Access Statistics for Charles H. Whiteman

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
Another hole in the ozone layer: changes in FOMC operating procedure and the term structure 0 0 0 0 0 0 8 478
Asset Prices in a Time Series Model with Perpetually Disparately Informed, Competitive Traders 0 0 0 204 2 2 15 497
Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa 0 0 0 0 1 1 11 1,093
Baynesian Leading Indicators: Measuring and Predicting Economic Conditions 0 0 1 413 0 0 11 2,175
Beyond Calibration 0 0 0 1 1 1 8 420
Cyclical Implications of the Variable Utilization of Physical and Human Capital 0 0 0 0 0 0 8 619
Cyclical Implications of the Variable Utilization of Physical and Human Capital 0 0 0 391 0 1 11 1,731
Empirical Bayesian density forecasting in Iowa and shrinkage for the Monte Carlo era 0 0 0 90 0 1 13 328
Endogenous term premia and anomalies in the term structure of interest rates: explaining the predictability smile 0 0 0 77 0 0 28 510
Evaluating Asset-Pricing Models Using The Hansen-Jagannathan Bound: A Monte Carlo Investigation 0 0 1 246 0 0 19 1,079
Evaluating Asset-Pricing Models Using The Hansen-Jagannathan Bound: A Monte Carlo Investigation 0 0 0 471 1 1 8 1,985
Forecasting using relative entropy 0 0 2 756 1 3 20 1,410
General-to-specific procedures for fitting a data-admissible, theory- inspired, congruent, parsimonious, encompassing, weakly-exogenous, identified, structural model to the DGP: a translation and critique 0 0 0 330 0 0 16 1,069
Habit Formation: A Resolution of the Equity Premium Puzzle? 0 0 0 2 2 2 21 1,610
Heterogenous Beliefs and Tests of Present Value Models 0 0 1 170 0 0 24 355
Keynes vs. Prescott and Solow: Identifying Sources of Business Cycle Fluctuations 0 0 0 1 0 0 15 485
Keynes vs. Prescott and Solow: Identifying Sources of Business Cycle Fluctuations 0 0 0 748 1 1 4 2,881
Monetary aggregates as monetary targets: a statistical investigation 0 0 0 0 0 0 10 169
Risk Aversion vs. Intertemporal Substitution: Identification Failure in the Intertemporal Consumption CAPM 0 0 0 0 1 1 11 1,641
Risk aversion vs. intertemporal substitution: identification failure in the intertemporal consumption CAPM 0 0 0 238 0 0 6 679
Spectral Implications of Security Market Data for Models of Dynamic Economies 0 0 0 0 0 0 11 363
Stochastic Discount Factor Models and the Equity Premium Puzzle 0 0 0 79 0 0 15 444
The Case for Trend-Stationarity is Stronger than we Thought 0 0 0 0 1 1 10 253
The Engine of Growth or Its Handmaiden? A Time Series Assessment of Export-Led Growth 0 0 0 0 1 1 10 505
The Engine of Growth or Its Handmaiden? A Time Series Assessment of Export-Led Growth 0 0 0 1 0 1 12 540
The Engine of Growth or Its Handmaiden? A Time-Series Assessment of Export-Led Growth 1 1 2 1,001 3 4 18 2,896
World Business Cycles 0 0 0 0 0 0 8 337
Worldwide Persistence, Business Cycles, and Economic Growth 0 0 0 19 0 1 14 218
Total Working Papers 1 1 7 5,238 15 22 365 26,770


