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 1 199
BEVERRIDGE NELSON DECOMPOSITION WITH MARKOV SWITCHING 0 0 0 95 0 0 0 254
Beveridge-Nelson Decomposition with Markov Switching 0 0 0 143 0 0 1 456
Beveridge-Nelson Decomposition with Markov Switching 0 0 0 91 0 0 1 322
CONSTRUCTING HISTORICAL EURO AREA DATA 0 0 0 112 0 0 1 431
Capturing the Shape of Business Cycles with Nonlinear Autoregressive Leading Indicator Models 0 0 0 195 0 0 0 533
Choosing Lag Lengths in Nonlinear Dynamic Models 0 0 0 367 0 0 1 538
Common non-linearities in multiple series of stock market volatility 0 0 2 118 0 2 5 205
Constructing Historical Euro Area Data 0 0 1 125 0 1 3 514
Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps 0 0 1 104 0 1 2 283
Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps 0 0 0 97 0 2 2 353
Do Policy-Related Shocks Affect Real Exchange Rates of Asian Developing Countries? 0 0 0 37 0 0 1 106
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 9 12 12 5 15 20 20
Does International Trade Synchronize Business Cycles? 0 0 0 277 0 1 3 899
Estimating the Effect of an EU-ETS Type Scheme in Australia Using a Synthetic Treatment Approach 0 0 4 16 0 0 10 27
Financial Integration and the Construction of Historical Financial Data for the Euro Area 0 0 0 62 0 0 6 192
Forecasting Under Strucural Break Uncertainty 0 0 0 99 0 0 0 213
Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? 0 0 1 170 0 0 1 404
How do Shocks to Domestic Factors Affect Real Exchange Rates of Asian Developing Countries 0 0 0 96 0 0 0 180
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 1 855
Nonlinear Correlograms and Partial Autocorrelograms 0 0 0 147 0 0 2 544
Nonlinear autoregressive leading indicator models of output in G-7 countries 0 0 0 78 0 1 4 193
Predicting the Probability of a Recession with Nonlinear Autoregressive Leading Indicator Models 0 0 0 358 0 0 0 995
Random Walk Smooth Transition Autoregressive Models 0 0 0 295 0 1 12 898
Reported Earnings and Analyst Forecasts as Competing Sources of Information: A New Approach 0 0 1 95 0 0 1 356
Robust Bayesian exponentially tilted empirical likelihood method 0 1 2 35 0 2 5 74
Sectoral Employment Dynamics in Australia 0 0 0 15 0 0 2 73
Sectoral employment dynamics in Australia 0 0 0 27 0 1 2 80
Single Source of Error State Space Approach to the Beveridge Nelson Decomposition 0 0 1 91 0 1 2 421
Single Source of Error State Space Approach to the Beveridge Nelson Decomposition 0 0 0 150 0 1 2 556
Single source of error state space approach to the Beveridge Nelson decomposition 0 0 1 33 0 0 1 87
TREASURY BI;; YIELD CURVES AND COINTEGRATION 0 0 0 1 0 0 3 1,373
Testing for co-jumps in high-frequency financial data: an approach based on first-high-low-last prices 0 0 0 84 0 0 1 295
The Decline in Income Growth Volatility in the United States: Evidence from Regional Data 0 0 0 78 0 0 0 461
The Effects of Productivity Gains in Asian Emerging Economies: A Global Perspective 0 0 0 49 0 0 0 89
VARs, Cointegration and Common Cycle Restrictions 1 1 1 245 1 1 3 376
Total Working Papers 2 11 27 5,164 6 31 99 16,750


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 6 16 1,063 2 10 34 2,918
Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models 1 3 12 938 3 6 22 1,978
Common features 0 0 0 64 0 0 0 158
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 1 324
Estimating the effect of an EU-ETS type scheme in Australia using a synthetic treatment approach 0 0 0 0 0 1 2 2
Explanations of an empirical puzzle: what can be learnt from a test of the rational expectations hypothesis? 0 0 0 3 0 0 0 151
Financial integration and the construction of historical financial data for the Euro Area 0 0 0 31 0 0 0 143
Forecast combinations under structural break uncertainty 0 1 1 21 1 3 4 87
Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? 0 0 1 153 0 0 2 417
High-dimensional predictive regression in the presence of cointegration 0 0 1 8 0 0 3 31
How do shocks to domestic factors affect real exchange rates of Asian developing countries? 0 1 4 29 1 3 6 146
How does public information affect the frequency of trading in airline stocks? 0 0 0 16 0 0 4 89
Market Architecture and Nonlinear Dynamics of Australian Stock and Futures Indices 0 0 0 1 0 0 0 9
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 1 121 0 0 2 326
Nonlinear Correlograms and Partial Autocorrelograms* 0 0 0 27 0 0 0 270
Nonlinear autoregressive leading indicator models of output in G-7 countries 0 0 1 185 0 0 2 582
On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands 0 0 0 75 0 0 0 306
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 2 2 168
Reported earnings and analyst forecasts as competing sources of information: A new approach 0 0 0 10 1 1 1 72
Sectoral Employment Dynamics in Australia and the COVID‐19 Pandemic 0 0 0 18 0 0 2 75
Single source of error state space approach to the Beveridge Nelson decomposition 0 0 0 35 0 0 1 185
Testing for cojumps in high-frequency financial data: An approach based on first-high-low-last prices 0 0 0 7 0 1 3 46
Testing multiple equation systems for common nonlinear components 0 1 2 123 2 3 4 388
The effects of trade size and market depth on immediate price impact in a limit order book market 1 2 20 43 3 7 42 119
The global effects of productivity gains in Asian emerging economies 0 0 0 5 0 0 0 23
Transaction Costs and Non-linear Adjustment towards Equilibrium in the US Treasury Bill Market 0 0 0 0 1 2 4 519
U.S. and Canadian industrial production indices as coupled oscillators 0 0 0 35 0 0 0 114
Total Journal Articles 3 14 59 3,244 14 39 141 10,006


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 79
Modeling Nonlinearity over the Business Cycle 0 0 1 149 0 0 2 327
Random Walk Smooth Transition Autoregressive Models 0 0 0 0 0 0 0 0
Total Chapters 0 0 1 161 0 0 2 406


Statistics updated 2024-02-04