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 0 1 827
An Austrian Proof of Quasi-Concave Preferences 1 1 3 18 2 2 4 45
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 1 1 4
Interest Rate Risk and Capital Adequacy For Traditional Banks and Financial Intermediaries 0 0 0 222 1 2 2 977
Interest Rate Risk and Capital Adequacy for Traditional Banks and Financial Intermediaries 0 0 0 1 0 0 0 6
Learning about Stock Volatility: The Local Scale Model with Homoskedastic Innovations 0 0 0 50 0 0 2 239
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 1 1 417
Misintermediation and Business Fluctuation 0 0 0 51 0 1 1 413
Optimal Univariate Inflation Forecasting with Symmetric Stable Shocks 0 0 0 78 1 1 2 204
PROXYING INFLATION FORECASTS WITH FULLER/ROY-TYPE MEDIAN UNBIASED NEAR UNIT ROOT COEFFICIENT ESTIMATES 0 0 0 0 2 2 4 401
Regulation and The U.S. Financial System 0 0 0 1 0 0 0 5
Signal Extraction Can Generate Volatility Clusters From IID Shocks 0 0 0 15 1 2 2 96
Signal Extraction can Generate Volatility Clusters 0 0 1 97 0 0 1 292
State-Space Times Series Modeling of Structural Breaks 0 0 0 160 4 6 6 302
The Austrian Theory of the Marginal Use And of Ordinal Marginal Utility 0 0 1 119 0 2 3 867
The Cumulative Unanticipated Change in Interest Rates: Evidence on the Misintermediation Hypothesis 0 0 0 19 2 2 2 380
The Effect of Minimum Wage Legislation on Income Equality: A TheoreticalAnalysis 0 0 0 137 1 3 9 1,158
The Inflation Premium Implicit in the US Real and Nominal Term Structures of Interest Rates 0 0 0 16 0 0 5 69
The Inflation Premium implicit in the US Real and Nominal 3 3 3 530 3 7 18 2,735
The Kalman Foundations of Adaptive Least Squares: Applications to Unemployment and Inflation 0 1 2 361 0 2 3 1,010
The Markoff Cycle in Business Activity 0 0 0 1 0 0 1 6
The Ohio S&L crisis in retrospect: implications for the current federal deposit insurance crisis 0 0 0 0 2 3 4 40
The Pricing of Short-Lived Options When Price Uncertainty 0 0 0 1 0 0 1 6
The Pricing of Short-Lived Options When Price Uncertainty Is Log-Symmetric Stable 0 0 2 40 0 2 4 195
The Risk-Neutral Measure and Option Pricing under Log-Stable Uncertainty 0 0 1 31 1 4 8 178
The Risk-Neutral Measure and Option Pricing under Log-Stable Uncertainty 0 0 1 122 0 0 3 517
The Risk-Neutral Measure and Option Pricing under Log-Stable Uncertainty using Romberg Fourier Inversion 0 0 1 215 0 0 2 723
The Term Structure of Interest Rates. U.S. Government Term Structure Data 0 0 0 368 3 3 5 1,509
Total Working Papers 4 5 15 3,147 23 46 95 14,071

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 3 98 1 2 5 265
An Error-Correction Mechanism for Long-Run Price Stability: Panel Discussion 0 0 0 25 0 1 1 76
An Estimate of the Liquidity Premium 0 0 0 316 1 2 3 719
Asset pricing with incomplete information and fat tails 0 1 1 23 1 2 7 96
Bank Regulation and Deposit Insurance 0 0 0 50 1 1 1 147
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 1 19 0 0 2 75
Continuous Time Processes with Stable Increments 0 0 0 30 0 2 4 100
Erratum 0 0 0 0 1 1 1 20
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 0 0 19 0 0 2 122
Government Deposit Insurance and the Diamond-Dybvig Model 0 0 2 49 0 1 6 180
Incentives and Proxies for Indexed Bond Issues: Reply 0 0 0 8 0 2 2 67
Interest-risk sensitive deposit insurance premia: Stable ACH estimates 0 0 0 55 0 0 0 197
Measuring Tail Thickness to Estimate the Stable Index Alpha: A Critique 0 0 0 0 0 0 1 493
Measuring the Term Structure of Interest Rates 3 7 19 2,122 6 21 60 4,136
Misintermediation and macroeconomic fluctuations 0 0 0 22 1 1 2 75
On Heteros*edasticity 0 0 0 5 1 2 6 584
Operational Aspects of the Siegel Paradox 0 0 0 59 0 0 2 173
Optimal univariate inflation forecasting with symmetric stable shocks 0 0 0 106 4 4 4 396
Panel discussion: price stability; An error-correction mechanism for long-run price stability 0 0 0 0 0 0 1 396
Precise tabulation of the maximally-skewed stable distributions and densities 0 0 1 19 0 0 1 73
Spline Estimation of the Liquidity Trap: A Comment 0 0 0 5 0 0 2 49
Testing for persistence in stock returns with GARCH-stable shocks 0 0 1 11 0 1 2 59
The Ban on Indexed Bonds, 1933-77 0 0 1 29 0 0 1 83
The Effect of a Minimum Wage Law in the Labour-Intensive Sector 0 0 0 0 0 0 1 111
The Monte Carlo Cycle in Business Activity 0 0 0 0 1 1 2 166
The Monte Carlo Hypothesis: Reply 0 0 0 0 0 0 0 49
The Tax-Adjusted Yield Curve 1 1 9 566 4 6 21 1,125
The monotonicity of the term premium: A closer look 0 0 0 32 1 1 1 80
The value of european currency options and log-stable uncertainty 0 0 0 4 0 0 0 10
Total Journal Articles 4 9 38 3,723 23 51 141 10,349

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 0 6 675 3 5 20 1,554
Total Chapters 0 0 6 675 3 5 20 1,554

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Statistics updated 2025-12-06