Access Statistics for Michael J. Dueker

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 Time-Varying Threshold STAR Model with Applications 0 0 2 118 0 0 5 305
A Time-Varying Threshold STAR Model with Applications 0 0 0 19 1 1 3 18
A monetary policy feedback rule in Korea's fast-growing economy 0 0 0 87 0 0 0 553
Aggregate Price Shocks and Financial Instability: An Historical Analysis 0 0 0 146 0 0 4 498
Aggregate Price Shocks and Financial Instability: An Historical Analysis 0 0 0 195 1 2 4 777
Aggregate Price Shocks and Financial Stability: The United Kingdom 1796-1999 0 0 0 94 0 0 1 464
Aggregate price shocks and financial instability: a historical analysis 0 0 0 255 0 0 6 682
Aggregate price shocks and financial stability: the United Kingdom 1796-1999 0 0 0 115 0 0 2 310
Asymmetry in the prime rate and firms' preference for internal finance 0 0 0 85 0 0 0 763
Austria's Hard-Currency Policy: The Mechanics of Successful Exchange-Rate Peg 0 0 0 98 0 1 2 1,084
Business cycle detrending of macroeconomic data via a latent business cycle index 0 1 1 152 1 2 3 450
Business-Cycle Filtering of Macroeconomic Data Via A Latent Business-Cycle Index 0 0 0 34 0 0 1 94
Can Markov switching models predict excess foreign exchange returns? 0 0 1 420 0 0 2 853
Comment on Harding and Pagan 'The econometric analysis of some constructed binary time series' 0 0 0 8 0 0 0 240
Compound volatility processes in EMS exchange rates 0 0 0 40 0 0 0 266
Conditional heteroskedasticity in qualitative response models of time series: a Gibbs sampling approach to the bank prime rate 0 0 0 165 0 0 1 752
Contemporaneous Threshold Autoregressive Models: Estimation, Testing and Forecasting 0 0 0 64 0 1 1 287
Contemporaneous Threshold Autoregressive Models: Estimation, Testing and Forecasting 0 0 0 22 0 1 2 199
Contemporaneous threshold autoregressive models: estimation, testing and forecasting 0 0 0 467 0 0 1 1,291
Contemporaneous-Threshold Smooth Transition GARCH Models 0 0 0 96 0 0 2 226
Directly measuring early exercise premiums using American and European S&P 500 index options 0 0 0 85 0 0 1 381
Do bank loan rates exhibit a countercyclical mark-up? 1 1 1 124 2 2 3 483
Do real exchange rates have autoregressive unit roots? a test under the alternative of long memory and breaks 0 0 0 113 0 0 2 367
Dynamic forecasts of qualitative variables: a Qual VAR model of U.S. recessions 0 0 2 423 0 0 11 1,352
European business cycles: new indices and analysis of their synchronicity 0 0 0 194 0 0 1 430
Fixing Swiss Potholes: The Importance and Cyclical Nature of Improvements 0 0 0 56 0 1 1 429
Fixing Swiss Potholes: The Importance of Improvements 0 0 0 36 0 0 1 358
Fixing Swiss potholes: the importance of improvements 0 0 0 30 0 0 0 190
Forecasting macro variables with a Qual VAR business cycle turning point index 0 0 0 330 0 1 1 935
Fractional Integration and Cointegration 0 0 0 0 1 1 1 237
Fractional Integration and Cointegration 0 0 0 0 1 1 1 66
Identifying Austria's implicit monetary target: an alternative test of the \"hard currency\" policy 0 0 0 45 0 0 0 359
Inflation targeting in a small open economy: empirical results for Switzerland 0 0 0 184 1 1 1 768
Inflation, Monetary Policy and Stock Market Conditions 0 0 1 274 0 1 4 937
Inflation, monetary policy and stock market conditions: quantitative evidence from a hybrid latent-variable VAR 0 0 0 316 1 1 3 720
Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models 0 0 0 155 0 0 2 429
Market microstructure effects on the direct measurement of the early exercise premium in exchange-listed options 0 0 1 34 1 1 2 179
