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 1 201 0 0 1 825
An Austrian Proof of Quasi-Concave Preferences 0 0 0 9 0 0 1 35
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 0 5
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 0 0 77 0 0 0 201
PROXYING INFLATION FORECASTS WITH FULLER/ROY-TYPE MEDIAN UNBIASED NEAR UNIT ROOT COEFFICIENT ESTIMATES 0 0 0 0 0 0 2 397
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 0 0 14 0 0 0 93
Signal Extraction can Generate Volatility Clusters 0 0 0 96 0 0 1 291
State-Space Times Series Modeling of Structural Breaks 1 1 2 160 1 1 4 296
The Austrian Theory of the Marginal Use And of Ordinal Marginal Utility 1 1 1 117 2 2 3 859
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 1 2 5 62
The Inflation Premium implicit in the US Real and Nominal 0 0 0 526 1 2 4 2,708
The Kalman Foundations of Adaptive Least Squares: Applications to Unemployment and Inflation 0 1 1 359 0 2 12 1,007
The Markoff Cycle in Business Activity 0 0 0 1 0 1 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 1 1 1 120 1 1 1 513
The Risk-Neutral Measure and Option Pricing under Log-Stable Uncertainty 0 0 0 29 2 2 4 165
The Risk-Neutral Measure and Option Pricing under Log-Stable Uncertainty using Romberg Fourier Inversion 1 1 1 214 1 1 2 721
The Term Structure of Interest Rates. U.S. Government Term Structure Data 0 0 0 368 0 0 13 1,502
Total Working Papers 4 5 8 3,120 9 14 57 13,938


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 0 91 0 1 2 253
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 1 1 316 0 1 3 716
Asset pricing with incomplete information and fat tails 1 1 1 21 1 1 2 88
Bank Regulation and Deposit Insurance 0 0 1 50 0 0 1 145
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 0 0 18 0 0 0 117
Government Deposit Insurance and the Diamond-Dybvig Model 0 0 0 46 0 0 3 172
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 1 196
Measuring Tail Thickness to Estimate the Stable Index Alpha: A Critique 0 0 0 0 0 1 3 489
Measuring the Term Structure of Interest Rates 3 12 44 2,075 7 21 88 4,026
Misintermediation and macroeconomic fluctuations 0 0 3 22 0 0 4 72
On Heteros*edasticity 0 0 0 5 0 2 12 576
Operational Aspects of the Siegel Paradox 0 0 1 59 0 1 2 170
Optimal univariate inflation forecasting with symmetric stable shocks 0 0 0 104 0 0 0 390
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 1 28 0 0 1 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 0 0 1 162
The Monte Carlo Hypothesis: Reply 0 0 0 0 0 0 0 49
The Tax-Adjusted Yield Curve 3 5 15 553 4 11 36 1,095
The monotonicity of the term premium: A closer look 0 0 0 30 1 1 1 77
The value of european currency options and log-stable uncertainty 0 0 0 3 0 0 0 9
Total Journal Articles 7 19 67 3,641 13 40 162 10,117


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 2 3 8 664 3 6 22 1,523
Total Chapters 2 3 8 664 3 6 22 1,523


Statistics updated 2024-05-04