Details about Charles H. Whiteman

Access statistics for papers by Charles H. Whiteman.

Last updated 2013-10-03. Update your information in the RePEc Author Service.

Short-id: pwh13

Working Papers

2012

1. Heterogenous Beliefs and Tests of Present Value Models
   Discussion Papers, Department of Economics, Simon Fraser University View citations (3)

2006

2. Asset Prices in a Time Series Model with Perpetually Disparately Informed, Competitive Traders
   CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington View citations (5)
3. Empirical Bayesian density forecasting in Iowa and shrinkage for the Monte Carlo era
   Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (7)

2004

4. Stochastic Discount Factor Models and the Equity Premium Puzzle
   MPRA Paper, University Library of Munich, Germany View citations (5)

2002

5. Forecasting using relative entropy
   FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (14)
   See also Journal Article Forecasting Using Relative Entropy, Journal of Money, Credit and Banking, Blackwell Publishing (2005) View citations (97) (2005)

2001

6. Spectral Implications of Security Market Data for Models of Dynamic Economies
   Computing in Economics and Finance 2001, Society for Computational Economics

2000

7. Evaluating Asset-Pricing Models Using The Hansen-Jagannathan Bound: A Monte Carlo Investigation
   Virginia Economics Online Papers, University of Virginia, Department of Economics
   Also in Working Papers, University of Iowa, Department of Economics (1999) View citations (1)
   See also Journal Article Evaluating asset-pricing models using the Hansen-Jagannathan bound: a Monte Carlo investigation, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2002) View citations (9) (2002)

1999

8. Risk aversion vs. intertemporal substitution: identification failure in the intertemporal consumption CAPM
   Working Papers, Federal Reserve Bank of St. Louis View citations (1)
   Also in Working Papers, University of Iowa, Department of Economics (1998)

1998

9. Habit Formation: A Resolution of the Equity Premium Puzzle?
   Working Papers, University of Iowa, Department of Economics View citations (22)
   See also Journal Article Habit formation: a resolution of the equity premium puzzle?, Journal of Monetary Economics, Elsevier (2002) View citations (71) (2002)

1997

10. 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
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (12)
    See also Journal Article 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, Carnegie-Rochester Conference Series on Public Policy, Elsevier (1997) View citations (20) (1997)

1996

11. Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa
    Working Papers, University of Iowa, Department of Economics View citations (6)
    See also Journal Article Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (1998) View citations (148) (1998)
12. Baynesian Leading Indicators: Measuring and Predicting Economic Conditions
    Macroeconomics, University Library of Munich, Germany View citations (3)
13. Cyclical Implications of the Variable Utilization of Physical and Human Capital
    Working Papers, University of Iowa, Department of Economics View citations (10)
    Also in Macroeconomics, University Library of Munich, Germany (1996) View citations (8)
14. Endogenous term premia and anomalies in the term structure of interest rates: explaining the predictability smile
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (6)
    See also Journal Article Endogenous term premia and anomalies in the term structure of interest rates: Explaining the predictability smile, Journal of Monetary Economics, Elsevier (1999) View citations (34) (1999)
15. The Engine of Growth or Its Handmaiden? A Time-Series Assessment of Export-Led Growth
    GE, Growth, Math methods, University Library of Munich, Germany View citations (89)
    Also in Working Papers, University of Iowa, Department of Economics (1991) View citations (25)
    Working Papers, University of Iowa, Department of Economics (1995) View citations (6)
    See also Journal Article The Engine of Growth or Its Handmaiden? A Time-Series Assessment of Export-Led Growth, Empirical Economics, Springer (1996) View citations (97) (1996)

1995

16. Keynes vs. Prescott and Solow: Identifying Sources of Business Cycle Fluctuations
    Macroeconomics, University Library of Munich, Germany View citations (1)
    Also in Working Papers, University of Iowa, Department of Economics (1995) View citations (2)

1994

17. Beyond Calibration
    Working Papers, University of Iowa, Department of Economics View citations (1)

1992

18. Another hole in the ozone layer: changes in FOMC operating procedure and the term structure
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (1)
    See also Journal Article Another hole in the ozone layer: changes in FOMC operating procedure and the term structure, Proceedings, Board of Governors of the Federal Reserve System (U.S.) (1993) View citations (2) (1993)

