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 0 16 35
A Time-Varying Threshold STAR Model with Applications 0 0 0 119 0 1 18 325
A monetary policy feedback rule in Korea's fast-growing economy 0 0 0 87 0 2 7 560
Aggregate Price Shocks and Financial Instability: An Historical Analysis 0 0 0 146 0 2 13 511
Aggregate Price Shocks and Financial Instability: An Historical Analysis 0 0 0 195 1 1 23 802
Aggregate Price Shocks and Financial Stability: The United Kingdom 1796-1999 0 0 0 94 1 1 14 478
Aggregate price shocks and financial instability: a historical analysis 0 0 0 256 0 0 19 704
Aggregate price shocks and financial stability: the United Kingdom 1796-1999 0 0 0 115 1 1 10 326
Asymmetry in the prime rate and firms' preference for internal finance 0 0 1 86 0 1 8 774
Austria's Hard-Currency Policy: The Mechanics of Successful Exchange-Rate Peg 0 0 0 98 0 2 13 1,097
Business cycle detrending of macroeconomic data via a latent business cycle index 0 0 0 152 0 2 13 463
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 1 12 865
Compound volatility processes in EMS exchange rates 0 0 0 40 0 1 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 0 10 762
Contemporaneous Threshold Autoregressive Models: Estimation, Testing and Forecasting 0 0 0 22 0 0 16 216
Contemporaneous Threshold Autoregressive Models: Estimation, Testing and Forecasting 0 0 0 65 0 0 14 302
Contemporaneous threshold autoregressive models: estimation, testing and forecasting 0 0 0 467 0 2 11 1,302
Contemporaneous-Threshold Smooth Transition GARCH Models 0 0 0 96 0 0 12 239
Directly measuring early exercise premiums using American and European S&P 500 index options 0 0 0 85 0 2 23 406
Do bank loan rates exhibit a countercyclical mark-up? 0 0 0 124 0 1 7 495
Do real exchange rates have autoregressive unit roots? a test under the alternative of long memory and breaks 0 0 0 113 0 3 11 378
Dynamic forecasts of qualitative variables: a Qual VAR model of U.S. recessions 0 0 1 425 0 1 14 1,368
European business cycles: new indices and analysis of their synchronicity 0 0 0 194 0 2 14 444
Fixing Swiss Potholes: The Importance and Cyclical Nature of Improvements 0 0 1 57 0 0 9 438
Fixing Swiss Potholes: The Importance of Improvements 0 0 0 36 0 0 15 374
Fixing Swiss potholes: the importance of improvements 0 0 0 30 1 1 12 202
Forecasting macro variables with a Qual VAR business cycle turning point index 0 0 0 330 0 1 29 964
Fractional Integration and Cointegration 0 0 0 0 0 0 0 66
Fractional Integration and Cointegration 0 0 0 0 1 2 4 241
Identifying Austria's implicit monetary target: an alternative test of the "hard currency" policy 0 0 0 45 0 1 11 370
Inflation targeting in a small open economy: empirical results for Switzerland 0 0 0 185 0 0 10 779
Inflation, Monetary Policy and Stock Market Conditions 0 1 2 276 0 2 16 960
Inflation, monetary policy and stock market conditions: quantitative evidence from a hybrid latent-variable VAR 0 0 0 316 0 1 8 728
Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models 0 0 0 156 0 0 16 446
Market microstructure effects on the direct measurement of the early exercise premium in exchange-listed options 0 0 0 34 0 1 16 197
Markov switching in GARCH processes and mean reverting stock market volatility 0 0 0 475 4 6 29 1,058
Maximum-likelihood estimation of fractional cointegration with application to the short end of the yield curve 0 0 0 157 0 0 11 490
Monetary policy and stock market booms and busts in the 20th century 0 0 0 177 0 1 14 381
Multivariate Contemporaneous Threshold Autoregressive Models 0 0 0 62 0 0 13 190
Multivariate Contemporaneous-Threshold Autoregressive Models 0 0 0 74 0 0 12 204
Multivariate Markov switching with weighted regime determination: giving France more weight than Finland 0 0 0 107 1 3 17 266
Multivariate contemporaneous threshold autoregressive models 0 0 0 69 0 2 16 194
Non-Markovian Regime Switching with Endogenous States and Time-Varying State Strengths 0 0 0 57 0 2 19 262
Non-Markovian Regime Switching with Endogenous States and Time-Varying State Strengths 0 0 0 118 0 0 16 402
Non-Markovian regime switching with endogenous states and time-varying state strengths 0 0 0 121 0 0 13 282
Non-monotonic long memory dynamics in black-market premia 0 0 0 23 0 0 12 241
Product cycles, innovation and relative wages in European countries 0 0 0 44 0 0 11 335
State-Dependent Threshold STAR Models 0 0 0 99 0 0 9 235
Stochastic Capital Depreciation and the Comovement of Hours and Productivity 0 0 0 42 0 2 12 355
Stochastic Capital Depreciation and the Comovement of Hours and Productivity 0 0 0 38 0 1 10 345
Stochastic Capital Depreciation and the Comovement of Hours and Productivity 0 0 0 92 1 1 9 458
Stochastic capital depreciation and the comovement of hours and productivity 0 0 0 117 0 1 14 583
Structural Breaks in Estimated DSGE Models with Indeterminacy 0 0 0 0 0 1 11 346
Tariffs and asset market structure: some basic comparative dynamics 0 0 0 41 0 0 5 318
The Mechanics of a Successful Exchange-Rate Peg: Lessons for emerging Markets 0 0 0 115 0 3 12 541
