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 2 3 6 310
A Time-Varying Threshold STAR Model with Applications 0 1 2 21 3 5 7 24
A monetary policy feedback rule in Korea's fast-growing economy 0 0 0 87 1 2 2 555
Aggregate Price Shocks and Financial Instability: An Historical Analysis 0 0 0 195 1 1 6 780
Aggregate Price Shocks and Financial Instability: An Historical Analysis 0 0 0 146 0 1 2 499
Aggregate Price Shocks and Financial Stability: The United Kingdom 1796-1999 0 0 0 94 2 2 2 466
Aggregate price shocks and financial instability: a historical analysis 0 0 1 256 3 6 10 691
Aggregate price shocks and financial stability: the United Kingdom 1796-1999 0 0 0 115 1 1 8 317
Asymmetry in the prime rate and firms' preference for internal finance 0 0 0 85 1 1 4 767
Austria's Hard-Currency Policy: The Mechanics of Successful Exchange-Rate Peg 0 0 0 98 2 2 4 1,086
Business cycle detrending of macroeconomic data via a latent business cycle index 0 0 1 152 1 2 5 452
Business-Cycle Filtering of Macroeconomic Data Via A Latent Business-Cycle Index 0 0 0 34 0 2 2 96
Can Markov switching models predict excess foreign exchange returns? 0 0 0 420 1 1 1 854
Compound volatility processes in EMS exchange rates 0 0 0 40 1 2 3 269
Conditional heteroskedasticity in qualitative response models of time series: a Gibbs sampling approach to the bank prime rate 0 0 0 165 0 2 2 754
Contemporaneous Threshold Autoregressive Models: Estimation, Testing and Forecasting 0 0 1 65 0 0 2 288
Contemporaneous Threshold Autoregressive Models: Estimation, Testing and Forecasting 0 0 0 22 1 1 3 201
Contemporaneous threshold autoregressive models: estimation, testing and forecasting 0 0 0 467 1 2 2 1,293
Contemporaneous-Threshold Smooth Transition GARCH Models 0 0 0 96 0 1 2 228
Directly measuring early exercise premiums using American and European S&P 500 index options 0 0 0 85 1 2 4 385
Do bank loan rates exhibit a countercyclical mark-up? 0 0 1 124 0 1 8 489
Do real exchange rates have autoregressive unit roots? a test under the alternative of long memory and breaks 0 0 0 113 2 3 3 370
Dynamic forecasts of qualitative variables: a Qual VAR model of U.S. recessions 0 0 1 424 1 2 4 1,356
European business cycles: new indices and analysis of their synchronicity 0 0 0 194 1 2 3 432
Fixing Swiss Potholes: The Importance and Cyclical Nature of Improvements 0 0 0 56 2 2 3 431
Fixing Swiss Potholes: The Importance of Improvements 0 0 0 36 0 0 1 359
Fixing Swiss potholes: the importance of improvements 0 0 0 30 1 1 1 191
Forecasting macro variables with a Qual VAR business cycle turning point index 0 0 0 330 3 3 4 938
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 2 3 3 362
Inflation targeting in a small open economy: empirical results for Switzerland 0 0 1 185 1 3 5 772
Inflation, Monetary Policy and Stock Market Conditions 0 1 2 275 0 1 11 945
Inflation, monetary policy and stock market conditions: quantitative evidence from a hybrid latent-variable VAR 0 0 0 316 1 3 4 723
Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models 0 0 1 156 2 4 5 434
Market microstructure effects on the direct measurement of the early exercise premium in exchange-listed options 0 0 0 34 1 2 5 183
Markov switching in GARCH processes and mean reverting stock market volatility 0 0 0 475 4 6 7 1,035
Maximum-likelihood estimation of fractional cointegration with application to the short end of the yield curve 0 0 0 157 0 2 4 481
Monetary policy and stock market booms and busts in the 20th century 0 0 0 177 1 3 7 370
Multivariate Contemporaneous Threshold Autoregressive Models 0 0 0 62 1 1 1 178
Multivariate Contemporaneous-Threshold Autoregressive Models 0 0 0 74 2 3 4 195
Multivariate Markov switching with weighted regime determination: giving France more weight than Finland 0 0 0 107 0 5 7 254
Multivariate contemporaneous threshold autoregressive models 0 0 0 69 0 1 2 179
Non-Markovian Regime Switching with Endogenous States and Time-Varying State Strengths 0 0 0 57 2 3 4 246
Non-Markovian Regime Switching with Endogenous States and Time-Varying State Strengths 0 0 0 118 0 1 2 387
Non-Markovian regime switching with endogenous states and time-varying state strengths 0 0 0 121 2 2 2 271
Non-monotonic long memory dynamics in black-market premia 0 0 0 23 0 2 2 231
Product cycles, innovation and relative wages in European countries 0 0 0 44 2 3 3 327
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 1 335
Stochastic Capital Depreciation and the Comovement of Hours and Productivity 0 0 0 92 0 0 5 449
Stochastic Capital Depreciation and the Comovement of Hours and Productivity 0 0 0 42 0 2 5 345
