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 1 1 203 1 4 6 471
Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa 0 0 0 0 0 3 7 1,071
Baynesian Leading Indicators: Measuring and Predicting Economic Conditions 0 0 0 411 1 1 1 2,157
Beyond Calibration 0 0 0 1 0 0 1 407
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 2 1,717
Empirical Bayesian density forecasting in Iowa and shrinkage for the Monte Carlo era 0 0 0 89 0 0 1 312
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 1 471 0 0 2 1,969
Evaluating Asset-Pricing Models Using The Hansen-Jagannathan Bound: A Monte Carlo Investigation 0 0 1 244 1 2 5 1,046
Forecasting using relative entropy 0 0 2 751 0 0 5 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 5 1,043
Habit Formation: A Resolution of the Equity Premium Puzzle? 0 0 0 2 2 3 4 1,581
Heterogenous Beliefs and Tests of Present Value Models 0 0 0 166 0 2 3 323
Keynes vs. Prescott and Solow: Identifying Sources of Business Cycle Fluctuations 1 1 1 748 1 1 2 2,871
Keynes vs. Prescott and Solow: Identifying Sources of Business Cycle Fluctuations 0 0 0 1 1 1 1 468
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 0 1,628
Risk aversion vs. intertemporal substitution: identification failure in the intertemporal consumption CAPM 0 0 0 238 0 0 3 668
Spectral Implications of Security Market Data for Models of Dynamic Economies 0 0 0 0 0 2 2 350
Stochastic Discount Factor Models and the Equity Premium Puzzle 0 0 0 79 0 0 3 417
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 1 0 0 1 528
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 2 994 0 2 13 2,862
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 1 2 8 5,214 7 22 69 26,246


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 2 5 1,026
A Bayesian approach to dynamic macroeconomics 0 2 3 523 0 2 15 1,044
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 1 1 2 59 2 2 4 154
A new investigation of the impact of wage and price controls 0 1 1 7 0 1 2 44
An Analytical Policy Design under Rational Expectations 0 0 0 65 0 1 1 199
An Application of Bayesian Option Pricing to the Soybean Market 0 0 0 5 0 1 3 39
Another hole in the ozone layer: changes in FOMC operating procedure and the term structure 0 0 0 9 0 1 1 1,020
Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa 0 0 0 0 1 5 13 732
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 1 1 2 146
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 1 2 1,004
Forecasting Using Relative Entropy 0 0 0 1 0 1 9 541
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 3 80 0 0 6 406
Generalized Safety First and a New Twist on Portfolio Performance 0 0 0 38 1 1 3 143
Habit formation: a resolution of the equity premium puzzle? 0 1 6 192 2 12 38 560
Integration versus Trend Stationarity in Time Series 1 2 11 586 2 4 26 1,994
International Business Cycles: World, Region, and Country-Specific Factors 3 7 20 1,216 7 16 73 3,295
Keynesian impulses versus Solow residuals: identifying sources of business cycle fluctuations 0 0 0 208 0 0 1 753
Lucas on the Quantity Theory: Hypothesis Testing without Theory 1 2 4 123 1 3 7 454
Modeling Stock Prices without Knowing How to Induce Stationarity 0 0 0 7 0 0 0 25
Modeling Stock Prices without Knowing How to Induce Stationarity 0 0 0 8 0 0 0 27
Monetary Aggregates as Monetary Targets: A Statistical Investigation 0 0 0 30 0 0 0 217
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 1 58 0 0 2 131
On robustness 0 0 0 16 0 0 0 67
Reconsidering 'trends and random walks in macroeconomic time series' 1 2 2 74 2 3 4 216
Rejoinder to Hendry 0 0 0 25 0 0 0 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 3 501
Spectral utility, wiener-hopf techniques, and rational expectations 0 0 0 82 1 1 1 166
Supplanting the 'Minnesota' prior: Forecasting macroeconomic time series using real business cycle model priors 0 2 6 917 0 2 14 1,978
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 0 1 9 588
The Temporal Stability of Dividends and Stock Prices: Evidence from the Likelihood Function 0 0 0 94 0 0 1 535
The observable implications of self-fulfilling expectations 0 0 3 310 0 0 8 709
The power problems of unit root test in time series with autoregressive errors 1 1 3 668 1 1 15 1,625
Understanding the evolution of world business cycles 0 2 12 429 1 7 30 1,179
Total Journal Articles 8 23 77 6,336 22 70 299 24,055


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 2 9 31 1,286 3 14 58 3,173
Total Chapters 2 9 31 1,286 3 14 58 3,173


Statistics updated 2023-05-07