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 3 8 478
Asset Prices in a Time Series Model with Perpetually Disparately Informed, Competitive Traders 0 0 0 204 1 6 13 495
Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa 0 0 0 0 0 4 11 1,092
Baynesian Leading Indicators: Measuring and Predicting Economic Conditions 0 0 1 413 0 3 11 2,175
Beyond Calibration 0 0 0 1 0 1 7 419
Cyclical Implications of the Variable Utilization of Physical and Human Capital 0 0 0 391 1 4 10 1,730
Cyclical Implications of the Variable Utilization of Physical and Human Capital 0 0 0 0 1 3 9 619
Empirical Bayesian density forecasting in Iowa and shrinkage for the Monte Carlo era 0 0 0 90 0 3 12 327
Endogenous term premia and anomalies in the term structure of interest rates: explaining the predictability smile 0 0 0 77 0 4 29 510
Evaluating Asset-Pricing Models Using The Hansen-Jagannathan Bound: A Monte Carlo Investigation 0 0 0 471 1 4 7 1,984
Evaluating Asset-Pricing Models Using The Hansen-Jagannathan Bound: A Monte Carlo Investigation 0 1 1 246 2 9 20 1,079
Forecasting using relative entropy 1 2 2 756 1 6 17 1,407
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 1 5 17 1,069
Habit Formation: A Resolution of the Equity Premium Puzzle? 0 0 0 2 1 6 21 1,608
Heterogenous Beliefs and Tests of Present Value Models 0 0 1 170 1 3 24 355
Keynes vs. Prescott and Solow: Identifying Sources of Business Cycle Fluctuations 0 0 0 1 1 4 15 485
Keynes vs. Prescott and Solow: Identifying Sources of Business Cycle Fluctuations 0 0 0 748 0 1 3 2,880
Monetary aggregates as monetary targets: a statistical investigation 0 0 0 0 1 2 10 169
Risk Aversion vs. Intertemporal Substitution: Identification Failure in the Intertemporal Consumption CAPM 0 0 0 0 0 1 11 1,640
Risk aversion vs. intertemporal substitution: identification failure in the intertemporal consumption CAPM 0 0 0 238 1 4 6 679
Spectral Implications of Security Market Data for Models of Dynamic Economies 0 0 0 0 1 2 12 363
Stochastic Discount Factor Models and the Equity Premium Puzzle 0 0 0 79 0 4 17 444
The Case for Trend-Stationarity is Stronger than we Thought 0 0 0 0 1 2 9 252
The Engine of Growth or Its Handmaiden? A Time Series Assessment of Export-Led Growth 0 0 0 1 0 3 11 539
The Engine of Growth or Its Handmaiden? A Time Series Assessment of Export-Led Growth 0 0 0 0 1 5 10 504
The Engine of Growth or Its Handmaiden? A Time-Series Assessment of Export-Led Growth 0 0 1 1,000 0 2 17 2,892
World Business Cycles 0 0 0 0 1 2 9 337
Worldwide Persistence, Business Cycles, and Economic Growth 0 0 0 19 2 6 13 217
Total Working Papers 1 3 6 5,237 19 102 359 26,748


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 3 11 1,043
A Bayesian approach to dynamic macroeconomics 0 0 1 534 1 1 12 1,078
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 3 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 7 209
An Application of Bayesian Option Pricing to the Soybean Market 0 0 0 5 0 0 7 46
Another hole in the ozone layer: changes in FOMC operating procedure and the term structure 0 0 0 9 0 4 7 1,030
Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa 0 0 0 0 1 6 24 783
Econometric policy evaluation under rational expectations 0 0 0 34 1 4 12 148
Endogenous term premia and anomalies in the term structure of interest rates: Explaining the predictability smile 0 0 0 32 0 2 6 159
Estimating Moving Average Parameters: Classical Pileups and Bayesian Posteriors 0 0 0 0 0 5 13 769
Evaluating asset-pricing models using the Hansen-Jagannathan bound: a Monte Carlo investigation 0 1 2 296 0 7 23 1,036
Forecasting Using Relative Entropy 0 0 0 1 3 6 18 591
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 3 6 426
Generalized Safety First and a New Twist on Portfolio Performance 0 0 0 38 0 1 10 155
Habit formation: a resolution of the equity premium puzzle? 0 0 0 194 1 4 15 595
Integration versus Trend Stationarity in Time Series 1 1 1 603 3 6 16 2,048
International Business Cycles: World, Region, and Country-Specific Factors 1 3 14 1,255 4 39 160 3,559
Keynesian impulses versus Solow residuals: identifying sources of business cycle fluctuations 0 0 0 209 0 3 9 766
Lucas on the Quantity Theory: Hypothesis Testing without Theory 1 1 3 128 1 2 13 480
Modeling Stock Prices without Knowing How to Induce Stationarity 0 0 0 8 0 2 11 42
Modeling Stock Prices without Knowing How to Induce Stationarity 0 0 0 7 1 4 10 35
Monetary Aggregates as Monetary Targets: A Statistical Investigation 0 0 0 32 0 1 7 227
More unsettling evidence on the perfect markets hypothesis 0 0 0 0 0 4 8 538
Multiple equilibria in a simple asset pricing model 0 0 0 59 0 3 10 145
On robustness 0 0 0 17 1 2 6 75
Reconsidering 'trends and random walks in macroeconomic time series' 0 0 0 76 0 1 7 228
Rejoinder to Hendry 0 0 0 27 0 3 8 107
Risk Aversion versus Intertemporal Substitution: A Case Study of Identification Failure in the Intertemporal Consumption Capital Asset Pricing Model 0 0 0 0 0 4 8 511
Spectral utility, wiener-hopf techniques, and rational expectations 0 0 0 82 1 2 14 183
Supplanting the 'Minnesota' prior: Forecasting macroeconomic time series using real business cycle model priors 0 0 2 931 2 6 17 2,014
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 9 25 640
The Temporal Stability of Dividends and Stock Prices: Evidence from the Likelihood Function 0 0 1 97 0 3 7 546
The observable implications of self-fulfilling expectations 0 1 1 322 1 4 16 745
The power problems of unit root test in time series with autoregressive errors 0 1 2 679 0 4 13 1,664
Understanding the evolution of world business cycles 0 0 4 459 1 9 27 1,272
Total Journal Articles 3 8 32 6,504 24 160 582 25,150


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


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Forecasting 1 5 20 1,351 2 12 41 3,286
Total Chapters 1 5 20 1,351 2 12 41 3,286


Statistics updated 2026-06-04