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 2 2 2 470
Asset Prices in a Time Series Model with Perpetually Disparately Informed, Competitive Traders 0 0 1 204 1 3 5 479
Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa 0 0 0 0 1 1 3 1,081
Baynesian Leading Indicators: Measuring and Predicting Economic Conditions 0 0 1 412 1 1 2 2,162
Beyond Calibration 0 0 0 1 0 0 2 412
Cyclical Implications of the Variable Utilization of Physical and Human Capital 0 0 0 391 0 0 1 1,720
Cyclical Implications of the Variable Utilization of Physical and Human Capital 0 0 0 0 0 0 1 610
Empirical Bayesian density forecasting in Iowa and shrinkage for the Monte Carlo era 0 0 0 90 1 1 1 314
Endogenous term premia and anomalies in the term structure of interest rates: explaining the predictability smile 0 0 0 77 1 1 2 481
Evaluating Asset-Pricing Models Using The Hansen-Jagannathan Bound: A Monte Carlo Investigation 0 0 1 245 2 5 9 1,059
Evaluating Asset-Pricing Models Using The Hansen-Jagannathan Bound: A Monte Carlo Investigation 0 0 0 471 0 2 4 1,975
Forecasting using relative entropy 0 0 0 754 2 2 2 1,389
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 1 330 0 1 5 1,050
Habit Formation: A Resolution of the Equity Premium Puzzle? 0 0 0 2 0 0 3 1,586
Heterogenous Beliefs and Tests of Present Value Models 0 0 1 169 1 2 4 331
Keynes vs. Prescott and Solow: Identifying Sources of Business Cycle Fluctuations 0 0 0 1 1 1 1 470
Keynes vs. Prescott and Solow: Identifying Sources of Business Cycle Fluctuations 0 0 0 748 1 2 5 2,877
Monetary aggregates as monetary targets: a statistical investigation 0 0 0 0 0 0 1 159
Risk Aversion vs. Intertemporal Substitution: Identification Failure in the Intertemporal Consumption CAPM 0 0 0 0 0 1 1 1,629
Risk aversion vs. intertemporal substitution: identification failure in the intertemporal consumption CAPM 0 0 0 238 1 1 1 673
Spectral Implications of Security Market Data for Models of Dynamic Economies 0 0 0 0 1 1 1 351
Stochastic Discount Factor Models and the Equity Premium Puzzle 0 0 0 79 1 2 5 424
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 0 528
The Engine of Growth or Its Handmaiden? A Time Series Assessment of Export-Led Growth 0 0 0 0 1 1 1 494
The Engine of Growth or Its Handmaiden? A Time-Series Assessment of Export-Led Growth 0 0 3 999 1 1 4 2,874
World Business Cycles 0 0 0 0 0 0 0 328
Worldwide Persistence, Business Cycles, and Economic Growth 0 0 0 19 1 2 2 204
Total Working Papers 0 0 8 5,231 20 33 68 26,373


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 1 2 1,031
A Bayesian approach to dynamic macroeconomics 1 1 6 533 1 2 12 1,064
A Daily View of Yield Spreads and Short-Term Interest Rate Movements 0 0 0 94 1 1 1 693
A generalized volatility bound for dynamic economies 0 0 0 59 0 1 1 157
A new investigation of the impact of wage and price controls 0 0 0 7 1 1 1 48
An Analytical Policy Design under Rational Expectations 0 0 0 66 1 1 1 202
An Application of Bayesian Option Pricing to the Soybean Market 0 0 0 5 0 0 0 39
Another hole in the ozone layer: changes in FOMC operating procedure and the term structure 0 0 0 9 0 0 2 1,022
Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa 0 0 0 0 1 2 10 757
Econometric policy evaluation under rational expectations 0 0 0 34 1 2 2 136
Endogenous term premia and anomalies in the term structure of interest rates: Explaining the predictability smile 0 0 0 32 1 2 6 153
Estimating Moving Average Parameters: Classical Pileups and Bayesian Posteriors 0 0 0 0 1 1 1 756
Evaluating asset-pricing models using the Hansen-Jagannathan bound: a Monte Carlo investigation 0 1 1 293 0 1 4 1,012
Forecasting Using Relative Entropy 0 0 0 1 1 4 9 571
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 2 85 1 2 8 419
Generalized Safety First and a New Twist on Portfolio Performance 0 0 0 38 0 0 1 144
Habit formation: a resolution of the equity premium puzzle? 0 0 0 194 0 0 5 579
Integration versus Trend Stationarity in Time Series 2 4 10 602 3 5 15 2,027
International Business Cycles: World, Region, and Country-Specific Factors 1 3 9 1,237 4 9 45 3,388
Keynesian impulses versus Solow residuals: identifying sources of business cycle fluctuations 0 0 0 208 0 2 3 756
Lucas on the Quantity Theory: Hypothesis Testing without Theory 0 0 2 125 4 4 7 465
Modeling Stock Prices without Knowing How to Induce Stationarity 0 0 0 8 1 4 4 31
Modeling Stock Prices without Knowing How to Induce Stationarity 0 0 0 7 0 0 0 25
Monetary Aggregates as Monetary Targets: A Statistical Investigation 0 0 1 32 1 1 2 220
More unsettling evidence on the perfect markets hypothesis 0 0 0 0 0 2 2 530
Multiple equilibria in a simple asset pricing model 0 0 0 58 0 0 0 133
On robustness 0 0 0 17 0 0 0 68
Reconsidering 'trends and random walks in macroeconomic time series' 0 0 0 76 1 1 1 221
Rejoinder to Hendry 0 0 0 27 0 0 0 98
Risk Aversion versus Intertemporal Substitution: A Case Study of Identification Failure in the Intertemporal Consumption Capital Asset Pricing Model 0 0 0 0 1 1 1 503
Spectral utility, wiener-hopf techniques, and rational expectations 0 0 0 82 0 0 1 169
Supplanting the 'Minnesota' prior: Forecasting macroeconomic time series using real business cycle model priors 0 0 3 927 0 0 7 1,994
The Case for Trend-Stationarity Is Stronger Than We Thought 0 0 0 57 1 1 1 340
The Engine of Growth or Its Handmaiden? A Time-Series Assessment of Export-Led Growth 0 0 0 0 0 0 7 615
The Temporal Stability of Dividends and Stock Prices: Evidence from the Likelihood Function 0 0 0 95 1 1 1 538
The observable implications of self-fulfilling expectations 0 2 6 321 1 6 11 728
The power problems of unit root test in time series with autoregressive errors 0 0 2 673 2 4 9 1,646
Understanding the evolution of world business cycles 3 5 16 453 6 14 37 1,240
Total Journal Articles 7 17 58 6,455 37 76 220 24,518


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 1 27 0 0 2 79
Total Books 0 0 1 27 0 0 2 79


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Forecasting 0 4 22 1,328 1 9 41 3,242
Total Chapters 0 4 22 1,328 1 9 41 3,242


Statistics updated 2025-03-03