Access Statistics for Eric Olson

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
Effect of Uncertainty on U.S. Stock Returns and Volatility: Evidence from Over Eighty Years of High-Frequency Data 0 0 0 19 0 1 5 81
Forecasting Key US Macroeconomic Variables with a Factor-Augmented Qual VAR 0 0 0 62 1 2 7 184
Impact of Oil Price Volatility on State-Level Consumption of the United States: The Role of Oil Dependence 0 0 0 9 0 0 1 22
Investor Sentiment and Dollar-Pound Exchange Rate Returns: Evidence from Over a Century of Data Using a Cross-Quantilogram Approach 0 0 0 9 0 0 0 65
Working Paper 189 - An Empirical Investigation of the Taylor Curve in South Africa 0 0 0 38 0 0 1 120
Total Working Papers 0 0 0 137 1 3 14 472

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Historical Analysis of the Taylor Curve 0 0 1 41 0 0 1 131
A Reexamination of Real Stock Returns, Real Interest Rates, Real Activity, and Inflation: Evidence from a Large Data Set 0 0 1 2 0 0 3 15
An empirical investigation of the Taylor curve 0 0 0 70 1 2 4 206
An evaluation of ECB policy in the Euro's big four 0 0 0 10 0 0 1 55
Asymmetric tax multipliers 0 0 1 45 0 1 4 129
Discretionary monetary policy, quantitative easing and the decline in US labor share 0 0 0 13 1 1 3 76
Do commodities make effective hedges for equity investors? 0 0 0 18 0 0 4 51
Estimates of Okun's law using a new output gap measure 0 2 4 33 0 2 9 95
Forecasting key US macroeconomic variables with a factor‐augmented Qual VAR 0 0 0 7 0 2 3 35
Income inequality and household debt: a cointegration test 0 0 0 33 0 0 1 106
Income inequality, equities, household debt, and interest rates: Evidence from a century of data 0 1 6 76 0 2 17 260
Nonlinear Taylor rules: evidence from a large dataset 0 0 2 32 0 1 4 97
Presidential approval and macroeconomic conditions: evidence from a nonlinear model 2 3 3 5 3 5 9 32
Tax multipliers and monetary policy: Evidence from a threshold model 0 0 0 19 0 0 0 54
The International Effects of US Uncertainty 0 1 1 19 0 2 3 52
The relationship between energy and equity markets: Evidence from volatility impulse response functions 0 1 1 36 1 2 8 171
The relative contributions of equity and subordinated debt signals as predictors of bank distress during the financial crisis 0 0 0 20 0 1 1 100
The time-varying correlation between uncertainty, output, and inflation: Evidence from a DCC-GARCH model 0 2 10 190 1 3 17 498
Using Romer and Romer's new measure of monetary policy shocks to identify the AD and AS shocks 1 1 3 119 1 2 11 493
Was the Euro good for Greece? 0 1 2 34 2 3 8 148
What is a better cross-hedge for energy: Equities or other commodities? 0 1 2 7 0 2 5 84
“Black Swans” before the “Black Swan” evidence from international LIBOR–OIS spreads 0 0 1 82 0 2 4 421
Total Journal Articles 3 13 38 911 10 33 120 3,309

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Statistics updated 2025-04-04