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 1 119 0 6 17 322
A Time-Varying Threshold STAR Model with Applications 0 0 2 21 1 7 17 35
A monetary policy feedback rule in Korea's fast-growing economy 0 0 0 87 0 1 3 556
Aggregate Price Shocks and Financial Instability: An Historical Analysis 0 0 0 195 3 10 18 796
Aggregate Price Shocks and Financial Instability: An Historical Analysis 0 0 0 146 1 6 9 507
Aggregate Price Shocks and Financial Stability: The United Kingdom 1796-1999 0 0 0 94 0 7 12 476
Aggregate price shocks and financial instability: a historical analysis 0 0 1 256 2 9 18 701
Aggregate price shocks and financial stability: the United Kingdom 1796-1999 0 0 0 115 2 6 13 323
Asymmetry in the prime rate and firms' preference for internal finance 0 0 0 85 0 3 5 771
Austria's Hard-Currency Policy: The Mechanics of Successful Exchange-Rate Peg 0 0 0 98 0 1 6 1,090
Business cycle detrending of macroeconomic data via a latent business cycle index 0 0 0 152 1 4 7 457
Business-Cycle Filtering of Macroeconomic Data Via A Latent Business-Cycle Index 0 0 0 34 0 3 5 99
Can Markov switching models predict excess foreign exchange returns? 0 0 0 420 0 5 7 860
Compound volatility processes in EMS exchange rates 0 0 0 40 1 2 7 273
Conditional heteroskedasticity in qualitative response models of time series: a Gibbs sampling approach to the bank prime rate 0 0 0 165 0 0 5 757
Contemporaneous Threshold Autoregressive Models: Estimation, Testing and Forecasting 0 0 1 65 1 10 12 299
Contemporaneous Threshold Autoregressive Models: Estimation, Testing and Forecasting 0 0 0 22 2 9 15 214
Contemporaneous threshold autoregressive models: estimation, testing and forecasting 0 0 0 467 0 3 6 1,297
Contemporaneous-Threshold Smooth Transition GARCH Models 0 0 0 96 1 8 13 239
Directly measuring early exercise premiums using American and European S&P 500 index options 0 0 0 85 5 10 22 403
Do bank loan rates exhibit a countercyclical mark-up? 0 0 0 124 0 2 6 494
Do real exchange rates have autoregressive unit roots? a test under the alternative of long memory and breaks 0 0 0 113 0 4 7 374
Dynamic forecasts of qualitative variables: a Qual VAR model of U.S. recessions 1 1 2 425 1 5 14 1,366
European business cycles: new indices and analysis of their synchronicity 0 0 0 194 1 7 11 441
Fixing Swiss Potholes: The Importance and Cyclical Nature of Improvements 0 0 0 56 0 2 7 436
Fixing Swiss Potholes: The Importance of Improvements 0 0 0 36 1 9 11 369
Fixing Swiss potholes: the importance of improvements 0 0 0 30 1 5 8 198
Forecasting macro variables with a Qual VAR business cycle turning point index 0 0 0 330 1 16 23 958
Fractional Integration and Cointegration 0 0 0 0 0 0 2 239
Fractional Integration and Cointegration 0 0 0 0 0 0 0 66
Identifying Austria's implicit monetary target: an alternative test of the \"hard currency\" policy 0 0 0 45 0 2 9 368
Inflation targeting in a small open economy: empirical results for Switzerland 0 0 1 185 0 1 9 777
Inflation, Monetary Policy and Stock Market Conditions 0 0 1 275 1 11 18 957
Inflation, monetary policy and stock market conditions: quantitative evidence from a hybrid latent-variable VAR 0 0 0 316 0 3 7 727
Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models 0 0 1 156 4 7 16 445
Market microstructure effects on the direct measurement of the early exercise premium in exchange-listed options 0 0 0 34 5 12 17 196
Markov switching in GARCH processes and mean reverting stock market volatility 0 0 0 475 2 9 18 1,046
