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 1 3 471
Asset Prices in a Time Series Model with Perpetually Disparately Informed, Competitive Traders 0 0 0 204 1 1 7 483
Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa 0 0 0 0 0 1 2 1,082
Baynesian Leading Indicators: Measuring and Predicting Economic Conditions 0 0 0 412 1 1 4 2,165
Beyond Calibration 0 0 0 1 0 0 0 412
Cyclical Implications of the Variable Utilization of Physical and Human Capital 0 0 0 391 0 1 1 1,721
Cyclical Implications of the Variable Utilization of Physical and Human Capital 0 0 0 0 1 1 2 612
Empirical Bayesian density forecasting in Iowa and shrinkage for the Monte Carlo era 0 0 0 90 0 0 2 315
Endogenous term premia and anomalies in the term structure of interest rates: explaining the predictability smile 0 0 0 77 1 2 3 483
Evaluating Asset-Pricing Models Using The Hansen-Jagannathan Bound: A Monte Carlo Investigation 0 0 0 471 1 1 5 1,978
Evaluating Asset-Pricing Models Using The Hansen-Jagannathan Bound: A Monte Carlo Investigation 0 0 0 245 2 3 9 1,062
Forecasting using relative entropy 0 0 0 754 2 3 6 1,393
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 1 4 1,053
Habit Formation: A Resolution of the Equity Premium Puzzle? 0 0 0 2 3 3 6 1,592
Heterogenous Beliefs and Tests of Present Value Models 0 0 0 169 2 2 4 333
Keynes vs. Prescott and Solow: Identifying Sources of Business Cycle Fluctuations 0 0 0 748 0 0 2 2,877
Keynes vs. Prescott and Solow: Identifying Sources of Business Cycle Fluctuations 0 0 0 1 4 4 5 474
Monetary aggregates as monetary targets: a statistical investigation 0 0 0 0 1 1 1 160
Risk Aversion vs. Intertemporal Substitution: Identification Failure in the Intertemporal Consumption CAPM 0 0 0 0 1 2 3 1,631
Risk aversion vs. intertemporal substitution: identification failure in the intertemporal consumption CAPM 0 0 0 238 1 2 3 675
Spectral Implications of Security Market Data for Models of Dynamic Economies 0 0 0 0 0 1 2 352
Stochastic Discount Factor Models and the Equity Premium Puzzle 0 0 0 79 1 2 8 430
The Case for Trend-Stationarity is Stronger than we Thought 0 0 0 0 0 0 0 243
The Engine of Growth or Its Handmaiden? A Time Series Assessment of Export-Led Growth 0 0 0 0 1 1 3 496
The Engine of Growth or Its Handmaiden? A Time Series Assessment of Export-Led Growth 0 0 0 1 0 0 0 528
The Engine of Growth or Its Handmaiden? A Time-Series Assessment of Export-Led Growth 1 1 1 1,000 1 2 7 2,880
World Business Cycles 0 0 0 0 1 2 2 330
Worldwide Persistence, Business Cycles, and Economic Growth 0 0 0 19 0 0 2 204
Total Working Papers 1 1 1 5,232 25 38 96 26,435


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 3 1,033
A Bayesian approach to dynamic macroeconomics 0 0 1 533 2 2 7 1,069
A Daily View of Yield Spreads and Short-Term Interest Rate Movements 0 0 0 94 0 1 2 694
A generalized volatility bound for dynamic economies 0 0 0 59 0 0 1 157
A new investigation of the impact of wage and price controls 0 0 0 7 0 0 1 48
An Analytical Policy Design under Rational Expectations 0 1 1 67 0 1 3 204
An Application of Bayesian Option Pricing to the Soybean Market 0 0 0 5 1 1 2 41
Another hole in the ozone layer: changes in FOMC operating procedure and the term structure 0 0 0 9 1 1 2 1,024
Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa 0 0 0 0 1 1 6 761
Econometric policy evaluation under rational expectations 0 0 0 34 1 1 3 137
Endogenous term premia and anomalies in the term structure of interest rates: Explaining the predictability smile 0 0 0 32 0 0 3 154
Estimating Moving Average Parameters: Classical Pileups and Bayesian Posteriors 0 0 0 0 2 3 5 760
Evaluating asset-pricing models using the Hansen-Jagannathan bound: a Monte Carlo investigation 0 0 2 294 0 0 2 1,013
Forecasting Using Relative Entropy 0 0 0 1 4 4 11 578
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 2 86 0 0 4 421
Generalized Safety First and a New Twist on Portfolio Performance 0 0 0 38 2 2 4 148
Habit formation: a resolution of the equity premium puzzle? 0 0 0 194 1 2 3 582
Integration versus Trend Stationarity in Time Series 0 0 4 602 2 3 16 2,037
International Business Cycles: World, Region, and Country-Specific Factors 2 4 13 1,247 6 15 43 3,418
Keynesian impulses versus Solow residuals: identifying sources of business cycle fluctuations 0 0 1 209 1 1 5 759
Lucas on the Quantity Theory: Hypothesis Testing without Theory 0 0 0 125 0 0 8 469
Modeling Stock Prices without Knowing How to Induce Stationarity 0 0 0 8 0 0 5 32
Modeling Stock Prices without Knowing How to Induce Stationarity 0 0 0 7 1 1 1 26
Monetary Aggregates as Monetary Targets: A Statistical Investigation 0 0 0 32 1 2 3 222
More unsettling evidence on the perfect markets hypothesis 0 0 0 0 0 0 3 531
Multiple equilibria in a simple asset pricing model 0 0 1 59 1 2 4 137
On robustness 0 0 0 17 0 0 1 69
Reconsidering 'trends and random walks in macroeconomic time series' 0 0 0 76 0 1 2 222
Rejoinder to Hendry 0 0 0 27 1 1 2 100
Risk Aversion versus Intertemporal Substitution: A Case Study of Identification Failure in the Intertemporal Consumption Capital Asset Pricing Model 0 0 0 0 1 1 2 504
Spectral utility, wiener-hopf techniques, and rational expectations 0 0 0 82 2 2 3 172
Supplanting the 'Minnesota' prior: Forecasting macroeconomic time series using real business cycle model priors 1 1 3 930 3 3 9 2,001
The Case for Trend-Stationarity Is Stronger Than We Thought 0 0 0 57 1 2 3 342
The Engine of Growth or Its Handmaiden? A Time-Series Assessment of Export-Led Growth 0 0 0 0 3 5 9 624
The Temporal Stability of Dividends and Stock Prices: Evidence from the Likelihood Function 0 0 2 97 0 0 3 540
The observable implications of self-fulfilling expectations 0 0 3 321 0 1 10 731
The power problems of unit root test in time series with autoregressive errors 0 0 5 678 1 2 13 1,655
Understanding the evolution of world business cycles 0 0 12 458 3 5 31 1,255
Total Journal Articles 3 6 50 6,485 42 66 238 24,670


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 1 1 80
Total Books 0 0 0 27 1 1 1 80


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Forecasting 4 5 15 1,338 4 5 25 3,254
Total Chapters 4 5 15 1,338 4 5 25 3,254


Statistics updated 2025-11-08