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 4 5 475
Asset Prices in a Time Series Model with Perpetually Disparately Informed, Competitive Traders 0 0 0 204 0 5 10 489
Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa 0 0 0 0 1 6 7 1,088
Baynesian Leading Indicators: Measuring and Predicting Economic Conditions 1 1 1 413 1 7 10 2,172
Beyond Calibration 0 0 0 1 1 4 6 418
Cyclical Implications of the Variable Utilization of Physical and Human Capital 0 0 0 391 0 5 6 1,726
Cyclical Implications of the Variable Utilization of Physical and Human Capital 0 0 0 0 2 4 6 616
Empirical Bayesian density forecasting in Iowa and shrinkage for the Monte Carlo era 0 0 0 90 1 6 10 324
Endogenous term premia and anomalies in the term structure of interest rates: explaining the predictability smile 0 0 0 77 6 22 25 506
Evaluating Asset-Pricing Models Using The Hansen-Jagannathan Bound: A Monte Carlo Investigation 0 0 0 471 0 2 5 1,980
Evaluating Asset-Pricing Models Using The Hansen-Jagannathan Bound: A Monte Carlo Investigation 0 0 0 245 1 4 11 1,070
Forecasting using relative entropy 0 0 0 754 1 5 12 1,401
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 2 7 14 1,064
Habit Formation: A Resolution of the Equity Premium Puzzle? 0 0 0 2 2 9 16 1,602
Heterogenous Beliefs and Tests of Present Value Models 0 1 1 170 2 19 21 352
Keynes vs. Prescott and Solow: Identifying Sources of Business Cycle Fluctuations 0 0 0 1 1 6 11 481
Keynes vs. Prescott and Solow: Identifying Sources of Business Cycle Fluctuations 0 0 0 748 0 2 2 2,879
Monetary aggregates as monetary targets: a statistical investigation 0 0 0 0 1 6 8 167
Risk Aversion vs. Intertemporal Substitution: Identification Failure in the Intertemporal Consumption CAPM 0 0 0 0 0 5 10 1,639
Risk aversion vs. intertemporal substitution: identification failure in the intertemporal consumption CAPM 0 0 0 238 0 0 2 675
Spectral Implications of Security Market Data for Models of Dynamic Economies 0 0 0 0 2 9 10 361
Stochastic Discount Factor Models and the Equity Premium Puzzle 0 0 0 79 2 10 16 440
The Case for Trend-Stationarity is Stronger than we Thought 0 0 0 0 1 5 7 250
The Engine of Growth or Its Handmaiden? A Time Series Assessment of Export-Led Growth 0 0 0 1 2 7 8 536
The Engine of Growth or Its Handmaiden? A Time Series Assessment of Export-Led Growth 0 0 0 0 1 3 5 499
The Engine of Growth or Its Handmaiden? A Time-Series Assessment of Export-Led Growth 0 0 1 1,000 1 8 16 2,890
World Business Cycles 0 0 0 0 1 5 7 335
Worldwide Persistence, Business Cycles, and Economic Growth 0 0 0 19 0 7 7 211
Total Working Papers 1 2 3 5,234 34 182 273 26,646


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 0 6 9 1,040
A Bayesian approach to dynamic macroeconomics 0 1 1 534 1 6 13 1,077
A Daily View of Yield Spreads and Short-Term Interest Rate Movements 0 0 0 94 0 1 3 696
A generalized volatility bound for dynamic economies 0 0 0 59 0 4 4 161
A new investigation of the impact of wage and price controls 0 0 0 7 0 1 3 51
An Analytical Policy Design under Rational Expectations 0 0 1 67 2 5 7 209
An Application of Bayesian Option Pricing to the Soybean Market 0 0 0 5 0 5 7 46
Another hole in the ozone layer: changes in FOMC operating procedure and the term structure 0 0 0 9 1 2 4 1,026
Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa 0 0 0 0 1 16 20 777
Econometric policy evaluation under rational expectations 0 0 0 34 1 7 8 144
Endogenous term premia and anomalies in the term structure of interest rates: Explaining the predictability smile 0 0 0 32 0 1 4 157
Estimating Moving Average Parameters: Classical Pileups and Bayesian Posteriors 0 0 0 0 1 4 8 764
Evaluating asset-pricing models using the Hansen-Jagannathan bound: a Monte Carlo investigation 1 1 2 295 1 5 17 1,029
Forecasting Using Relative Entropy 0 0 0 1 2 7 14 585
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 1 86 0 2 4 423
Generalized Safety First and a New Twist on Portfolio Performance 0 0 0 38 0 6 10 154
Habit formation: a resolution of the equity premium puzzle? 0 0 0 194 2 8 12 591
Integration versus Trend Stationarity in Time Series 0 0 0 602 1 4 15 2,042
International Business Cycles: World, Region, and Country-Specific Factors 2 4 15 1,252 32 98 132 3,520
Keynesian impulses versus Solow residuals: identifying sources of business cycle fluctuations 0 0 1 209 0 3 7 763
Lucas on the Quantity Theory: Hypothesis Testing without Theory 0 1 2 127 1 5 13 478
Modeling Stock Prices without Knowing How to Induce Stationarity 0 0 0 8 0 8 9 40
Modeling Stock Prices without Knowing How to Induce Stationarity 0 0 0 7 0 3 6 31
Monetary Aggregates as Monetary Targets: A Statistical Investigation 0 0 0 32 0 3 6 226
More unsettling evidence on the perfect markets hypothesis 0 0 0 0 0 3 4 534
Multiple equilibria in a simple asset pricing model 0 0 1 59 0 4 9 142
On robustness 0 0 0 17 1 4 5 73
Reconsidering 'trends and random walks in macroeconomic time series' 0 0 0 76 0 4 6 227
Rejoinder to Hendry 0 0 0 27 0 4 6 104
Risk Aversion versus Intertemporal Substitution: A Case Study of Identification Failure in the Intertemporal Consumption Capital Asset Pricing Model 0 0 0 0 0 3 4 507
Spectral utility, wiener-hopf techniques, and rational expectations 0 0 0 82 2 8 12 181
Supplanting the 'Minnesota' prior: Forecasting macroeconomic time series using real business cycle model priors 0 0 4 931 0 6 14 2,008
The Case for Trend-Stationarity Is Stronger Than We Thought 0 0 0 57 0 3 6 346
The Engine of Growth or Its Handmaiden? A Time-Series Assessment of Export-Led Growth 0 0 0 0 1 7 16 631
The Temporal Stability of Dividends and Stock Prices: Evidence from the Likelihood Function 0 0 2 97 0 2 5 543
The observable implications of self-fulfilling expectations 0 0 0 321 3 9 13 741
The power problems of unit root test in time series with autoregressive errors 0 0 5 678 1 3 14 1,660
Understanding the evolution of world business cycles 0 1 6 459 0 6 23 1,263
Total Journal Articles 3 8 41 6,496 54 276 472 24,990


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 1 2 3 82
Total Books 0 0 0 27 1 2 3 82


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Forecasting 0 5 18 1,346 0 11 32 3,274
Total Chapters 0 5 18 1,346 0 11 32 3,274


Statistics updated 2026-03-04