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 1 60 0 0 2 44
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 2 22
Finding a Stable Phillips Curve Relationship: A Persistence-Dependent Regression Mode 0 1 2 38 0 2 6 103
Frequency Dependence in a Real-Time Monetary Policy Rule 0 0 0 31 0 1 2 52
Persistence Dependence in Empirical Relations: The Velocity of Money 0 0 0 28 2 3 10 72
Total Working Papers 0 1 3 226 2 6 22 293
1 registered items for which data could not be found


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 1 1 2 3 1 1 6 11
A New Bispectral Test for NonLinear Serial Dependence 0 0 0 34 0 0 0 203
A Nonparametric Distribution-Free Test for Serial Independence in Stock Returns: A Comment 0 0 0 7 0 0 2 72
A Nonparametric, Distribution-Free Test for Serial Independence in Stock Returns 0 0 0 11 0 0 0 63
A Simple Test for Regression Parameter Instability 0 0 0 0 0 0 1 289
A new technique for postsample model selection and validation 0 0 0 27 0 0 3 154
ARE TECHNOLOGY SHOCKS NONLINEAR? 0 0 0 13 0 0 0 90
Advertising and Aggregate Consumption: An Analysis of Causality 0 2 2 412 0 4 16 1,349
Applications of Time Series Analysis to Texas Financial Forecasting 0 0 0 0 0 0 0 7
Assessing the credibility of instrumental variables inference with imperfect instruments via sensitivity analysis 0 0 3 13 0 0 5 55
Comments on "A critical investigation on detrending procedures for nonlinear processes" 0 0 0 7 0 0 0 53
Comparing the effectiveness of traditional vs. mechanized identification methods in post-sample forecasting for a macroeconomic Granger causality analysis 0 0 0 3 0 0 3 34
Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach 0 0 0 40 0 1 3 206
DETECTION AND MODELING OF REGRESSION PARAMETER VARIATION ACROSS FREQUENCIES 0 0 0 25 0 0 0 63
Evaluating the Effectiveness of State-Switching Time Series Models for U.S. Real Output 0 0 0 27 0 0 2 82
Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series 0 0 0 61 0 2 5 290
Further Results on Inventories and Price Stickiness 0 0 0 15 0 0 1 104
Growth may be good for the poor, but decline is disastrous: On the non-robustness of the Dollar-Kraay result 0 1 2 13 0 1 6 69
Inflation and the Distribution of Price Changes across Markets: A Causal Analysis 0 0 0 0 1 1 2 159
Linear versus Nonlinear Macroeconomies: A Statistical Test 0 1 1 72 0 1 2 459
Measuring Measurement Error in Economic Time Series 0 0 0 0 0 0 0 269
On the Granger causality between median inflation and price dispersion 0 0 0 16 0 0 0 75
On the Optimal Use of Suboptimal Forecasts of Explanatory Variables 0 0 0 0 0 0 0 149
On the Origins of Conditional Heteroscedasticity in Time Series 0 0 0 6 1 1 1 47
On the relative worth of recent macroeconomic forecasts 1 1 1 65 1 3 4 170
Postponed linear approximations and adaptive control with non-quadratic losses 0 0 0 3 0 0 2 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 3 45
Sensitivity analysis for inference in 2SLS/GMM estimation with possibly flawed instruments 0 0 0 14 0 0 6 54
Shrinkage Estimation with General Loss Functions: An Application of Stochastic Dominance Theory 0 0 0 66 0 0 1 219
Statistically significant forecasting improvements: how much out-of-sample data is likely necessary? 0 0 1 53 0 0 4 336
Subset-Continuous-Updating GMM Estimators for Dynamic Panel Data Models 0 0 1 9 0 0 2 75
Time series analysis of residuals from the St. Louis model 0 0 1 28 0 0 1 140
To difference or not to difference: a Monte Carlo investigation of inference in vector autoregression models 1 6 13 76 2 10 22 234
Wages and profits: A comment 0 0 0 2 0 0 0 39
Total Journal Articles 3 12 27 1,130 6 25 103 5,702


Statistics updated 2022-08-04