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 0 2 8 835
An Austrian Proof of Quasi-Concave Preferences 0 0 1 18 1 2 8 51
Consumption Asset Pricing with Stable Shocks: Exploring a Solution and Its Implications for the Equity Premium Puzzle 0 0 0 171 4 7 11 461
Immigration Barriers and The Classic Interests Of Labor 0 0 0 0 2 4 5 8
Interest Rate Risk and Capital Adequacy For Traditional Banks and Financial Intermediaries 0 0 0 222 2 3 10 985
Interest Rate Risk and Capital Adequacy for Traditional Banks and Financial Intermediaries 0 0 0 1 1 2 5 11
Learning about Stock Volatility: The Local Scale Model with Homoskedastic Innovations 0 0 0 50 2 4 6 244
Long Forward and Zero-Coupon Rates Indeed Can Never Fall, but Are Indeterminate: A Comment on Dybvig, Ingersoll and Ross 0 0 0 122 2 3 15 431
Misintermediation and Business Fluctuation 0 0 0 51 0 1 9 421
Optimal Univariate Inflation Forecasting with Symmetric Stable Shocks 0 0 0 78 1 4 9 212
PROXYING INFLATION FORECASTS WITH FULLER/ROY-TYPE MEDIAN UNBIASED NEAR UNIT ROOT COEFFICIENT ESTIMATES 0 0 0 0 0 1 10 409
Regulation and The U.S. Financial System 0 0 0 1 1 3 4 9
Signal Extraction Can Generate Volatility Clusters From IID Shocks 0 0 0 15 1 2 6 100
Signal Extraction can Generate Volatility Clusters 1 1 2 98 2 8 16 307
State-Space Times Series Modeling of Structural Breaks 0 0 0 160 5 7 16 312
The Austrian Theory of the Marginal Use And of Ordinal Marginal Utility 0 0 1 119 7 14 20 884
The Cumulative Unanticipated Change in Interest Rates: Evidence on the Misintermediation Hypothesis 0 0 0 19 2 2 7 385
The Effect of Minimum Wage Legislation on Income Equality: A TheoreticalAnalysis 0 0 0 137 2 2 13 1,165
The Inflation Premium Implicit in the US Real and Nominal Term Structures of Interest Rates 0 1 1 17 1 2 5 72
The Inflation Premium implicit in the US Real and Nominal 0 0 4 531 2 8 24 2,748
The Kalman Foundations of Adaptive Least Squares: Applications to Unemployment and Inflation 0 0 1 361 4 6 13 1,021
The Markoff Cycle in Business Activity 0 0 0 1 1 1 5 10
The Ohio S&L crisis in retrospect: implications for the current federal deposit insurance crisis 0 0 0 0 0 0 7 43
The Pricing of Short-Lived Options When Price Uncertainty 0 0 0 1 2 2 7 13
The Pricing of Short-Lived Options When Price Uncertainty Is Log-Symmetric Stable 0 0 1 40 2 3 10 202
The Risk-Neutral Measure and Option Pricing under Log-Stable Uncertainty 0 0 0 122 4 5 9 526
The Risk-Neutral Measure and Option Pricing under Log-Stable Uncertainty 0 0 1 31 7 12 33 205
The Risk-Neutral Measure and Option Pricing under Log-Stable Uncertainty using Romberg Fourier Inversion 0 0 1 215 3 9 18 739
The Term Structure of Interest Rates. U.S. Government Term Structure Data 0 0 0 368 2 5 23 1,529
Total Working Papers 1 2 13 3,150 63 124 332 14,338

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 6 7 13 274
An Error-Correction Mechanism for Long-Run Price Stability: Panel Discussion 0 0 0 25 1 3 35 110
An Estimate of the Liquidity Premium 0 0 0 316 3 4 9 726
Asset pricing with incomplete information and fat tails 0 0 1 23 6 9 18 109
Bank Regulation and Deposit Insurance 0 0 0 50 0 2 5 151
Comments on "Developments in monetary aggregation theory" 0 0 0 9 3 3 4 33
Consumption asset pricing with stable shocks--exploring a solution and its implications for mean equity returns 0 0 0 19 2 3 6 80
Continuous Time Processes with Stable Increments 0 0 0 30 1 3 8 106
Erratum 0 0 0 0 0 0 9 28
Estimation of the Bivariate Stable Spectral Representation by the Projection Method 0 0 0 42 2 3 7 205
Extended Neyman smooth goodness-of-fit tests, applied to competing heavy-tailed distributions 0 0 0 19 1 3 9 129
Government Deposit Insurance and the Diamond-Dybvig Model 0 0 0 49 2 3 11 189
Incentives and Proxies for Indexed Bond Issues: Reply 0 0 0 8 1 1 5 70
Interest-risk sensitive deposit insurance premia: Stable ACH estimates 0 1 1 56 1 3 5 202
Measuring Tail Thickness to Estimate the Stable Index Alpha: A Critique 0 0 0 0 2 2 5 497
Measuring the Term Structure of Interest Rates 3 6 22 2,131 9 19 68 4,165
Misintermediation and macroeconomic fluctuations 0 0 0 22 1 1 6 79
On Heteros*edasticity 0 0 0 5 1 1 6 586
Operational Aspects of the Siegel Paradox 0 0 0 59 1 1 6 179
Optimal univariate inflation forecasting with symmetric stable shocks 0 0 0 106 2 4 18 410
Panel discussion: price stability; An error-correction mechanism for long-run price stability 0 0 0 0 1 1 3 399
Precise tabulation of the maximally-skewed stable distributions and densities 0 0 0 19 0 2 6 79
Spline Estimation of the Liquidity Trap: A Comment 0 0 0 5 0 0 10 57
Testing for persistence in stock returns with GARCH-stable shocks 0 0 0 11 3 6 7 65
The Ban on Indexed Bonds, 1933-77 0 0 1 29 2 4 6 88
The Effect of a Minimum Wage Law in the Labour-Intensive Sector 0 0 0 0 0 1 1 112
The Monte Carlo Cycle in Business Activity 0 0 0 0 3 4 9 174
The Monte Carlo Hypothesis: Reply 0 0 0 0 1 2 4 53
The Tax-Adjusted Yield Curve 0 0 9 567 5 8 32 1,140
The monotonicity of the term premium: A closer look 0 0 0 32 2 2 12 91
The value of european currency options and log-stable uncertainty 0 0 0 4 3 4 8 18
Total Journal Articles 3 7 36 3,734 65 109 351 10,604

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 2 3 678 3 9 29 1,574
Total Chapters 0 2 3 678 3 9 29 1,574

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Statistics updated 2026-05-06