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 1 21 0 0 16 35
A Time-Varying Threshold STAR Model with Applications 0 0 0 119 1 2 19 326
A monetary policy feedback rule in Korea's fast-growing economy 0 0 0 87 0 0 6 560
Aggregate Price Shocks and Financial Instability: An Historical Analysis 0 0 0 146 1 2 14 512
Aggregate Price Shocks and Financial Instability: An Historical Analysis 0 0 0 195 1 2 24 803
Aggregate Price Shocks and Financial Stability: The United Kingdom 1796-1999 0 0 0 94 0 1 14 478
Aggregate price shocks and financial instability: a historical analysis 0 0 0 256 1 1 19 705
Aggregate price shocks and financial stability: the United Kingdom 1796-1999 0 0 0 115 0 1 10 326
Asymmetry in the prime rate and firms' preference for internal finance 0 0 1 86 0 1 8 774
Austria's Hard-Currency Policy: The Mechanics of Successful Exchange-Rate Peg 0 0 0 98 0 0 13 1,097
Business cycle detrending of macroeconomic data via a latent business cycle index 0 0 0 152 1 2 14 464
Business-Cycle Filtering of Macroeconomic Data Via A Latent Business-Cycle Index 0 0 0 34 0 0 4 99
Can Markov switching models predict excess foreign exchange returns? 0 0 0 420 0 1 12 865
Compound volatility processes in EMS exchange rates 0 0 0 40 0 0 9 276
Conditional heteroskedasticity in qualitative response models of time series: a Gibbs sampling approach to the bank prime rate 0 0 0 165 1 1 10 763
Contemporaneous Threshold Autoregressive Models: Estimation, Testing and Forecasting 0 0 0 65 1 1 15 303
Contemporaneous Threshold Autoregressive Models: Estimation, Testing and Forecasting 0 0 0 22 0 0 16 216
Contemporaneous threshold autoregressive models: estimation, testing and forecasting 0 0 0 467 0 1 11 1,302
Contemporaneous-Threshold Smooth Transition GARCH Models 0 0 0 96 0 0 11 239
Directly measuring early exercise premiums using American and European S&P 500 index options 0 0 0 85 1 2 24 407
Do bank loan rates exhibit a countercyclical mark-up? 0 0 0 124 0 1 7 495
Do real exchange rates have autoregressive unit roots? a test under the alternative of long memory and breaks 0 0 0 113 0 1 11 378
Dynamic forecasts of qualitative variables: a Qual VAR model of U.S. recessions 0 0 1 425 0 1 14 1,368
European business cycles: new indices and analysis of their synchronicity 0 0 0 194 1 1 15 445
Fixing Swiss Potholes: The Importance and Cyclical Nature of Improvements 0 0 1 57 0 0 9 438
Fixing Swiss Potholes: The Importance of Improvements 0 0 0 36 0 0 15 374
Fixing Swiss potholes: the importance of improvements 0 0 0 30 1 2 13 203
Forecasting macro variables with a Qual VAR business cycle turning point index 0 0 0 330 0 1 29 964
Fractional Integration and Cointegration 0 0 0 0 0 0 0 66
Fractional Integration and Cointegration 0 0 0 0 1 2 5 242
Identifying Austria's implicit monetary target: an alternative test of the "hard currency" policy 0 0 0 45 0 0 11 370
Inflation targeting in a small open economy: empirical results for Switzerland 0 0 0 185 0 0 9 779
Inflation, Monetary Policy and Stock Market Conditions 0 0 2 276 1 2 17 961
Inflation, monetary policy and stock market conditions: quantitative evidence from a hybrid latent-variable VAR 0 0 0 316 0 1 8 728
Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models 0 0 0 156 0 0 16 446
Market microstructure effects on the direct measurement of the early exercise premium in exchange-listed options 0 0 0 34 3 4 19 200
Markov switching in GARCH processes and mean reverting stock market volatility 0 0 0 475 0 5 27 1,058
