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 3 202
BEVERRIDGE NELSON DECOMPOSITION WITH MARKOV SWITCHING 0 0 0 95 0 0 2 256
Beveridge-Nelson Decomposition with Markov Switching 0 0 0 143 1 1 1 458
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 0 196 0 0 0 534
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 0 206
Constructing Historical Euro Area Data 0 0 0 125 1 1 1 515
Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps 0 0 0 105 1 1 3 288
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 1 3 109
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 7 34
Does International Trade Synchronize Business Cycles? 0 0 0 277 1 1 1 902
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 1 1 3 196
Forecasting Under Strucural Break Uncertainty 0 0 0 99 0 1 1 215
Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? 0 0 0 170 2 2 3 408
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 1 1 2 857
Nonlinear Correlograms and Partial Autocorrelograms 0 0 0 148 0 1 1 546
Nonlinear autoregressive leading indicator models of output in G-7 countries 0 0 0 79 2 3 10 208
Predicting the Probability of a Recession with Nonlinear Autoregressive Leading Indicator Models 0 0 0 358 1 1 3 999
Random Walk Smooth Transition Autoregressive Models 0 0 0 295 1 1 1 899
Reported Earnings and Analyst Forecasts as Competing Sources of Information: A New Approach 0 0 0 95 1 1 3 361
Robust Bayesian exponentially tilted empirical likelihood method 1 1 3 38 1 1 6 80
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 1 1 2 89
TREASURY BI;; YIELD CURVES AND COINTEGRATION 0 0 0 1 0 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 1 300
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 3 94
VARs, Cointegration and Common Cycle Restrictions 0 0 1 247 0 0 2 381
Total Working Papers 1 1 11 5,186 16 21 82 16,876

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 0 8 1,074 0 4 17 2,946
Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models 0 0 3 947 1 8 17 2,006
Common features 0 0 0 64 0 2 3 162
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 1 2 0 0 3 8
Explanations of an empirical puzzle: what can be learnt from a test of the rational expectations hypothesis? 0 0 1 5 0 0 9 161
Financial integration and the construction of historical financial data for the Euro Area 0 0 0 31 0 0 1 145
Forecast combinations under structural break uncertainty 0 1 2 24 4 5 7 95
Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? 0 0 1 154 1 1 3 421
High-dimensional predictive regression in the presence of cointegration 0 0 3 13 1 1 7 41
How do shocks to domestic factors affect real exchange rates of Asian developing countries? 1 2 5 34 3 6 13 162
How does public information affect the frequency of trading in airline stocks? 0 0 0 16 0 0 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 0 1 122 0 0 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 0 186 3 3 4 588
On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands 0 0 0 75 1 1 2 308
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 1 1 149
PREDICTING THE PROBABILITY OF A RECESSION WITH NONLINEAR AUTOREGRESSIVE LEADING-INDICATOR MODELS 0 0 0 52 2 2 4 173
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 1 2 3 78
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 0 8 0 2 4 51
Testing multiple equation systems for common nonlinear components 0 0 2 126 0 1 6 396
The effects of trade size and market depth on immediate price impact in a limit order book market 0 0 5 55 1 4 12 141
The global effects of productivity gains in Asian emerging economies 0 0 1 6 0 1 2 25
Transaction Costs and Non-linear Adjustment towards Equilibrium in the US Treasury Bill Market 0 0 0 0 1 1 7 533
U.S. and Canadian industrial production indices as coupled oscillators 0 0 0 35 0 0 0 114
Total Journal Articles 1 3 33 3,301 19 45 140 10,207

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 2 2 2 332
Random Walk Smooth Transition Autoregressive Models 0 0 1 1 0 0 3 5
Total Chapters 0 0 1 163 2 2 5 417

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Statistics updated 2025-09-05