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 6 10 210
BEVERRIDGE NELSON DECOMPOSITION WITH MARKOV SWITCHING 0 0 0 95 0 8 10 266
Beveridge-Nelson Decomposition with Markov Switching 0 0 0 91 0 2 2 324
Beveridge-Nelson Decomposition with Markov Switching 0 0 0 143 0 7 9 466
CONSTRUCTING HISTORICAL EURO AREA DATA 0 0 0 112 1 7 10 443
Capturing the Shape of Business Cycles with Nonlinear Autoregressive Leading Indicator Models 0 0 1 197 0 3 5 539
Choosing Lag Lengths in Nonlinear Dynamic Models 0 0 0 369 0 6 7 548
Common non-linearities in multiple series of stock market volatility 0 0 0 118 0 5 6 212
Constructing Historical Euro Area Data 0 0 0 125 0 5 9 523
Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps 0 0 0 105 0 3 8 294
Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps 0 0 0 97 1 5 8 362
Do Policy-Related Shocks Affect Real Exchange Rates of Asian Developing Countries? 0 0 0 37 1 9 13 121
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 6 10 10 2,122
Does Climate Sensitivity Differ Across Regions? 0 0 0 16 0 3 5 38
Does International Trade Synchronize Business Cycles? 0 0 0 277 1 9 11 912
Estimating the Effect of an EU-ETS Type Scheme in Australia Using a Synthetic Treatment Approach 0 0 1 20 2 10 14 48
Financial Integration and the Construction of Historical Financial Data for the Euro Area 0 0 1 63 0 4 8 202
Forecasting Under Strucural Break Uncertainty 1 1 1 100 2 8 10 224
Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? 0 0 0 170 1 16 25 430
How do Shocks to Domestic Factors Affect Real Exchange Rates of Asian Developing Countries 1 1 2 98 1 3 8 189
Market Architecture and Nonlinear Dynamics of Australian Stock and Future Indices 0 0 0 179 0 3 6 789
Nonlinear Autoregresssive Leading Indicator Models of Output in G-7 Countries 0 0 0 326 0 6 13 868
Nonlinear Correlograms and Partial Autocorrelograms 0 0 0 148 0 4 7 552
Nonlinear autoregressive leading indicator models of output in G-7 countries 0 1 1 80 1 5 9 214
Predicting the Probability of a Recession with Nonlinear Autoregressive Leading Indicator Models 0 0 0 358 0 5 8 1,006
Random Walk Smooth Transition Autoregressive Models 0 0 0 295 2 13 19 917
Reported Earnings and Analyst Forecasts as Competing Sources of Information: A New Approach 0 0 0 95 0 0 4 363
Robust Bayesian exponentially tilted empirical likelihood method 1 1 3 39 2 8 14 92
Sectoral Employment Dynamics in Australia 0 0 0 15 0 2 2 76
Sectoral Employment Dynamics in Australia 0 0 0 27 2 6 7 88
Single Source of Error State Space Approach to the Beveridge Nelson Decomposition 0 0 0 91 2 5 7 429
Single Source of Error State Space Approach to the Beveridge Nelson Decomposition 0 0 0 150 3 5 9 567
Single source of error state space approach to the Beveridge Nelson decomposition 0 0 0 33 0 9 10 98
TREASURY BI;; YIELD CURVES AND COINTEGRATION 0 0 0 1 0 7 9 1,386
Testing for co-jumps in high-frequency financial data: an approach based on first-high-low-last prices 0 0 0 86 2 9 13 313
The Decline in Income Growth Volatility in the United States: Evidence from Regional Data 0 0 0 78 0 3 4 466
The Effects of Productivity Gains in Asian Emerging Economies: A Global Perspective 0 0 1 50 0 2 5 98
VARs, Cointegration and Common Cycle Restrictions 0 0 0 247 1 8 13 393
Total Working Papers 3 4 11 5,193 31 229 347 17,188

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 0 2 8 1,078 2 12 30 2,964
Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models 0 0 2 948 0 7 19 2,014
Common features 0 0 0 64 0 5 8 168
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 5 7 332
Energy transition and climate policy selection with stochastic demand: Evidence from Australian electricity generation expansion planning 0 0 2 2 1 5 12 12
Estimating the effect of an EU-ETS type scheme in Australia using a synthetic treatment approach 0 0 0 2 3 10 14 20
Explanations of an empirical puzzle: what can be learnt from a test of the rational expectations hypothesis? 0 0 1 5 2 6 14 170
Financial integration and the construction of historical financial data for the Euro Area 0 0 0 31 0 3 5 149
Forecast combinations under structural break uncertainty 1 1 2 25 4 9 15 105
Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? 0 0 2 155 0 5 12 430
High-dimensional predictive regression in the presence of cointegration 1 1 4 16 2 4 10 48
How do shocks to domestic factors affect real exchange rates of Asian developing countries? 0 0 4 34 0 4 16 168
How does public information affect the frequency of trading in airline stocks? 0 0 0 16 2 8 10 100
Market Architecture and Nonlinear Dynamics of Australian Stock and Futures Indices 0 0 0 1 0 3 3 14
Memoirs of "A Cointegration Analysis of Treasury Bill Yields" 0 0 0 45 1 3 3 95
New Introduction to Multiple Time Series Analysis ‐ by Helmut Lütkepohl 0 0 2 123 0 4 7 337
Nonlinear Correlograms and Partial Autocorrelograms* 0 0 0 27 0 3 5 277
Nonlinear autoregressive leading indicator models of output in G-7 countries 0 0 0 186 0 6 10 594
On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands 0 0 0 75 0 0 2 309
On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Reply 0 0 0 19 1 3 4 124
On the pooling of cross-sectional and time-series data in the presence of heteroskedasticity 0 0 0 44 0 2 4 152
PREDICTING THE PROBABILITY OF A RECESSION WITH NONLINEAR AUTOREGRESSIVE LEADING-INDICATOR MODELS 0 0 0 52 2 11 18 189
Reported earnings and analyst forecasts as competing sources of information: A new approach 0 0 0 10 0 6 9 82
Sectoral Employment Dynamics in Australia and the COVID‐19 Pandemic 0 0 0 18 1 5 8 84
Single source of error state space approach to the Beveridge Nelson decomposition 0 0 0 35 0 5 9 197
Testing for cojumps in high-frequency financial data: An approach based on first-high-low-last prices 0 0 2 10 2 5 12 60
Testing multiple equation systems for common nonlinear components 0 1 1 127 1 10 21 416
The effects of trade size and market depth on immediate price impact in a limit order book market 0 0 4 55 8 22 38 169
The global effects of productivity gains in Asian emerging economies 0 0 0 6 0 3 7 31
Transaction Costs and Non-linear Adjustment towards Equilibrium in the US Treasury Bill Market 0 0 0 0 2 23 38 567
U.S. and Canadian industrial production indices as coupled oscillators 0 0 0 35 1 3 4 118
Total Journal Articles 2 5 34 3,317 37 200 374 10,495

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 3 5 85
Modeling Nonlinearity over the Business Cycle 0 0 1 151 1 6 13 343
Random Walk Smooth Transition Autoregressive Models 0 0 0 1 0 5 8 12
Total Chapters 0 0 1 164 1 14 26 440

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Statistics updated 2026-03-04