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 Bispectral Test for Nonlinear Serial Dependence 0 0 1 82 0 1 7 289
Assessing the Credibility of Instrumental Variables Inference With Imperfect Instruments Via Sensitivity Analysis 0 0 0 100 0 0 3 311
Beyond Optimal Forecasting 1 1 4 92 1 1 5 262
Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach 0 1 2 21 1 3 11 62
Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series 0 1 3 132 0 1 4 548
Frequency Dependence in a Real-Time Monetary Policy Rule 0 0 0 36 0 1 4 75
Frequency Dependence in a Real-Time Monetary Policy Rule 0 0 0 53 0 0 3 165
Frequency Dependence in a Real-Time Monetary Policy Rule 0 0 0 30 2 3 3 32
Growth May Be Good for the Poor, But Decline is Disastrous: On the Non-Robustness of the Dollar-Kraay "Growth is Good for the Poor" Result 0 1 1 71 0 1 5 304
International Evidence On The Oil Price-Real Output Relationship: Does Persistence Matter?* 0 0 0 21 0 1 4 49
Mis-Specification and Frequency Dependence in a New Keynesian Phillips Curve 0 1 2 62 0 1 3 307
Mis-Specification in Phillips Curve Regressions: Quantifying Frequency Dependence in This Relationship While Allowing for Feedback 0 0 0 92 0 0 2 418
On the Granger Causality between Median Inflation and Price Dispersion 0 0 0 88 0 1 4 205
On the Origins of Conditional Heteroscedasticity in Time Series 0 1 1 59 0 1 2 111
Persistence Dependence in Empirical Relations: The Velocity of Money 0 0 1 25 0 2 10 32
Re-Examining the Impact of Housing Wealth and Stock Wealth on Household Spending: Does Persistence in Wealth Changes Matter? 0 0 1 10 0 1 6 38
Sensitivity Analysis For Inference In 2SLS Estimation With Possibly-Flawes Instruments 1 1 1 30 1 2 7 64
Sensitivity Analysis of Inference in GMM Estimation With Possibly-Flawed Moment Conditions 0 1 4 56 1 4 12 65
Total Working Papers 2 8 21 1,060 6 24 95 3,337


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Bispectral Test for NonLinear Serial Dependence 0 0 0 34 3 7 22 169
A Nonparametric Distribution-Free Test for Serial Independence in Stock Returns: A Comment 0 0 0 6 0 0 1 61
A Nonparametric, Distribution-Free Test for Serial Independence in Stock Returns 0 0 0 11 0 0 3 56
A Simple Test for Regression Parameter Instability 0 0 0 0 0 0 1 277
A new technique for postsample model selection and validation 0 0 0 26 0 1 5 134
ARE TECHNOLOGY SHOCKS NONLINEAR? 0 0 1 11 0 0 3 79
Adaptive co-management and network learning in the Room for the River programme 0 0 0 1 1 3 4 15
Advertising and Aggregate Consumption: An Analysis of Causality 0 1 10 388 1 4 20 1,266
Assessing the credibility of instrumental variables inference with imperfect instruments via sensitivity analysis 0 0 1 5 0 0 2 25
Comments on "A critical investigation on detrending procedures for nonlinear processes" 0 0 0 6 0 0 1 47
Comparing the effectiveness of traditional vs. mechanized identification methods in post-sample forecasting for a macroeconomic Granger causality analysis 0 0 1 1 1 3 11 23
Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach 0 0 1 36 2 5 17 147
DETECTION AND MODELING OF REGRESSION PARAMETER VARIATION ACROSS FREQUENCIES 0 0 3 23 0 0 6 59
Evaluating the Effectiveness of State-Switching Time Series Models for U.S. Real Output 0 0 0 27 0 0 1 73
Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series 0 0 4 55 1 1 7 264
Further Results on Inventories and Price Stickiness 0 0 0 14 0 1 2 86
Growth may be good for the poor, but decline is disastrous: On the non-robustness of the Dollar-Kraay result 0 0 0 11 0 0 2 51
Inflation and the Distribution of Price Changes across Markets: A Causal Analysis 0 0 0 0 0 2 4 151
Linear versus Nonlinear Macroeconomies: A Statistical Test 0 0 2 71 0 0 8 452
Measuring Measurement Error in Economic Time Series 0 0 0 0 0 1 3 261
Motives for Giving: A Reanalysis of Two Classic Public Goods Experiments 0 0 1 6 0 0 15 330
On the Granger causality between median inflation and price dispersion 0 0 0 15 1 3 7 70
On the Optimal Use of Suboptimal Forecasts of Explanatory Variables 0 0 0 0 0 0 1 142
On the Origins of Conditional Heteroscedasticity in Time Series 0 0 2 5 0 0 9 28
On the relative worth of recent macroeconomic forecasts 1 3 4 59 1 5 8 152
Postponed linear approximations and adaptive control with non-quadratic losses 0 0 0 3 0 0 0 30
Re-examining the impact of housing wealth and stock wealth on retail sales: Does persistence in wealth changes matter? 0 0 0 7 0 0 2 28
Sensitivity analysis for inference in 2SLS/GMM estimation with possibly flawed instruments 0 1 1 5 0 2 5 27
Shrinkage Estimation with General Loss Functions: An Application of Stochastic Dominance Theory 0 0 0 66 0 0 1 210
Statistically significant forecasting improvements: how much out-of-sample data is likely necessary? 0 0 1 52 0 1 4 316
Time series analysis of residuals from the St. Louis model 0 0 0 24 0 1 2 121
To difference or not to difference: a Monte Carlo investigation of inference in vector autoregression models 0 0 3 30 2 4 13 127
Wages and profits: A comment 0 0 0 1 0 0 1 33
Total Journal Articles 1 5 35 999 13 44 191 5,310


Statistics updated 2018-01-04