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 21 2 8 16 34
A Time-Varying Threshold STAR Model with Applications 0 0 1 119 1 11 17 322
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 1 9 16 793
Aggregate Price Shocks and Financial Instability: An Historical Analysis 0 0 0 146 1 7 8 506
Aggregate Price Shocks and Financial Stability: The United Kingdom 1796-1999 0 0 0 94 3 8 12 476
Aggregate price shocks and financial instability: a historical analysis 0 0 1 256 0 8 17 699
Aggregate price shocks and financial stability: the United Kingdom 1796-1999 0 0 0 115 1 4 11 321
Asymmetry in the prime rate and firms' preference for internal finance 0 0 0 85 0 4 8 771
Austria's Hard-Currency Policy: The Mechanics of Successful Exchange-Rate Peg 0 0 0 98 1 4 6 1,090
Business cycle detrending of macroeconomic data via a latent business cycle index 0 0 0 152 2 3 6 456
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 6 7 860
Compound volatility processes in EMS exchange rates 0 0 0 40 0 3 6 272
Conditional heteroskedasticity in qualitative response models of time series: a Gibbs sampling approach to the bank prime rate 0 0 0 165 0 2 5 757
Contemporaneous Threshold Autoregressive Models: Estimation, Testing and Forecasting 0 0 1 65 5 10 11 298
Contemporaneous Threshold Autoregressive Models: Estimation, Testing and Forecasting 0 0 0 22 4 9 13 212
Contemporaneous threshold autoregressive models: estimation, testing and forecasting 0 0 0 467 1 4 6 1,297
Contemporaneous-Threshold Smooth Transition GARCH Models 0 0 0 96 4 8 12 238
Directly measuring early exercise premiums using American and European S&P 500 index options 0 0 0 85 0 12 17 398
Do bank loan rates exhibit a countercyclical mark-up? 0 0 0 124 0 5 11 494
Do real exchange rates have autoregressive unit roots? a test under the alternative of long memory and breaks 0 0 0 113 1 4 7 374
Dynamic forecasts of qualitative variables: a Qual VAR model of U.S. recessions 0 0 1 424 0 8 13 1,365
European business cycles: new indices and analysis of their synchronicity 0 0 0 194 1 7 10 440
Fixing Swiss Potholes: The Importance and Cyclical Nature of Improvements 0 0 0 56 0 5 7 436
Fixing Swiss Potholes: The Importance of Improvements 0 0 0 36 3 9 10 368
Fixing Swiss potholes: the importance of improvements 0 0 0 30 1 5 7 197
Forecasting macro variables with a Qual VAR business cycle turning point index 0 0 0 330 6 18 22 957
Fractional Integration and Cointegration 0 0 0 0 0 0 0 66
Fractional Integration and Cointegration 0 0 0 0 0 1 2 239
Identifying Austria's implicit monetary target: an alternative test of the \"hard currency\" policy 0 0 0 45 0 4 9 368
Inflation targeting in a small open economy: empirical results for Switzerland 0 0 1 185 1 4 9 777
Inflation, Monetary Policy and Stock Market Conditions 0 0 1 275 4 10 19 956
Inflation, monetary policy and stock market conditions: quantitative evidence from a hybrid latent-variable VAR 0 0 0 316 1 3 7 727
Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models 0 0 1 156 0 5 12 441
Market microstructure effects on the direct measurement of the early exercise premium in exchange-listed options 0 0 0 34 1 8 12 191
Markov switching in GARCH processes and mean reverting stock market volatility 0 0 0 475 2 7 16 1,044
Maximum-likelihood estimation of fractional cointegration with application to the short end of the yield curve 0 0 0 157 1 8 13 490
Monetary policy and stock market booms and busts in the 20th century 0 0 0 177 2 7 11 377
Multivariate Contemporaneous Threshold Autoregressive Models 0 0 0 62 1 9 10 187
Multivariate Contemporaneous-Threshold Autoregressive Models 0 0 0 74 2 5 10 202
Multivariate Markov switching with weighted regime determination: giving France more weight than Finland 0 0 0 107 0 5 13 261
Multivariate contemporaneous threshold autoregressive models 0 0 0 69 1 10 13 190
Non-Markovian Regime Switching with Endogenous States and Time-Varying State Strengths 0 0 0 57 5 9 14 257
Non-Markovian Regime Switching with Endogenous States and Time-Varying State Strengths 0 0 0 118 4 10 15 400
Non-Markovian regime switching with endogenous states and time-varying state strengths 0 0 0 121 1 4 10 279
Non-monotonic long memory dynamics in black-market premia 0 0 0 23 1 8 10 239
Product cycles, innovation and relative wages in European countries 0 0 0 44 1 3 7 331
State-Dependent Threshold STAR Models 0 0 0 99 2 6 8 234
Stochastic Capital Depreciation and the Comovement of Hours and Productivity 0 0 0 42 0 2 6 348
Stochastic Capital Depreciation and the Comovement of Hours and Productivity 0 0 0 38 0 5 8 342
Stochastic Capital Depreciation and the Comovement of Hours and Productivity 0 0 0 92 0 4 6 453
Stochastic capital depreciation and the comovement of hours and productivity 0 0 0 117 0 4 9 576
Structural Breaks in Estimated DSGE Models with Indeterminacy 0 0 0 0 1 4 5 340
Tariffs and asset market structure: some basic comparative dynamics 0 0 2 41 0 2 5 315
