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 2 3 466
Asset Prices in a Time Series Model with Perpetually Disparately Informed, Competitive Traders 0 0 1 202 0 3 7 463
Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa 0 0 0 0 1 4 25 1,044
Baynesian Leading Indicators: Measuring and Predicting Economic Conditions 0 0 1 411 1 1 11 2,147
Beyond Calibration 0 0 0 1 0 0 9 400
Cyclical Implications of the Variable Utilization of Physical and Human Capital 0 0 0 0 1 3 8 604
Cyclical Implications of the Variable Utilization of Physical and Human Capital 0 0 1 390 1 2 10 1,711
Empirical Bayesian density forecasting in Iowa and shrinkage for the Monte Carlo era 0 1 1 87 0 1 7 300
Endogenous term premia and anomalies in the term structure of interest rates: explaining the predictability smile 0 0 0 76 0 1 3 475
Evaluating Asset-Pricing Models Using The Hansen-Jagannathan Bound: A Monte Carlo Investigation 0 0 0 239 1 1 10 1,021
Evaluating Asset-Pricing Models Using The Hansen-Jagannathan Bound: A Monte Carlo Investigation 0 0 0 463 0 0 14 1,948
Forecasting using relative entropy 0 3 7 740 0 9 22 1,355
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 2 325 0 4 9 1,022
Habit Formation: A Resolution of the Equity Premium Puzzle? 0 0 0 2 0 2 18 1,567
Heterogenous Beliefs and Tests of Present Value Models 0 1 3 165 1 3 16 312
Keynes vs. Prescott and Solow: Identifying Sources of Business Cycle Fluctuations 0 1 3 746 2 3 9 2,865
Keynes vs. Prescott and Solow: Identifying Sources of Business Cycle Fluctuations 0 0 0 1 2 5 21 460
Monetary aggregates as monetary targets: a statistical investigation 0 0 0 0 0 1 4 154
Risk Aversion vs. Intertemporal Substitution: Identification Failure in the Intertemporal Consumption CAPM 0 0 0 0 0 0 5 1,622
Risk aversion vs. intertemporal substitution: identification failure in the intertemporal consumption CAPM 0 0 1 237 0 0 8 660
Spectral Implications of Security Market Data for Models of Dynamic Economies 0 0 0 0 0 0 4 341
Stochastic Discount Factor Models and the Equity Premium Puzzle 0 0 2 74 0 8 23 389
The Case for Trend-Stationarity is Stronger than we Thought 0 0 0 0 0 0 2 238
The Engine of Growth or Its Handmaiden? A Time Series Assessment of Export-Led Growth 0 0 0 1 0 2 6 514
The Engine of Growth or Its Handmaiden? A Time Series Assessment of Export-Led Growth 0 0 0 0 0 2 6 483
The Engine of Growth or Its Handmaiden? A Time-Series Assessment of Export-Led Growth 0 0 6 981 0 3 27 2,811
Understanding the Evolution of World Business Cycles 0 0 2 524 0 0 16 1,040
World Business Cycles 0 0 0 0 0 2 4 322
Worldwide Persistence, Business Cycles, and Economic Growth 0 0 0 19 0 1 2 201
Total Working Papers 0 7 30 5,684 10 63 309 26,935


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 1 15 1,013
A Bayesian approach to dynamic macroeconomics 1 2 5 512 5 11 29 987
A Daily View of Yield Spreads and Short-Term Interest Rate Movements 0 0 0 94 0 0 2 685
A generalized volatility bound for dynamic economies 0 0 0 57 0 0 12 145
A new investigation of the impact of wage and price controls 0 0 0 5 0 1 4 39
An Analytical Policy Design under Rational Expectations 0 0 1 65 1 2 9 194
An Application of Bayesian Option Pricing to the Soybean Market 0 0 0 5 0 0 1 35
Another hole in the ozone layer: changes in FOMC operating procedure and the term structure 0 1 1 9 0 2 5 1,018
Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa 0 0 0 0 1 4 29 689
Econometric policy evaluation under rational expectations 0 0 1 33 0 0 3 128
Endogenous term premia and anomalies in the term structure of interest rates: Explaining the predictability smile 0 0 0 32 1 1 4 139
Estimating Moving Average Parameters: Classical Pileups and Bayesian Posteriors 0 0 0 0 0 0 4 749
Evaluating asset-pricing models using the Hansen-Jagannathan bound: a Monte Carlo investigation 0 1 1 287 0 1 15 979
Forecasting Using Relative Entropy 0 0 0 1 0 8 26 500
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 76 1 3 11 393
Generalized Safety First and a New Twist on Portfolio Performance 0 0 0 37 0 0 0 131
Habit formation: a resolution of the equity premium puzzle? 0 1 6 177 2 6 37 467
Integration versus Trend Stationarity in Time Series 2 4 8 560 4 6 18 1,915
International Business Cycles: World, Region, and Country-Specific Factors 2 6 26 1,157 13 26 103 3,066
Keynesian impulses versus Solow residuals: identifying sources of business cycle fluctuations 0 0 0 205 0 0 4 742
Lucas on the Quantity Theory: Hypothesis Testing without Theory 0 0 3 112 0 0 12 433
Modeling Stock Prices without Knowing How to Induce Stationarity 0 0 0 6 0 0 0 23
Modeling Stock Prices without Knowing How to Induce Stationarity 0 0 0 8 0 0 1 25
Monetary Aggregates as Monetary Targets: A Statistical Investigation 0 0 0 30 0 1 2 213
More unsettling evidence on the perfect markets hypothesis 0 0 0 0 0 0 4 527
Multiple equilibria in a simple asset pricing model 0 0 1 57 0 1 8 126
On robustness 0 0 1 16 0 0 5 66
Reconsidering 'trends and random walks in macroeconomic time series' 0 0 0 70 0 0 3 206
Rejoinder to Hendry 0 0 0 24 0 0 4 93
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 2 491
Spectral utility, wiener-hopf techniques, and rational expectations 0 1 1 79 0 1 2 161
Supplanting the 'Minnesota' prior: Forecasting macroeconomic time series using real business cycle model priors 0 0 8 904 0 3 32 1,931
The Case for Trend-Stationarity Is Stronger Than We Thought 0 0 1 57 0 0 4 334
The Engine of Growth or Its Handmaiden? A Time-Series Assessment of Export-Led Growth 0 0 0 0 1 2 12 561
The Temporal Stability of Dividends and Stock Prices: Evidence from the Likelihood Function 0 0 0 93 0 0 4 529
The observable implications of self-fulfilling expectations 0 3 4 295 2 9 22 662
The power problems of unit root test in time series with autoregressive errors 0 0 7 648 0 5 23 1,563
Understanding the evolution of world business cycles 3 4 8 394 7 11 46 1,086
Total Journal Articles 8 23 84 6,105 38 105 517 23,044


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 25 0 0 1 75
Total Books 0 0 0 25 0 0 1 75


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Forecasting 2 10 45 1,197 2 18 108 2,993
Total Chapters 2 10 45 1,197 2 18 108 2,993


Statistics updated 2020-11-03