Maximum-likelihood estimation of fractional cointegration with application to the short end of the yield curve 0 0 0 157 0 0 10 490
Monetary policy and stock market booms and busts in the 20th century 0 0 0 177 1 1 14 382
Multivariate Contemporaneous Threshold Autoregressive Models 0 0 0 62 0 0 13 190
Multivariate Contemporaneous-Threshold Autoregressive Models 0 0 0 74 0 0 11 204
Multivariate Markov switching with weighted regime determination: giving France more weight than Finland 0 0 0 107 0 2 14 266
Multivariate contemporaneous threshold autoregressive models 0 0 0 69 0 0 16 194
Non-Markovian Regime Switching with Endogenous States and Time-Varying State Strengths 0 0 0 57 1 1 20 263
Non-Markovian Regime Switching with Endogenous States and Time-Varying State Strengths 0 0 0 118 0 0 16 402
Non-Markovian regime switching with endogenous states and time-varying state strengths 0 0 0 121 0 0 13 282
Non-monotonic long memory dynamics in black-market premia 0 0 0 23 0 0 11 241
Product cycles, innovation and relative wages in European countries 0 0 0 44 0 0 11 335
State-Dependent Threshold STAR Models 0 0 0 99 0 0 9 235
Stochastic Capital Depreciation and the Comovement of Hours and Productivity 0 0 0 38 0 1 10 345
Stochastic Capital Depreciation and the Comovement of Hours and Productivity 0 0 0 42 3 3 14 358
Stochastic Capital Depreciation and the Comovement of Hours and Productivity 0 0 0 92 0 1 9 458
Stochastic capital depreciation and the comovement of hours and productivity 0 0 0 117 1 1 15 584
Structural Breaks in Estimated DSGE Models with Indeterminacy 0 0 0 0 0 0 11 346
Tariffs and asset market structure: some basic comparative dynamics 0 0 0 41 0 0 5 318
The Mechanics of a Successful Exchange-Rate Peg: Lessons for emerging Markets 0 0 0 115 0 1 12 541
The Mechanics of a successful Exchange-Rate Peg: Lessons from Emerging Markets 0 0 0 269 0 2 15 1,181
The practice boundaries of advanced practice nurses: an economic and legal analysis 0 0 0 60 0 0 10 382
The price puzzle and indeterminacy in an estimated DSGE model 0 0 0 97 0 2 13 338
Total Working Papers 0 0 6 7,538 21 54 766 28,400
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 barometer of financial market uncertainty 0 0 0 114 0 1 7 423
A guide to nominal feedback rules and their use for monetary policy 0 0 0 58 1 1 9 486
A monetary policy feedback rule in Korea's fast-growing economy 0 0 0 30 1 1 11 335
A time-varying threshold STAR model with applications 0 0 2 3 0 1 13 17
Aggregate Price Shocks and Financial Instability: A Historical Analysis 0 0 0 0 1 1 17 618
Aggregate price shocks and financial stability: the United Kingdom 1796-1999 0 0 0 32 0 0 23 290
Are federal funds rate changes consistent with price stability? Results from an indicator model 0 0 1 36 0 2 9 130
Are prime rate changes asymmetric? 0 0 0 153 1 1 7 1,301
Argentina Agonistes 0 0 0 7 0 0 4 70
Assessing dependence between financial market indexes using conditional time-varying copulas: applications to Value at Risk (VaR) 0 0 2 17 0 0 7 71
BUSINESS-CYCLE FILTERING OF MACROECONOMIC DATA VIA A LATENT BUSINESS-CYCLE INDEX 0 0 0 63 1 1 8 262
Can Markov switching models predict excess foreign exchange returns? 0 0 1 171 1 4 16 461
Can nominal GDP targeting rules stabilize the economy? 0 0 1 91 0 0 6 369
Conditional Heteroscedasticity in Qualitative Response Models of Time Series: A Gibbs-Sampling Approach to the Bank Prime Rate 0 0 0 0 0 0 7 656
Contemporaneous threshold autoregressive models: Estimation, testing and forecasting 0 0 0 93 0 0 14 270
Contemporaneous-Threshold Smooth Transition GARCH Models 0 0 0 65 0 1 19 247
