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 1 2 201
BEVERRIDGE NELSON DECOMPOSITION WITH MARKOV SWITCHING 0 0 0 95 0 0 2 256
Beveridge-Nelson Decomposition with Markov Switching 0 0 0 143 0 0 0 457
Beveridge-Nelson Decomposition with Markov Switching 0 0 0 91 0 0 0 322
CONSTRUCTING HISTORICAL EURO AREA DATA 0 0 0 112 0 0 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 0 369 0 0 1 541
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 1 3 287
Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps 0 0 0 97 0 0 1 354
Do Policy-Related Shocks Affect Real Exchange Rates of Asian Developing Countries? 0 0 0 37 0 0 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? 0 0 3 16 0 0 8 34
Does International Trade Synchronize Business Cycles? 0 0 0 277 0 0 1 901
Estimating the Effect of an EU-ETS Type Scheme in Australia Using a Synthetic Treatment Approach 0 0 2 19 0 0 4 35
Financial Integration and the Construction of Historical Financial Data for the Euro Area 0 0 0 62 0 1 2 195
Forecasting Under Strucural Break Uncertainty 0 0 0 99 1 1 1 215
Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? 0 0 0 170 0 1 2 406
How do Shocks to Domestic Factors Affect Real Exchange Rates of Asian Developing Countries 0 0 1 97 0 0 4 184
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 1 1 856
Nonlinear Correlograms and Partial Autocorrelograms 0 0 0 148 0 0 0 545
Nonlinear autoregressive leading indicator models of output in G-7 countries 0 0 0 79 0 0 10 205
Predicting the Probability of a Recession with Nonlinear Autoregressive Leading Indicator Models 0 0 0 358 0 0 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 0 0 4 360
Robust Bayesian exponentially tilted empirical likelihood method 0 1 2 37 0 1 5 79
Sectoral Employment Dynamics in Australia 0 0 0 15 0 0 1 74
Sectoral Employment Dynamics in Australia 0 0 0 27 0 0 0 81
Single Source of Error State Space Approach to the Beveridge Nelson Decomposition 0 0 0 91 0 0 1 422
Single Source of Error State Space Approach to the Beveridge Nelson Decomposition 0 0 0 150 0 0 2 558
Single source of error state space approach to the Beveridge Nelson decomposition 0 0 0 33 0 0 1 88
TREASURY BI;; YIELD CURVES AND COINTEGRATION 0 0 0 1 1 1 3 1,378
Testing for co-jumps in high-frequency financial data: an approach based on first-high-low-last prices 0 0 0 86 0 0 2 300
The Decline in Income Growth Volatility in the United States: Evidence from Regional Data 0 0 0 78 0 0 1 462
The Effects of Productivity Gains in Asian Emerging Economies: A Global Perspective 0 0 1 50 0 0 5 94
VARs, Cointegration and Common Cycle Restrictions 0 0 1 247 0 0 2 381
Total Working Papers 0 1 11 5,185 2 8 78 16,857

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 1,074 1 8 16 2,943
Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models 0 1 4 947 2 4 13 2,000
Common features 0 0 0 64 0 0 1 160
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 0 0 1 325
Estimating the effect of an EU-ETS type scheme in Australia using a synthetic treatment approach 0 0 2 2 0 2 4 8
Explanations of an empirical puzzle: what can be learnt from a test of the rational expectations hypothesis? 0 0 2 5 0 1 10 161
Financial integration and the construction of historical financial data for the Euro Area 0 0 0 31 0 1 1 145
Forecast combinations under structural break uncertainty 0 0 1 23 0 0 2 90
Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? 0 1 1 154 0 2 2 420
High-dimensional predictive regression in the presence of cointegration 0 0 3 13 0 1 7 40
How do shocks to domestic factors affect real exchange rates of Asian developing countries? 1 1 4 33 1 2 9 157
How does public information affect the frequency of trading in airline stocks? 0 0 0 16 0 1 2 91
Market Architecture and Nonlinear Dynamics of Australian Stock and Futures Indices 0 0 0 1 0 0 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 1 1 122 0 2 5 332
Nonlinear Correlograms and Partial Autocorrelograms* 0 0 0 27 0 0 2 272
Nonlinear autoregressive leading indicator models of output in G-7 countries 0 0 1 186 0 1 2 585
On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands 0 0 0 75 0 0 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 0 0 2 171
Reported earnings and analyst forecasts as competing sources of information: A new approach 0 0 0 10 0 0 1 73
Sectoral Employment Dynamics in Australia and the COVID‐19 Pandemic 0 0 0 18 0 0 1 76
Single source of error state space approach to the Beveridge Nelson decomposition 0 0 0 35 0 0 2 188
Testing for cojumps in high-frequency financial data: An approach based on first-high-low-last prices 0 0 1 8 1 1 4 50
Testing multiple equation systems for common nonlinear components 0 0 2 126 1 1 7 396
The effects of trade size and market depth on immediate price impact in a limit order book market 0 4 7 55 1 7 11 138
The global effects of productivity gains in Asian emerging economies 0 0 1 6 0 0 1 24
Transaction Costs and Non-linear Adjustment towards Equilibrium in the US Treasury Bill Market 0 0 0 0 0 3 7 532
U.S. and Canadian industrial production indices as coupled oscillators 0 0 0 35 0 0 0 114
Total Journal Articles 1 11 38 3,299 7 37 116 10,169

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 0 80
Modeling Nonlinearity over the Business Cycle 0 0 0 150 0 0 0 330
Random Walk Smooth Transition Autoregressive Models 0 0 1 1 0 0 4 5
Total Chapters 0 0 1 163 0 0 4 415

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Statistics updated 2025-07-04