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 1 1 1 46
All Fluctuations Are Not Created Equal: The Differential Roles of Transitory versus Persistent Changes in Driving Historical Monetary Policy 0 0 0 69 0 0 1 24
Frequency Dependence in a Real-Time Monetary Policy Rule 0 0 0 32 0 0 1 54
Persistence Dependence in Empirical Relations: The Velocity of Money 0 0 0 28 0 0 9 89
The Intermittent Phillips Curve: Finding a Stable (But Persistence-Dependent) Phillips Curve Model Specification 0 0 1 42 1 2 6 124
Total Working Papers 0 0 1 232 2 3 18 337

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 0 0 3 0 1 1 15
A New Bispectral Test for NonLinear Serial Dependence 0 0 0 34 0 0 0 206
A Nonparametric Distribution-Free Test for Serial Independence in Stock Returns: A Comment 0 0 0 8 0 0 0 74
A Nonparametric, Distribution-Free Test for Serial Independence in Stock Returns 0 0 1 14 0 0 2 68
A Simple Test for Regression Parameter Instability 0 0 0 0 0 2 9 298
A new look at historical monetary policy (and the great inflation) through the lens of a persistence-dependent policy rule 0 0 0 4 0 0 2 30
A new technique for postsample model selection and validation 0 0 0 28 0 0 2 158
ARE TECHNOLOGY SHOCKS NONLINEAR? 0 0 0 13 0 0 1 92
Advertising and Aggregate Consumption: An Analysis of Causality 0 0 3 421 0 0 4 1,371
Applications of Time Series Analysis to Texas Financial Forecasting 0 0 0 1 1 1 2 10
Assessing the credibility of instrumental variables inference with imperfect instruments via sensitivity analysis 0 0 2 18 0 0 6 65
Comments on "A critical investigation on detrending procedures for nonlinear processes" 0 0 0 7 0 0 1 54
Comparing the effectiveness of traditional vs. mechanized identification methods in post-sample forecasting for a macroeconomic Granger causality analysis 0 0 0 4 0 0 0 36
Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach 0 0 0 40 1 3 3 211
DETECTION AND MODELING OF REGRESSION PARAMETER VARIATION ACROSS FREQUENCIES 0 0 0 26 0 1 1 66
Evaluating the Effectiveness of State-Switching Time Series Models for U.S. Real Output 0 0 0 27 1 1 1 83
Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series 0 0 1 65 0 0 4 308
Further Results on Inventories and Price Stickiness 0 0 0 15 0 0 0 104
Growth may be good for the poor, but decline is disastrous: On the non-robustness of the Dollar-Kraay result 0 0 0 16 1 1 2 76
Inflation and the Distribution of Price Changes across Markets: A Causal Analysis 0 0 0 0 0 0 0 159
Linear versus Nonlinear Macroeconomies: A Statistical Test 0 0 0 72 0 0 0 460
Measuring Measurement Error in Economic Time Series 0 0 0 0 1 2 2 272
Motives for Giving: A Reanalysis of Two Classic Public Goods Experiments 0 0 1 2 0 1 3 4
On the Granger causality between median inflation and price dispersion 0 0 0 17 0 0 2 79
On the Optimal Use of Suboptimal Forecasts of Explanatory Variables 0 0 0 0 0 0 0 152
On the Origins of Conditional Heteroscedasticity in Time Series 0 0 0 6 0 0 0 49
On the relative worth of recent macroeconomic forecasts 0 0 0 69 1 1 3 178
Postponed linear approximations and adaptive control with non-quadratic losses 0 0 0 3 0 0 0 38
Re-examining the impact of housing wealth and stock wealth on retail sales: Does persistence in wealth changes matter? 0 0 0 9 0 0 1 46
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 1 14 1 6 15 91
Sensitivity analysis for inference in 2SLS/GMM estimation with possibly flawed instruments 0 0 2 17 0 1 4 67
Shrinkage Estimation with General Loss Functions: An Application of Stochastic Dominance Theory 0 0 0 66 1 2 3 224
Statistically significant forecasting improvements: how much out-of-sample data is likely necessary? 0 0 0 54 0 0 1 338
Subset-Continuous-Updating GMM Estimators for Dynamic Panel Data Models 0 1 1 11 0 2 5 84
Time series analysis of residuals from the St. Louis model 0 0 1 29 0 0 2 142
To difference or not to difference: a Monte Carlo investigation of inference in vector autoregression models 1 3 11 101 1 7 25 295
Wages and profits: A comment 0 0 0 2 1 1 2 41
Total Journal Articles 1 4 24 1,216 10 33 109 6,044

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-03-03