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 0 468
Asset Prices in a Time Series Model with Perpetually Disparately Informed, Competitive Traders 0 0 0 202 0 0 1 466
Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa 0 0 0 0 0 2 8 1,068
Baynesian Leading Indicators: Measuring and Predicting Economic Conditions 0 0 0 411 0 0 1 2,156
Beyond Calibration 0 0 0 1 0 0 0 406
Cyclical Implications of the Variable Utilization of Physical and Human Capital 0 0 0 0 0 0 0 609
Cyclical Implications of the Variable Utilization of Physical and Human Capital 0 0 0 391 0 0 1 1,716
Empirical Bayesian density forecasting in Iowa and shrinkage for the Monte Carlo era 0 0 0 89 0 0 4 312
Endogenous term premia and anomalies in the term structure of interest rates: explaining the predictability smile 0 0 0 77 0 0 0 479
Evaluating Asset-Pricing Models Using The Hansen-Jagannathan Bound: A Monte Carlo Investigation 0 0 0 243 0 0 3 1,042
Evaluating Asset-Pricing Models Using The Hansen-Jagannathan Bound: A Monte Carlo Investigation 0 1 3 471 0 2 4 1,969
Forecasting using relative entropy 0 0 6 751 0 1 12 1,379
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 0 328 0 1 8 1,042
Habit Formation: A Resolution of the Equity Premium Puzzle? 0 0 0 2 0 0 1 1,578
Heterogenous Beliefs and Tests of Present Value Models 0 0 1 166 0 1 3 321
Keynes vs. Prescott and Solow: Identifying Sources of Business Cycle Fluctuations 0 0 1 747 0 0 2 2,869
Keynes vs. Prescott and Solow: Identifying Sources of Business Cycle Fluctuations 0 0 0 1 0 0 1 467
Monetary aggregates as monetary targets: a statistical investigation 0 0 0 0 0 0 0 158
Risk Aversion vs. Intertemporal Substitution: Identification Failure in the Intertemporal Consumption CAPM 0 0 0 0 0 0 2 1,628
Risk aversion vs. intertemporal substitution: identification failure in the intertemporal consumption CAPM 0 0 0 238 0 0 5 667
Spectral Implications of Security Market Data for Models of Dynamic Economies 0 0 0 0 0 0 1 348
Stochastic Discount Factor Models and the Equity Premium Puzzle 0 0 0 79 0 0 6 414
The Case for Trend-Stationarity is Stronger than we Thought 0 0 0 0 0 0 1 243
The Engine of Growth or Its Handmaiden? A Time Series Assessment of Export-Led Growth 0 0 0 0 0 0 1 491
The Engine of Growth or Its Handmaiden? A Time Series Assessment of Export-Led Growth 0 0 0 1 1 1 2 528
The Engine of Growth or Its Handmaiden? A Time-Series Assessment of Export-Led Growth 0 0 8 993 2 3 20 2,856
World Business Cycles 0 0 0 0 0 0 1 328
Worldwide Persistence, Business Cycles, and Economic Growth 0 0 0 19 0 0 0 202
Total Working Papers 0 1 19 5,210 3 11 88 26,210


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 0 2 1,021
A Bayesian approach to dynamic macroeconomics 0 0 5 520 2 6 26 1,038
A Daily View of Yield Spreads and Short-Term Interest Rate Movements 0 0 0 94 0 0 0 691
A generalized volatility bound for dynamic economies 0 1 1 58 1 2 4 152
A new investigation of the impact of wage and price controls 0 0 1 6 0 0 3 43
An Analytical Policy Design under Rational Expectations 0 0 0 65 0 0 0 198
An Application of Bayesian Option Pricing to the Soybean Market 0 0 0 5 1 2 2 38
Another hole in the ozone layer: changes in FOMC operating procedure and the term structure 0 0 0 9 0 0 0 1,019
Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa 0 0 0 0 1 3 17 726
Econometric policy evaluation under rational expectations 0 0 0 33 0 0 0 131
Endogenous term premia and anomalies in the term structure of interest rates: Explaining the predictability smile 0 0 0 32 0 0 3 144
Estimating Moving Average Parameters: Classical Pileups and Bayesian Posteriors 0 0 0 0 0 0 1 754
Evaluating asset-pricing models using the Hansen-Jagannathan bound: a Monte Carlo investigation 0 0 0 290 0 0 7 1,003
Forecasting Using Relative Entropy 0 0 0 1 0 1 23 537
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 1 3 80 0 2 7 406
Generalized Safety First and a New Twist on Portfolio Performance 0 0 0 38 0 1 4 141
Habit formation: a resolution of the equity premium puzzle? 0 1 8 188 0 6 41 538
Integration versus Trend Stationarity in Time Series 2 4 11 581 3 9 25 1,982
International Business Cycles: World, Region, and Country-Specific Factors 3 5 14 1,205 8 20 71 3,260
Keynesian impulses versus Solow residuals: identifying sources of business cycle fluctuations 0 0 2 208 0 1 3 753
Lucas on the Quantity Theory: Hypothesis Testing without Theory 2 2 3 121 2 3 7 451
Modeling Stock Prices without Knowing How to Induce Stationarity 0 0 0 8 0 0 1 27
Modeling Stock Prices without Knowing How to Induce Stationarity 0 0 1 7 0 0 1 25
Monetary Aggregates as Monetary Targets: A Statistical Investigation 0 0 0 30 0 0 1 217
More unsettling evidence on the perfect markets hypothesis 0 0 0 0 0 0 0 528
Multiple equilibria in a simple asset pricing model 0 0 0 57 0 0 1 130
On robustness 0 0 0 16 0 0 0 67
Reconsidering 'trends and random walks in macroeconomic time series' 0 0 1 72 0 0 3 213
Rejoinder to Hendry 0 0 1 25 0 0 2 96
Risk Aversion versus Intertemporal Substitution: A Case Study of Identification Failure in the Intertemporal Consumption Capital Asset Pricing Model 0 0 0 0 0 1 3 499
Spectral utility, wiener-hopf techniques, and rational expectations 0 0 1 82 0 0 1 165
Supplanting the 'Minnesota' prior: Forecasting macroeconomic time series using real business cycle model priors 0 1 5 913 0 4 18 1,971
The Case for Trend-Stationarity Is Stronger Than We Thought 0 0 0 57 0 0 0 337
The Engine of Growth or Its Handmaiden? A Time-Series Assessment of Export-Led Growth 0 0 0 0 1 2 10 583
The Temporal Stability of Dividends and Stock Prices: Evidence from the Likelihood Function 0 0 0 94 0 0 2 535
The observable implications of self-fulfilling expectations 0 0 4 308 0 1 13 704
The power problems of unit root test in time series with autoregressive errors 1 1 7 666 2 4 21 1,618
Understanding the evolution of world business cycles 0 2 11 423 2 7 32 1,166
Total Journal Articles 8 18 79 6,292 23 75 355 23,907


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 26 0 0 0 76
Total Books 0 0 0 26 0 0 0 76


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Forecasting 7 10 35 1,270 9 18 71 3,144
Total Chapters 7 10 35 1,270 9 18 71 3,144


Statistics updated 2022-11-05