Directly measuring early exercise premiums using American and European S&P 500 Index options 0 0 0 3 9 10 17 34
Discrete monetary policy changes and changing inflation targets in estimated dynamic stochastic general equilibrium models 0 0 0 61 1 1 15 318
Discrete policy changes and empirical models of the federal funds rate 0 0 0 44 2 3 11 230
Do inflation targeters outperform non-targeters? 0 0 0 227 0 0 10 603
Does foreign innovation affect domestic wage inequality? 0 0 0 29 2 3 15 129
Dynamic Forecasts of Qualitative Variables: A Qual VAR Model of U.S. Recessions 0 0 2 292 0 1 20 740
European Business Cycles: New Indices and Their Synchronicity 0 0 0 0 0 0 3 225
FOMC decisions and bond market uncertainty 0 0 0 12 1 1 8 119
Fixing Swiss potholes: The importance and cyclical nature of improvements 0 0 0 27 0 2 13 173
Forecasting macro variables with a Qual VAR business cycle turning point index 0 0 0 126 2 3 12 382
Hypothesis testing with near-unit roots: the case of long-run purchasing-power parity 0 0 1 26 0 1 14 167
Indeterminacy, change points and the price puzzle in an estimated DSGE model 0 0 0 71 0 3 13 298
Indicators of monetary policy: the view from implicit feedback rules 0 0 0 18 0 0 5 155
Inflation targeting in a small open economy: Empirical results for Switzerland 0 0 0 139 0 1 8 389
Inverted yield curves and recessions 0 0 0 46 1 1 9 119
Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models 0 0 0 54 0 0 18 178
Markov Switching in GARCH Processes and Mean-Reverting Stock-Market Volatility 0 0 0 0 0 0 18 1,049
Maximum-Likelihood Estimation Of Fractional Cointegration With An Application To U.S. And Canadian Bond Rates 0 1 1 57 1 3 13 241
Measuring monetary policy inertia in target Fed funds rate changes 0 0 2 199 0 3 22 1,061
Modeling dependence dynamics through copulas with regime switching 0 1 2 88 0 2 14 298
Multivariate contemporaneous-threshold autoregressive models 0 0 1 58 0 0 16 251
Narrow vs. broad measures of money as intermediate targets: some forecast results 0 0 0 81 0 0 3 509
Open mouth operations: a Swiss case study 0 0 0 134 1 1 10 312
Political economy of state homeland security grants 0 0 0 14 0 0 6 52
Regime-dependent recession forecasts and the 2001 recession 0 0 2 73 1 1 7 225
Risk premiums among corporate bonds 0 0 0 12 0 0 5 106
Spring of disconnect across stock markets? 0 0 0 0 2 2 5 37
State-Dependent Threshold Smooth Transition Autoregressive Models 0 0 0 27 1 2 13 109
Stochastic Capital Depreciation and the Co-movement of Hours and Productivity 0 0 0 82 0 1 15 367
Strengthening the case for the yield curve as a predictor of U.S. recessions 0 0 5 1,090 1 3 20 2,615
The FOMC in 1996: \\"watchful waiting\\" 0 0 0 30 0 0 13 519
The Practice Boundaries of Advanced Practice Nurses: An Economic and Legal Analysis 0 0 0 45 0 1 10 362
The mechanics of a successful exchange rate peg: lessons for emerging markets 0 0 0 111 2 3 13 466
The monetary policy innovation paradox in VARs: a \\"discrete\\" explanation 0 0 0 39 0 0 10 237
The preemptive Fed 0 0 0 7 0 0 10 58
The price puzzle: an update and a lesson 0 0 0 17 0 0 4 70
The response of market interest rates to discount rate changes 0 0 1 68 1 2 9 388
The sensitivity of empirical studies to alternative measures of the monetary base and reserves 0 0 0 62 0 0 8 274
Using cyclical regimes of output growth to predict jobless recoveries 0 0 0 31 0 0 4 158
Why predict past FOMC actions? 0 0 0 9 0 0 3 75
Total Journal Articles 0 2 24 4,442 34 68 619 20,104

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-09-10