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 0 200 0 0 0 821
An Austrian Proof of Quasi-Concave Preferences 0 0 0 7 0 2 4 28
Consumption Asset Pricing with Stable Shocks: Exploring a Solution and Its Implications for the Equity Premium Puzzle 0 0 0 171 0 0 2 450
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 1 975
Interest Rate Risk and Capital Adequacy for Traditional Banks and Financial Intermediaries 0 0 0 0 0 1 2 3
Learning about Stock Volatility: The Local Scale Model with Homoskedastic Innovations 0 0 0 49 1 1 7 231
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 2 413
Misintermediation and Business Fluctuation 0 0 0 51 0 2 4 410
Optimal Univariate Inflation Forecasting with Symmetric Stable Shocks 0 1 2 76 0 3 4 199
PROXYING INFLATION FORECASTS WITH FULLER/ROY-TYPE MEDIAN UNBIASED NEAR UNIT ROOT COEFFICIENT ESTIMATES 0 0 0 0 0 1 5 389
Regulation and The U.S. Financial System 0 0 0 0 0 1 2 3
Signal Extraction Can Generate Volatility Clusters From IID Shocks 0 0 0 14 0 0 1 93
Signal Extraction can Generate Volatility Clusters 0 0 0 96 0 0 2 290
State-Space Times Series Modeling of Structural Breaks 0 2 2 154 0 4 6 285
The Austrian Theory of the Marginal Use And of Ordinal Marginal Utility 0 0 2 116 0 4 19 853
The Cumulative Unanticipated Change in Interest Rates: Evidence on the Misintermediation Hypothesis 0 0 0 19 0 0 3 377
The Effect of Minimum Wage Legislation on Income Equality: A TheoreticalAnalysis 0 0 1 137 1 3 7 1,148
The Inflation Premium Implicit in the US Real and Nominal Term Structures of Interest Rates 0 0 3 15 0 2 8 56
The Inflation Premium implicit in the US Real and Nominal 0 1 3 523 3 5 12 2,694
The Kalman Foundations of Adaptive Least Squares: Applications to Unemployment and Inflation 0 0 1 356 0 2 11 939
The Markoff Cycle in Business Activity 0 0 0 1 0 0 0 3
The Ohio S&L crisis in retrospect: implications for the current federal deposit insurance crisis 0 0 0 0 1 1 2 33
The Pricing of Short-Lived Options When Price Uncertainty 0 0 0 0 0 1 1 4
The Pricing of Short-Lived Options When Price Uncertainty Is Log-Symmetric Stable 0 0 0 37 0 1 5 188
The Risk-Neutral Measure and Option Pricing under Log-Stable Uncertainty 0 0 0 119 0 1 4 510
The Risk-Neutral Measure and Option Pricing under Log-Stable Uncertainty 0 0 0 29 0 0 3 158
The Risk-Neutral Measure and Option Pricing under Log-Stable Uncertainty using Romberg Fourier Inversion 0 0 0 213 0 0 4 715
The Term Structure of Interest Rates. U.S. Government Term Structure Data 0 0 4 367 0 0 31 1,484
Total Working Papers 0 4 18 3,094 6 35 152 13,755


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 87 0 1 6 242
An Error-Correction Mechanism for Long-Run Price Stability: Panel Discussion 0 0 0 25 0 0 1 74
An Estimate of the Liquidity Premium 0 0 0 313 1 1 4 706
Asset pricing with incomplete information and fat tails 0 0 1 20 0 1 2 85
Bank Regulation and Deposit Insurance 0 0 0 49 0 1 2 142
Comments on "Developments in monetary aggregation theory" 0 0 0 9 0 1 1 29
Consumption asset pricing with stable shocks--exploring a solution and its implications for mean equity returns 0 0 0 18 0 2 3 70
Continuous Time Processes with Stable Increments 0 0 0 30 0 2 3 94
Erratum 0 0 0 0 0 0 0 19
Estimation of the Bivariate Stable Spectral Representation by the Projection Method 0 0 0 41 0 0 0 196
Extended Neyman smooth goodness-of-fit tests, applied to competing heavy-tailed distributions 0 0 0 18 0 0 1 114
Government Deposit Insurance and the Diamond-Dybvig Model 0 0 0 42 1 2 17 158
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 1 55 0 1 3 192
Measuring Tail Thickness to Estimate the Stable Index Alpha: A Critique 0 0 0 0 0 1 6 476
Measuring the Term Structure of Interest Rates 3 11 63 1,953 7 28 136 3,799
Misintermediation and macroeconomic fluctuations 0 0 1 19 0 0 4 67
On Heteros*edasticity 0 0 0 5 3 9 35 550
Operational Aspects of the Siegel Paradox 0 0 1 58 0 0 5 165
Optimal univariate inflation forecasting with symmetric stable shocks 0 0 0 104 0 1 2 390
Panel discussion: price stability; An error-correction mechanism for long-run price stability 0 0 0 0 0 1 1 394
Precise tabulation of the maximally-skewed stable distributions and densities 0 0 1 16 0 0 4 63
Spline Estimation of the Liquidity Trap: A Comment 0 0 0 5 0 1 3 47
Testing for persistence in stock returns with GARCH-stable shocks 0 0 0 9 1 2 4 54
The Ban on Indexed Bonds, 1933-77 0 0 1 23 0 0 4 75
The Effect of a Minimum Wage Law in the Labour-Intensive Sector 0 0 0 0 0 0 2 108
The Monte Carlo Cycle in Business Activity 0 0 0 0 0 1 2 161
The Monte Carlo Hypothesis: Reply 0 0 0 0 0 0 0 49
The Tax-Adjusted Yield Curve 1 3 19 507 2 4 44 1,003
The monotonicity of the term premium: A closer look 0 0 0 29 0 2 2 73
The value of european currency options and log-stable uncertainty 0 0 0 2 0 0 0 8
Total Journal Articles 4 15 90 3,445 15 62 297 9,668


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 3 18 635 4 12 66 1,451
Total Chapters 1 3 18 635 4 12 66 1,451


Statistics updated 2021-11-05