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 1 826
An Austrian Proof of Quasi-Concave Preferences 1 2 2 11 1 2 2 37
Consumption Asset Pricing with Stable Shocks: Exploring a Solution and Its Implications for the Equity Premium Puzzle 0 0 0 171 0 0 0 450
Immigration Barriers and The Classic Interests Of Labor 0 0 0 0 0 0 0 3
Interest Rate Risk and Capital Adequacy For Traditional Banks and Financial Intermediaries 0 0 0 222 0 0 0 975
Interest Rate Risk and Capital Adequacy for Traditional Banks and Financial Intermediaries 0 0 0 1 0 0 1 6
Learning about Stock Volatility: The Local Scale Model with Homoskedastic Innovations 0 0 0 50 0 0 0 235
Long Forward and Zero-Coupon Rates Indeed Can Never Fall, but Are Indeterminate: A Comment on Dybvig, Ingersoll and Ross 0 0 0 122 0 0 0 416
Misintermediation and Business Fluctuation 0 0 0 51 0 0 0 412
Optimal Univariate Inflation Forecasting with Symmetric Stable Shocks 0 1 1 78 0 1 1 202
PROXYING INFLATION FORECASTS WITH FULLER/ROY-TYPE MEDIAN UNBIASED NEAR UNIT ROOT COEFFICIENT ESTIMATES 0 0 0 0 0 0 1 397
Regulation and The U.S. Financial System 0 0 0 1 0 0 1 5
Signal Extraction Can Generate Volatility Clusters From IID Shocks 0 1 1 15 0 1 1 94
Signal Extraction can Generate Volatility Clusters 0 0 0 96 0 0 1 291
State-Space Times Series Modeling of Structural Breaks 0 0 1 160 0 0 3 296
The Austrian Theory of the Marginal Use And of Ordinal Marginal Utility 0 1 2 118 0 2 5 861
The Cumulative Unanticipated Change in Interest Rates: Evidence on the Misintermediation Hypothesis 0 0 0 19 0 0 0 378
The Effect of Minimum Wage Legislation on Income Equality: A TheoreticalAnalysis 0 0 0 137 0 0 0 1,148
The Inflation Premium Implicit in the US Real and Nominal Term Structures of Interest Rates 0 0 1 16 0 1 5 64
The Inflation Premium implicit in the US Real and Nominal 0 0 1 527 1 4 8 2,714
The Kalman Foundations of Adaptive Least Squares: Applications to Unemployment and Inflation 0 0 1 359 0 0 2 1,007
The Markoff Cycle in Business Activity 0 0 0 1 0 0 2 5
The Ohio S&L crisis in retrospect: implications for the current federal deposit insurance crisis 0 0 0 0 0 0 1 35
The Pricing of Short-Lived Options When Price Uncertainty 0 0 0 1 0 0 0 5
The Pricing of Short-Lived Options When Price Uncertainty Is Log-Symmetric Stable 0 0 0 38 0 0 0 191
The Risk-Neutral Measure and Option Pricing under Log-Stable Uncertainty 0 1 1 30 0 2 6 168
The Risk-Neutral Measure and Option Pricing under Log-Stable Uncertainty 0 0 1 120 0 0 1 513
The Risk-Neutral Measure and Option Pricing under Log-Stable Uncertainty using Romberg Fourier Inversion 0 0 1 214 0 0 2 721
The Term Structure of Interest Rates. U.S. Government Term Structure Data 0 0 0 368 0 1 9 1,504
Total Working Papers 1 6 13 3,127 2 15 53 13,959

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 1 2 93 1 2 6 257
An Error-Correction Mechanism for Long-Run Price Stability: Panel Discussion 0 0 0 25 0 0 1 75
An Estimate of the Liquidity Premium 0 0 1 316 0 0 2 716
Asset pricing with incomplete information and fat tails 0 0 1 21 0 0 1 88
Bank Regulation and Deposit Insurance 0 0 0 50 0 0 0 145
Comments on "Developments in monetary aggregation theory" 0 0 0 9 0 0 0 29
Consumption asset pricing with stable shocks--exploring a solution and its implications for mean equity returns 0 0 0 18 0 0 1 72
Continuous Time Processes with Stable Increments 0 0 0 30 0 0 0 96
Erratum 0 0 0 0 0 0 0 19
Estimation of the Bivariate Stable Spectral Representation by the Projection Method 0 0 0 42 0 0 0 198
Extended Neyman smooth goodness-of-fit tests, applied to competing heavy-tailed distributions 0 1 1 19 0 2 2 119
Government Deposit Insurance and the Diamond-Dybvig Model 1 1 1 47 1 1 2 173
Incentives and Proxies for Indexed Bond Issues: Reply 0 0 0 8 0 0 0 65
Interest-risk sensitive deposit insurance premia: Stable ACH estimates 0 0 0 55 0 0 0 196
Measuring Tail Thickness to Estimate the Stable Index Alpha: A Critique 0 0 0 0 0 1 2 490
Measuring the Term Structure of Interest Rates 1 7 40 2,088 2 14 85 4,054
Misintermediation and macroeconomic fluctuations 0 0 1 22 0 1 3 73
On Heteros*edasticity 0 0 0 5 0 0 9 577
Operational Aspects of the Siegel Paradox 0 0 0 59 0 0 2 171
Optimal univariate inflation forecasting with symmetric stable shocks 0 2 2 106 0 2 2 392
Panel discussion: price stability; An error-correction mechanism for long-run price stability 0 0 0 0 0 0 0 394
Precise tabulation of the maximally-skewed stable distributions and densities 0 0 0 18 0 0 0 72
Spline Estimation of the Liquidity Trap: A Comment 0 0 0 5 0 0 0 47
Testing for persistence in stock returns with GARCH-stable shocks 0 0 0 10 0 0 0 57
The Ban on Indexed Bonds, 1933-77 0 0 0 28 0 0 0 81
The Effect of a Minimum Wage Law in the Labour-Intensive Sector 0 0 0 0 0 0 0 110
The Monte Carlo Cycle in Business Activity 0 0 0 0 1 1 1 163
The Monte Carlo Hypothesis: Reply 0 0 0 0 0 0 0 49
The Tax-Adjusted Yield Curve 2 3 14 556 3 5 34 1,102
The monotonicity of the term premium: A closer look 0 0 0 30 0 0 1 77
The value of european currency options and log-stable uncertainty 0 0 0 3 0 0 0 9
Total Journal Articles 4 15 63 3,663 8 29 154 10,166

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 1 1 6 665 2 3 19 1,528
Total Chapters 1 1 6 665 2 3 19 1,528

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Statistics updated 2024-09-04