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 12 214
Beveridge-Nelson Decomposition with Markov Switching 0 0 0 91 1 1 8 330
Beveridge-Nelson Decomposition with Markov Switching 0 0 0 143 1 1 15 473
Beverridge Nelson Decomposition with Markov Switching 0 0 0 95 0 0 10 266
Capturing the Shape of Business Cycles with Nonlinear Autoregressive Leading Indicator Models 0 0 1 197 0 0 7 541
Choosing Lag Lengths in Nonlinear Dynamic Models 0 0 0 369 1 1 12 553
Common non-linearities in multiple series of stock market volatility 0 0 0 118 0 1 9 215
Constructing Historical Euro Area Data 0 0 0 112 0 1 13 446
Constructing Historical Euro Area Data 0 0 0 125 1 1 11 526
Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps 0 0 0 105 3 3 14 302
Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps 0 0 0 97 1 3 15 369
Do Policy-Related Shocks Affect Real Exchange Rates of Asian Developing Countries? 0 0 1 38 3 4 20 129
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 2 15 2,127
Does Climate Sensitivity Differ Across Regions? 0 0 0 16 0 0 9 43
Does International Trade Synchronize Business Cycles? 0 0 0 277 0 2 14 916
Estimating the Effect of an EU-ETS Type Scheme in Australia Using a Synthetic Treatment Approach 0 0 1 20 1 1 15 50
Financial Integration and the Construction of Historical Financial Data for the Euro Area 0 0 1 63 0 1 8 204
Forecasting Under Strucural Break Uncertainty 0 0 1 100 0 0 11 226
Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? 0 0 0 170 1 1 27 435
How do Shocks to Domestic Factors Affect Real Exchange Rates of Asian Developing Countries 0 0 1 98 1 1 9 193
Market Architecture and Nonlinear Dynamics of Australian Stock and Future Indices 0 0 0 179 0 0 7 790
Nonlinear Autoregressive Leading Indicator Models of Output in G-7 Countries 0 0 1 80 2 3 12 220
Nonlinear Autoregresssive Leading Indicator Models of Output in G-7 Countries 0 0 0 326 0 2 15 872
Nonlinear Correlograms and Partial Autocorrelograms 0 0 0 148 0 1 8 554
Predicting the Probability of a Recession with Nonlinear Autoregressive Leading Indicator Models 0 0 0 358 0 0 7 1,006
Random Walk Smooth Transition Autoregressive Models 0 0 0 295 1 1 21 920
Reported Earnings and Analyst Forecasts as Competing Sources of Information: A New Approach 0 0 0 95 4 4 12 373
Robust Bayesian exponentially tilted empirical likelihood method 0 0 1 39 1 3 20 100
Sectoral Employment Dynamics in Australia 0 0 0 15 0 0 4 78
Sectoral Employment Dynamics in Australia 0 0 0 27 2 2 10 91
Single Source of Error State Space Approach to the Beveridge Nelson Decomposition 0 0 0 91 0 0 12 434
Single Source of Error State Space Approach to the Beveridge Nelson Decomposition 0 0 0 150 1 1 12 570
Single Source of Error State Space Approach to the Beveridge Nelson Decomposition 0 0 0 33 1 1 17 106
TREASURY BI;; YIELD CURVES AND COINTEGRATION 0 0 0 1 2 4 13 1,391
Testing for co-jumps in high-frequency financial data: an approach based on first-high-low-last prices 0 0 0 86 0 0 16 316
The Decline in Income Growth Volatility in the United States: Evidence from Regional Data 0 0 0 78 0 0 10 472
The Effects of Productivity Gains in Asian Emerging Economies: A Global Perspective 0 0 0 50 0 1 8 102
VARs, Cointegration and Common Cycle Restrictions 0 0 0 247 0 0 18 399
Total Working Papers 0 0 8 5,194 28 47 476 17,352

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 2 2 8 1,082 4 6 29 2,975
Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models 0 2 3 950 1 3 23 2,029
Common features 0 0 0 64 0 0 7 169
Does Climate Sensitivity Differ Across Regions? A Varying–Coefficient Approach 0 0 0 0 1 1 6 6
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 1 2 16 341
Energy transition and climate policy selection with stochastic demand: Evidence from Australian electricity generation expansion planning 0 0 1 2 1 2 17 19
Estimating the effect of an EU-ETS type scheme in Australia using a synthetic treatment approach 0 0 0 2 0 2 19 27
Explanations of an empirical puzzle: what can be learnt from a test of the rational expectations hypothesis? 0 0 0 5 0 2 15 176
Financial integration and the construction of historical financial data for the Euro Area 0 0 0 31 0 0 5 150
Forecast combinations under structural break uncertainty 0 0 2 26 0 2 17 112
Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? 0 0 1 155 0 0 13 434
High-dimensional predictive regression in the presence of cointegration 0 0 4 17 0 1 15 56
How do shocks to domestic factors affect real exchange rates of Asian developing countries? 0 0 0 34 1 2 12 174
How does public information affect the frequency of trading in airline stocks? 0 0 0 16 0 2 14 105
Market Architecture and Nonlinear Dynamics of Australian Stock and Futures Indices 0 0 0 1 1 1 5 16
Memoirs of "A Cointegration Analysis of Treasury Bill Yields" 0 0 0 45 0 2 6 98
New Introduction to Multiple Time Series Analysis ‐ by Helmut Lütkepohl 0 0 2 124 0 0 7 339
Nonlinear Correlograms and Partial Autocorrelograms* 0 0 0 27 0 0 8 280
Nonlinear autoregressive leading indicator models of output in G-7 countries 0 0 0 186 1 5 16 604
On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands 0 0 0 75 0 1 4 312
On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Reply 0 0 0 19 1 2 6 126
On the pooling of cross-sectional and time-series data in the presence of heteroskedasticity 0 0 0 44 0 0 5 154
PREDICTING THE PROBABILITY OF A RECESSION WITH NONLINEAR AUTOREGRESSIVE LEADING-INDICATOR MODELS 0 0 0 52 0 0 17 190
Reported earnings and analyst forecasts as competing sources of information: A new approach 0 0 0 10 1 4 19 92
Sectoral Employment Dynamics in Australia and the COVID‐19 Pandemic 0 0 0 18 0 1 9 87
Single source of error state space approach to the Beveridge Nelson decomposition 0 0 0 35 0 0 11 199
Testing for cojumps in high-frequency financial data: An approach based on first-high-low-last prices 0 0 3 11 0 0 13 64
Testing multiple equation systems for common nonlinear components 0 0 1 127 0 1 24 420
The effects of trade size and market depth on immediate price impact in a limit order book market 2 4 6 61 4 12 53 194
The global effects of productivity gains in Asian emerging economies 0 0 0 6 0 0 9 34
Transaction Costs and Non-linear Adjustment towards Equilibrium in the US Treasury Bill Market 0 0 0 0 0 0 39 572
U.S. and Canadian industrial production indices as coupled oscillators 0 0 0 35 0 0 6 120
Total Journal Articles 4 8 31 3,333 17 54 465 10,674

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 10 90
Modeling Nonlinearity over the Business Cycle 1 1 3 153 1 1 23 355
Random Walk Smooth Transition Autoregressive Models 0 0 0 1 0 0 9 14
Total Chapters 1 1 3 166 1 1 42 459

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Statistics updated 2026-09-10