1991

19. The Case for Trend-Stationarity is Stronger than we Thought
    Working Papers, University of Iowa, Department of Economics View citations (33)
    See also Journal Article The Case for Trend-Stationarity Is Stronger Than We Thought, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (1991) View citations (24) (1991)
20. World Business Cycles
    Working Papers, University of Iowa, Department of Economics View citations (6)

1990

21. Monetary aggregates as monetary targets: a statistical investigation
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta
    See also Journal Article Monetary Aggregates as Monetary Targets: A Statistical Investigation, Journal of Money, Credit and Banking, Blackwell Publishing (1992) View citations (8) (1992)
22. Worldwide Persistence, Business Cycles, and Economic Growth
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences

Journal Articles

2008

1. Generalized Safety First and a New Twist on Portfolio Performance
   Econometric Reviews, 2008, 27, (4-6), 457-483 View citations (11)
2. Understanding the evolution of world business cycles
   Journal of International Economics, 2008, 75, (1), 110-130 View citations (303)

2007

3. A generalized volatility bound for dynamic economies
   Journal of Monetary Economics, 2007, 54, (8), 2269-2290 View citations (2)
4. Multiple equilibria in a simple asset pricing model
   Economics Letters, 2007, 97, (3), 191-196 View citations (5)

2005

5. Forecasting Using Relative Entropy
   Journal of Money, Credit and Banking, 2005, 37, (3), 383-401 View citations (97)
   See also Working Paper Forecasting using relative entropy, FRB Atlanta Working Paper (2002) View citations (14) (2002)

2003

6. International Business Cycles: World, Region, and Country-Specific Factors
   American Economic Review, 2003, 93, (4), 1216-1239 View citations (847)

2002

7. Evaluating asset-pricing models using the Hansen-Jagannathan bound: a Monte Carlo investigation
   Journal of Applied Econometrics, 2002, 17, (2), 149-174 View citations (9)
   See also Working Paper Evaluating Asset-Pricing Models Using The Hansen-Jagannathan Bound: A Monte Carlo Investigation, Virginia Economics Online Papers (2000) (2000)
8. Habit formation: a resolution of the equity premium puzzle?
   Journal of Monetary Economics, 2002, 49, (6), 1261-1288 View citations (71)
   See also Working Paper Habit Formation: A Resolution of the Equity Premium Puzzle?, Working Papers (1998) View citations (22) (1998)

2001

9. Risk Aversion versus Intertemporal Substitution: A Case Study of Identification Failure in the Intertemporal Consumption Capital Asset Pricing Model
   Journal of Business & Economic Statistics, 2001, 19, (4), 395-403 View citations (45)

2000

10. A Bayesian approach to dynamic macroeconomics
    Journal of Econometrics, 2000, 98, (2), 203-223 View citations (154)
11. Keynesian impulses versus Solow residuals: identifying sources of business cycle fluctuations
    Journal of Applied Econometrics, 2000, 15, (3), 311-329 View citations (47)

1999

12. An Application of Bayesian Option Pricing to the Soybean Market
    American Journal of Agricultural Economics, 1999, 81, (3), 722-727 View citations (7)
13. Endogenous term premia and anomalies in the term structure of interest rates: Explaining the predictability smile
    Journal of Monetary Economics, 1999, 44, (3), 555-580 View citations (34)
    See also Working Paper Endogenous term premia and anomalies in the term structure of interest rates: explaining the predictability smile, FRB Atlanta Working Paper (1996) View citations (6) (1996)

1998

14. Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa
    International Economic Review, 1998, 39, (4), 997-1014 View citations (148)
    See also Working Paper Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa, Working Papers (1996) View citations (6) (1996)

1997

15. 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
    Carnegie-Rochester Conference Series on Public Policy, 1997, 47, (1), 121-161 View citations (20)
    See also Working Paper 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, International Finance Discussion Papers (1997) View citations (12) (1997)
16. Rejoinder to Hendry
    Carnegie-Rochester Conference Series on Public Policy, 1997, 47, (1), 191-195