Markov switching in GARCH processes and mean reverting stock market volatility 0 0 1 475 0 0 3 1,028
Maximum-likelihood estimation of fractional cointegration with application to the short end of the yield curve 0 0 0 157 0 0 2 477
Monetary policy and stock market booms and busts in the 20th century 0 0 0 177 0 2 4 366
Multivariate Contemporaneous Threshold Autoregressive Models 0 0 0 62 0 0 0 177
Multivariate Contemporaneous-Threshold Autoregressive Models 0 0 0 74 1 1 3 192
Multivariate Markov switching with weighted regime determination: giving France more weight than Finland 0 0 1 107 0 0 5 248
Multivariate contemporaneous threshold autoregressive models 0 0 0 69 0 0 0 177
Non-Markovian Regime Switching with Endogenous States and Time-Varying State Strengths 0 0 1 118 0 0 1 385
Non-Markovian Regime Switching with Endogenous States and Time-Varying State Strengths 0 0 0 57 1 1 2 243
Non-Markovian regime switching with endogenous states and time-varying state strengths 0 0 0 121 0 0 1 269
Non-monotonic long memory dynamics in black-market premia 0 0 0 23 0 0 1 229
Product cycles, innovation and relative wages in European countries 0 0 0 44 0 0 1 324
State-Dependent Threshold STAR Models 0 0 0 99 0 1 2 226
Stochastic Capital Depreciation and the Comovement of Hours and Productivity 0 0 1 92 3 3 5 447
Stochastic Capital Depreciation and the Comovement of Hours and Productivity 0 0 1 42 0 2 4 342
Stochastic Capital Depreciation and the Comovement of Hours and Productivity 0 0 0 38 0 0 0 334
Stochastic capital depreciation and the comovement of hours and productivity 0 0 1 117 1 1 2 567
Structural Breaks in Estimated DSGE Models with Indeterminacy 0 0 0 0 0 1 3 335
Tariffs and asset market structure: some basic comparative dynamics 0 0 0 39 0 0 0 310
The Mechanics of a Successful Exchange-Rate Peg: Lessons for emerging Markets 0 0 0 115 0 1 2 529
The Mechanics of a successful Exchange-Rate Peg: Lessons from Emerging Markets 0 0 0 269 0 1 2 1,164
The practice boundaries of advanced practice nurses: an economic and legal analysis 0 0 1 60 0 0 2 372
The price puzzle and indeterminacy in an estimated DSGE model 0 0 0 97 0 1 1 324
Total Working Papers 1 2 16 7,531 16 33 121 27,797

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A barometer of financial market uncertainty 0 0 0 114 0 0 1 416
A guide to nominal feedback rules and their use for monetary policy 0 0 0 58 1 2 4 474
A monetary policy feedback rule in Korea's fast-growing economy 0 0 0 30 1 1 1 323
A time-varying threshold STAR model with applications 0 0 1 1 0 1 3 3
Aggregate Price Shocks and Financial Instability: A Historical Analysis 0 0 0 0 1 1 2 599
Aggregate price shocks and financial stability: the United Kingdom 1796-1999 0 0 0 32 0 0 0 266
Are federal funds rate changes consistent with price stability? Results from an indicator model 0 0 0 35 0 0 0 121
Are prime rate changes asymmetric? 0 0 0 153 2 3 4 1,291
Argentina Agonistes 0 0 0 7 0 0 0 66
Assessing dependence between financial market indexes using conditional time-varying copulas: applications to Value at Risk (VaR) 0 0 1 14 1 1 2 62
BUSINESS-CYCLE FILTERING OF MACROECONOMIC DATA VIA A LATENT BUSINESS-CYCLE INDEX 0 0 0 63 0 0 2 253
Can Markov switching models predict excess foreign exchange returns? 0 1 1 170 0 1 4 443
Can nominal GDP targeting rules stabilize the economy? 0 0 0 90 0 0 0 363
Conditional Heteroscedasticity in Qualitative Response Models of Time Series: A Gibbs-Sampling Approach to the Bank Prime Rate 0 0 0 0 0 0 0 646
Contemporaneous threshold autoregressive models: Estimation, testing and forecasting 0 0 0 93 0 0 0 255
