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 2 5 8 478
Asset Prices in a Time Series Model with Perpetually Disparately Informed, Competitive Traders 0 0 0 204 5 5 13 494
Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa 0 0 0 0 3 5 11 1,092
Baynesian Leading Indicators: Measuring and Predicting Economic Conditions 0 1 1 413 2 4 11 2,175
Beyond Calibration 0 0 0 1 1 2 7 419
Cyclical Implications of the Variable Utilization of Physical and Human Capital 0 0 0 0 2 4 8 618
Cyclical Implications of the Variable Utilization of Physical and Human Capital 0 0 0 391 3 3 9 1,729
Empirical Bayesian density forecasting in Iowa and shrinkage for the Monte Carlo era 0 0 0 90 3 4 12 327
Endogenous term premia and anomalies in the term structure of interest rates: explaining the predictability smile 0 0 0 77 2 10 29 510
Evaluating Asset-Pricing Models Using The Hansen-Jagannathan Bound: A Monte Carlo Investigation 0 1 1 246 6 8 18 1,077
Evaluating Asset-Pricing Models Using The Hansen-Jagannathan Bound: A Monte Carlo Investigation 0 0 0 471 0 3 7 1,983
Forecasting using relative entropy 1 1 1 755 5 6 16 1,406
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 3 6 17 1,068
Habit Formation: A Resolution of the Equity Premium Puzzle? 0 0 0 2 3 7 20 1,607
Heterogenous Beliefs and Tests of Present Value Models 0 0 1 170 2 4 23 354
Keynes vs. Prescott and Solow: Identifying Sources of Business Cycle Fluctuations 0 0 0 748 0 1 3 2,880
Keynes vs. Prescott and Solow: Identifying Sources of Business Cycle Fluctuations 0 0 0 1 3 4 14 484
Monetary aggregates as monetary targets: a statistical investigation 0 0 0 0 1 2 9 168
Risk Aversion vs. Intertemporal Substitution: Identification Failure in the Intertemporal Consumption CAPM 0 0 0 0 1 1 11 1,640
Risk aversion vs. intertemporal substitution: identification failure in the intertemporal consumption CAPM 0 0 0 238 2 3 5 678
Spectral Implications of Security Market Data for Models of Dynamic Economies 0 0 0 0 1 3 11 362
Stochastic Discount Factor Models and the Equity Premium Puzzle 0 0 0 79 3 6 18 444
The Case for Trend-Stationarity is Stronger than we Thought 0 0 0 0 1 2 8 251
The Engine of Growth or Its Handmaiden? A Time Series Assessment of Export-Led Growth 0 0 0 1 3 5 11 539
The Engine of Growth or Its Handmaiden? A Time Series Assessment of Export-Led Growth 0 0 0 0 3 5 9 503
The Engine of Growth or Its Handmaiden? A Time-Series Assessment of Export-Led Growth 0 0 1 1,000 1 3 17 2,892
World Business Cycles 0 0 0 0 1 2 8 336
Worldwide Persistence, Business Cycles, and Economic Growth 0 0 0 19 3 4 11 215
Total Working Papers 1 3 5 5,236 65 117 344 26,729


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 10 1,042
A Bayesian approach to dynamic macroeconomics 0 0 1 534 0 1 11 1,077
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 3 3 7 164
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 0 2 7 209
An Application of Bayesian Option Pricing to the Soybean Market 0 0 0 5 0 0 7 46
Another hole in the ozone layer: changes in FOMC operating procedure and the term structure 0 0 0 9 2 5 8 1,030
Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa 0 0 0 0 5 6 24 782
Econometric policy evaluation under rational expectations 0 0 0 34 2 4 11 147
Endogenous term premia and anomalies in the term structure of interest rates: Explaining the predictability smile 0 0 0 32 2 2 6 159
Estimating Moving Average Parameters: Classical Pileups and Bayesian Posteriors 0 0 0 0 2 6 13 769
Evaluating asset-pricing models using the Hansen-Jagannathan bound: a Monte Carlo investigation 1 2 3 296 7 8 24 1,036
Forecasting Using Relative Entropy 0 0 0 1 2 5 16 588
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 2 3 6 426
Generalized Safety First and a New Twist on Portfolio Performance 0 0 0 38 1 1 10 155
Habit formation: a resolution of the equity premium puzzle? 0 0 0 194 1 5 14 594
Integration versus Trend Stationarity in Time Series 0 0 0 602 2 4 15 2,045
International Business Cycles: World, Region, and Country-Specific Factors 0 4 13 1,254 12 67 157 3,555
Keynesian impulses versus Solow residuals: identifying sources of business cycle fluctuations 0 0 0 209 2 3 9 766
Lucas on the Quantity Theory: Hypothesis Testing without Theory 0 0 2 127 1 2 12 479
Modeling Stock Prices without Knowing How to Induce Stationarity 0 0 0 8 2 2 11 42
Modeling Stock Prices without Knowing How to Induce Stationarity 0 0 0 7 2 3 9 34
Monetary Aggregates as Monetary Targets: A Statistical Investigation 0 0 0 32 1 1 7 227
More unsettling evidence on the perfect markets hypothesis 0 0 0 0 4 4 8 538
Multiple equilibria in a simple asset pricing model 0 0 1 59 3 3 11 145
On robustness 0 0 0 17 1 2 5 74
Reconsidering 'trends and random walks in macroeconomic time series' 0 0 0 76 1 1 7 228
Rejoinder to Hendry 0 0 0 27 2 3 9 107
Risk Aversion versus Intertemporal Substitution: A Case Study of Identification Failure in the Intertemporal Consumption Capital Asset Pricing Model 0 0 0 0 3 4 8 511
Spectral utility, wiener-hopf techniques, and rational expectations 0 0 0 82 0 3 13 182
Supplanting the 'Minnesota' prior: Forecasting macroeconomic time series using real business cycle model priors 0 0 3 931 2 4 16 2,012
The Case for Trend-Stationarity Is Stronger Than We Thought 0 0 0 57 0 0 6 346
The Engine of Growth or Its Handmaiden? A Time-Series Assessment of Export-Led Growth 0 0 0 0 8 9 24 639
The Temporal Stability of Dividends and Stock Prices: Evidence from the Likelihood Function 0 0 1 97 2 3 7 546
The observable implications of self-fulfilling expectations 1 1 1 322 3 6 16 744
The power problems of unit root test in time series with autoregressive errors 0 1 4 679 1 5 16 1,664
Understanding the evolution of world business cycles 0 0 4 459 6 8 27 1,271
Total Journal Articles 2 8 34 6,501 88 190 573 25,126


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 1 3 82
Total Books 0 0 0 27 0 1 3 82


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Forecasting 4 4 19 1,350 9 10 39 3,284
Total Chapters 4 4 19 1,350 9 10 39 3,284


Statistics updated 2026-05-06