Access Statistics for Eric Olson

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
Effect of Uncertainty on U.S. Stock Returns and Volatility: Evidence from Over Eighty Years of High-Frequency Data 0 3 19 19 2 15 35 35
Forecasting Key US Macroeconomic Variables with a Factor-Augmented Qual VAR 0 0 0 60 1 8 16 138
Working Paper 189 - An Empirical Investigation of the Taylor Curve in South Africa 0 0 1 37 3 3 5 90
Total Working Papers 0 3 20 116 6 26 56 263


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Historical Analysis of the Taylor Curve 0 2 3 37 4 10 15 111
A Reexamination of Real Stock Returns, Real Interest Rates, Real Activity, and Inflation: Evidence from a Large Data Set 0 0 0 0 0 1 2 6
An empirical investigation of the Taylor curve 2 2 3 62 4 6 10 175
An evaluation of ECB policy in the Euro's big four 0 0 1 8 0 0 5 42
Asymmetric tax multipliers 0 1 2 26 1 3 13 90
Discretionary monetary policy, quantitative easing and the decline in US labor share 0 0 1 11 0 0 5 49
Do commodities make effective hedges for equity investors? 0 0 2 13 1 2 7 32
Estimates of Okun's law using a new output gap measure 2 3 16 16 4 12 33 33
Forecasting key US macroeconomic variables with a factor‐augmented Qual VAR 0 0 1 1 0 3 7 15
Income inequality and household debt: a cointegration test 1 1 2 26 1 15 17 87
Income inequality, equities, household debt, and interest rates: Evidence from a century of data 0 0 6 29 3 8 33 125
Nonlinear Taylor rules: evidence from a large dataset 0 0 11 20 1 4 27 51
Presidential approval and macroeconomic conditions: evidence from a nonlinear model 1 1 2 2 1 1 2 2
Tax multipliers and monetary policy: Evidence from a threshold model 0 0 1 14 0 0 3 37
The International Effects of US Uncertainty 0 2 3 13 0 5 9 31
The relationship between energy and equity markets: Evidence from volatility impulse response functions 0 1 2 23 2 8 17 113
The relative contributions of equity and subordinated debt signals as predictors of bank distress during the financial crisis 0 0 0 14 3 5 8 73
The time-varying correlation between uncertainty, output, and inflation: Evidence from a DCC-GARCH model 1 6 19 120 1 9 33 311
Using Romer and Romer's new measure of monetary policy shocks to identify the AD and AS shocks 0 1 3 100 1 2 7 390
Was the Euro good for Greece? 0 0 0 19 0 1 8 61
“Black Swans” before the “Black Swan” evidence from international LIBOR–OIS spreads 0 0 2 69 0 0 5 383
Total Journal Articles 7 20 80 623 27 95 266 2,217


Statistics updated 2019-11-03