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 5 8 11 316
A Time-Varying Threshold STAR Model with Applications 0 0 2 21 2 7 11 28
A monetary policy feedback rule in Korea's fast-growing economy 0 0 0 87 0 1 2 555
Aggregate Price Shocks and Financial Instability: An Historical Analysis 0 0 0 146 2 2 3 501
Aggregate Price Shocks and Financial Instability: An Historical Analysis 0 0 0 195 2 7 11 786
Aggregate Price Shocks and Financial Stability: The United Kingdom 1796-1999 0 0 0 94 1 5 5 469
Aggregate price shocks and financial instability: a historical analysis 0 0 1 256 1 4 10 692
Aggregate price shocks and financial stability: the United Kingdom 1796-1999 0 0 0 115 0 1 7 317
Asymmetry in the prime rate and firms' preference for internal finance 0 0 0 85 1 2 5 768
Austria's Hard-Currency Policy: The Mechanics of Successful Exchange-Rate Peg 0 0 0 98 3 5 6 1,089
Business cycle detrending of macroeconomic data via a latent business cycle index 0 0 1 152 0 2 5 453
Business-Cycle Filtering of Macroeconomic Data Via A Latent Business-Cycle Index 0 0 0 34 0 0 2 96
Can Markov switching models predict excess foreign exchange returns? 0 0 0 420 1 2 2 855
Compound volatility processes in EMS exchange rates 0 0 0 40 2 3 5 271
Conditional heteroskedasticity in qualitative response models of time series: a Gibbs sampling approach to the bank prime rate 0 0 0 165 2 3 5 757
Contemporaneous Threshold Autoregressive Models: Estimation, Testing and Forecasting 0 0 0 22 2 5 6 205
Contemporaneous Threshold Autoregressive Models: Estimation, Testing and Forecasting 0 0 1 65 1 1 3 289
Contemporaneous threshold autoregressive models: estimation, testing and forecasting 0 0 0 467 1 2 3 1,294
Contemporaneous-Threshold Smooth Transition GARCH Models 0 0 0 96 1 3 5 231
Directly measuring early exercise premiums using American and European S&P 500 index options 0 0 0 85 7 9 12 393
Do bank loan rates exhibit a countercyclical mark-up? 0 0 1 124 3 3 11 492
Do real exchange rates have autoregressive unit roots? a test under the alternative of long memory and breaks 0 0 0 113 0 2 3 370
Dynamic forecasts of qualitative variables: a Qual VAR model of U.S. recessions 0 0 1 424 4 6 9 1,361
European business cycles: new indices and analysis of their synchronicity 0 0 0 194 1 3 4 434
Fixing Swiss Potholes: The Importance and Cyclical Nature of Improvements 0 0 0 56 3 5 6 434
Fixing Swiss Potholes: The Importance of Improvements 0 0 0 36 1 1 2 360
Fixing Swiss potholes: the importance of improvements 0 0 0 30 1 3 3 193
Forecasting macro variables with a Qual VAR business cycle turning point index 0 0 0 330 3 7 8 942
Fractional Integration and Cointegration 0 0 0 0 0 0 1 66
Fractional Integration and Cointegration 0 0 0 0 1 2 3 239
Identifying Austria's implicit monetary target: an alternative test of the \"hard currency\" policy 0 0 0 45 2 6 7 366
Inflation targeting in a small open economy: empirical results for Switzerland 0 0 1 185 3 5 9 776
Inflation, Monetary Policy and Stock Market Conditions 0 0 1 275 0 1 10 946
Inflation, monetary policy and stock market conditions: quantitative evidence from a hybrid latent-variable VAR 0 0 0 316 0 2 5 724
Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models 0 0 1 156 2 6 9 438
Market microstructure effects on the direct measurement of the early exercise premium in exchange-listed options 0 0 0 34 1 2 6 184
Markov switching in GARCH processes and mean reverting stock market volatility 0 0 0 475 0 6 9 1,037
Maximum-likelihood estimation of fractional cointegration with application to the short end of the yield curve 0 0 0 157 1 2 6 483
Monetary policy and stock market booms and busts in the 20th century 0 0 0 177 1 2 7 371
Multivariate Contemporaneous Threshold Autoregressive Models 0 0 0 62 2 3 3 180
Multivariate Contemporaneous-Threshold Autoregressive Models 0 0 0 74 1 5 7 198
Multivariate Markov switching with weighted regime determination: giving France more weight than Finland 0 0 0 107 1 3 9 257
Multivariate contemporaneous threshold autoregressive models 0 0 0 69 1 2 4 181
Non-Markovian Regime Switching with Endogenous States and Time-Varying State Strengths 0 0 0 57 0 4 6 248
Non-Markovian Regime Switching with Endogenous States and Time-Varying State Strengths 0 0 0 118 0 3 5 390
Non-Markovian regime switching with endogenous states and time-varying state strengths 0 0 0 121 1 7 7 276
Non-monotonic long memory dynamics in black-market premia 0 0 0 23 1 1 3 232
Product cycles, innovation and relative wages in European countries 0 0 0 44 2 5 6 330
State-Dependent Threshold STAR Models 0 0 0 99 0 2 3 228
Stochastic Capital Depreciation and the Comovement of Hours and Productivity 0 0 0 38 1 3 4 338
Stochastic Capital Depreciation and the Comovement of Hours and Productivity 0 0 0 92 1 1 6 450
Stochastic Capital Depreciation and the Comovement of Hours and Productivity 0 0 0 42 1 2 5 347
Stochastic capital depreciation and the comovement of hours and productivity 0 0 0 117 1 4 7 573
Structural Breaks in Estimated DSGE Models with Indeterminacy 0 0 0 0 2 3 4 338
