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 4 13 214
Beveridge-Nelson Decomposition with Markov Switching 0 0 0 91 0 4 7 329
Beveridge-Nelson Decomposition with Markov Switching 0 0 0 143 0 6 15 472
Beverridge Nelson Decomposition with Markov Switching 0 0 0 95 0 0 10 266
Capturing the Shape of Business Cycles with Nonlinear Autoregressive Leading Indicator Models 0 0 1 197 0 2 7 541
Choosing Lag Lengths in Nonlinear Dynamic Models 0 0 0 369 0 3 11 552
Common non-linearities in multiple series of stock market volatility 0 0 0 118 0 2 8 214
Constructing Historical Euro Area Data 0 0 0 112 0 1 12 445
Constructing Historical Euro Area Data 0 0 0 125 0 2 11 525
Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps 0 0 0 105 0 4 12 299
Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps 0 0 0 97 2 4 14 368
Do Policy-Related Shocks Affect Real Exchange Rates of Asian Developing Countries? 0 1 1 38 1 5 18 126
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 14 2,126
Does Climate Sensitivity Differ Across Regions? 0 0 0 16 0 5 9 43
Does International Trade Synchronize Business Cycles? 0 0 0 277 1 3 14 915
Estimating the Effect of an EU-ETS Type Scheme in Australia Using a Synthetic Treatment Approach 0 0 1 20 0 1 14 49
Financial Integration and the Construction of Historical Financial Data for the Euro Area 0 0 1 63 0 1 8 203
Forecasting Under Strucural Break Uncertainty 0 0 1 100 0 2 11 226
Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? 0 0 0 170 0 4 28 434
How do Shocks to Domestic Factors Affect Real Exchange Rates of Asian Developing Countries 0 0 1 98 0 3 8 192
Market Architecture and Nonlinear Dynamics of Australian Stock and Future Indices 0 0 0 179 0 1 7 790
Nonlinear Autoregressive Leading Indicator Models of Output in G-7 Countries 0 0 1 80 1 3 13 218
Nonlinear Autoregresssive Leading Indicator Models of Output in G-7 Countries 0 0 0 326 2 4 16 872
Nonlinear Correlograms and Partial Autocorrelograms 0 0 0 148 1 2 9 554
Predicting the Probability of a Recession with Nonlinear Autoregressive Leading Indicator Models 0 0 0 358 0 0 8 1,006
Random Walk Smooth Transition Autoregressive Models 0 0 0 295 0 2 21 919
Reported Earnings and Analyst Forecasts as Competing Sources of Information: A New Approach 0 0 0 95 0 6 9 369
Robust Bayesian exponentially tilted empirical likelihood method 0 0 2 39 2 6 20 99
Sectoral Employment Dynamics in Australia 0 0 0 27 0 1 8 89
Sectoral Employment Dynamics in Australia 0 0 0 15 0 2 4 78
Single Source of Error State Space Approach to the Beveridge Nelson Decomposition 0 0 0 91 0 3 12 434
Single Source of Error State Space Approach to the Beveridge Nelson Decomposition 0 0 0 33 0 4 17 105
Single Source of Error State Space Approach to the Beveridge Nelson Decomposition 0 0 0 150 0 2 11 569
TREASURY BI;; YIELD CURVES AND COINTEGRATION 0 0 0 1 1 2 10 1,388
Testing for co-jumps in high-frequency financial data: an approach based on first-high-low-last prices 0 0 0 86 0 2 16 316
The Decline in Income Growth Volatility in the United States: Evidence from Regional Data 0 0 0 78 0 4 10 472
The Effects of Productivity Gains in Asian Emerging Economies: A Global Perspective 0 0 0 50 1 4 8 102
VARs, Cointegration and Common Cycle Restrictions 0 0 0 247 0 6 18 399
Total Working Papers 0 1 9 5,194 13 114 461 17,318

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 6 1,080 1 6 27 2,970
Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models 0 0 1 948 0 11 26 2,026
Common features 0 0 0 64 0 1 9 169
Does Climate Sensitivity Differ Across Regions? A Varying–Coefficient Approach 0 0 0 0 0 1 5 5
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 3 14 339
Energy transition and climate policy selection with stochastic demand: Evidence from Australian electricity generation expansion planning 0 0 1 2 0 3 16 17
Estimating the effect of an EU-ETS type scheme in Australia using a synthetic treatment approach 0 0 0 2 0 4 17 25
Explanations of an empirical puzzle: what can be learnt from a test of the rational expectations hypothesis? 0 0 0 5 1 4 14 175
Financial integration and the construction of historical financial data for the Euro Area 0 0 0 31 0 1 5 150
Forecast combinations under structural break uncertainty 0 0 3 26 1 4 21 111
Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? 0 0 1 155 0 2 14 434
High-dimensional predictive regression in the presence of cointegration 0 1 4 17 0 3 15 55
How do shocks to domestic factors affect real exchange rates of Asian developing countries? 0 0 1 34 1 3 16 173
How does public information affect the frequency of trading in airline stocks? 0 0 0 16 1 3 13 104
Market Architecture and Nonlinear Dynamics of Australian Stock and Futures Indices 0 0 0 1 0 1 4 15
Memoirs of "A Cointegration Analysis of Treasury Bill Yields" 0 0 0 45 0 0 4 96
New Introduction to Multiple Time Series Analysis ‐ by Helmut Lütkepohl 0 0 2 124 0 1 7 339
Nonlinear Correlograms and Partial Autocorrelograms* 0 0 0 27 0 3 8 280
Nonlinear autoregressive leading indicator models of output in G-7 countries 0 0 0 186 1 6 15 600
On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands 0 0 0 75 1 2 5 312
On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Reply 0 0 0 19 0 0 4 124
On the pooling of cross-sectional and time-series data in the presence of heteroskedasticity 0 0 0 44 0 1 6 154
PREDICTING THE PROBABILITY OF A RECESSION WITH NONLINEAR AUTOREGRESSIVE LEADING-INDICATOR MODELS 0 0 0 52 0 0 19 190
Reported earnings and analyst forecasts as competing sources of information: A new approach 0 0 0 10 3 8 18 91
Sectoral Employment Dynamics in Australia and the COVID‐19 Pandemic 0 0 0 18 1 3 11 87
Single source of error state space approach to the Beveridge Nelson decomposition 0 0 0 35 0 2 11 199
Testing for cojumps in high-frequency financial data: An approach based on first-high-low-last prices 0 1 3 11 0 3 14 64
Testing multiple equation systems for common nonlinear components 0 0 1 127 0 3 23 419
The effects of trade size and market depth on immediate price impact in a limit order book market 1 1 3 58 4 12 48 186
The global effects of productivity gains in Asian emerging economies 0 0 0 6 0 2 10 34
Transaction Costs and Non-linear Adjustment towards Equilibrium in the US Treasury Bill Market 0 0 0 0 0 4 40 572
U.S. and Canadian industrial production indices as coupled oscillators 0 0 0 35 0 2 6 120
Total Journal Articles 1 5 26 3,326 15 102 465 10,635

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 5 10 90
Modeling Nonlinearity over the Business Cycle 0 0 2 152 0 10 24 354
Random Walk Smooth Transition Autoregressive Models 0 0 0 1 0 1 9 14
Total Chapters 0 0 2 165 0 16 43 458

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Statistics updated 2026-07-10