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 2 7 11 210
BEVERRIDGE NELSON DECOMPOSITION WITH MARKOV SWITCHING 0 0 0 95 7 8 12 266
Beveridge-Nelson Decomposition with Markov Switching 0 0 0 91 2 2 2 324
Beveridge-Nelson Decomposition with Markov Switching 0 0 0 143 5 7 9 466
CONSTRUCTING HISTORICAL EURO AREA DATA 0 0 0 112 6 8 10 442
Capturing the Shape of Business Cycles with Nonlinear Autoregressive Leading Indicator Models 0 1 1 197 1 5 5 539
Choosing Lag Lengths in Nonlinear Dynamic Models 0 0 0 369 5 7 7 548
Common non-linearities in multiple series of stock market volatility 0 0 0 118 4 5 6 212
Constructing Historical Euro Area Data 0 0 0 125 4 7 9 523
Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps 0 0 0 105 1 3 8 294
Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps 0 0 0 97 4 4 7 361
Do Policy-Related Shocks Affect Real Exchange Rates of Asian Developing Countries? 0 0 0 37 4 10 14 120
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 4 4 2,116
Does Climate Sensitivity Differ Across Regions? 0 0 1 16 3 4 7 38
Does International Trade Synchronize Business Cycles? 0 0 0 277 6 9 10 911
Estimating the Effect of an EU-ETS Type Scheme in Australia Using a Synthetic Treatment Approach 0 0 1 20 6 10 12 46
Financial Integration and the Construction of Historical Financial Data for the Euro Area 0 0 1 63 3 4 9 202
Forecasting Under Strucural Break Uncertainty 0 0 0 99 6 6 8 222
Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? 0 0 0 170 6 20 24 429
How do Shocks to Domestic Factors Affect Real Exchange Rates of Asian Developing Countries 0 0 1 97 2 4 8 188
Market Architecture and Nonlinear Dynamics of Australian Stock and Future Indices 0 0 0 179 2 4 6 789
Nonlinear Autoregresssive Leading Indicator Models of Output in G-7 Countries 0 0 0 326 6 9 13 868
Nonlinear Correlograms and Partial Autocorrelograms 0 0 0 148 3 4 7 552
Nonlinear autoregressive leading indicator models of output in G-7 countries 1 1 1 80 4 4 10 213
Predicting the Probability of a Recession with Nonlinear Autoregressive Leading Indicator Models 0 0 0 358 3 5 9 1,006
Random Walk Smooth Transition Autoregressive Models 0 0 0 295 8 15 17 915
Reported Earnings and Analyst Forecasts as Competing Sources of Information: A New Approach 0 0 0 95 0 1 5 363
Robust Bayesian exponentially tilted empirical likelihood method 0 0 2 38 2 8 13 90
Sectoral Employment Dynamics in Australia 0 0 0 27 4 4 5 86
Sectoral Employment Dynamics in Australia 0 0 0 15 1 2 3 76
Single Source of Error State Space Approach to the Beveridge Nelson Decomposition 0 0 0 91 3 4 5 427
Single Source of Error State Space Approach to the Beveridge Nelson Decomposition 0 0 0 150 2 4 8 564
Single source of error state space approach to the Beveridge Nelson decomposition 0 0 0 33 6 9 11 98
TREASURY BI;; YIELD CURVES AND COINTEGRATION 0 0 0 1 4 8 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 7 7 11 311
The Decline in Income Growth Volatility in the United States: Evidence from Regional Data 0 0 0 78 3 3 5 466
The Effects of Productivity Gains in Asian Emerging Economies: A Global Perspective 0 0 1 50 0 4 6 98
VARs, Cointegration and Common Cycle Restrictions 0 0 0 247 6 10 12 392
Total Working Papers 1 2 9 5,190 142 239 337 17,157

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 3 8 1,078 4 14 28 2,962
Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models 0 0 2 948 6 7 21 2,014
Common features 0 0 0 64 3 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 3 6 330
Energy transition and climate policy selection with stochastic demand: Evidence from Australian electricity generation expansion planning 0 1 2 2 3 7 11 11
Estimating the effect of an EU-ETS type scheme in Australia using a synthetic treatment approach 0 0 0 2 7 9 11 17
Explanations of an empirical puzzle: what can be learnt from a test of the rational expectations hypothesis? 0 0 1 5 3 6 12 168
Financial integration and the construction of historical financial data for the Euro Area 0 0 0 31 3 4 5 149
Forecast combinations under structural break uncertainty 0 0 1 24 2 6 11 101
Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? 0 0 2 155 0 8 12 430
High-dimensional predictive regression in the presence of cointegration 0 0 3 15 2 2 8 46
How do shocks to domestic factors affect real exchange rates of Asian developing countries? 0 0 4 34 2 6 16 168
How does public information affect the frequency of trading in airline stocks? 0 0 0 16 4 6 8 98
Market Architecture and Nonlinear Dynamics of Australian Stock and Futures Indices 0 0 0 1 3 3 3 14
Memoirs of "A Cointegration Analysis of Treasury Bill Yields" 0 0 0 45 1 2 2 94
New Introduction to Multiple Time Series Analysis ‐ by Helmut Lütkepohl 0 1 2 123 1 5 7 337
Nonlinear Correlograms and Partial Autocorrelograms* 0 0 0 27 3 4 5 277
Nonlinear autoregressive leading indicator models of output in G-7 countries 0 0 0 186 2 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 1 3 309
On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Reply 0 0 0 19 1 3 3 123
On the pooling of cross-sectional and time-series data in the presence of heteroskedasticity 0 0 0 44 1 2 4 152
PREDICTING THE PROBABILITY OF A RECESSION WITH NONLINEAR AUTOREGRESSIVE LEADING-INDICATOR MODELS 0 0 0 52 8 10 17 187
Reported earnings and analyst forecasts as competing sources of information: A new approach 0 0 0 10 6 8 9 82
Sectoral Employment Dynamics in Australia and the COVID‐19 Pandemic 0 0 0 18 3 5 8 83
Single source of error state space approach to the Beveridge Nelson decomposition 0 0 0 35 3 8 9 197
Testing for cojumps in high-frequency financial data: An approach based on first-high-low-last prices 0 1 2 10 3 5 10 58
Testing multiple equation systems for common nonlinear components 0 1 1 127 6 17 21 415
The effects of trade size and market depth on immediate price impact in a limit order book market 0 0 4 55 8 15 30 161
The global effects of productivity gains in Asian emerging economies 0 0 0 6 1 4 7 31
Transaction Costs and Non-linear Adjustment towards Equilibrium in the US Treasury Bill Market 0 0 0 0 12 30 36 565
U.S. and Canadian industrial production indices as coupled oscillators 0 0 0 35 2 3 3 117
Total Journal Articles 0 7 32 3,315 105 214 344 10,458

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 1 5 5 85
Modeling Nonlinearity over the Business Cycle 0 1 1 151 5 7 12 342
Random Walk Smooth Transition Autoregressive Models 0 0 0 1 4 7 9 12
Total Chapters 0 1 1 164 10 19 26 439

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Statistics updated 2026-02-12