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 1 1 20 0 1 4 19
A Time-Varying Threshold STAR Model with Applications 0 1 1 119 0 2 5 307
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 2 498
Aggregate Price Shocks and Financial Instability: An Historical Analysis 0 0 0 195 0 0 4 778
Aggregate Price Shocks and Financial Stability: The United Kingdom 1796-1999 0 0 0 94 0 0 0 464
Aggregate price shocks and financial instability: a historical analysis 0 1 1 256 0 1 4 684
Aggregate price shocks and financial stability: the United Kingdom 1796-1999 0 0 0 115 0 6 7 316
Asymmetry in the prime rate and firms' preference for internal finance 0 0 0 85 0 0 3 766
Austria's Hard-Currency Policy: The Mechanics of Successful Exchange-Rate Peg 0 0 0 98 0 0 2 1,084
Business cycle detrending of macroeconomic data via a latent business cycle index 0 0 1 152 0 0 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 0 420 0 0 0 853
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 1 1 267
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 1 1 65 0 1 2 288
Contemporaneous Threshold Autoregressive Models: Estimation, Testing and Forecasting 0 0 0 22 1 1 2 200
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 1 1 227
Directly measuring early exercise premiums using American and European S&P 500 index options 0 0 0 85 1 2 3 383
Do bank loan rates exhibit a countercyclical mark-up? 0 0 1 124 0 0 7 488
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 1 1 2 424 1 1 7 1,353
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 0 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 0 1 935
Fractional Integration and Cointegration 0 0 0 0 0 0 1 237
Fractional Integration and Cointegration 0 0 0 0 0 0 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 1 1 1 185 1 1 2 769
Inflation, Monetary Policy and Stock Market Conditions 0 0 1 274 3 5 11 944
Inflation, monetary policy and stock market conditions: quantitative evidence from a hybrid latent-variable VAR 0 0 0 316 0 0 3 720
Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models 0 1 1 156 0 1 3 430
Market microstructure effects on the direct measurement of the early exercise premium in exchange-listed options 0 0 1 34 0 2 4 181
Markov switching in GARCH processes and mean reverting stock market volatility 0 0 0 475 0 0 0 1,028
Maximum-likelihood estimation of fractional cointegration with application to the short end of the yield curve 0 0 0 157 1 1 2 478
Monetary policy and stock market booms and busts in the 20th century 0 0 0 177 0 1 4 367
Multivariate Contemporaneous Threshold Autoregressive Models 0 0 0 62 0 0 0 177
Multivariate Contemporaneous-Threshold Autoregressive Models 0 0 0 74 0 0 1 192
Multivariate Markov switching with weighted regime determination: giving France more weight than Finland 0 0 0 107 0 1 3 249
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 0 0 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 0 229
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 0 1 226
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 92 1 1 7 449
Stochastic Capital Depreciation and the Comovement of Hours and Productivity 0 0 1 42 0 0 4 342
Stochastic capital depreciation and the comovement of hours and productivity 0 0 0 117 1 1 3 569
Structural Breaks in Estimated DSGE Models with Indeterminacy 0 0 0 0 0 0 3 335
Tariffs and asset market structure: some basic comparative dynamics 0 1 1 40 1 2 2 312
The Mechanics of a Successful Exchange-Rate Peg: Lessons for emerging Markets 0 0 0 115 0 0 2 529
The Mechanics of a successful Exchange-Rate Peg: Lessons from Emerging Markets 0 0 0 269 0 0 1 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 2 325
Total Working Papers 2 8 17 7,539 11 34 133 27,845

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 5 476
A monetary policy feedback rule in Korea's fast-growing economy 0 0 0 30 1 1 2 324
A time-varying threshold STAR model with applications 0 0 0 1 0 0 2 3
Aggregate Price Shocks and Financial Instability: A Historical Analysis 0 0 0 0 0 1 2 600
Aggregate price shocks and financial stability: the United Kingdom 1796-1999 0 0 0 32 1 1 1 267
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 6 1,294
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 15 0 0 2 63
BUSINESS-CYCLE FILTERING OF MACROECONOMIC DATA VIA A LATENT BUSINESS-CYCLE INDEX 0 0 0 63 1 1 3 254
Can Markov switching models predict excess foreign exchange returns? 0 0 1 170 1 1 3 444
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 1 1 647
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 0 3 303
Discrete policy changes and empirical models of the federal funds rate 0 0 0 44 1 1 1 219
Do inflation targeters outperform non-targeters? 0 0 1 227 0 0 4 593
Does foreign innovation affect domestic wage inequality? 0 0 0 29 0 0 2 113
Dynamic Forecasts of Qualitative Variables: A Qual VAR Model of U.S. Recessions 0 0 6 290 0 0 7 719
European Business Cycles: New Indices and Their Synchronicity 0 0 0 0 0 0 1 222
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 0 1 160
Forecasting macro variables with a Qual VAR business cycle turning point index 0 0 1 126 0 1 5 367
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 0 0 1 150
Inflation targeting in a small open economy: Empirical results for Switzerland 1 1 1 139 1 1 1 380
Inverted yield curves and recessions 0 0 0 46 0 0 0 110
Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models 0 0 0 54 0 0 5 159
Markov Switching in GARCH Processes and Mean-Reverting Stock-Market Volatility 0 0 0 0 1 2 3 1,030
Maximum-Likelihood Estimation Of Fractional Cointegration With An Application To U.S. And Canadian Bond Rates 0 0 0 55 0 1 2 227
Measuring monetary policy inertia in target Fed funds rate changes 0 1 2 195 0 1 6 1,037
Modeling dependence dynamics through copulas with regime switching 0 0 0 86 0 0 6 283
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 0 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 1 218
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 1 1 1 27 1 2 2 95
Stochastic Capital Depreciation and the Co-movement of Hours and Productivity 0 0 0 82 0 1 6 352
Strengthening the case for the yield curve as a predictor of U.S. recessions 0 4 30 1,083 4 12 58 2,590
The FOMC in 1996: \\"watchful waiting\\" 0 0 0 30 0 1 3 506
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 0 1 453
The monetary policy innovation paradox in VARs: a \\"discrete\\" explanation 0 0 1 39 0 0 2 227
The preemptive Fed 0 0 0 7 0 0 0 48
The price puzzle: an update and a lesson 0 0 1 17 0 0 1 66
The response of market interest rates to discount rate changes 0 0 1 67 0 0 2 379
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 0 0 1 154
Why predict past FOMC actions? 0 0 0 9 0 0 0 72
Total Journal Articles 2 7 48 4,413 15 34 162 19,455

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Statistics updated 2025-07-04