The Mechanics of a Successful Exchange-Rate Peg: Lessons for emerging Markets 0 0 0 115 3 7 7 536
The Mechanics of a successful Exchange-Rate Peg: Lessons from Emerging Markets 0 0 0 269 2 8 11 1,175
The practice boundaries of advanced practice nurses: an economic and legal analysis 0 0 0 60 0 2 7 379
The price puzzle and indeterminacy in an estimated DSGE model 0 0 0 97 1 6 10 334
Total Working Papers 0 0 11 7,534 75 355 583 28,140
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 2 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 0 3 6 329
A time-varying threshold STAR model with applications 1 1 2 3 3 6 10 13
Aggregate Price Shocks and Financial Instability: A Historical Analysis 0 0 0 0 4 7 16 615
Aggregate price shocks and financial stability: the United Kingdom 1796-1999 0 0 0 32 6 17 22 288
Are federal funds rate changes consistent with price stability? Results from an indicator model 0 0 1 36 1 2 5 126
Are prime rate changes asymmetric? 0 0 0 153 0 4 9 1,300
Argentina Agonistes 0 0 0 7 1 1 2 68
Assessing dependence between financial market indexes using conditional time-varying copulas: applications to Value at Risk (VaR) 1 1 3 17 1 3 8 70
BUSINESS-CYCLE FILTERING OF MACROECONOMIC DATA VIA A LATENT BUSINESS-CYCLE INDEX 0 0 0 63 1 3 7 260
Can Markov switching models predict excess foreign exchange returns? 0 0 1 171 0 3 8 451
Can nominal GDP targeting rules stabilize the economy? 0 0 0 90 0 5 5 368
Conditional Heteroscedasticity in Qualitative Response Models of Time Series: A Gibbs-Sampling Approach to the Bank Prime Rate 0 0 0 0 2 6 10 656
Contemporaneous threshold autoregressive models: Estimation, testing and forecasting 0 0 0 93 2 9 11 266
Contemporaneous-Threshold Smooth Transition GARCH Models 0 0 0 65 0 9 16 243
Directly measuring early exercise premiums using American and European S&P 500 Index options 0 0 0 3 1 5 6 23
Discrete monetary policy changes and changing inflation targets in estimated dynamic stochastic general equilibrium models 0 0 0 61 0 5 9 312
Discrete policy changes and empirical models of the federal funds rate 0 0 0 44 1 3 5 223
Do inflation targeters outperform non-targeters? 0 0 0 227 2 5 5 598
Does foreign innovation affect domestic wage inequality? 0 0 0 29 1 5 11 124
Dynamic Forecasts of Qualitative Variables: A Qual VAR Model of U.S. Recessions 0 0 1 291 2 6 12 731
European Business Cycles: New Indices and Their Synchronicity 0 0 0 0 0 3 3 225
FOMC decisions and bond market uncertainty 0 0 0 12 1 4 4 115
Fixing Swiss potholes: The importance and cyclical nature of improvements 0 0 0 27 3 4 6 166
Forecasting macro variables with a Qual VAR business cycle turning point index 0 0 0 126 0 3 7 373
Hypothesis testing with near-unit roots: the case of long-run purchasing-power parity 1 1 1 26 5 9 9 162
Indeterminacy, change points and the price puzzle in an estimated DSGE model 0 0 0 71 0 5 8 291
Indicators of monetary policy: the view from implicit feedback rules 0 0 0 18 0 3 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 5 7 117
Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models 0 0 0 54 1 5 12 170
Markov Switching in GARCH Processes and Mean-Reverting Stock-Market Volatility 0 0 0 0 1 8 16 1,044
Maximum-Likelihood Estimation Of Fractional Cointegration With An Application To U.S. And Canadian Bond Rates 0 0 1 56 1 5 7 233
Measuring monetary policy inertia in target Fed funds rate changes 0 1 4 198 3 12 16 1,052
Modeling dependence dynamics through copulas with regime switching 0 0 1 87 1 5 11 291
Multivariate contemporaneous-threshold autoregressive models 0 0 1 58 2 6 9 244
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 3 8 8 310
Political economy of state homeland security grants 0 0 0 14 1 2 2 48
Regime-dependent recession forecasts and the 2001 recession 0 0 2 73 0 1 5 222
Risk premiums among corporate bonds 0 0 0 12 1 4 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 9 102
Stochastic Capital Depreciation and the Co-movement of Hours and Productivity 0 0 0 82 3 7 11 362
Strengthening the case for the yield curve as a predictor of U.S. recessions 1 1 13 1,090 2 4 32 2,606
The FOMC in 1996: \\"watchful waiting\\" 0 0 0 30 4 9 13 517
The Practice Boundaries of Advanced Practice Nurses: An Economic and Legal Analysis 0 0 0 45 0 0 1 352
The mechanics of a successful exchange rate peg: lessons for emerging markets 0 0 0 111 0 4 6 459
The monetary policy innovation paradox in VARs: a \\"discrete\\" explanation 0 0 0 39 1 7 8 235
The preemptive Fed 0 0 0 7 0 3 7 55
The price puzzle: an update and a lesson 0 0 0 17 1 1 2 68
The response of market interest rates to discount rate changes 0 0 1 67 0 2 4 382
The sensitivity of empirical studies to alternative measures of the monetary base and reserves 0 0 0 62 0 3 3 269
Using cyclical regimes of output growth to predict jobless recoveries 0 0 0 31 1 3 4 158
Why predict past FOMC actions? 0 0 0 9 0 2 3 75
Total Journal Articles 4 5 34 4,436 66 262 449 19,858

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Statistics updated 2026-03-04