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian Approach to Calibration 0 0 0 0 1 2 12 1,045
A Bayesian approach to dynamic macroeconomics 0 1 2 535 0 2 13 1,080
A Daily View of Yield Spreads and Short-Term Interest Rate Movements 0 0 0 94 0 0 3 696
A generalized volatility bound for dynamic economies 0 0 0 59 1 1 8 165
A new investigation of the impact of wage and price controls 0 0 0 7 0 0 3 51
An Analytical Policy Design under Rational Expectations 0 0 1 67 5 5 11 214
An Application of Bayesian Option Pricing to the Soybean Market 0 0 0 5 0 0 6 46
Another hole in the ozone layer: changes in FOMC operating procedure and the term structure 0 0 0 9 0 0 7 1,030
Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa 0 0 0 0 0 5 28 788
Econometric policy evaluation under rational expectations 0 0 0 34 0 1 13 149
Endogenous term premia and anomalies in the term structure of interest rates: Explaining the predictability smile 0 0 0 32 1 3 8 162
Estimating Moving Average Parameters: Classical Pileups and Bayesian Posteriors 0 0 0 0 1 2 14 771
Evaluating asset-pricing models using the Hansen-Jagannathan bound: a Monte Carlo investigation 1 1 3 297 2 3 26 1,039
Forecasting Using Relative Entropy 0 0 0 1 11 16 33 607
General-to-specific procedures for fitting a data-admissible, theory-inspired, congruent, parsimonious, encompassing, weakly-exogenous, identified, structural model to the DGP: A translation and critique 0 0 0 86 1 1 6 427
Generalized Safety First and a New Twist on Portfolio Performance 0 0 0 38 0 1 10 156
Habit formation: a resolution of the equity premium puzzle? 0 0 0 194 0 1 16 596
Integration versus Trend Stationarity in Time Series 0 0 1 603 2 4 18 2,052
International Business Cycles: World, Region, and Country-Specific Factors 0 3 15 1,258 3 16 171 3,575
Keynesian impulses versus Solow residuals: identifying sources of business cycle fluctuations 0 0 0 209 1 2 10 768
Lucas on the Quantity Theory: Hypothesis Testing without Theory 0 0 3 128 0 0 11 480
Modeling Stock Prices without Knowing How to Induce Stationarity 0 0 0 7 0 0 10 35
Modeling Stock Prices without Knowing How to Induce Stationarity 0 0 0 8 2 2 12 44
Monetary Aggregates as Monetary Targets: A Statistical Investigation 0 0 0 32 0 5 11 232
More unsettling evidence on the perfect markets hypothesis 0 0 0 0 0 1 8 539
Multiple equilibria in a simple asset pricing model 0 0 0 59 0 1 11 146
On robustness 0 0 0 17 0 1 7 76
Reconsidering 'trends and random walks in macroeconomic time series' 0 0 0 76 0 1 7 229
Rejoinder to Hendry 0 0 0 27 0 1 9 108
Risk Aversion versus Intertemporal Substitution: A Case Study of Identification Failure in the Intertemporal Consumption Capital Asset Pricing Model 0 0 0 0 0 0 8 511
Spectral utility, wiener-hopf techniques, and rational expectations 0 0 0 82 0 0 13 183
Supplanting the 'Minnesota' prior: Forecasting macroeconomic time series using real business cycle model priors 1 1 3 932 2 5 21 2,019
The Case for Trend-Stationarity Is Stronger Than We Thought 0 0 0 57 1 1 6 347
The Engine of Growth or Its Handmaiden? A Time-Series Assessment of Export-Led Growth 0 0 0 0 2 4 23 644
The Temporal Stability of Dividends and Stock Prices: Evidence from the Likelihood Function 0 0 0 97 1 1 7 547
The observable implications of self-fulfilling expectations 0 0 1 322 0 1 15 746
The power problems of unit root test in time series with autoregressive errors 0 2 3 681 0 6 16 1,670
Understanding the evolution of world business cycles 1 1 2 460 3 3 25 1,275
Total Journal Articles 3 9 34 6,513 40 98 636 25,248


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A new investigation of the impact of wage and price controls 0 0 0 27 0 0 4 83
Total Books 0 0 0 27 0 0 4 83


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Forecasting 1 1 18 1,352 1 3 39 3,289
Total Chapters 1 1 18 1,352 1 3 39 3,289


Statistics updated 2026-09-10