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 7 478
Asset Prices in a Time Series Model with Perpetually Disparately Informed, Competitive Traders 0 0 0 204 0 2 15 497
Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa 0 0 0 0 1 2 12 1,094
Baynesian Leading Indicators: Measuring and Predicting Economic Conditions 0 0 1 413 1 1 12 2,176
Beyond Calibration 0 0 0 1 0 1 8 420
Cyclical Implications of the Variable Utilization of Physical and Human Capital 0 0 0 391 0 0 10 1,731
Cyclical Implications of the Variable Utilization of Physical and Human Capital 0 0 0 0 0 0 8 619
Empirical Bayesian density forecasting in Iowa and shrinkage for the Monte Carlo era 0 0 0 90 1 2 14 329
Endogenous term premia and anomalies in the term structure of interest rates: explaining the predictability smile 0 0 0 77 1 1 29 511
Evaluating Asset-Pricing Models Using The Hansen-Jagannathan Bound: A Monte Carlo Investigation 0 0 1 246 2 2 21 1,081
Evaluating Asset-Pricing Models Using The Hansen-Jagannathan Bound: A Monte Carlo Investigation 0 0 0 471 0 1 8 1,985
Forecasting using relative entropy 0 0 2 756 2 4 21 1,412
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 0 16 1,069
Habit Formation: A Resolution of the Equity Premium Puzzle? 0 0 0 2 0 2 21 1,610
Heterogenous Beliefs and Tests of Present Value Models 0 0 1 170 1 1 25 356
Keynes vs. Prescott and Solow: Identifying Sources of Business Cycle Fluctuations 0 0 0 1 0 0 15 485
Keynes vs. Prescott and Solow: Identifying Sources of Business Cycle Fluctuations 0 0 0 748 0 1 4 2,881
Monetary aggregates as monetary targets: a statistical investigation 0 0 0 0 0 0 10 169
Risk Aversion vs. Intertemporal Substitution: Identification Failure in the Intertemporal Consumption CAPM 0 0 0 0 1 2 12 1,642
Risk aversion vs. intertemporal substitution: identification failure in the intertemporal consumption CAPM 0 0 0 238 0 0 5 679
Spectral Implications of Security Market Data for Models of Dynamic Economies 0 0 0 0 1 1 12 364
Stochastic Discount Factor Models and the Equity Premium Puzzle 0 0 0 79 0 0 15 444
The Case for Trend-Stationarity is Stronger than we Thought 0 0 0 0 1 2 11 254
The Engine of Growth or Its Handmaiden? A Time Series Assessment of Export-Led Growth 0 0 0 0 0 1 10 505
The Engine of Growth or Its Handmaiden? A Time Series Assessment of Export-Led Growth 0 0 0 1 0 0 12 540
The Engine of Growth or Its Handmaiden? A Time-Series Assessment of Export-Led Growth 0 1 2 1,001 0 3 17 2,896
World Business Cycles 0 0 0 0 1 1 9 338
Worldwide Persistence, Business Cycles, and Economic Growth 0 0 0 19 0 0 14 218
Total Working Papers 0 1 7 5,238 13 30 373 26,783


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 12 1,045
A Bayesian approach to dynamic macroeconomics 0 1 2 535 0 2 13 1,080
A Daily View of Yield Spreads and Short-Term Interest Rate Movements 0 0 0 94 0 0 2 696
A generalized volatility bound for dynamic economies 0 0 0 59 1 2 9 166
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 0 67 0 5 10 214
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 0 2 28 788
Econometric policy evaluation under rational expectations 0 0 0 34 0 1 13 149
Endogenous term premia and anomalies in the term structure of interest rates: Explaining the predictability smile 0 0 0 32 0 3 8 162
Estimating Moving Average Parameters: Classical Pileups and Bayesian Posteriors 0 0 0 0 0 2 13 771
Evaluating asset-pricing models using the Hansen-Jagannathan bound: a Monte Carlo investigation 0 1 3 297 1 3 27 1,040
Forecasting Using Relative Entropy 0 0 0 1 1 16 34 608
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 1 6 427
Generalized Safety First and a New Twist on Portfolio Performance 0 0 0 38 0 0 10 156
Habit formation: a resolution of the equity premium puzzle? 0 0 0 194 1 1 16 597
Integration versus Trend Stationarity in Time Series 0 0 1 603 1 4 18 2,053
International Business Cycles: World, Region, and Country-Specific Factors 4 6 17 1,262 7 15 170 3,582
Keynesian impulses versus Solow residuals: identifying sources of business cycle fluctuations 0 0 0 209 0 2 10 768
Lucas on the Quantity Theory: Hypothesis Testing without Theory 0 0 3 128 2 2 13 482
Modeling Stock Prices without Knowing How to Induce Stationarity 0 0 0 8 0 2 12 44
Modeling Stock Prices without Knowing How to Induce Stationarity 0 0 0 7 0 0 10 35
Monetary Aggregates as Monetary Targets: A Statistical Investigation 0 0 0 32 0 2 11 232
More unsettling evidence on the perfect markets hypothesis 0 0 0 0 2 2 10 541
Multiple equilibria in a simple asset pricing model 0 0 0 59 0 1 10 146
On robustness 0 0 0 17 0 1 7 76
Reconsidering 'trends and random walks in macroeconomic time series' 1 1 1 77 1 1 8 230
Rejoinder to Hendry 0 0 0 27 0 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 0 13 183
Supplanting the 'Minnesota' prior: Forecasting macroeconomic time series using real business cycle model priors 0 1 3 932 1 4 22 2,020
The Case for Trend-Stationarity Is Stronger Than We Thought 0 0 0 57 0 1 6 347
The Engine of Growth or Its Handmaiden? A Time-Series Assessment of Export-Led Growth 0 0 0 0 0 3 23 644
The Temporal Stability of Dividends and Stock Prices: Evidence from the Likelihood Function 0 0 0 97 2 3 9 549
The observable implications of self-fulfilling expectations 0 0 1 322 0 0 15 746
The power problems of unit root test in time series with autoregressive errors 2 2 5 683 7 7 23 1,677
Understanding the evolution of world business cycles 0 1 2 460 3 6 26 1,278
Total Journal Articles 7 13 38 6,520 30 97 650 25,278


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 5 84
Total Books 0 0 0 27 1 1 5 84


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Forecasting 1 2 19 1,353 4 6 43 3,293
Total Chapters 1 2 19 1,353 4 6 43 3,293


Statistics updated 2026-10-11