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 2 189
BEVERRIDGE NELSON DECOMPOSITION WITH MARKOV SWITCHING 0 0 0 94 1 1 5 234
Beveridge-Nelson Decomposition with Markov Switching 0 0 1 141 1 2 6 427
Beveridge-Nelson Decomposition with Markov Switching 0 1 1 91 1 3 9 295
CONSTRUCTING HISTORICAL EURO AREA DATA 0 0 0 109 1 1 5 405
Capturing the Shape of Business Cycles with Nonlinear Autoregressive Leading Indicator Models 0 0 1 187 0 1 4 512
Choosing Lag Lengths in Nonlinear Dynamic Models 0 2 4 363 1 2 9 519
Common non-linearities in multiple series of stock market volatility 2 3 5 112 4 5 10 170
Constructing Historical Euro Area Data 0 0 1 123 0 0 5 481
Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps 1 1 4 98 2 2 15 257
Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps 0 0 0 96 1 1 10 317
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 1 5 14 643 4 9 32 2,016
Does International Trade Synchronize Business Cycles? 0 0 4 262 0 0 13 855
Financial Integration and the Construction of Historical Financial Data for the Euro Area 0 0 3 62 2 2 11 158
Forecasting Under Strucural Break Uncertainty 0 0 0 96 0 0 5 182
Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? 1 1 2 161 6 7 15 371
How do Shocks to Domestic Factors Affect Real Exchange Rates of Asian Developing Countries 1 1 9 74 3 4 30 119
Market Architecture and Nonlinear Dynamics of Australian Stock and Future Indices 0 0 0 175 0 0 12 759
Nonlinear Autoregresssive Leading Indicator Models of Output in G-7 Countries 0 0 0 322 0 2 8 821
Nonlinear Correlograms and Partial Autocorrelograms 0 0 0 147 1 2 8 521
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 8 972
Random Walk Smooth Transition Autoregressive Models 0 0 0 291 1 1 5 859
Reported Earnings and Analyst Forecasts as Competing Sources of Information: A New Approach 1 1 2 87 1 1 5 318
Single Source of Error State Space Approach to the Beveridge Nelson Decomposition 0 0 3 150 1 1 7 532
Single Source of Error State Space Approach to the Beveridge Nelson Decomposition 0 0 2 89 1 1 8 398
Single source of error state space approach to the Beveridge Nelson decomposition 0 0 0 30 1 1 2 65
TREASURY BI;; YIELD CURVES AND COINTEGRATION 0 0 0 1 2 3 11 1,328
Testing for co-jumps in high-frequency financial data: an approach based on first-high-low-last prices 0 0 6 81 1 2 20 257
The Decline in Income Growth Volatility in the United States: Evidence from Regional Data 0 0 0 78 0 0 5 419
The Effects of Productivity Gains in Asian Emerging Economies: A Global Perspective 0 0 3 34 1 4 13 41
U.S. and Canadian Industrial Production Indices as Coupled Oscillators 0 1 1 158 0 1 5 972
VARs, Cointegration and Common Cycle Restrictions 1 1 7 229 1 3 15 332
Total Working Papers 8 17 74 5,044 38 62 326 16,332


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 0 6 26 965 5 15 78 2,632
Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models 2 3 25 827 2 4 67 1,660
Common features 0 0 0 62 0 0 4 141
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 13 301
Explanations of an empirical puzzle: what can be learnt from a test of the rational expectations hypothesis? 0 0 0 3 0 0 7 142
Financial integration and the construction of historical financial data for the Euro Area 0 1 2 29 0 1 6 119
Forecast combinations under structural break uncertainty 0 1 3 14 0 3 17 56
Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? 0 0 1 151 0 1 8 398
How do shocks to domestic factors affect real exchange rates of Asian developing countries? 0 1 6 10 2 4 28 55
How does public information affect the frequency of trading in airline stocks? 0 1 4 12 1 2 12 44
Market Architecture and Nonlinear Dynamics of Australian Stock and Futures Indices 0 0 0 37 0 0 4 229
Memoirs of "A Cointegration Analysis of Treasury Bill Yields" 0 0 0 40 0 0 2 85
New Introduction to Multiple Time Series Analysis - by Helmut Lütkepohl 1 1 2 112 1 4 24 270
Nonlinear Correlograms and Partial Autocorrelograms 0 0 0 27 0 0 3 259
Nonlinear autoregressive leading indicator models of output in G-7 countries 0 4 12 167 0 4 23 530
On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands 0 0 0 73 0 0 2 297
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 3 145
PREDICTING THE PROBABILITY OF A RECESSION WITH NONLINEAR AUTOREGRESSIVE LEADING-INDICATOR MODELS 1 2 5 42 2 3 9 128
Reported earnings and analyst forecasts as competing sources of information: A new approach 0 0 0 9 0 0 2 46
Single source of error state space approach to the Beveridge Nelson decomposition 0 0 3 31 0 0 6 165
Testing multiple equation systems for common nonlinear components 1 2 5 105 1 2 12 346
Transaction Costs and Non-linear Adjustment towards Equilibrium in the US Treasury Bill Market 0 0 0 0 1 2 17 479
U.S. and Canadian industrial production indices as coupled oscillators 0 0 2 32 0 0 4 99
Total Journal Articles 5 22 101 2,882 16 49 352 8,743


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 1 1 1 12 1 1 7 63
Modeling Nonlinearity over the Business Cycle 0 1 3 137 0 2 9 270
Total Chapters 1 2 4 149 1 3 16 333


Statistics updated 2017-09-03