The Mechanics of a successful Exchange-Rate Peg: Lessons from Emerging Markets 0 0 0 269 1 3 17 1,181
The practice boundaries of advanced practice nurses: an economic and legal analysis 0 0 0 60 0 0 10 382
The price puzzle and indeterminacy in an estimated DSGE model 0 0 0 97 1 3 13 338
Total Working Papers 0 1 6 7,538 13 64 763 28,379
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 7 423
A guide to nominal feedback rules and their use for monetary policy 0 0 0 58 0 1 9 485
A monetary policy feedback rule in Korea's fast-growing economy 0 0 0 30 0 0 10 334
A time-varying threshold STAR model with applications 0 0 2 3 1 4 13 17
Aggregate Price Shocks and Financial Instability: A Historical Analysis 0 0 0 0 0 0 16 617
Aggregate price shocks and financial stability: the United Kingdom 1796-1999 0 0 0 32 0 0 23 290
Are federal funds rate changes consistent with price stability? Results from an indicator model 0 0 1 36 1 2 9 130
Are prime rate changes asymmetric? 0 0 0 153 0 0 6 1,300
Argentina Agonistes 0 0 0 7 0 0 4 70
Assessing dependence between financial market indexes using conditional time-varying copulas: applications to Value at Risk (VaR) 0 0 2 17 0 0 7 71
BUSINESS-CYCLE FILTERING OF MACROECONOMIC DATA VIA A LATENT BUSINESS-CYCLE INDEX 0 0 0 63 0 1 7 261
Can Markov switching models predict excess foreign exchange returns? 0 0 1 171 2 4 16 460
Can nominal GDP targeting rules stabilize the economy? 0 1 1 91 0 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 8 656
Contemporaneous threshold autoregressive models: Estimation, testing and forecasting 0 0 0 93 0 0 15 270
Contemporaneous-Threshold Smooth Transition GARCH Models 0 0 0 65 1 1 19 247
Directly measuring early exercise premiums using American and European S&P 500 Index options 0 0 0 3 1 1 8 25
Discrete monetary policy changes and changing inflation targets in estimated dynamic stochastic general equilibrium models 0 0 0 61 0 0 14 317
Discrete policy changes and empirical models of the federal funds rate 0 0 0 44 0 1 9 228
Do inflation targeters outperform non-targeters? 0 0 0 227 0 1 10 603
Does foreign innovation affect domestic wage inequality? 0 0 0 29 1 1 13 127
Dynamic Forecasts of Qualitative Variables: A Qual VAR Model of U.S. Recessions 0 1 2 292 1 5 20 740
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 0 1 7 118
Fixing Swiss potholes: The importance and cyclical nature of improvements 0 0 0 27 2 2 13 173
Forecasting macro variables with a Qual VAR business cycle turning point index 0 0 0 126 1 1 11 380
Hypothesis testing with near-unit roots: the case of long-run purchasing-power parity 0 0 1 26 0 1 14 167
Indeterminacy, change points and the price puzzle in an estimated DSGE model 0 0 0 71 2 5 14 298
Indicators of monetary policy: the view from implicit feedback rules 0 0 0 18 0 1 5 155
Inflation targeting in a small open economy: Empirical results for Switzerland 0 0 0 139 0 1 8 389
Inverted yield curves and recessions 0 0 0 46 0 0 8 118
Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models 0 0 0 54 0 2 19 178
Markov Switching in GARCH Processes and Mean-Reverting Stock-Market Volatility 0 0 0 0 0 2 18 1,049
Maximum-Likelihood Estimation Of Fractional Cointegration With An Application To U.S. And Canadian Bond Rates 1 1 1 57 2 4 12 240
Measuring monetary policy inertia in target Fed funds rate changes 0 0 3 199 0 3 23 1,061
Modeling dependence dynamics through copulas with regime switching 0 1 2 88 1 3 14 298
Multivariate contemporaneous-threshold autoregressive models 0 0 1 58 0 3 16 251
Narrow vs. broad measures of money as intermediate targets: some forecast results 0 0 0 81 0 0 3 509
Open mouth operations: a Swiss case study 0 0 0 134 0 1 9 311
Political economy of state homeland security grants 0 0 0 14 0 0 6 52
Regime-dependent recession forecasts and the 2001 recession 0 0 2 73 0 0 6 224
Risk premiums among corporate bonds 0 0 0 12 0 0 5 106
Spring of disconnect across stock markets? 0 0 0 0 0 0 3 35
State-Dependent Threshold Smooth Transition Autoregressive Models 0 0 0 27 1 1 12 108
Stochastic Capital Depreciation and the Co-movement of Hours and Productivity 0 0 0 82 1 1 15 367
Strengthening the case for the yield curve as a predictor of U.S. recessions 0 0 6 1,090 1 5 23 2,614
The FOMC in 1996: \\"watchful waiting\\" 0 0 0 30 0 0 13 519
The Practice Boundaries of Advanced Practice Nurses: An Economic and Legal Analysis 0 0 0 45 1 1 11 362
The mechanics of a successful exchange rate peg: lessons for emerging markets 0 0 0 111 1 1 11 464
The monetary policy innovation paradox in VARs: a \\"discrete\\" explanation 0 0 0 39 0 0 10 237
The preemptive Fed 0 0 0 7 0 0 10 58
The price puzzle: an update and a lesson 0 0 0 17 0 0 4 70
The response of market interest rates to discount rate changes 0 1 1 68 1 3 8 387
The sensitivity of empirical studies to alternative measures of the monetary base and reserves 0 0 0 62 0 0 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 1 5 26 4,442 23 66 598 20,070

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Statistics updated 2026-08-07