Maximum-likelihood estimation of fractional cointegration with application to the short end of the yield curve 0 0 0 157 0 7 13 490
Monetary policy and stock market booms and busts in the 20th century 0 0 0 177 1 7 12 378
Multivariate Contemporaneous Threshold Autoregressive Models 0 0 0 62 1 8 11 188
Multivariate Contemporaneous-Threshold Autoregressive Models 0 0 0 74 0 4 10 202
Multivariate Markov switching with weighted regime determination: giving France more weight than Finland 0 0 0 107 1 5 14 262
Multivariate contemporaneous threshold autoregressive models 0 0 0 69 1 10 14 191
Non-Markovian Regime Switching with Endogenous States and Time-Varying State Strengths 0 0 0 118 1 11 16 401
Non-Markovian Regime Switching with Endogenous States and Time-Varying State Strengths 0 0 0 57 0 9 14 257
Non-Markovian regime switching with endogenous states and time-varying state strengths 0 0 0 121 0 3 10 279
Non-monotonic long memory dynamics in black-market premia 0 0 0 23 0 7 10 239
Product cycles, innovation and relative wages in European countries 0 0 0 44 1 2 8 332
State-Dependent Threshold STAR Models 0 0 0 99 0 6 8 234
Stochastic Capital Depreciation and the Comovement of Hours and Productivity 0 0 0 42 2 3 8 350
Stochastic Capital Depreciation and the Comovement of Hours and Productivity 0 0 0 38 0 4 8 342
Stochastic Capital Depreciation and the Comovement of Hours and Productivity 0 0 0 92 1 4 6 454
Stochastic capital depreciation and the comovement of hours and productivity 0 0 0 117 1 4 9 577
Structural Breaks in Estimated DSGE Models with Indeterminacy 0 0 0 0 0 2 5 340
Tariffs and asset market structure: some basic comparative dynamics 0 0 2 41 2 3 7 317
The Mechanics of a Successful Exchange-Rate Peg: Lessons for emerging Markets 0 0 0 115 0 6 7 536
The Mechanics of a successful Exchange-Rate Peg: Lessons from Emerging Markets 0 0 0 269 1 9 12 1,176
The practice boundaries of advanced practice nurses: an economic and legal analysis 0 0 0 60 1 3 8 380
The price puzzle and indeterminacy in an estimated DSGE model 0 0 0 97 0 3 10 334
Total Working Papers 1 1 12 7,535 51 325 620 28,191
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 4 5 421
A guide to nominal feedback rules and their use for monetary policy 0 0 0 58 0 5 9 483
A monetary policy feedback rule in Korea's fast-growing economy 0 0 0 30 1 3 7 330
A time-varying threshold STAR model with applications 0 1 2 3 0 3 10 13
Aggregate Price Shocks and Financial Instability: A Historical Analysis 0 0 0 0 1 8 17 616
Aggregate price shocks and financial stability: the United Kingdom 1796-1999 0 0 0 32 1 16 23 289
Are federal funds rate changes consistent with price stability? Results from an indicator model 0 0 1 36 0 2 5 126
Are prime rate changes asymmetric? 0 0 0 153 0 2 9 1,300
Argentina Agonistes 0 0 0 7 1 2 3 69
Assessing dependence between financial market indexes using conditional time-varying copulas: applications to Value at Risk (VaR) 0 1 2 17 0 2 7 70
BUSINESS-CYCLE FILTERING OF MACROECONOMIC DATA VIA A LATENT BUSINESS-CYCLE INDEX 0 0 0 63 0 2 7 260
Can Markov switching models predict excess foreign exchange returns? 0 0 1 171 0 1 8 451
Can nominal GDP targeting rules stabilize the economy? 0 0 0 90 0 4 5 368
Conditional Heteroscedasticity in Qualitative Response Models of Time Series: A Gibbs-Sampling Approach to the Bank Prime Rate 0 0 0 0 0 4 10 656
Contemporaneous threshold autoregressive models: Estimation, testing and forecasting 0 0 0 93 2 10 13 268
Contemporaneous-Threshold Smooth Transition GARCH Models 0 0 0 65 2 7 18 245