Stochastic capital depreciation and the comovement of hours and productivity 0 0 0 117 2 2 5 571
Structural Breaks in Estimated DSGE Models with Indeterminacy 0 0 0 0 1 1 2 336
Tariffs and asset market structure: some basic comparative dynamics 0 0 2 41 0 0 3 313
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 2 3 1,166
The practice boundaries of advanced practice nurses: an economic and legal analysis 0 0 0 60 3 4 5 376
The price puzzle and indeterminacy in an estimated DSGE model 0 0 0 97 1 2 4 327
Total Working Papers 0 2 14 7,534 60 114 220 27,730
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 1 1 1 417
A guide to nominal feedback rules and their use for monetary policy 0 0 0 58 0 1 5 477
A monetary policy feedback rule in Korea's fast-growing economy 0 0 0 30 0 0 2 324
A time-varying threshold STAR model with applications 0 0 0 1 0 1 3 5
Aggregate Price Shocks and Financial Instability: A Historical Analysis 0 0 0 0 2 3 6 604
Aggregate price shocks and financial stability: the United Kingdom 1796-1999 0 0 0 32 1 1 2 268
Are federal funds rate changes consistent with price stability? Results from an indicator model 0 1 1 36 1 2 2 123
Are prime rate changes asymmetric? 0 0 0 153 1 1 7 1,295
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) 1 1 2 16 1 1 4 65
BUSINESS-CYCLE FILTERING OF MACROECONOMIC DATA VIA A LATENT BUSINESS-CYCLE INDEX 0 0 0 63 2 2 4 256
Can Markov switching models predict excess foreign exchange returns? 0 1 2 171 0 2 4 446
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 3 649
Contemporaneous threshold autoregressive models: Estimation, testing and forecasting 0 0 0 93 0 1 1 256
Contemporaneous-Threshold Smooth Transition GARCH Models 0 0 0 65 2 2 3 230
Directly measuring early exercise premiums using American and European S&P 500 Index options 0 0 0 3 1 1 1 18
Discrete monetary policy changes and changing inflation targets in estimated dynamic stochastic general equilibrium models 0 0 0 61 1 1 2 304
Discrete policy changes and empirical models of the federal funds rate 0 0 0 44 0 0 1 219
Do inflation targeters outperform non-targeters? 0 0 0 227 0 0 3 593
Does foreign innovation affect domestic wage inequality? 0 0 0 29 1 3 5 117
Dynamic Forecasts of Qualitative Variables: A Qual VAR Model of U.S. Recessions 0 0 1 290 2 2 5 722
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 1 1 2 161
Forecasting macro variables with a Qual VAR business cycle turning point index 0 0 0 126 0 1 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 0 2 3 286
Indicators of monetary policy: the view from implicit feedback rules 0 0 0 18 1 1 2 151
Inflation targeting in a small open economy: Empirical results for Switzerland 0 0 1 139 0 0 2 381
Inverted yield curves and recessions 0 0 0 46 1 1 1 111
Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models 0 0 0 54 3 4 7 163
Markov Switching in GARCH Processes and Mean-Reverting Stock-Market Volatility 0 0 0 0 3 3 6 1,034
Maximum-Likelihood Estimation Of Fractional Cointegration With An Application To U.S. And Canadian Bond Rates 0 0 1 56 0 0 3 228
Measuring monetary policy inertia in target Fed funds rate changes 0 1 3 197 0 1 7 1,039
Modeling dependence dynamics through copulas with regime switching 0 0 0 86 1 1 6 285
Multivariate contemporaneous-threshold autoregressive models 0 0 0 57 1 1 1 236
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 0 302
Political economy of state homeland security grants 0 0 0 14 0 0 0 46
Regime-dependent recession forecasts and the 2001 recession 1 1 1 72 1 2 3 220
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 0 0 1 27 0 0 3 96
Stochastic Capital Depreciation and the Co-movement of Hours and Productivity 0 0 0 82 0 0 2 352
Strengthening the case for the yield curve as a predictor of U.S. recessions 2 4 28 1,088 4 9 56 2,600
The FOMC in 1996: \\"watchful waiting\\" 0 0 0 30 1 1 4 507
The Practice Boundaries of Advanced Practice Nurses: An Economic and Legal Analysis 0 0 0 45 0 1 1 352
The mechanics of a successful exchange rate peg: lessons for emerging markets 0 0 0 111 0 1 2 454
The monetary policy innovation paradox in VARs: a \\"discrete\\" explanation 0 0 1 39 1 1 2 228
The preemptive Fed 0 0 0 7 0 1 1 49
The price puzzle: an update and a lesson 0 0 1 17 1 1 2 67
The response of market interest rates to discount rate changes 0 0 1 67 0 0 1 379
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 1 1 1 73
Total Journal Articles 4 9 44 4,425 36 60 191 19,532

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Statistics updated 2025-11-08