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 1 189
BEVERRIDGE NELSON DECOMPOSITION WITH MARKOV SWITCHING 0 0 0 94 1 2 4 236
Beveridge-Nelson Decomposition with Markov Switching 0 0 1 141 0 2 6 430
Beveridge-Nelson Decomposition with Markov Switching 0 0 1 91 0 0 5 295
CONSTRUCTING HISTORICAL EURO AREA DATA 0 1 1 110 0 3 8 408
Capturing the Shape of Business Cycles with Nonlinear Autoregressive Leading Indicator Models 0 0 0 187 0 0 3 512
Choosing Lag Lengths in Nonlinear Dynamic Models 0 0 4 363 0 2 9 521
Common non-linearities in multiple series of stock market volatility 2 2 8 115 3 3 12 174
Constructing Historical Euro Area Data 0 0 1 123 0 1 6 482
Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps 0 0 4 98 1 3 15 261
Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps 1 1 1 97 1 1 10 319
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 0 0 12 644 2 3 29 2,022
Does International Trade Synchronize Business Cycles? 0 2 4 265 0 2 6 858
Financial Integration and the Construction of Historical Financial Data for the Euro Area 0 0 1 62 0 1 8 161
Forecasting Under Strucural Break Uncertainty 0 0 1 97 0 1 6 184
Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? 0 0 2 161 1 5 21 379
How do Shocks to Domestic Factors Affect Real Exchange Rates of Asian Developing Countries 0 4 8 78 0 9 26 129
Market Architecture and Nonlinear Dynamics of Australian Stock and Future Indices 0 0 0 175 0 1 4 760
Nonlinear Autoregresssive Leading Indicator Models of Output in G-7 Countries 0 1 1 323 0 1 7 822
Nonlinear Correlograms and Partial Autocorrelograms 0 0 0 147 0 1 7 522
Nonlinear autoregressive leading indicator models of output in G-7 countries 0 0 0 71 0 1 1 156
Predicting the Probability of a Recession with Nonlinear Autoregressive Leading Indicator Models 0 0 0 354 0 0 5 972
Random Walk Smooth Transition Autoregressive Models 0 0 0 291 2 2 7 862
Reported Earnings and Analyst Forecasts as Competing Sources of Information: A New Approach 1 1 3 88 2 2 5 320
Single Source of Error State Space Approach to the Beveridge Nelson Decomposition 0 0 1 150 0 1 4 533
Single Source of Error State Space Approach to the Beveridge Nelson Decomposition 0 0 0 89 0 0 1 398
Single source of error state space approach to the Beveridge Nelson decomposition 0 0 0 30 1 1 3 66
TREASURY BI;; YIELD CURVES AND COINTEGRATION 0 0 0 1 0 3 11 1,331
Testing for co-jumps in high-frequency financial data: an approach based on first-high-low-last prices 0 1 5 82 1 4 18 263
The Decline in Income Growth Volatility in the United States: Evidence from Regional Data 0 0 0 78 0 0 4 419
The Effects of Productivity Gains in Asian Emerging Economies: A Global Perspective 1 2 5 36 1 3 12 44
U.S. and Canadian Industrial Production Indices as Coupled Oscillators 0 0 1 158 0 0 3 972
VARs, Cointegration and Common Cycle Restrictions 0 2 7 231 0 2 13 334
Total Working Papers 5 17 72 5,065 16 60 288 16,410


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 6 25 971 4 18 76 2,652
Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models 0 4 14 831 2 11 40 1,673
Common features 1 1 1 63 1 1 3 142
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 0 1 13 304
Explanations of an empirical puzzle: what can be learnt from a test of the rational expectations hypothesis? 0 0 0 3 1 1 4 143
Financial integration and the construction of historical financial data for the Euro Area 0 0 1 29 0 1 5 121
Forecast combinations under structural break uncertainty 1 3 6 18 2 7 17 64
Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? 0 0 0 151 0 0 4 398
How do shocks to domestic factors affect real exchange rates of Asian developing countries? 0 1 3 11 2 7 25 62
How does public information affect the frequency of trading in airline stocks? 0 0 2 12 1 2 8 46
Market Architecture and Nonlinear Dynamics of Australian Stock and Futures Indices 0 0 0 37 0 0 3 229
Memoirs of "A Cointegration Analysis of Treasury Bill Yields" 1 1 2 42 1 2 5 88
New Introduction to Multiple Time Series Analysis - by Helmut Lütkepohl 0 0 2 112 4 11 31 281
Nonlinear Correlograms and Partial Autocorrelograms 0 0 0 27 0 1 4 260
Nonlinear autoregressive leading indicator models of output in G-7 countries 1 3 11 170 2 4 15 534
On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands 0 0 0 73 0 0 1 297
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 1 44 0 0 2 145
PREDICTING THE PROBABILITY OF A RECESSION WITH NONLINEAR AUTOREGRESSIVE LEADING-INDICATOR MODELS 0 0 3 42 0 0 7 129
Reported earnings and analyst forecasts as competing sources of information: A new approach 0 0 0 9 1 1 4 48
Single source of error state space approach to the Beveridge Nelson decomposition 0 0 0 31 0 0 2 165
Testing multiple equation systems for common nonlinear components 1 1 4 106 1 1 9 347
Transaction Costs and Non-linear Adjustment towards Equilibrium in the US Treasury Bill Market 0 0 0 0 0 1 10 480
U.S. and Canadian industrial production indices as coupled oscillators 0 0 2 32 0 0 3 99
Total Journal Articles 7 20 80 2,904 22 70 292 8,824


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 1 12 0 0 3 63
Modeling Nonlinearity over the Business Cycle 0 1 4 138 0 3 11 273
Total Chapters 0 1 5 150 0 3 14 336


Statistics updated 2018-01-04