Access Statistics for J. Huston McCulloch

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 Spline LR Test for Goodness-of-Fit 0 0 0 201 1 7 8 834
An Austrian Proof of Quasi-Concave Preferences 0 0 2 18 0 4 7 49
Consumption Asset Pricing with Stable Shocks: Exploring a Solution and Its Implications for the Equity Premium Puzzle 0 0 0 171 2 6 6 456
Immigration Barriers and The Classic Interests Of Labor 0 0 0 0 1 1 2 5
Interest Rate Risk and Capital Adequacy For Traditional Banks and Financial Intermediaries 0 0 0 222 1 6 8 983
Interest Rate Risk and Capital Adequacy for Traditional Banks and Financial Intermediaries 0 0 0 1 0 3 3 9
Learning about Stock Volatility: The Local Scale Model with Homoskedastic Innovations 0 0 0 50 2 3 4 242
Long Forward and Zero-Coupon Rates Indeed Can Never Fall, but Are Indeterminate: A Comment on Dybvig, Ingersoll and Ross 0 0 0 122 1 12 13 429
Misintermediation and Business Fluctuation 0 0 0 51 1 8 9 421
Optimal Univariate Inflation Forecasting with Symmetric Stable Shocks 0 0 0 78 2 6 7 210
PROXYING INFLATION FORECASTS WITH FULLER/ROY-TYPE MEDIAN UNBIASED NEAR UNIT ROOT COEFFICIENT ESTIMATES 0 0 0 0 1 8 10 409
Regulation and The U.S. Financial System 0 0 0 1 2 3 3 8
Signal Extraction Can Generate Volatility Clusters From IID Shocks 0 0 0 15 1 3 5 99
Signal Extraction can Generate Volatility Clusters 0 0 1 97 6 13 14 305
State-Space Times Series Modeling of Structural Breaks 0 0 0 160 1 4 10 306
The Austrian Theory of the Marginal Use And of Ordinal Marginal Utility 0 0 1 119 1 4 7 871
The Cumulative Unanticipated Change in Interest Rates: Evidence on the Misintermediation Hypothesis 0 0 0 19 0 3 5 383
The Effect of Minimum Wage Legislation on Income Equality: A TheoreticalAnalysis 0 0 0 137 0 5 12 1,163
The Inflation Premium Implicit in the US Real and Nominal Term Structures of Interest Rates 1 1 1 17 1 2 7 71
The Inflation Premium implicit in the US Real and Nominal 0 1 4 531 3 8 23 2,743
The Kalman Foundations of Adaptive Least Squares: Applications to Unemployment and Inflation 0 0 2 361 1 6 9 1,016
The Markoff Cycle in Business Activity 0 0 0 1 0 3 4 9
The Ohio S&L crisis in retrospect: implications for the current federal deposit insurance crisis 0 0 0 0 0 3 7 43
The Pricing of Short-Lived Options When Price Uncertainty 0 0 0 1 0 5 5 11
The Pricing of Short-Lived Options When Price Uncertainty Is Log-Symmetric Stable 0 0 2 40 1 5 9 200
The Risk-Neutral Measure and Option Pricing under Log-Stable Uncertainty 0 0 1 31 1 16 23 194
The Risk-Neutral Measure and Option Pricing under Log-Stable Uncertainty 0 0 0 122 0 4 4 521
The Risk-Neutral Measure and Option Pricing under Log-Stable Uncertainty using Romberg Fourier Inversion 0 0 1 215 5 12 14 735
The Term Structure of Interest Rates. U.S. Government Term Structure Data 0 0 0 368 3 18 21 1,527
Total Working Papers 1 2 15 3,149 38 181 259 14,252

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Reexamination of Traditional Hypotheses about the Term Structure: A Comment 0 0 2 98 1 3 7 268
An Error-Correction Mechanism for Long-Run Price Stability: Panel Discussion 0 0 0 25 1 32 33 108
An Estimate of the Liquidity Premium 0 0 0 316 1 4 6 723
Asset pricing with incomplete information and fat tails 0 0 1 23 0 4 9 100
Bank Regulation and Deposit Insurance 0 0 0 50 1 3 4 150
Comments on "Developments in monetary aggregation theory" 0 0 0 9 0 1 1 30
Consumption asset pricing with stable shocks--exploring a solution and its implications for mean equity returns 0 0 0 19 1 3 4 78
Continuous Time Processes with Stable Increments 0 0 0 30 1 4 7 104
Erratum 0 0 0 0 0 8 9 28
Estimation of the Bivariate Stable Spectral Representation by the Projection Method 0 0 0 42 1 5 5 203
Extended Neyman smooth goodness-of-fit tests, applied to competing heavy-tailed distributions 0 0 0 19 1 5 7 127
Government Deposit Insurance and the Diamond-Dybvig Model 0 0 0 49 1 7 9 187
Incentives and Proxies for Indexed Bond Issues: Reply 0 0 0 8 0 2 4 69
Interest-risk sensitive deposit insurance premia: Stable ACH estimates 0 0 0 55 1 3 3 200
Measuring Tail Thickness to Estimate the Stable Index Alpha: A Critique 0 0 0 0 0 2 3 495
Measuring the Term Structure of Interest Rates 0 3 17 2,125 5 15 62 4,151
Misintermediation and macroeconomic fluctuations 0 0 0 22 0 3 5 78
On Heteros*edasticity 0 0 0 5 0 1 5 585
Operational Aspects of the Siegel Paradox 0 0 0 59 0 5 7 178
Optimal univariate inflation forecasting with symmetric stable shocks 0 0 0 106 1 11 15 407
Panel discussion: price stability; An error-correction mechanism for long-run price stability 0 0 0 0 0 2 2 398
Precise tabulation of the maximally-skewed stable distributions and densities 0 0 0 19 1 5 5 78
Spline Estimation of the Liquidity Trap: A Comment 0 0 0 5 0 8 10 57
Testing for persistence in stock returns with GARCH-stable shocks 0 0 0 11 2 2 3 61
The Ban on Indexed Bonds, 1933-77 0 0 1 29 2 3 4 86
The Effect of a Minimum Wage Law in the Labour-Intensive Sector 0 0 0 0 0 0 0 111
The Monte Carlo Cycle in Business Activity 0 0 0 0 0 4 6 170
The Monte Carlo Hypothesis: Reply 0 0 0 0 0 2 2 51
The Tax-Adjusted Yield Curve 0 1 9 567 2 9 27 1,134
The monotonicity of the term premium: A closer look 0 0 0 32 0 9 10 89
The value of european currency options and log-stable uncertainty 0 0 0 4 1 5 5 15
Total Journal Articles 0 4 30 3,727 24 170 279 10,519

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
The term structure of interest rates 0 1 2 676 0 11 23 1,565
Total Chapters 0 1 2 676 0 11 23 1,565

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

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-03-04