Access Statistics for Richard Ashley

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 New Look at Historical Monetary Policy and the Great Inflation through the Lens of a Persistence-Dependent Policy Rule 0 0 0 61 0 10 12 58
All Fluctuations Are Not Created Equal: The Differential Roles of Transitory versus Persistent Changes in Driving Historical Monetary Policy 0 0 0 69 2 9 12 36
Frequency Dependence in a Real-Time Monetary Policy Rule 0 0 0 32 2 7 9 63
Persistence Dependence in Empirical Relations: The Velocity of Money 0 0 0 28 1 7 11 100
The Intermittent Phillips Curve: Finding a Stable (But Persistence-Dependent) Phillips Curve Model Specification 0 0 0 42 1 9 18 142
Total Working Papers 0 0 0 232 6 42 62 399

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A DIAGNOSTIC TEST FOR NONLINEAR SERIAL DEPENDENCE IN TIME SERIES FITTING ERRORS 0 1 1 4 0 3 7 22
A New Bispectral Test for NonLinear Serial Dependence 0 0 1 35 0 3 8 214
A Nonparametric Distribution-Free Test for Serial Independence in Stock Returns: A Comment 0 0 0 8 0 3 6 80
A Nonparametric, Distribution-Free Test for Serial Independence in Stock Returns 0 0 0 14 1 1 4 72
A Simple Test for Regression Parameter Instability 0 0 0 0 0 4 7 305
A new look at historical monetary policy (and the great inflation) through the lens of a persistence-dependent policy rule 0 0 0 4 1 12 13 43
A new technique for postsample model selection and validation 0 0 0 28 0 4 7 165
ARE TECHNOLOGY SHOCKS NONLINEAR? 0 0 0 13 1 4 8 100
Advertising and Aggregate Consumption: An Analysis of Causality 0 0 0 421 2 12 29 1,400
Applications of Time Series Analysis to Texas Financial Forecasting 0 0 0 1 2 4 5 15
Assessing the credibility of instrumental variables inference with imperfect instruments via sensitivity analysis 0 0 0 18 1 4 6 71
Comments on "A critical investigation on detrending procedures for nonlinear processes" 0 0 0 7 0 4 5 59
Comparing the effectiveness of traditional vs. mechanized identification methods in post-sample forecasting for a macroeconomic Granger causality analysis 0 0 0 4 0 4 7 43
Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach 0 0 0 40 2 7 10 221
DETECTION AND MODELING OF REGRESSION PARAMETER VARIATION ACROSS FREQUENCIES 0 0 0 26 2 5 10 76
Evaluating the Effectiveness of State-Switching Time Series Models for U.S. Real Output 0 0 0 27 0 4 9 92
Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series 0 0 0 65 1 11 16 324
Further Results on Inventories and Price Stickiness 0 0 0 15 1 2 7 111
Growth may be good for the poor, but decline is disastrous: On the non-robustness of the Dollar-Kraay result 0 0 0 16 0 5 7 83
Inflation and the Distribution of Price Changes across Markets: A Causal Analysis 0 0 0 0 0 1 2 161
Linear versus Nonlinear Macroeconomies: A Statistical Test 0 0 0 72 1 8 12 472
Measuring Measurement Error in Economic Time Series 0 0 0 0 0 4 6 278
Motives for Giving: A Reanalysis of Two Classic Public Goods Experiments 0 0 0 2 1 4 8 12
On the Granger causality between median inflation and price dispersion 0 0 0 17 3 8 13 92
On the Optimal Use of Suboptimal Forecasts of Explanatory Variables 0 0 0 0 0 3 7 159
On the Origins of Conditional Heteroscedasticity in Time Series 0 0 0 6 0 3 7 56
On the relative worth of recent macroeconomic forecasts 0 0 0 69 0 5 6 184
Postponed linear approximations and adaptive control with non-quadratic losses 0 0 0 3 0 1 4 42
Re-examining the impact of housing wealth and stock wealth on retail sales: Does persistence in wealth changes matter? 0 0 0 9 2 3 7 53
Sensitivity Analysis of an OLS Multiple Regression Inference with Respect to Possible Linear Endogeneity in the Explanatory Variables, for Both Modest and for Extremely Large Samples 0 0 0 14 2 4 9 100
Sensitivity analysis for inference in 2SLS/GMM estimation with possibly flawed instruments 0 0 1 18 1 8 14 81
Shrinkage Estimation with General Loss Functions: An Application of Stochastic Dominance Theory 0 0 0 66 2 4 7 231
Statistically significant forecasting improvements: how much out-of-sample data is likely necessary? 0 0 0 54 0 7 13 351
Subset-Continuous-Updating GMM Estimators for Dynamic Panel Data Models 0 0 0 11 0 6 12 96
Time series analysis of residuals from the St. Louis model 0 0 0 29 0 4 8 150
To difference or not to difference: a Monte Carlo investigation of inference in vector autoregression models 0 0 4 105 0 3 11 306
Wages and profits: A comment 0 0 0 2 0 3 4 45
Total Journal Articles 0 1 7 1,223 26 175 321 6,365

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Statistics updated 2026-03-04