of an EU-ETS Type Scheme in Australia Using a Synthetic Treatment Approach 0 0 2 19 0 1 4 35
Financial Integration and the Construction of Historical Financial Data for the Euro Area 0 0 0 62 0 1 2 194
Forecasting Under Strucural Break Uncertainty 0 0 0 99 0 0 1 214
Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? 0 0 0 170 0 0 1 405
How do Shocks to Domestic Factors Affect Real Exchange Rates of Asian Developing Countries 0 1 1 97 0 4 4 184
Market Architecture and Nonlinear Dynamics of Australian Stock and Future Indices 0 0 0 179 0 0 0 783
Nonlinear Autoregresssive Leading Indicator Models of Output in G-7 Countries 0 0 0 326 0 0 0 855
Nonlinear Correlograms and Partial Autocorrelograms 0 0 0 148 0 0 0 545
Nonlinear autoregressive leading indicator models of output in G-7 countries 0 0 1 79 0 2 12 205
Predicting the Probability of a Recession with Nonlinear Autoregressive Leading Indicator Models 0 0 0 358 0 1 3 998
Random Walk Smooth Transition Autoregressive Models 0 0 0 295 0 0 0 898
Reported Earnings and Analyst Forecasts as Competing Sources of Information: A New Approach 0 0 0 95 0 2 4 360
Robust Bayesian exponentially tilted empirical likelihood method 0 0 1 36 0 1 4 78
Sectoral Employment Dynamics in Australia 0 0 0 15 0 1 1 74
Sectoral employment dynamics in Australia 0 0 0 27 0 0 1 81
Single Source of Error State Space Approach to the Beveridge Nelson Decomposition 0 0 0 91 0 0 1 422
Single Source of Error State Space Approach to the Beveridge Nelson Decomposition 0 0 0 150 0 2 2 558
Single source of error state space approach to the Beveridge Nelson decomposition 0 0 0 33 0 1 1 88
TREASURY BI;; YIELD CURVES AND COINTEGRATION 0 0 0 1 0 0 3 1,377
Testing for co-jumps in high-frequency financial data: an approach based on first-high-low-last prices 0 0 1 86 0 0 4 300
The Decline in Income Growth Volatility in the United States: Evidence from Regional Data 0 0 0 78 0 1 1 462
The Effects of Productivity Gains in Asian Emerging Economies: A Global Perspective 0 1 1 50 0 2 5 94
VARs, Cointegration and Common Cycle Restrictions 0 0 2 247 0 1 4 381
Total Working Papers 0 3 15 5,184 2 31 86 16,851

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 1 2 7 1,072 1 2 14 2,936
Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models 0 0 5 946 0 3 15 1,996
Common features 0 0 0 64 0 0 2 160
Does beta react to market conditions? Estimates of 'bull' and 'bear' betas using a nonlinear market model with an endogenous threshold parameter 0 0 0 73 0 1 1 325
Estimating the effect of an EU-ETS type scheme in Australia using a synthetic treatment approach 0 0 2 2 2 2 4 8
Explanations of an empirical puzzle: what can be learnt from a test of the rational expectations hypothesis? 0 1 2 5 0 4 9 160
Financial integration and the construction of historical financial data for the Euro Area 0 0 0 31 0 0 1 144
Forecast combinations under structural break uncertainty 0 0 1 23 0 0 2 90
Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? 1 1 1 154 1 1 1 419
High-dimensional predictive regression in the presence of cointegration 0 1 4 13 1 2 8 40
How do shocks to domestic factors affect real exchange rates of Asian developing countries? 0 2 3 32 0 3 7 155
How does public information affect the frequency of trading in airline stocks? 0 0 0 16 0 0 1 90
Market Architecture and Nonlinear Dynamics of Australian Stock and Futures Indices 0 0 0 1 0 0 2 11
Memoirs of "A Cointegration Analysis of Treasury Bill Yields" 0 0 0 45 0 0 0 92
New Introduction to Multiple Time Series Analysis ‐ by Helmut Lütkepohl 0 0 0 121 0 0 3 330
Nonlinear Correlograms and Partial Autocorrelograms* 0 0 0 27 0 0 2 272
Nonlinear autoregressive leading indicator models of output in G-7 countries 0 0 1 186 1 1 2 585
On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands 0 0 0 75 0 1 1 307
On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Reply 0 0 0 19 0 0 0 120
On the pooling of cross-sectional and time-series data in the presence of heteroskedasticity 0 0 0 44 0 0 0 148
PREDICTING THE PROBABILITY OF A RECESSION WITH NONLINEAR AUTOREGRESSIVE LEADING-INDICATOR MODELS 0 0 0 52 0 1 2 171
Reported earnings and analyst forecasts as competing sources of information: A new approach 0 0 0 10 0 0 1 73
Sectoral Employment Dynamics in Australia and the COVID‐19 Pandemic 0 0 0 18 0 1 1 76
Single source of error state space approach to the Beveridge Nelson decomposition 0 0 0 35 0 0 2 188
Testing for cojumps in high-frequency financial data: An approach based on first-high-low-last prices 0 0 1 8 0 1 3 49
Testing multiple equation systems for common nonlinear components 0 0 2 126 0 1 6 395
The effects of trade size and market depth on immediate price impact in a limit order book market 2 2 7 53 2 2 10 133
The global effects of productivity gains in Asian emerging economies 0 0 1 6 0 0 1 24
Transaction Costs and Non-linear Adjustment towards Equilibrium in the US Treasury Bill Market 0 0 0 0 1 1 10 530
U.S. and Canadian industrial production indices as coupled oscillators 0 0 0 35 0 0 0 114
Total Journal Articles 4 9 37 3,292 9 27 111 10,141

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 12 0 0 1 80
Modeling Nonlinearity over the Business Cycle 0 0 0 150 0 0 1 330
Random Walk Smooth Transition Autoregressive Models 0 0 1 1 0 2 4 5
Total Chapters 0 0 1 163 0 2 6 415

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Statistics updated 2025-05-12