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 7 188
BEVERRIDGE NELSON DECOMPOSITION WITH MARKOV SWITCHING 0 0 0 94 0 2 5 232
Beveridge-Nelson Decomposition with Markov Switching 0 0 0 140 0 2 7 424
Beveridge-Nelson Decomposition with Markov Switching 0 0 2 90 1 5 11 292
CONSTRUCTING HISTORICAL EURO AREA DATA 0 0 0 109 1 1 8 401
Capturing the Shape of Business Cycles with Nonlinear Autoregressive Leading Indicator Models 0 0 3 187 1 2 8 511
Choosing Lag Lengths in Nonlinear Dynamic Models 1 1 4 360 3 4 7 515
Common non-linearities in multiple series of stock market volatility 0 0 5 107 1 1 10 163
Constructing Historical Euro Area Data 0 0 0 122 0 0 6 476
Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps 1 2 2 96 4 7 15 252
Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps 0 0 0 96 2 3 7 312
Do Policy-Related Shocks Affect Real Exchange Rates of Asian Developing Countries? 0 0 0 35 2 2 5 70
Does Beta React to Market Conditions? Estimates of Bull and Bear Betas using a Nonlinear Market Model with an Endogenous Threshold Parameter 1 6 17 637 3 11 45 2,003
Does International Trade Synchronize Business Cycles? 0 2 5 261 0 4 15 852
Financial Integration and the Construction of Historical Financial Data for the Euro Area 0 0 2 61 1 1 9 154
Forecasting Under Strucural Break Uncertainty 0 0 0 96 1 2 6 180
Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? 1 1 1 160 3 3 10 361
How do Shocks to Domestic Factors Affect Real Exchange Rates of Asian Developing Countries 0 0 17 70 1 4 44 106
Market Architecture and Nonlinear Dynamics of Australian Stock and Future Indices 0 0 0 175 3 5 18 759
Nonlinear Autoregresssive Leading Indicator Models of Output in G-7 Countries 0 0 1 322 3 5 11 819
Nonlinear Correlograms and Partial Autocorrelograms 0 0 2 147 4 6 11 519
Predicting the Probability of a Recession with Nonlinear Autoregressive Leading Indicator Models 0 1 1 354 4 6 10 971
Random Walk Smooth Transition Autoregressive Models 0 0 2 291 2 3 8 857
Reported Earnings and Analyst Forecasts as Competing Sources of Information: A New Approach 0 0 0 85 0 2 5 316
Single Source of Error State Space Approach to the Beveridge Nelson Decomposition 0 0 2 89 0 1 11 397
Single Source of Error State Space Approach to the Beveridge Nelson Decomposition 0 0 2 149 0 2 7 529
Single source of error state space approach to the Beveridge Nelson decomposition 0 0 0 30 0 0 0 63
TREASURY BI;; YIELD CURVES AND COINTEGRATION 0 0 0 1 3 4 9 1,323
Testing for co-jumps in high-frequency financial data: an approach based on first-high-low-last prices 0 3 5 80 3 6 25 251
The Decline in Income Growth Volatility in the United States: Evidence from Regional Data 0 0 0 78 3 3 7 418
The Effects of Productivity Gains in Asian Emerging Economies: A Global Perspective 0 0 1 31 1 2 8 33
U.S. and Canadian Industrial Production Indices as Coupled Oscillators 0 0 0 157 1 3 6 971
VARs, Cointegration and Common Cycle Restrictions 0 2 4 225 2 4 12 324
Total Working Papers 4 18 78 4,935 53 106 373 16,042


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 7 21 951 10 26 74 2,592
Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models 1 7 31 820 4 19 104 1,643
Common features 0 0 0 62 2 2 11 141
Does beta react to market conditions? Estimates of 'bull' and 'bear' betas using a nonlinear market model with an endogenous threshold parameter 2 3 4 71 4 6 16 296
Explanations of an empirical puzzle: what can be learnt from a test of the rational expectations hypothesis? 0 0 0 3 1 2 10 140
Financial integration and the construction of historical financial data for the Euro Area 0 0 3 28 1 1 14 117
Forecast combinations under structural break uncertainty 0 1 6 13 1 7 21 50
Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? 0 0 2 151 3 4 16 397
How do shocks to domestic factors affect real exchange rates of Asian developing countries? 0 2 7 8 1 5 37 40
How does public information affect the frequency of trading in airline stocks? 0 0 2 10 0 1 11 38
Market Architecture and Nonlinear Dynamics of Australian Stock and Futures Indices 0 0 0 37 2 2 9 228
Memoirs of "A Cointegration Analysis of Treasury Bill Yields" 0 0 4 40 2 2 9 85
New Introduction to Multiple Time Series Analysis - by Helmut Lütkepohl 1 1 1 111 6 7 15 256
Nonlinear Correlograms and Partial Autocorrelograms 0 0 0 27 2 3 8 259
Nonlinear autoregressive leading indicator models of output in G-7 countries 0 0 5 159 1 5 26 521
On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands 0 0 0 73 1 1 6 297
On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Reply 0 0 0 19 1 1 3 117
On the pooling of cross-sectional and time-series data in the presence of heteroskedasticity 0 1 2 44 1 2 7 145
PREDICTING THE PROBABILITY OF A RECESSION WITH NONLINEAR AUTOREGRESSIVE LEADING-INDICATOR MODELS 1 3 6 40 2 4 16 124
Reported earnings and analyst forecasts as competing sources of information: A new approach 0 0 0 9 1 1 9 45
Single source of error state space approach to the Beveridge Nelson decomposition 0 0 4 31 1 1 11 164
Testing multiple equation systems for common nonlinear components 0 2 3 102 2 5 15 340
Transaction Costs and Non-linear Adjustment towards Equilibrium in the US Treasury Bill Market 0 0 0 0 2 4 18 472
U.S. and Canadian industrial production indices as coupled oscillators 0 0 0 30 1 2 7 97
Total Journal Articles 8 27 101 2,839 52 113 473 8,604


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 1 2 8 61
Modeling Nonlinearity over the Business Cycle 0 2 4 136 3 6 15 268
Total Chapters 0 2 4 147 4 8 23 329


Statistics updated 2017-03-07