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 1 1 1 200
BEVERRIDGE NELSON DECOMPOSITION WITH MARKOV SWITCHING 0 0 0 95 2 2 2 256
Beveridge-Nelson Decomposition with Markov Switching 0 0 0 143 0 0 1 457
Beveridge-Nelson Decomposition with Markov Switching 0 0 0 91 0 0 0 322
CONSTRUCTING HISTORICAL EURO AREA DATA 0 0 0 112 1 2 2 433
Capturing the Shape of Business Cycles with Nonlinear Autoregressive Leading Indicator Models 0 0 1 196 0 0 1 534
Choosing Lag Lengths in Nonlinear Dynamic Models 0 0 2 369 0 0 3 541
Common non-linearities in multiple series of stock market volatility 0 0 0 118 0 0 1 206
Constructing Historical Euro Area Data 0 0 0 125 0 0 0 514
Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps 0 0 0 105 0 0 2 286
Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps 0 0 0 97 0 1 1 354
Do Policy-Related Shocks Affect Real Exchange Rates of Asian Developing Countries? 0 0 0 37 2 2 2 108
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 0 0 2,112
Does Climate Sensitivity Differ Across Regions? 1 2 4 16 2 5 11 33
Does International Trade Synchronize Business Cycles? 0 0 0 277 0 0 2 901
Estimating the Effect of an EU-ETS Type Scheme in Australia Using a Synthetic Treatment Approach 0 1 2 19 0 2 5 34
Financial Integration and the Construction of Historical Financial Data for the Euro Area 0 0 0 62 1 1 2 194
Forecasting Under Strucural Break Uncertainty 0 0 0 99 0 0 1 214
Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? 0 0 0 170 0 0 1 405
How do Shocks to Domestic Factors Affect Real Exchange Rates of Asian Developing Countries 0 0 0 96 1 1 1 181
Market Architecture and Nonlinear Dynamics of Australian Stock and Future Indices 0 0 0 179 0 0 0 783
Nonlinear Autoregresssive Leading Indicator Models of Output in G-7 Countries 0 0 0 326 0 0 0 855
Nonlinear Correlograms and Partial Autocorrelograms 0 0 1 148 0 0 1 545
Nonlinear autoregressive leading indicator models of output in G-7 countries 0 0 1 79 2 3 12 205
Predicting the Probability of a Recession with Nonlinear Autoregressive Leading Indicator Models 0 0 0 358 1 2 3 998
Random Walk Smooth Transition Autoregressive Models 0 0 0 295 0 0 0 898
Reported Earnings and Analyst Forecasts as Competing Sources of Information: A New Approach 0 0 0 95 1 1 3 359
Robust Bayesian exponentially tilted empirical likelihood method 0 1 1 36 1 3 4 78
Sectoral Employment Dynamics in Australia 0 0 0 15 1 1 1 74
Sectoral employment dynamics in Australia 0 0 0 27 0 0 1 81
Single Source of Error State Space Approach to the Beveridge Nelson Decomposition 0 0 0 91 0 1 1 422
Single Source of Error State Space Approach to the Beveridge Nelson Decomposition 0 0 0 150 2 2 2 558
Single source of error state space approach to the Beveridge Nelson decomposition 0 0 0 33 1 1 1 88
TREASURY BI;; YIELD CURVES AND COINTEGRATION 0 0 0 1 0 0 4 1,377
Testing for co-jumps in high-frequency financial data: an approach based on first-high-low-last prices 0 0 2 86 0 1 5 300
The Decline in Income Growth Volatility in the United States: Evidence from Regional Data 0 0 0 78 1 1 1 462
The Effects of Productivity Gains in Asian Emerging Economies: A Global Perspective 0 0 0 49 1 1 4 93
VARs, Cointegration and Common Cycle Restrictions 0 0 2 247 0 0 4 380
Total Working Papers 1 4 16 5,182 21 34 86 16,841

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 1 6 1,070 0 2 15 2,934
Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models 0 1 6 946 2 3 15 1,995
Common features 0 0 0 64 0 0 2 160
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 1 1 325
Estimating the effect of an EU-ETS type scheme in Australia using a synthetic treatment approach 0 0 2 2 0 0 2 6
Explanations of an empirical puzzle: what can be learnt from a test of the rational expectations hypothesis? 0 0 1 4 0 2 5 156
Financial integration and the construction of historical financial data for the Euro Area 0 0 0 31 0 0 1 144
Forecast combinations under structural break uncertainty 0 1 2 23 0 2 3 90
Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? 0 0 0 153 0 0 1 418
High-dimensional predictive regression in the presence of cointegration 0 2 4 12 0 3 7 38
How do shocks to domestic factors affect real exchange rates of Asian developing countries? 0 0 1 30 0 0 4 152
How does public information affect the frequency of trading in airline stocks? 0 0 0 16 0 0 1 90
Market Architecture and Nonlinear Dynamics of Australian Stock and Futures Indices 0 0 0 1 0 1 2 11
Memoirs of "A Cointegration Analysis of Treasury Bill Yields" 0 0 0 45 0 0 0 92
New Introduction to Multiple Time Series Analysis ‐ by Helmut Lütkepohl 0 0 0 121 0 1 4 330
Nonlinear Correlograms and Partial Autocorrelograms* 0 0 0 27 0 1 2 272
Nonlinear autoregressive leading indicator models of output in G-7 countries 0 0 1 186 0 0 2 584
On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands 0 0 0 75 1 1 1 307
On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Reply 0 0 0 19 0 0 0 120
On the pooling of cross-sectional and time-series data in the presence of heteroskedasticity 0 0 0 44 0 0 0 148
PREDICTING THE PROBABILITY OF A RECESSION WITH NONLINEAR AUTOREGRESSIVE LEADING-INDICATOR MODELS 0 0 0 52 1 1 3 171
Reported earnings and analyst forecasts as competing sources of information: A new approach 0 0 0 10 0 1 1 73
Sectoral Employment Dynamics in Australia and the COVID‐19 Pandemic 0 0 0 18 1 1 1 76
Single source of error state space approach to the Beveridge Nelson decomposition 0 0 0 35 0 0 3 188
Testing for cojumps in high-frequency financial data: An approach based on first-high-low-last prices 0 0 1 8 0 1 2 48
Testing multiple equation systems for common nonlinear components 0 1 3 126 1 2 7 395
The effects of trade size and market depth on immediate price impact in a limit order book market 0 1 7 51 0 1 11 131
The global effects of productivity gains in Asian emerging economies 0 1 1 6 0 1 1 24
Transaction Costs and Non-linear Adjustment towards Equilibrium in the US Treasury Bill Market 0 0 0 0 0 2 9 529
U.S. and Canadian industrial production indices as coupled oscillators 0 0 0 35 0 0 0 114
Total Journal Articles 0 8 35 3,283 7 27 106 10,121

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 1 80
Modeling Nonlinearity over the Business Cycle 0 0 0 150 0 0 2 330
Random Walk Smooth Transition Autoregressive Models 0 0 1 1 1 1 3 4
Total Chapters 0 0 1 163 1 1 6 414

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-03-03