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 4 4 13 214
BEVERRIDGE NELSON DECOMPOSITION WITH MARKOV SWITCHING 0 0 0 95 0 0 10 266
Beveridge-Nelson Decomposition with Markov Switching 0 0 0 91 3 4 6 328
Beveridge-Nelson Decomposition with Markov Switching 0 0 0 143 5 5 14 471
CONSTRUCTING HISTORICAL EURO AREA DATA 0 0 0 112 1 3 12 445
Capturing the Shape of Business Cycles with Nonlinear Autoregressive Leading Indicator Models 0 0 1 197 2 2 7 541
Choosing Lag Lengths in Nonlinear Dynamic Models 0 0 0 369 3 4 11 552
Common non-linearities in multiple series of stock market volatility 0 0 0 118 2 2 8 214
Constructing Historical Euro Area Data 0 0 0 125 2 2 11 525
Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps 0 0 0 105 3 4 11 298
Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps 0 0 0 97 1 4 11 365
Do Policy-Related Shocks Affect Real Exchange Rates of Asian Developing Countries? 0 0 0 37 2 3 15 123
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 1 7 11 2,123
Does Climate Sensitivity Differ Across Regions? 0 0 0 16 3 3 7 41
Does International Trade Synchronize Business Cycles? 0 0 0 277 2 3 13 914
Estimating the Effect of an EU-ETS Type Scheme in Australia Using a Synthetic Treatment Approach 0 0 1 20 1 3 14 49
Financial Integration and the Construction of Historical Financial Data for the Euro Area 0 0 1 63 1 1 9 203
Forecasting Under Strucural Break Uncertainty 0 1 1 100 1 3 11 225
Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? 0 0 0 170 3 4 28 433
How do Shocks to Domestic Factors Affect Real Exchange Rates of Asian Developing Countries 0 1 1 98 1 2 6 190
Market Architecture and Nonlinear Dynamics of Australian Stock and Future Indices 0 0 0 179 1 1 7 790
Nonlinear Autoregresssive Leading Indicator Models of Output in G-7 Countries 0 0 0 326 1 1 14 869
Nonlinear Correlograms and Partial Autocorrelograms 0 0 0 148 1 1 8 553
Nonlinear autoregressive leading indicator models of output in G-7 countries 0 0 1 80 2 4 12 217
Predicting the Probability of a Recession with Nonlinear Autoregressive Leading Indicator Models 0 0 0 358 0 0 8 1,006
Random Walk Smooth Transition Autoregressive Models 0 0 0 295 2 4 21 919
Reported Earnings and Analyst Forecasts as Competing Sources of Information: A New Approach 0 0 0 95 5 5 8 368
Robust Bayesian exponentially tilted empirical likelihood method 0 1 3 39 3 6 18 96
Sectoral Employment Dynamics in Australia 0 0 0 15 2 2 4 78
Sectoral Employment Dynamics in Australia 0 0 0 27 0 2 7 88
Single Source of Error State Space Approach to the Beveridge Nelson Decomposition 0 0 0 150 2 5 11 569
Single Source of Error State Space Approach to the Beveridge Nelson Decomposition 0 0 0 91 1 5 10 432
Single source of error state space approach to the Beveridge Nelson decomposition 0 0 0 33 4 7 17 105
TREASURY BI;; YIELD CURVES AND COINTEGRATION 0 0 0 1 1 1 10 1,387
Testing for co-jumps in high-frequency financial data: an approach based on first-high-low-last prices 0 0 0 86 1 4 15 315
The Decline in Income Growth Volatility in the United States: Evidence from Regional Data 0 0 0 78 3 5 9 471
The Effects of Productivity Gains in Asian Emerging Economies: A Global Perspective 0 0 0 50 3 3 7 101
VARs, Cointegration and Common Cycle Restrictions 0 0 0 247 4 5 16 397
Total Working Papers 0 3 9 5,193 77 124 430 17,281

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 1 1 7 1,079 4 6 32 2,968
Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models 0 0 2 948 8 9 27 2,023
Common features 0 0 0 64 1 1 9 169
Does Climate Sensitivity Differ Across Regions? A Varying–Coefficient Approach 0 0 0 0 1 5 5 5
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 2 8 13 338
Energy transition and climate policy selection with stochastic demand: Evidence from Australian electricity generation expansion planning 0 0 2 2 3 6 17 17
Estimating the effect of an EU-ETS type scheme in Australia using a synthetic treatment approach 0 0 0 2 2 6 15 23
Explanations of an empirical puzzle: what can be learnt from a test of the rational expectations hypothesis? 0 0 0 5 2 5 13 173
Financial integration and the construction of historical financial data for the Euro Area 0 0 0 31 1 1 6 150
Forecast combinations under structural break uncertainty 0 2 3 26 3 9 20 110
Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? 0 0 1 155 2 4 15 434
High-dimensional predictive regression in the presence of cointegration 0 1 3 16 0 6 12 52
How do shocks to domestic factors affect real exchange rates of Asian developing countries? 0 0 2 34 1 3 16 171
How does public information affect the frequency of trading in airline stocks? 0 0 0 16 2 5 13 103
Market Architecture and Nonlinear Dynamics of Australian Stock and Futures Indices 0 0 0 1 1 1 4 15
Memoirs of "A Cointegration Analysis of Treasury Bill Yields" 0 0 0 45 0 2 4 96
New Introduction to Multiple Time Series Analysis ‐ by Helmut Lütkepohl 0 1 3 124 0 1 8 338
Nonlinear Correlograms and Partial Autocorrelograms* 0 0 0 27 2 2 7 279
Nonlinear autoregressive leading indicator models of output in G-7 countries 0 0 0 186 4 4 13 598
On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands 0 0 0 75 1 2 4 311
On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Reply 0 0 0 19 0 1 4 124
On the pooling of cross-sectional and time-series data in the presence of heteroskedasticity 0 0 0 44 0 1 5 153
PREDICTING THE PROBABILITY OF A RECESSION WITH NONLINEAR AUTOREGRESSIVE LEADING-INDICATOR MODELS 0 0 0 52 0 3 19 190
Reported earnings and analyst forecasts as competing sources of information: A new approach 0 0 0 10 5 6 15 88
Sectoral Employment Dynamics in Australia and the COVID‐19 Pandemic 0 0 0 18 1 2 9 85
Single source of error state space approach to the Beveridge Nelson decomposition 0 0 0 35 2 2 11 199
Testing for cojumps in high-frequency financial data: An approach based on first-high-low-last prices 0 0 2 10 0 3 12 61
Testing multiple equation systems for common nonlinear components 0 0 1 127 3 4 24 419
The effects of trade size and market depth on immediate price impact in a limit order book market 0 2 4 57 6 19 47 180
The global effects of productivity gains in Asian emerging economies 0 0 0 6 2 3 10 34
Transaction Costs and Non-linear Adjustment towards Equilibrium in the US Treasury Bill Market 0 0 0 0 2 5 40 570
U.S. and Canadian industrial production indices as coupled oscillators 0 0 0 35 2 3 6 120
Total Journal Articles 1 7 30 3,322 63 138 455 10,596

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 5 5 10 90
Modeling Nonlinearity over the Business Cycle 0 1 2 152 8 10 22 352
Random Walk Smooth Transition Autoregressive Models 0 0 0 1 1 2 9 14
Total Chapters 0 1 2 165 14 17 41 456

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Statistics updated 2026-05-06