Details about Richard Ashley

Access statistics for papers by Richard Ashley.

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Short-id: pas1

Working Papers

2010

1. Frequency Dependence in a Real-Time Monetary Policy Rule
   Working Papers, Virginia Polytechnic Institute and State University, Department of Economics
2. On the Granger Causality between Median Inflation and Price Dispersion
   Working Papers, Virginia Polytechnic Institute and State University, Department of Economics
3. On the Origins of Conditional Heteroscedasticity in Time Series
   Working Papers, Virginia Polytechnic Institute and State University, Department of Economics View citations (2)

2006

4. A New Bispectral Test for Nonlinear Serial Dependence
   Working Papers, Virginia Polytechnic Institute and State University, Department of Economics
   See also Journal Article in Econometric Reviews (2009)
5. Assessing the Credibility of Instrumental Variables Inference With Imperfect Instruments Via Sensitivity Analysis
   Working Papers, Virginia Polytechnic Institute and State University, Department of Economics View citations (6)
6. Beyond Optimal Forecasting
   Working Papers, Virginia Polytechnic Institute and State University, Department of Economics View citations (2)
7. 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 (5)
   See also Journal Article in Econometric Reviews (2009)
8. 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
9. Mis-Specification and Frequency Dependence in a New Keynesian Phillips Curve
   Working Papers, Virginia Polytechnic Institute and State University, Department of Economics View citations (1)
10. 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 (3)

Journal Articles

2010

1. Motives for Giving: A Reanalysis of Two Classic Public Goods Experiments
   Southern Economic Journal, 2010, 77, (1), 15-26 View citations (15)

2009

2. A New Bispectral Test for NonLinear Serial Dependence
   Econometric Reviews, 2009, 28, (1-3), 279-293
   See also Working Paper (2006)
3. 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 View citations (1)
   See also Working Paper (2006)
4. To difference or not to difference: a Monte Carlo investigation of inference in vector autoregression models
   International Journal of Data Analysis Techniques and Strategies, 2009, 1, (3), 242-274 View citations (11)

2008

5. 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

6. Comments on "A critical investigation on detrending procedures for nonlinear processes"
   Journal of Macroeconomics, 2006, 28, (1), 192-194
7. 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 (3)

2003

8. Statistically significant forecasting improvements: how much out-of-sample data is likely necessary?
   International Journal of Forecasting, 2003, 19, (2), 229-239 View citations (15)

1999

9. ARE TECHNOLOGY SHOCKS NONLINEAR?
   Macroeconomic Dynamics, 1999, 3, (04), 506-533 View citations (10)
10. DETECTION AND MODELING OF REGRESSION PARAMETER VARIATION ACROSS FREQUENCIES
    Macroeconomic Dynamics, 1999, 3, (01), 69-83 View citations (6)

1998

11. A new technique for postsample model selection and validation
    Journal of Economic Dynamics and Control, 1998, 22, (5), 647-665 View citations (23)

1990

12. A Nonparametric Distribution-Free Test for Serial Independence in Stock Returns: A Comment
    Journal of Financial and Quantitative Analysis, 1990, 25, (03), 417-418 View citations (2)
13. Shrinkage Estimation with General Loss Functions: An Application of Stochastic Dominance Theory
    International Economic Review, 1990, 31, (2), 301-13 View citations (1)

1989

14. Linear versus Nonlinear Macroeconomies: A Statistical Test
    International Economic Review, 1989, 30, (3), 685-704 View citations (16)

1988

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

1986

16. A Nonparametric, Distribution-Free Test for Serial Independence in Stock Returns
    Journal of Financial and Quantitative Analysis, 1986, 21, (02), 221-227 View citations (3)
17. Measuring Measurement Error in Economic Time Series
    Journal of Business & Economic Statistics, 1986, 4, (1), 95-103 View citations (1)

1985

18. Further Results on Inventories and Price Stickiness
    American Economic Review, 1985, 75, (5), 964-75
19. On the Optimal Use of Suboptimal Forecasts of Explanatory Variables
    Journal of Business & Economic Statistics, 1985, 3, (2), 129-31 View citations (1)

1984

20. A Simple Test for Regression Parameter Instability
    Economic Inquiry, 1984, 22, (2), 253-68 View citations (8)

1981

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

1980

22. Advertising and Aggregate Consumption: An Analysis of Causality
    Econometrica, 1980, 48, (5), 1149-67 View citations (131)
23. Wages and profits: A comment
    Journal of Macroeconomics, 1980, 2, (4), 365-372

1979

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