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 1 16 35
A Time-Varying Threshold STAR Model with Applications 0 0 0 119 0 2 17 324
A monetary policy feedback rule in Korea's fast-growing economy 0 0 0 87 2 4 7 560
Aggregate Price Shocks and Financial Instability: An Historical Analysis 0 0 0 195 0 8 23 801
Aggregate Price Shocks and Financial Instability: An Historical Analysis 0 0 0 146 1 4 12 510
Aggregate Price Shocks and Financial Stability: The United Kingdom 1796-1999 0 0 0 94 0 1 13 477
Aggregate price shocks and financial instability: a historical analysis 0 0 0 256 0 5 20 704
Aggregate price shocks and financial stability: the United Kingdom 1796-1999 0 0 0 115 0 4 9 325
Asymmetry in the prime rate and firms' preference for internal finance 0 1 1 86 0 2 7 773
Austria's Hard-Currency Policy: The Mechanics of Successful Exchange-Rate Peg 0 0 0 98 2 7 13 1,097
Business cycle detrending of macroeconomic data via a latent business cycle index 0 0 0 152 1 6 12 462
Business-Cycle Filtering of Macroeconomic Data Via A Latent Business-Cycle Index 0 0 0 34 0 0 5 99
Can Markov switching models predict excess foreign exchange returns? 0 0 0 420 0 4 11 864
Compound volatility processes in EMS exchange rates 0 0 0 40 1 4 9 276
Conditional heteroskedasticity in qualitative response models of time series: a Gibbs sampling approach to the bank prime rate 0 0 0 165 0 5 10 762
Contemporaneous Threshold Autoregressive Models: Estimation, Testing and Forecasting 0 0 0 22 0 4 17 216
Contemporaneous Threshold Autoregressive Models: Estimation, Testing and Forecasting 0 0 0 65 0 4 14 302
Contemporaneous threshold autoregressive models: estimation, testing and forecasting 0 0 0 467 1 4 10 1,301
Contemporaneous-Threshold Smooth Transition GARCH Models 0 0 0 96 0 1 12 239
Directly measuring early exercise premiums using American and European S&P 500 index options 0 0 0 85 1 7 23 405
Do bank loan rates exhibit a countercyclical mark-up? 0 0 0 124 0 0 6 494
Do real exchange rates have autoregressive unit roots? a test under the alternative of long memory and breaks 0 0 0 113 2 3 10 377
Dynamic forecasts of qualitative variables: a Qual VAR model of U.S. recessions 0 1 2 425 0 2 15 1,367
European business cycles: new indices and analysis of their synchronicity 0 0 0 194 2 4 14 444
Fixing Swiss Potholes: The Importance and Cyclical Nature of Improvements 0 1 1 57 0 2 9 438
Fixing Swiss Potholes: The Importance of Improvements 0 0 0 36 0 6 16 374
Fixing Swiss potholes: the importance of improvements 0 0 0 30 0 4 11 201
Forecasting macro variables with a Qual VAR business cycle turning point index 0 0 0 330 0 6 28 963
Fractional Integration and Cointegration 0 0 0 0 1 1 3 240
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 1 2 11 370
Inflation targeting in a small open economy: empirical results for Switzerland 0 0 1 185 0 2 11 779
Inflation, Monetary Policy and Stock Market Conditions 1 1 2 276 1 3 18 959
Inflation, monetary policy and stock market conditions: quantitative evidence from a hybrid latent-variable VAR 0 0 0 316 0 0 7 727
Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models 0 0 0 156 0 5 16 446
Market microstructure effects on the direct measurement of the early exercise premium in exchange-listed options 0 0 0 34 0 5 15 196
Markov switching in GARCH processes and mean reverting stock market volatility 0 0 0 475 1 9 25 1,053
Maximum-likelihood estimation of fractional cointegration with application to the short end of the yield curve 0 0 0 157 0 0 13 490
Monetary policy and stock market booms and busts in the 20th century 0 0 0 177 1 4 14 381
Multivariate Contemporaneous Threshold Autoregressive Models 0 0 0 62 0 3 13 190
Multivariate Contemporaneous-Threshold Autoregressive Models 0 0 0 74 0 2 12 204
Multivariate Markov switching with weighted regime determination: giving France more weight than Finland 0 0 0 107 1 3 15 264
Multivariate contemporaneous threshold autoregressive models 0 0 0 69 2 4 17 194
Non-Markovian Regime Switching with Endogenous States and Time-Varying State Strengths 0 0 0 57 2 5 19 262
Non-Markovian Regime Switching with Endogenous States and Time-Varying State Strengths 0 0 0 118 0 2 17 402
Non-Markovian regime switching with endogenous states and time-varying state strengths 0 0 0 121 0 3 13 282
Non-monotonic long memory dynamics in black-market premia 0 0 0 23 0 2 12 241
Product cycles, innovation and relative wages in European countries 0 0 0 44 0 4 11 335
State-Dependent Threshold STAR Models 0 0 0 99 0 1 9 235
Stochastic Capital Depreciation and the Comovement of Hours and Productivity 0 0 0 92 0 4 9 457
Stochastic Capital Depreciation and the Comovement of Hours and Productivity 0 0 0 42 2 7 13 355
Stochastic Capital Depreciation and the Comovement of Hours and Productivity 0 0 0 38 0 2 10 344
Stochastic capital depreciation and the comovement of hours and productivity 0 0 0 117 1 7 15 583
Structural Breaks in Estimated DSGE Models with Indeterminacy 0 0 0 0 1 6 11 346
Tariffs and asset market structure: some basic comparative dynamics 0 0 1 41 0 3 7 318
