Details about Richard Ashley

Access statistics for papers by Richard Ashley.

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Short-id: pas1

Working Papers

2006

1. Assessing the Credibility of Instrumental Variables Inference With Imperfect Instruments Via Sensitivity Analysis
   Working Papers, Virginia Polytechnic Institute and State University, Department of Economics
2. Beyond Optimal Forecasting
   Working Papers, Virginia Polytechnic Institute and State University, Department of Economics View citations
3. Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series
   Working Papers, Virginia Polytechnic Institute and State University, Department of Economics View citations
   See also Journal Article in Econometric Reviews (2009)
4. Growth May Be Good for the Poor, But Decline is Disastrous: On the Non-Robustness of the Dollar-Kraay "Growth is Good for the Poor" Result
   Working Papers, Virginia Polytechnic Institute and State University, Department of Economics
5. Mis-Specification and Frequency Dependence in a New Keynesian Phillips Curve
   Working Papers, Virginia Polytechnic Institute and State University, Department of Economics
6. Mis-Specification in Phillips Curve Regressions: Quantifying Frequency Dependence in This Relationship While Allowing for Feedback
   Working Papers, Virginia Polytechnic Institute and State University, Department of Economics View citations

Journal Articles

2009

1. A New Bispectral Test for NonLinear Serial Dependence
   Econometric Reviews, 2009, 28, (1-3), 279-293
2. Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series
   Econometric Reviews, 2009, 28, (1-3), 4-20
   See also Working Paper (2006)

2008

3. Growth may be good for the poor, but decline is disastrous: On the non-robustness of the Dollar-Kraay result
   International Review of Economics & Finance, 2008, 17, (2), 333-338

2006

4. Comments on "A critical investigation on detrending procedures for nonlinear processes"
   Journal of Macroeconomics, 2006, 28, (1), 192-194
5. Evaluating the Effectiveness of State-Switching Time Series Models for U.S. Real Output
   Journal of Business & Economic Statistics, 2006, 24, 266-277 View citations

2003

6. Statistically significant forecasting improvements: how much out-of-sample data is likely necessary?
   International Journal of Forecasting, 2003, 19, (2), 229-239 View citations

1999

7. DETECTION AND MODELING OF REGRESSION PARAMETER VARIATION ACROSS FREQUENCIES
   Macroeconomic Dynamics, 1999, 3, (01), 69-83 View citations

1998

8. A new technique for postsample model selection and validation
   Journal of Economic Dynamics and Control, 1998, 22, (5), 647-665 View citations

1990

9. A Nonparametric Distribution-Free Test for Serial Independence in Stock Returns: A Comment
   Journal of Financial and Quantitative Analysis, 1990, 25, (03), 417-418
10. Shrinkage Estimation with General Loss Functions: An Application of Stochastic Dominance Theory
    International Economic Review, 1990, 31, (2), 301-13 View citations

1989

11. Linear versus Nonlinear Macroeconomies: A Statistical Test
    International Economic Review, 1989, 30, (3), 685-704 View citations

1988

12. On the relative worth of recent macroeconomic forecasts
    International Journal of Forecasting, 1988, 4, (3), 363-376 View citations

1986

13. A Nonparametric, Distribution-Free Test for Serial Independence in Stock Returns
    Journal of Financial and Quantitative Analysis, 1986, 21, (02), 221-227
14. Measuring Measurement Error in Economic Time Series
    Journal of Business & Economic Statistics, 1986, 4, (1), 95-103 View citations

1985

15. Further Results on Inventories and Price Stickiness
    American Economic Review, 1985, 75, (5), 964-75
16. On the Optimal Use of Suboptimal Forecasts of Explanatory Variables
    Journal of Business & Economic Statistics, 1985, 3, (2), 129-31

1984

17. A Simple Test for Regression Parameter Instability
    Economic Inquiry, 1984, 22, (2), 253-68 View citations

1981

18. Inflation and the Distribution of Price Changes across Markets: A Causal Analysis
    Economic Inquiry, 1981, 19, (4), 650-60 View citations

1980

19. Advertising and Aggregate Consumption: An Analysis of Causality
    Econometrica, 1980, 48, (5), 1149-67 View citations
20. Wages and profits: A comment
    Journal of Macroeconomics, 1980, 2, (4), 365-372

1979

21. Postponed linear approximations and adaptive control with non-quadratic losses
    Journal of Economic Dynamics and Control, 1979, 1, (4), 347-359
22. Time series analysis of residuals from the St. Louis model
    Journal of Macroeconomics, 1979, 1, (4), 373-394