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 1 1 1 62 1 1 12 59
All Fluctuations Are Not Created Equal: The Differential Roles of Transitory versus Persistent Changes in Driving Historical Monetary Policy 0 0 0 69 1 5 14 39
Frequency Dependence in a Real-Time Monetary Policy Rule 0 0 0 32 4 7 13 68
Persistence Dependence in Empirical Relations: The Velocity of Money 0 0 0 28 3 4 13 103
The Intermittent Phillips Curve: Finding a Stable (But Persistence-Dependent) Phillips Curve Model Specification 0 0 0 42 4 7 23 148
Total Working Papers 1 1 1 233 13 24 75 417

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 1 4 3 3 9 25
A New Bispectral Test for NonLinear Serial Dependence 0 0 1 35 2 2 9 216
A Nonparametric Distribution-Free Test for Serial Independence in Stock Returns: A Comment 0 0 0 8 2 2 7 82
A Nonparametric, Distribution-Free Test for Serial Independence in Stock Returns 0 0 0 14 1 2 4 73
A Simple Test for Regression Parameter Instability 0 0 0 0 2 2 8 307
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 1 13 43
A new technique for postsample model selection and validation 0 0 0 28 2 2 8 167
ARE TECHNOLOGY SHOCKS NONLINEAR? 0 0 0 13 0 3 8 102
Advertising and Aggregate Consumption: An Analysis of Causality 0 0 0 421 1 3 28 1,401
Applications of Time Series Analysis to Texas Financial Forecasting 0 0 0 1 3 5 7 18
Assessing the credibility of instrumental variables inference with imperfect instruments via sensitivity analysis 0 0 0 18 2 3 7 73
Comments on "A critical investigation on detrending procedures for nonlinear processes" 0 0 0 7 1 1 5 60
Comparing the effectiveness of traditional vs. mechanized identification methods in post-sample forecasting for a macroeconomic Granger causality analysis 0 0 0 4 0 1 7 44
Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach 0 0 0 40 5 7 15 226
DETECTION AND MODELING OF REGRESSION PARAMETER VARIATION ACROSS FREQUENCIES 0 0 0 26 0 2 9 76
Evaluating the Effectiveness of State-Switching Time Series Models for U.S. Real Output 0 0 0 27 2 3 11 95
Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series 0 0 0 65 3 4 18 327
Further Results on Inventories and Price Stickiness 0 0 0 15 0 1 6 111
Growth may be good for the poor, but decline is disastrous: On the non-robustness of the Dollar-Kraay result 0 0 0 16 1 1 7 84
Inflation and the Distribution of Price Changes across Markets: A Causal Analysis 0 0 0 0 1 3 4 164
Linear versus Nonlinear Macroeconomies: A Statistical Test 0 0 0 72 1 2 12 473
Measuring Measurement Error in Economic Time Series 0 0 0 0 3 3 8 281
Motives for Giving: A Reanalysis of Two Classic Public Goods Experiments 0 0 0 2 4 5 11 16
On the Granger causality between median inflation and price dispersion 0 0 0 17 3 8 17 97
On the Optimal Use of Suboptimal Forecasts of Explanatory Variables 0 0 0 0 1 1 6 160
On the Origins of Conditional Heteroscedasticity in Time Series 0 0 0 6 2 3 9 59
On the relative worth of recent macroeconomic forecasts 0 0 0 69 3 3 8 187
Postponed linear approximations and adaptive control with non-quadratic losses 0 0 0 3 2 2 5 44
Re-examining the impact of housing wealth and stock wealth on retail sales: Does persistence in wealth changes matter? 0 0 0 9 2 4 8 55
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 4 6 12 104
Sensitivity analysis for inference in 2SLS/GMM estimation with possibly flawed instruments 0 0 1 18 3 5 16 85
Shrinkage Estimation with General Loss Functions: An Application of Stochastic Dominance Theory 0 0 0 66 1 3 6 232
Statistically significant forecasting improvements: how much out-of-sample data is likely necessary? 0 0 0 54 2 2 14 353
Subset-Continuous-Updating GMM Estimators for Dynamic Panel Data Models 0 1 1 12 3 5 15 101
Time series analysis of residuals from the St. Louis model 0 0 0 29 4 4 11 154
To difference or not to difference: a Monte Carlo investigation of inference in vector autoregression models 0 0 3 105 3 4 12 310
Wages and profits: A comment 0 0 0 2 0 0 3 45
Total Journal Articles 0 1 7 1,224 72 111 363 6,450

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Statistics updated 2026-05-06