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 0 1 13 495
Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa 0 0 0 0 0 0 11 1,092
Baynesian Leading Indicators: Measuring and Predicting Economic Conditions 0 0 1 413 0 0 11 2,175
Beyond Calibration 0 0 0 1 0 0 7 419
Cyclical Implications of the Variable Utilization of Physical and Human Capital 0 0 0 391 0 2 11 1,731
Cyclical Implications of the Variable Utilization of Physical and Human Capital 0 0 0 0 0 1 8 619
Empirical Bayesian density forecasting in Iowa and shrinkage for the Monte Carlo era 0 0 0 90 1 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 29 510
Evaluating Asset-Pricing Models Using The Hansen-Jagannathan Bound: A Monte Carlo Investigation 0 0 0 471 0 1 7 1,984
Evaluating Asset-Pricing Models Using The Hansen-Jagannathan Bound: A Monte Carlo Investigation 0 0 1 246 0 2 20 1,079
Forecasting using relative entropy 0 1 2 756 1 3 19 1,409
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 17 1,069
Habit Formation: A Resolution of the Equity Premium Puzzle? 0 0 0 2 0 1 19 1,608
Heterogenous Beliefs and Tests of Present Value Models 0 0 1 170 0 1 24 355
Keynes vs. Prescott and Solow: Identifying Sources of Business Cycle Fluctuations 0 0 0 1 0 1 15 485
Keynes vs. Prescott and Solow: Identifying Sources of Business Cycle Fluctuations 0 0 0 748 0 0 3 2,880
Monetary aggregates as monetary targets: a statistical investigation 0 0 0 0 0 1 10 169
Risk Aversion vs. Intertemporal Substitution: Identification Failure in the Intertemporal Consumption CAPM 0 0 0 0 0 0 11 1,640
Risk aversion vs. intertemporal substitution: identification failure in the intertemporal consumption CAPM 0 0 0 238 0 1 6 679
Spectral Implications of Security Market Data for Models of Dynamic Economies 0 0 0 0 0 1 12 363
Stochastic Discount Factor Models and the Equity Premium Puzzle 0 0 0 79 0 0 16 444
The Case for Trend-Stationarity is Stronger than we Thought 0 0 0 0 0 1 9 252
The Engine of Growth or Its Handmaiden? A Time Series Assessment of Export-Led Growth 0 0 0 0 0 1 9 504
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 0 0 1 1,000 0 1 15 2,893
World Business Cycles 0 0 0 0 0 1 9 337
Worldwide Persistence, Business Cycles, and Economic Growth 0 0 0 19 0 3 14 218
Total Working Papers 0 1 6 5,237 2 26 358 26,755


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 11 1,044
A Bayesian approach to dynamic macroeconomics 1 1 2 535 2 3 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 0 0 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 0 6 209
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 2 6 28 788
Econometric policy evaluation under rational expectations 0 0 0 34 1 2 13 149
Endogenous term premia and anomalies in the term structure of interest rates: Explaining the predictability smile 0 0 0 32 2 2 7 161
Estimating Moving Average Parameters: Classical Pileups and Bayesian Posteriors 0 0 0 0 1 1 13 770
Evaluating asset-pricing models using the Hansen-Jagannathan bound: a Monte Carlo investigation 0 0 2 296 0 1 24 1,037
Forecasting Using Relative Entropy 0 0 0 1 4 8 22 596
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 0 0 5 426
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 2 16 596
Integration versus Trend Stationarity in Time Series 0 1 1 603 1 5 16 2,050
International Business Cycles: World, Region, and Country-Specific Factors 2 4 15 1,258 5 17 169 3,572
Keynesian impulses versus Solow residuals: identifying sources of business cycle fluctuations 0 0 0 209 1 1 9 767
Lucas on the Quantity Theory: Hypothesis Testing without Theory 0 1 3 128 0 1 11 480
Modeling Stock Prices without Knowing How to Induce Stationarity 0 0 0 8 0 0 10 42
Modeling Stock Prices without Knowing How to Induce Stationarity 0 0 0 7 0 1 10 35
Monetary Aggregates as Monetary Targets: A Statistical Investigation 0 0 0 32 2 5 12 232
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 1 1 11 146
On robustness 0 0 0 17 1 2 7 76
Reconsidering 'trends and random walks in macroeconomic time series' 0 0 0 76 0 1 8 229
Rejoinder to Hendry 0 0 0 27 1 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 1 13 183
Supplanting the 'Minnesota' prior: Forecasting macroeconomic time series using real business cycle model priors 0 0 2 931 1 5 19 2,017
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 1 3 23 642
The Temporal Stability of Dividends and Stock Prices: Evidence from the Likelihood Function 0 0 0 97 0 0 6 546
The observable implications of self-fulfilling expectations 0 0 1 322 0 2 16 746
The power problems of unit root test in time series with autoregressive errors 0 2 3 681 0 6 17 1,670
Understanding the evolution of world business cycles 0 0 1 459 0 1 22 1,272
Total Journal Articles 3 9 31 6,510 27 82 604 25,208


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 4 83
Total Books 0 0 0 27 0 1 4 83


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Forecasting 0 1 18 1,351 1 4 39 3,288
Total Chapters 0 1 18 1,351 1 4 39 3,288


Statistics updated 2026-08-07