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 Correction/Update to “When Is It Justifiable to Ignore Variable Endogeneity In A Regression Model?†1 3 50 50 2 8 21 21
A New Bispectral Test for Nonlinear Serial Dependence 0 0 0 83 1 1 1 291
All Fluctuations Are Not Created Equal: The Differential Roles of Transitory versus Persistent Changes in Driving Historical Monetary Policy 0 7 69 69 0 1 11 11
Assessing the Credibility of Instrumental Variables Inference With Imperfect Instruments Via Sensitivity Analysis 0 0 1 102 1 1 3 317
Beyond Optimal Forecasting 1 2 3 96 1 2 6 269
Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach 0 0 0 21 1 1 3 66
Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series 0 0 0 132 0 0 1 550
Frequency Dependence in a Real-Time Monetary Policy Rule 0 0 0 30 0 0 1 37
Frequency Dependence in a Real-Time Monetary Policy Rule 0 0 0 53 1 1 3 168
Frequency Dependence in a Real-Time Monetary Policy Rule 0 1 3 39 0 2 5 81
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 2 73 1 2 5 311
International Evidence On The Oil Price-Real Output Relationship: Does Persistence Matter?* 1 1 1 22 1 1 6 55
Mis-Specification and Frequency Dependence in a New Keynesian Phillips Curve 0 0 0 63 1 2 3 312
Mis-Specification in Phillips Curve Regressions: Quantifying Frequency Dependence in This Relationship While Allowing for Feedback 1 2 3 95 1 2 4 422
On the Granger Causality between Median Inflation and Price Dispersion 0 0 1 90 0 1 3 209
On the Origins of Conditional Heteroscedasticity in Time Series 0 0 0 59 0 0 2 113
Persistence Dependence in Empirical Relations: The Velocity of Money 0 0 1 26 0 0 7 44
Re-Examining the Impact of Housing Wealth and Stock Wealth on Household Spending: Does Persistence in Wealth Changes Matter? 0 0 1 11 1 1 6 45
Sensitivity Analysis For Inference In 2SLS Estimation With Possibly-Flawes Instruments 0 0 1 31 0 0 6 70
Sensitivity Analysis of Inference in GMM Estimation With Possibly-Flawed Moment Conditions 0 0 6 62 0 1 10 76
Variation in the Phillips Curve Relation across Three Phases of the Business Cycle 25 25 25 25 7 7 7 7
Total Working Papers 29 42 167 1,232 19 34 114 3,475


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 1 0 1 1 1
A New Bispectral Test for NonLinear Serial Dependence 0 0 0 34 1 2 12 189
A Nonparametric Distribution-Free Test for Serial Independence in Stock Returns: A Comment 0 0 0 6 1 1 3 64
A Nonparametric, Distribution-Free Test for Serial Independence in Stock Returns 0 0 0 11 1 1 2 58
A Simple Test for Regression Parameter Instability 0 0 0 0 0 0 1 282
A new technique for postsample model selection and validation 0 0 1 27 0 1 4 139
ARE TECHNOLOGY SHOCKS NONLINEAR? 0 0 0 11 0 2 3 82
Advertising and Aggregate Consumption: An Analysis of Causality 1 4 7 399 1 5 19 1,294
Applications of Time Series Analysis to Texas Financial Forecasting 0 0 0 0 0 0 2 4
Assessing the credibility of instrumental variables inference with imperfect instruments via sensitivity analysis 1 1 1 6 1 1 7 36
Comments on "A critical investigation on detrending procedures for nonlinear processes" 0 0 1 7 0 0 1 48
Comparing the effectiveness of traditional vs. mechanized identification methods in post-sample forecasting for a macroeconomic Granger causality analysis 0 0 0 1 0 0 0 24
Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach 0 0 0 36 0 1 12 162
DETECTION AND MODELING OF REGRESSION PARAMETER VARIATION ACROSS FREQUENCIES 0 0 1 24 0 0 2 61
Evaluating the Effectiveness of State-Switching Time Series Models for U.S. Real Output 0 0 0 27 0 0 0 74
Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series 0 0 1 56 0 0 5 269
Further Results on Inventories and Price Stickiness 0 0 0 14 0 1 6 92
Growth may be good for the poor, but decline is disastrous: On the non-robustness of the Dollar-Kraay result 0 0 0 11 1 1 6 57
Inflation and the Distribution of Price Changes across Markets: A Causal Analysis 0 0 0 0 0 0 0 152
Linear versus Nonlinear Macroeconomies: A Statistical Test 0 0 0 71 0 0 1 453
Measuring Measurement Error in Economic Time Series 0 0 0 0 0 0 1 263
Motives for Giving: A Reanalysis of Two Classic Public Goods Experiments 0 0 3 9 2 3 14 349
On the Granger causality between median inflation and price dispersion 0 0 0 16 0 0 1 72
On the Optimal Use of Suboptimal Forecasts of Explanatory Variables 0 0 0 0 0 0 0 143
On the Origins of Conditional Heteroscedasticity in Time Series 0 0 0 5 0 1 3 31
On the relative worth of recent macroeconomic forecasts 0 0 1 61 0 0 2 155
Postponed linear approximations and adaptive control with non-quadratic losses 0 0 0 3 1 1 1 32
Re-examining the impact of housing wealth and stock wealth on retail sales: Does persistence in wealth changes matter? 0 0 1 8 0 0 3 33
Sensitivity analysis for inference in 2SLS/GMM estimation with possibly flawed instruments 1 2 3 9 1 2 7 38
Shrinkage Estimation with General Loss Functions: An Application of Stochastic Dominance Theory 0 0 0 66 0 0 1 213
Statistically significant forecasting improvements: how much out-of-sample data is likely necessary? 0 0 0 52 3 3 5 322
Subset-Continuous-Updating GMM Estimators for Dynamic Panel Data Models 0 0 1 8 2 2 9 46
Time series analysis of residuals from the St. Louis model 0 0 0 24 1 1 3 124
To difference or not to difference: a Monte Carlo investigation of inference in vector autoregression models 0 1 3 35 2 3 11 147
Wages and profits: A comment 0 1 1 2 0 1 1 36
Total Journal Articles 3 10 26 1,040 18 34 149 5,545


Statistics updated 2019-06-03