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 3 3 4 830
An Austrian Proof of Quasi-Concave Preferences 0 1 3 18 1 3 5 46
Consumption Asset Pricing with Stable Shocks: Exploring a Solution and Its Implications for the Equity Premium Puzzle 0 0 0 171 1 1 1 451
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 4 6 6 981
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 1 1 2 240
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 3 4 4 416
Optimal Univariate Inflation Forecasting with Symmetric Stable Shocks 0 0 0 78 2 3 4 206
PROXYING INFLATION FORECASTS WITH FULLER/ROY-TYPE MEDIAN UNBIASED NEAR UNIT ROOT COEFFICIENT ESTIMATES 0 0 0 0 7 9 11 408
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 3 3 97
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 1 7 7 303
The Austrian Theory of the Marginal Use And of Ordinal Marginal Utility 0 0 1 119 2 3 5 869
The Cumulative Unanticipated Change in Interest Rates: Evidence on the Misintermediation Hypothesis 0 0 0 19 1 3 3 381
The Effect of Minimum Wage Legislation on Income Equality: A TheoreticalAnalysis 0 0 0 137 3 5 11 1,161
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 0 3 3 530 0 6 17 2,735
The Kalman Foundations of Adaptive Least Squares: Applications to Unemployment and Inflation 0 1 2 361 3 5 6 1,013
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 0 3 4 40
The Pricing of Short-Lived Options When Price Uncertainty 0 0 0 1 1 1 1 7
The Pricing of Short-Lived Options When Price Uncertainty Is Log-Symmetric Stable 0 0 2 40 1 2 5 196
The Risk-Neutral Measure and Option Pricing under Log-Stable Uncertainty 0 0 1 31 1 4 8 179
The Risk-Neutral Measure and Option Pricing under Log-Stable Uncertainty 0 0 1 122 1 1 3 518
The Risk-Neutral Measure and Option Pricing under Log-Stable Uncertainty using Romberg Fourier Inversion 0 0 1 215 3 3 5 726
The Term Structure of Interest Rates. U.S. Government Term Structure Data 0 0 0 368 10 13 14 1,519
Total Working Papers 0 5 15 3,147 50 91 138 14,121

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 0 2 5 265
An Error-Correction Mechanism for Long-Run Price Stability: Panel Discussion 0 0 0 25 23 24 24 99
An Estimate of the Liquidity Premium 0 0 0 316 2 4 5 721
Asset pricing with incomplete information and fat tails 0 1 1 23 1 3 7 97
Bank Regulation and Deposit Insurance 0 0 0 50 1 2 2 148
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 1 1 3 76
Continuous Time Processes with Stable Increments 0 0 0 30 0 2 3 100
Erratum 0 0 0 0 7 8 8 27
Estimation of the Bivariate Stable Spectral Representation by the Projection Method 0 0 0 42 1 1 1 199
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 1 2 5 181
Incentives and Proxies for Indexed Bond Issues: Reply 0 0 0 8 0 1 2 67
Interest-risk sensitive deposit insurance premia: Stable ACH estimates 0 0 0 55 1 1 1 198
Measuring Tail Thickness to Estimate the Stable Index Alpha: A Critique 0 0 0 0 1 1 2 494
Measuring the Term Structure of Interest Rates 2 7 19 2,124 4 20 58 4,140
Misintermediation and macroeconomic fluctuations 0 0 0 22 0 1 2 75
On Heteros*edasticity 0 0 0 5 0 2 5 584
Operational Aspects of the Siegel Paradox 0 0 0 59 1 1 3 174
Optimal univariate inflation forecasting with symmetric stable shocks 0 0 0 106 6 10 10 402
Panel discussion: price stability; An error-correction mechanism for long-run price stability 0 0 0 0 0 0 0 396
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 6 6 8 55
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 4 5 6 170
The Monte Carlo Hypothesis: Reply 0 0 0 0 0 0 0 49
The Tax-Adjusted Yield Curve 0 1 9 566 1 6 21 1,126
The monotonicity of the term premium: A closer look 0 0 0 32 9 10 10 89
The value of european currency options and log-stable uncertainty 0 0 0 4 4 4 4 14
Total Journal Articles 2 9 38 3,725 74 118 202 10,423

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 3 675 3 7 18 1,557
Total Chapters 0 0 3 675 3 7 18 1,557

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Statistics updated 2026-01-09