Directly measuring early exercise premiums using American and European S&P 500 Index options 0 0 0 3 0 2 6 23
Discrete monetary policy changes and changing inflation targets in estimated dynamic stochastic general equilibrium models 0 0 0 61 4 8 13 316
Discrete policy changes and empirical models of the federal funds rate 0 0 0 44 0 3 5 223
Do inflation targeters outperform non-targeters? 0 0 0 227 1 6 6 599
Does foreign innovation affect domestic wage inequality? 0 0 0 29 1 4 12 125
Dynamic Forecasts of Qualitative Variables: A Qual VAR Model of U.S. Recessions 0 0 1 291 1 6 13 732
European Business Cycles: New Indices and Their Synchronicity 0 0 0 0 0 1 3 225
FOMC decisions and bond market uncertainty 0 0 0 12 0 4 4 115
Fixing Swiss potholes: The importance and cyclical nature of improvements 0 0 0 27 0 4 6 166
Forecasting macro variables with a Qual VAR business cycle turning point index 0 0 0 126 1 4 8 374
Hypothesis testing with near-unit roots: the case of long-run purchasing-power parity 0 1 1 26 1 10 10 163
Indeterminacy, change points and the price puzzle in an estimated DSGE model 0 0 0 71 0 4 8 291
Indicators of monetary policy: the view from implicit feedback rules 0 0 0 18 0 1 4 154
Inflation targeting in a small open economy: Empirical results for Switzerland 0 0 1 139 0 2 7 386
Inverted yield curves and recessions 0 0 0 46 0 4 7 117
Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models 0 0 0 54 3 5 14 173
Markov Switching in GARCH Processes and Mean-Reverting Stock-Market Volatility 0 0 0 0 2 7 18 1,046
Maximum-Likelihood Estimation Of Fractional Cointegration With An Application To U.S. And Canadian Bond Rates 0 0 1 56 2 4 9 235
Measuring monetary policy inertia in target Fed funds rate changes 1 1 5 199 3 10 19 1,055
Modeling dependence dynamics through copulas with regime switching 0 0 1 87 1 4 9 292
Multivariate contemporaneous-threshold autoregressive models 0 0 1 58 1 6 10 245
Narrow vs. broad measures of money as intermediate targets: some forecast results 0 0 0 81 0 1 2 508
Open mouth operations: a Swiss case study 0 0 0 134 0 6 8 310
Political economy of state homeland security grants 0 0 0 14 0 1 2 48
Regime-dependent recession forecasts and the 2001 recession 0 0 2 73 0 0 4 222
Risk premiums among corporate bonds 0 0 0 12 0 2 4 105
Spring of disconnect across stock markets? 0 0 0 0 0 2 2 34
State-Dependent Threshold Smooth Transition Autoregressive Models 0 0 1 27 1 4 10 103
Stochastic Capital Depreciation and the Co-movement of Hours and Productivity 0 0 0 82 1 7 12 363
Strengthening the case for the yield curve as a predictor of U.S. recessions 0 1 11 1,090 1 4 29 2,607
The FOMC in 1996: \\"watchful waiting\\" 0 0 0 30 0 7 12 517
The Practice Boundaries of Advanced Practice Nurses: An Economic and Legal Analysis 0 0 0 45 2 2 3 354
The mechanics of a successful exchange rate peg: lessons for emerging markets 0 0 0 111 1 4 7 460
The monetary policy innovation paradox in VARs: a \\"discrete\\" explanation 0 0 0 39 0 5 8 235
The preemptive Fed 0 0 0 7 0 2 7 55
The price puzzle: an update and a lesson 0 0 0 17 1 2 3 69
The response of market interest rates to discount rate changes 0 0 0 67 0 0 3 382
The sensitivity of empirical studies to alternative measures of the monetary base and reserves 0 0 0 62 0 2 3 269
Using cyclical regimes of output growth to predict jobless recoveries 0 0 0 31 0 3 4 158
Why predict past FOMC actions? 0 0 0 9 0 1 3 75
Total Journal Articles 1 5 31 4,437 36 229 473 19,894

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Statistics updated 2026-04-09