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 |
| 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 |
|
|
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