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 1 2 5 473
Asset Prices in a Time Series Model with Perpetually Disparately Informed, Competitive Traders 0 0 0 204 2 6 11 489
Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa 0 0 0 0 2 5 7 1,087
Baynesian Leading Indicators: Measuring and Predicting Economic Conditions 0 0 0 412 5 6 10 2,171
Beyond Calibration 0 0 0 1 3 5 5 417
Cyclical Implications of the Variable Utilization of Physical and Human Capital 0 0 0 391 4 5 6 1,726
Cyclical Implications of the Variable Utilization of Physical and Human Capital 0 0 0 0 1 2 4 614
Empirical Bayesian density forecasting in Iowa and shrinkage for the Monte Carlo era 0 0 0 90 3 8 10 323
Endogenous term premia and anomalies in the term structure of interest rates: explaining the predictability smile 0 0 0 77 14 17 20 500
Evaluating Asset-Pricing Models Using The Hansen-Jagannathan Bound: A Monte Carlo Investigation 0 0 0 245 0 7 12 1,069
Evaluating Asset-Pricing Models Using The Hansen-Jagannathan Bound: A Monte Carlo Investigation 0 0 0 471 1 2 5 1,980
Forecasting using relative entropy 0 0 0 754 3 7 13 1,400
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 5 9 12 1,062
Habit Formation: A Resolution of the Equity Premium Puzzle? 0 0 0 2 4 8 14 1,600
Heterogenous Beliefs and Tests of Present Value Models 0 1 1 170 15 17 20 350
Keynes vs. Prescott and Solow: Identifying Sources of Business Cycle Fluctuations 0 0 0 1 2 6 11 480
Keynes vs. Prescott and Solow: Identifying Sources of Business Cycle Fluctuations 0 0 0 748 2 2 3 2,879
Monetary aggregates as monetary targets: a statistical investigation 0 0 0 0 2 6 7 166
Risk Aversion vs. Intertemporal Substitution: Identification Failure in the Intertemporal Consumption CAPM 0 0 0 0 4 8 10 1,639
Risk aversion vs. intertemporal substitution: identification failure in the intertemporal consumption CAPM 0 0 0 238 0 0 3 675
Spectral Implications of Security Market Data for Models of Dynamic Economies 0 0 0 0 5 7 9 359
Stochastic Discount Factor Models and the Equity Premium Puzzle 0 0 0 79 6 8 15 438
The Case for Trend-Stationarity is Stronger than we Thought 0 0 0 0 1 6 6 249
The Engine of Growth or Its Handmaiden? A Time Series Assessment of Export-Led Growth 0 0 0 0 2 2 5 498
The Engine of Growth or Its Handmaiden? A Time Series Assessment of Export-Led Growth 0 0 0 1 3 6 6 534
The Engine of Growth or Its Handmaiden? A Time-Series Assessment of Export-Led Growth 0 0 1 1,000 5 9 16 2,889
World Business Cycles 0 0 0 0 1 4 6 334
Worldwide Persistence, Business Cycles, and Economic Growth 0 0 0 19 3 7 8 211
Total Working Papers 0 1 2 5,233 99 177 259 26,612


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 3 7 10 1,040
A Bayesian approach to dynamic macroeconomics 1 1 2 534 5 7 13 1,076
A Daily View of Yield Spreads and Short-Term Interest Rate Movements 0 0 0 94 1 2 4 696
A generalized volatility bound for dynamic economies 0 0 0 59 2 4 4 161
A new investigation of the impact of wage and price controls 0 0 0 7 1 3 4 51
An Analytical Policy Design under Rational Expectations 0 0 1 67 2 3 6 207
An Application of Bayesian Option Pricing to the Soybean Market 0 0 0 5 4 5 7 46
Another hole in the ozone layer: changes in FOMC operating procedure and the term structure 0 0 0 9 1 1 3 1,025
Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa 0 0 0 0 9 15 20 776
Econometric policy evaluation under rational expectations 0 0 0 34 5 6 8 143
Endogenous term premia and anomalies in the term structure of interest rates: Explaining the predictability smile 0 0 0 32 0 3 5 157
Estimating Moving Average Parameters: Classical Pileups and Bayesian Posteriors 0 0 0 0 2 3 8 763
Evaluating asset-pricing models using the Hansen-Jagannathan bound: a Monte Carlo investigation 0 0 1 294 3 15 16 1,028
Forecasting Using Relative Entropy 0 0 0 1 3 5 13 583
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 1 86 1 2 5 423
Generalized Safety First and a New Twist on Portfolio Performance 0 0 0 38 6 6 10 154
Habit formation: a resolution of the equity premium puzzle? 0 0 0 194 4 7 10 589
Integration versus Trend Stationarity in Time Series 0 0 2 602 2 4 17 2,041
International Business Cycles: World, Region, and Country-Specific Factors 0 3 14 1,250 58 70 104 3,488
Keynesian impulses versus Solow residuals: identifying sources of business cycle fluctuations 0 0 1 209 2 4 7 763
Lucas on the Quantity Theory: Hypothesis Testing without Theory 1 2 2 127 4 8 16 477
Modeling Stock Prices without Knowing How to Induce Stationarity 0 0 0 7 2 5 6 31
Modeling Stock Prices without Knowing How to Induce Stationarity 0 0 0 8 7 8 10 40
Monetary Aggregates as Monetary Targets: A Statistical Investigation 0 0 0 32 2 4 7 226
More unsettling evidence on the perfect markets hypothesis 0 0 0 0 3 3 4 534
Multiple equilibria in a simple asset pricing model 0 0 1 59 3 5 9 142
On robustness 0 0 0 17 2 3 4 72
Reconsidering 'trends and random walks in macroeconomic time series' 0 0 0 76 4 5 7 227
Rejoinder to Hendry 0 0 0 27 3 4 6 104
Risk Aversion versus Intertemporal Substitution: A Case Study of Identification Failure in the Intertemporal Consumption Capital Asset Pricing Model 0 0 0 0 2 3 5 507
Spectral utility, wiener-hopf techniques, and rational expectations 0 0 0 82 2 7 10 179
Supplanting the 'Minnesota' prior: Forecasting macroeconomic time series using real business cycle model priors 0 1 4 931 2 7 14 2,008
The Case for Trend-Stationarity Is Stronger Than We Thought 0 0 0 57 2 4 7 346
The Engine of Growth or Its Handmaiden? A Time-Series Assessment of Export-Led Growth 0 0 0 0 5 6 15 630
The Temporal Stability of Dividends and Stock Prices: Evidence from the Likelihood Function 0 0 2 97 2 3 6 543
The observable implications of self-fulfilling expectations 0 0 0 321 4 7 11 738
The power problems of unit root test in time series with autoregressive errors 0 0 5 678 2 4 15 1,659
Understanding the evolution of world business cycles 0 1 9 459 3 8 29 1,263
Total Journal Articles 2 8 45 6,493 168 266 455 24,936


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 2 81
Total Books 0 0 0 27 1 1 2 81


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Forecasting 2 8 18 1,346 6 20 33 3,274
Total Chapters 2 8 18 1,346 6 20 33 3,274


Statistics updated 2026-02-12