Contemporaneous-Threshold Smooth Transition GARCH Models 0 0 0 65 0 0 0 227
Directly measuring early exercise premiums using American and European S&P 500 Index options 0 0 1 3 0 0 2 17
Discrete monetary policy changes and changing inflation targets in estimated dynamic stochastic general equilibrium models 0 0 0 61 0 1 4 303
Discrete policy changes and empirical models of the federal funds rate 0 0 0 44 0 0 0 218
Do inflation targeters outperform non-targeters? 0 0 2 227 0 0 6 593
Does foreign innovation affect domestic wage inequality? 0 0 1 29 0 0 3 113
Dynamic Forecasts of Qualitative Variables: A Qual VAR Model of U.S. Recessions 1 1 7 290 2 2 15 719
European Business Cycles: New Indices and Their Synchronicity 0 0 0 0 1 1 2 222
FOMC decisions and bond market uncertainty 0 0 0 12 0 0 0 111
Fixing Swiss potholes: The importance and cyclical nature of improvements 0 0 0 27 0 1 1 160
Forecasting macro variables with a Qual VAR business cycle turning point index 0 0 1 126 0 1 4 366
Hypothesis testing with near-unit roots: the case of long-run purchasing-power parity 0 0 0 25 0 0 0 153
Indeterminacy, change points and the price puzzle in an estimated DSGE model 0 0 0 71 0 0 1 283
Indicators of monetary policy: the view from implicit feedback rules 0 0 0 18 1 1 1 150
Inflation targeting in a small open economy: Empirical results for Switzerland 0 0 0 138 0 0 3 379
Inverted yield curves and recessions 0 0 2 46 0 0 2 110
Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models 0 0 1 54 1 1 8 158
Markov Switching in GARCH Processes and Mean-Reverting Stock-Market Volatility 0 0 0 0 0 0 4 1,028
Maximum-Likelihood Estimation Of Fractional Cointegration With An Application To U.S. And Canadian Bond Rates 0 0 0 55 1 1 1 226
Measuring monetary policy inertia in target Fed funds rate changes 0 0 3 194 3 3 10 1,036
Modeling dependence dynamics through copulas with regime switching 0 0 0 86 0 1 6 280
Multivariate contemporaneous-threshold autoregressive models 0 0 0 57 0 0 2 235
Narrow vs. broad measures of money as intermediate targets: some forecast results 0 0 0 81 0 1 2 506
Open mouth operations: a Swiss case study 0 0 0 134 0 0 1 302
Political economy of state homeland security grants 0 0 0 14 0 0 1 46
Regime-dependent recession forecasts and the 2001 recession 0 0 0 71 0 0 0 217
Risk premiums among corporate bonds 0 0 0 12 0 0 0 101
Spring of disconnect across stock markets? 0 0 0 0 0 0 0 32
State-Dependent Threshold Smooth Transition Autoregressive Models 0 0 0 26 0 0 0 93
Stochastic Capital Depreciation and the Co-movement of Hours and Productivity 0 0 0 82 0 1 5 351
Strengthening the case for the yield curve as a predictor of U.S. recessions 4 13 34 1,077 8 22 64 2,574
The FOMC in 1996: \\"watchful waiting\\" 0 0 0 30 1 1 1 504
The Practice Boundaries of Advanced Practice Nurses: An Economic and Legal Analysis 0 0 0 45 0 0 0 351
The mechanics of a successful exchange rate peg: lessons for emerging markets 0 0 0 111 0 1 1 453
The monetary policy innovation paradox in VARs: a \\"discrete\\" explanation 0 1 1 39 0 1 2 227
The preemptive Fed 0 0 0 7 0 0 1 48
The price puzzle: an update and a lesson 0 1 1 17 0 1 2 66
The response of market interest rates to discount rate changes 0 0 0 66 0 0 4 378
The sensitivity of empirical studies to alternative measures of the monetary base and reserves 0 0 0 62 0 0 0 266
Using cyclical regimes of output growth to predict jobless recoveries 0 0 0 31 1 1 2 154
Why predict past FOMC actions? 0 0 0 9 0 0 0 72
Total Journal Articles 5 17 57 4,402 25 52 184 19,409

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Statistics updated 2025-03-03