Tariffs and asset market structure: some basic comparative dynamics 0 0 2 41 1 1 4 314
The Mechanics of a Successful Exchange-Rate Peg: Lessons for emerging Markets 0 0 0 115 1 1 1 530
The Mechanics of a successful Exchange-Rate Peg: Lessons from Emerging Markets 0 0 0 269 0 1 3 1,167
The practice boundaries of advanced practice nurses: an economic and legal analysis 0 0 0 60 0 4 5 377
The price puzzle and indeterminacy in an estimated DSGE model 0 0 0 97 3 5 8 331
Total Working Papers 0 0 13 7,534 81 196 337 27,866
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 1 417
A guide to nominal feedback rules and their use for monetary policy 0 0 0 58 0 1 6 478
A monetary policy feedback rule in Korea's fast-growing economy 0 0 0 30 1 3 5 327
A time-varying threshold STAR model with applications 0 1 1 2 3 5 7 10
Aggregate Price Shocks and Financial Instability: A Historical Analysis 0 0 0 0 0 6 10 608
Aggregate price shocks and financial stability: the United Kingdom 1796-1999 0 0 0 32 2 6 7 273
Are federal funds rate changes consistent with price stability? Results from an indicator model 0 0 1 36 0 2 3 124
Are prime rate changes asymmetric? 0 0 0 153 2 4 10 1,298
Argentina Agonistes 0 0 0 7 0 1 1 67
Assessing dependence between financial market indexes using conditional time-varying copulas: applications to Value at Risk (VaR) 0 1 2 16 1 4 7 68
BUSINESS-CYCLE FILTERING OF MACROECONOMIC DATA VIA A LATENT BUSINESS-CYCLE INDEX 0 0 0 63 1 4 5 258
Can Markov switching models predict excess foreign exchange returns? 0 0 1 171 2 4 7 450
Can nominal GDP targeting rules stabilize the economy? 0 0 0 90 1 1 1 364
Conditional Heteroscedasticity in Qualitative Response Models of Time Series: A Gibbs-Sampling Approach to the Bank Prime Rate 0 0 0 0 2 3 6 652
Contemporaneous threshold autoregressive models: Estimation, testing and forecasting 0 0 0 93 1 2 3 258
Contemporaneous-Threshold Smooth Transition GARCH Models 0 0 0 65 4 10 11 238
Directly measuring early exercise premiums using American and European S&P 500 Index options 0 0 0 3 3 4 4 21
Discrete monetary policy changes and changing inflation targets in estimated dynamic stochastic general equilibrium models 0 0 0 61 1 5 5 308
Discrete policy changes and empirical models of the federal funds rate 0 0 0 44 0 1 2 220
Do inflation targeters outperform non-targeters? 0 0 0 227 0 0 0 593
Does foreign innovation affect domestic wage inequality? 0 0 0 29 2 5 8 121
Dynamic Forecasts of Qualitative Variables: A Qual VAR Model of U.S. Recessions 0 1 2 291 1 6 9 726
European Business Cycles: New Indices and Their Synchronicity 0 0 0 0 2 2 3 224
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 2 3 162
Forecasting macro variables with a Qual VAR business cycle turning point index 0 0 0 126 0 0 5 370
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 1 1 4 287
Indicators of monetary policy: the view from implicit feedback rules 0 0 0 18 2 3 4 153
Inflation targeting in a small open economy: Empirical results for Switzerland 0 0 1 139 0 3 5 384
Inverted yield curves and recessions 0 0 0 46 1 3 3 113
Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models 0 0 0 54 3 8 11 168
Markov Switching in GARCH Processes and Mean-Reverting Stock-Market Volatility 0 0 0 0 3 8 11 1,039
Maximum-Likelihood Estimation Of Fractional Cointegration With An Application To U.S. And Canadian Bond Rates 0 0 1 56 3 3 6 231
Measuring monetary policy inertia in target Fed funds rate changes 1 1 4 198 5 6 12 1,045
Modeling dependence dynamics through copulas with regime switching 0 1 1 87 2 4 9 288
Multivariate contemporaneous-threshold autoregressive models 0 1 1 58 1 4 4 239
Narrow vs. broad measures of money as intermediate targets: some forecast results 0 0 0 81 0 1 2 507
Open mouth operations: a Swiss case study 0 0 0 134 2 2 2 304
Political economy of state homeland security grants 0 0 0 14 1 1 1 47
Regime-dependent recession forecasts and the 2001 recession 0 2 2 73 1 3 5 222
Risk premiums among corporate bonds 0 0 0 12 2 2 2 103
Spring of disconnect across stock markets? 0 0 0 0 0 0 0 32
State-Dependent Threshold Smooth Transition Autoregressive Models 0 0 1 27 1 3 6 99
Stochastic Capital Depreciation and the Co-movement of Hours and Productivity 0 0 0 82 1 4 5 356
Strengthening the case for the yield curve as a predictor of U.S. recessions 0 3 21 1,089 1 7 44 2,603
The FOMC in 1996: \\"watchful waiting\\" 0 0 0 30 2 4 7 510
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 1 2 4 456
The monetary policy innovation paradox in VARs: a \\"discrete\\" explanation 0 0 0 39 2 3 3 230
The preemptive Fed 0 0 0 7 1 4 5 53
The price puzzle: an update and a lesson 0 0 1 17 0 1 2 67
The response of market interest rates to discount rate changes 0 0 1 67 2 3 4 382
The sensitivity of empirical studies to alternative measures of the monetary base and reserves 0 0 0 62 1 1 1 267
Using cyclical regimes of output growth to predict jobless recoveries 0 0 0 31 0 1 2 155
Why predict past FOMC actions? 0 0 0 9 1 2 2 74
Total Journal Articles 1 11 41 4,432 69 169 296 19,665

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

Statistics updated 2026-01-09