The Mechanics of a Successful Exchange-Rate Peg: Lessons for emerging Markets 0 0 0 115 2 4 11 540
The Mechanics of a successful Exchange-Rate Peg: Lessons from Emerging Markets 0 0 0 269 1 4 15 1,179
The practice boundaries of advanced practice nurses: an economic and legal analysis 0 0 0 60 0 3 10 382
The price puzzle and indeterminacy in an estimated DSGE model 0 0 0 97 1 2 11 336
Total Working Papers 1 4 9 7,538 31 206 752 28,346
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 6 422
A guide to nominal feedback rules and their use for monetary policy 0 0 0 58 1 2 10 485
A monetary policy feedback rule in Korea's fast-growing economy 0 0 0 30 0 5 11 334
A time-varying threshold STAR model with applications 0 0 2 3 3 3 13 16
Aggregate Price Shocks and Financial Instability: A Historical Analysis 0 0 0 0 0 2 17 617
Aggregate price shocks and financial stability: the United Kingdom 1796-1999 0 0 0 32 0 2 24 290
Are federal funds rate changes consistent with price stability? Results from an indicator model 0 0 1 36 0 2 7 128
Are prime rate changes asymmetric? 0 0 0 153 0 0 8 1,300
Argentina Agonistes 0 0 0 7 0 2 4 70
Assessing dependence between financial market indexes using conditional time-varying copulas: applications to Value at Risk (VaR) 0 0 2 17 0 1 8 71
BUSINESS-CYCLE FILTERING OF MACROECONOMIC DATA VIA A LATENT BUSINESS-CYCLE INDEX 0 0 0 63 1 1 8 261
Can Markov switching models predict excess foreign exchange returns? 0 0 1 171 1 6 14 457
Can nominal GDP targeting rules stabilize the economy? 1 1 1 91 1 1 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 9 656
Contemporaneous threshold autoregressive models: Estimation, testing and forecasting 0 0 0 93 0 4 15 270
Contemporaneous-Threshold Smooth Transition GARCH Models 0 0 0 65 0 3 19 246
Directly measuring early exercise premiums using American and European S&P 500 Index options 0 0 0 3 0 1 7 24
Discrete monetary policy changes and changing inflation targets in estimated dynamic stochastic general equilibrium models 0 0 0 61 0 5 14 317
Discrete policy changes and empirical models of the federal funds rate 0 0 0 44 0 4 9 227
Do inflation targeters outperform non-targeters? 0 0 0 227 1 5 10 603
Does foreign innovation affect domestic wage inequality? 0 0 0 29 0 2 13 126
Dynamic Forecasts of Qualitative Variables: A Qual VAR Model of U.S. Recessions 1 1 2 292 4 8 20 739
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 3 7 118
Fixing Swiss potholes: The importance and cyclical nature of improvements 0 0 0 27 0 5 11 171
Forecasting macro variables with a Qual VAR business cycle turning point index 0 0 0 126 0 6 12 379
Hypothesis testing with near-unit roots: the case of long-run purchasing-power parity 0 0 1 26 0 4 13 166
Indeterminacy, change points and the price puzzle in an estimated DSGE model 0 0 0 71 2 4 12 295
Indicators of monetary policy: the view from implicit feedback rules 0 0 0 18 1 1 5 155
Inflation targeting in a small open economy: Empirical results for Switzerland 0 0 1 139 0 2 9 388
Inverted yield curves and recessions 0 0 0 46 0 1 8 118
Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models 0 0 0 54 2 8 19 178
Markov Switching in GARCH Processes and Mean-Reverting Stock-Market Volatility 0 0 0 0 2 5 20 1,049
Maximum-Likelihood Estimation Of Fractional Cointegration With An Application To U.S. And Canadian Bond Rates 0 0 1 56 2 5 11 238
Measuring monetary policy inertia in target Fed funds rate changes 0 1 4 199 0 6 21 1,058
Modeling dependence dynamics through copulas with regime switching 0 0 1 87 1 5 13 296
Multivariate contemporaneous-threshold autoregressive models 0 0 1 58 3 7 16 251
Narrow vs. broad measures of money as intermediate targets: some forecast results 0 0 0 81 0 1 3 509
Open mouth operations: a Swiss case study 0 0 0 134 1 1 9 311
Political economy of state homeland security grants 0 0 0 14 0 4 6 52
Regime-dependent recession forecasts and the 2001 recession 0 0 2 73 0 2 6 224
Risk premiums among corporate bonds 0 0 0 12 0 1 5 106
Spring of disconnect across stock markets? 0 0 0 0 0 1 3 35
State-Dependent Threshold Smooth Transition Autoregressive Models 0 0 1 27 0 5 13 107
Stochastic Capital Depreciation and the Co-movement of Hours and Productivity 0 0 0 82 0 4 14 366
Strengthening the case for the yield curve as a predictor of U.S. recessions 0 0 7 1,090 3 6 26 2,612
The FOMC in 1996: \\"watchful waiting\\" 0 0 0 30 0 2 13 519
The Practice Boundaries of Advanced Practice Nurses: An Economic and Legal Analysis 0 0 0 45 0 9 10 361
The mechanics of a successful exchange rate peg: lessons for emerging markets 0 0 0 111 0 4 10 463
The monetary policy innovation paradox in VARs: a \\"discrete\\" explanation 0 0 0 39 0 2 10 237
The preemptive Fed 0 0 0 7 0 3 10 58
The price puzzle: an update and a lesson 0 0 0 17 0 2 4 70
The response of market interest rates to discount rate changes 1 1 1 68 2 4 7 386
The sensitivity of empirical studies to alternative measures of the monetary base and reserves 0 0 0 62 0 5 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 3 4 29 4,440 32 178 596 20,036

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Statistics updated 2026-06-04