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 1 8 835
An Austrian Proof of Quasi-Concave Preferences 0 0 1 18 0 2 8 51
Consumption Asset Pricing with Stable Shocks: Exploring a Solution and Its Implications for the Equity Premium Puzzle 0 0 0 171 0 5 11 461
Immigration Barriers and The Classic Interests Of Labor 0 0 0 0 0 3 5 8
Interest Rate Risk and Capital Adequacy For Traditional Banks and Financial Intermediaries 0 0 0 222 0 2 10 985
Interest Rate Risk and Capital Adequacy for Traditional Banks and Financial Intermediaries 0 0 0 1 0 2 5 11
Learning about Stock Volatility: The Local Scale Model with Homoskedastic Innovations 0 0 0 50 1 3 7 245
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 3 16 432
Misintermediation and Business Fluctuation 0 0 0 51 0 0 9 421
Optimal Univariate Inflation Forecasting with Symmetric Stable Shocks 0 0 0 78 1 3 10 213
PROXYING INFLATION FORECASTS WITH FULLER/ROY-TYPE MEDIAN UNBIASED NEAR UNIT ROOT COEFFICIENT ESTIMATES 0 0 0 0 1 1 11 410
Regulation and The U.S. Financial System 0 0 0 1 0 1 4 9
Signal Extraction Can Generate Volatility Clusters From IID Shocks 0 0 0 15 0 1 6 100
Signal Extraction can Generate Volatility Clusters 0 1 2 98 0 2 16 307
State-Space Times Series Modeling of Structural Breaks 0 0 0 160 1 7 17 313
The Austrian Theory of the Marginal Use And of Ordinal Marginal Utility 0 0 0 119 2 15 21 886
The Cumulative Unanticipated Change in Interest Rates: Evidence on the Misintermediation Hypothesis 0 0 0 19 1 3 8 386
The Effect of Minimum Wage Legislation on Income Equality: A TheoreticalAnalysis 0 0 0 137 0 2 11 1,165
The Inflation Premium Implicit in the US Real and Nominal Term Structures of Interest Rates 0 0 1 17 0 1 3 72
The Inflation Premium implicit in the US Real and Nominal 0 0 4 531 1 6 24 2,749
The Kalman Foundations of Adaptive Least Squares: Applications to Unemployment and Inflation 0 0 1 361 0 5 13 1,021
The Markoff Cycle in Business Activity 0 0 0 1 0 1 5 10
The Ohio S&L crisis in retrospect: implications for the current federal deposit insurance crisis 0 0 0 0 1 1 8 44
The Pricing of Short-Lived Options When Price Uncertainty 0 0 0 1 1 3 8 14
The Pricing of Short-Lived Options When Price Uncertainty Is Log-Symmetric Stable 0 0 1 40 0 2 10 202
The Risk-Neutral Measure and Option Pricing under Log-Stable Uncertainty 0 0 0 122 3 8 12 529
The Risk-Neutral Measure and Option Pricing under Log-Stable Uncertainty 0 0 0 31 1 12 33 206
The Risk-Neutral Measure and Option Pricing under Log-Stable Uncertainty using Romberg Fourier Inversion 0 0 1 215 0 4 18 739
The Term Structure of Interest Rates. U.S. Government Term Structure Data 0 0 0 368 0 2 23 1,529
Total Working Papers 0 1 11 3,150 15 101 340 14,353

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 1 98 0 6 12 274
An Error-Correction Mechanism for Long-Run Price Stability: Panel Discussion 0 0 0 25 0 2 35 110
An Estimate of the Liquidity Premium 0 0 0 316 0 3 9 726
Asset pricing with incomplete information and fat tails 0 0 1 23 1 10 19 110
Bank Regulation and Deposit Insurance 0 0 0 50 0 1 5 151
Comments on "Developments in monetary aggregation theory" 0 0 0 9 0 3 4 33
Consumption asset pricing with stable shocks--exploring a solution and its implications for mean equity returns 0 0 0 19 0 2 6 80
Continuous Time Processes with Stable Increments 0 0 0 30 0 2 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 0 2 7 205
Extended Neyman smooth goodness-of-fit tests, applied to competing heavy-tailed distributions 0 0 0 19 1 3 10 130
Government Deposit Insurance and the Diamond-Dybvig Model 0 0 0 49 0 2 10 189
Incentives and Proxies for Indexed Bond Issues: Reply 0 0 0 8 0 1 5 70
Interest-risk sensitive deposit insurance premia: Stable ACH estimates 0 1 1 56 1 3 6 203
Measuring Tail Thickness to Estimate the Stable Index Alpha: A Critique 0 0 0 0 0 2 5 497
Measuring the Term Structure of Interest Rates 4 10 25 2,135 5 19 64 4,170
Misintermediation and macroeconomic fluctuations 0 0 0 22 0 1 5 79
On Heteros*edasticity 0 0 0 5 1 2 7 587
Operational Aspects of the Siegel Paradox 0 0 0 59 0 1 6 179
Optimal univariate inflation forecasting with symmetric stable shocks 0 0 0 106 1 4 19 411
Panel discussion: price stability; An error-correction mechanism for long-run price stability 0 0 0 0 0 1 3 399
Precise tabulation of the maximally-skewed stable distributions and densities 0 0 0 19 0 1 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 0 4 7 65
The Ban on Indexed Bonds, 1933-77 0 0 1 29 0 2 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 0 4 9 174
The Monte Carlo Hypothesis: Reply 0 0 0 0 0 2 4 53
The Tax-Adjusted Yield Curve 1 1 7 568 2 8 30 1,142
The monotonicity of the term premium: A closer look 0 0 0 32 0 2 12 91
The value of european currency options and log-stable uncertainty 0 0 0 4 0 3 8 18
Total Journal Articles 5 12 36 3,739 12 97 347 10,616

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 1 10 26 1,575
Total Chapters 0 2 3 678 1 10 26 1,575

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Statistics updated 2026-06-04