1996

17. A Bayesian Approach to Calibration
    Journal of Business & Economic Statistics, 1996, 14, (1), 1-9 View citations (78)
18. A Daily View of Yield Spreads and Short-Term Interest Rate Movements
    Journal of Money, Credit and Banking, 1996, 28, (1), 34-53 View citations (43)
19. Modeling Stock Prices without Knowing How to Induce Stationarity
    Econometric Theory, 1996, 12, (4), 739-740
    Also in Econometric Theory, 1994, 10, (3-4), 701-719 (1994) View citations (2)
20. The Engine of Growth or Its Handmaiden? A Time-Series Assessment of Export-Led Growth
    Empirical Economics, 1996, 21, (1), 77-110 View citations (97)
    See also Working Paper The Engine of Growth or Its Handmaiden? A Time-Series Assessment of Export-Led Growth, GE, Growth, Math methods (1996) View citations (89) (1996)

1994

21. Supplanting the 'Minnesota' prior: Forecasting macroeconomic time series using real business cycle model priors
    Journal of Monetary Economics, 1994, 34, (3), 497-510 View citations (138)

1993

22. Another hole in the ozone layer: changes in FOMC operating procedure and the term structure
    Proceedings, 1993 View citations (2)
    See also Working Paper Another hole in the ozone layer: changes in FOMC operating procedure and the term structure, FRB Atlanta Working Paper (1992) View citations (1) (1992)
23. Estimating Moving Average Parameters: Classical Pileups and Bayesian Posteriors
    Journal of Business & Economic Statistics, 1993, 11, (3), 311-17 View citations (12)

1992

24. Integration versus Trend Stationarity in Time Series
    Econometrica, 1992, 60, (2), 423-33 View citations (261)
25. Monetary Aggregates as Monetary Targets: A Statistical Investigation
    Journal of Money, Credit and Banking, 1992, 24, (2), 141-61 View citations (8)
    See also Working Paper Monetary aggregates as monetary targets: a statistical investigation, FRB Atlanta Working Paper (1990) (1990)
26. More unsettling evidence on the perfect markets hypothesis
    Economic Review, 1992, (Nov), 1-13
27. The power problems of unit root test in time series with autoregressive errors
    Journal of Econometrics, 1992, 53, (1-3), 323-343 View citations (169)

1991

28. On robustness
    Journal of Monetary Economics, 1991, 28, (2), 265-270 View citations (1)
29. Reconsidering 'trends and random walks in macroeconomic time series'
    Journal of Monetary Economics, 1991, 28, (2), 221-254 View citations (69)
30. The Case for Trend-Stationarity Is Stronger Than We Thought
    Journal of Applied Econometrics, 1991, 6, (4), 413-21 View citations (24)
    See also Working Paper The Case for Trend-Stationarity is Stronger than we Thought, Working Papers (1991) View citations (33) (1991)
31. The Temporal Stability of Dividends and Stock Prices: Evidence from the Likelihood Function
    American Economic Review, 1991, 81, (3), 600-617 View citations (31)

1986

32. An Analytical Policy Design under Rational Expectations
    Econometrica, 1986, 54, (6), 1387-1405 View citations (19)

1985

33. Spectral utility, wiener-hopf techniques, and rational expectations
    Journal of Economic Dynamics and Control, 1985, 9, (2), 225-240 View citations (15)
34. The observable implications of self-fulfilling expectations
    Journal of Monetary Economics, 1985, 16, (3), 353-373 View citations (104)

1984

35. Lucas on the Quantity Theory: Hypothesis Testing without Theory
    American Economic Review, 1984, 74, (4), 742-49 View citations (29)

1981

36. Econometric policy evaluation under rational expectations
    Quarterly Review, 1981, 5, (Spr / Sum)

1978

37. A new investigation of the impact of wage and price controls
    Quarterly Review, 1978, 2, (Spr) View citations (1)
    See also Book A new investigation of the impact of wage and price controls, Monograph, 1979 (1979) (1979)

Books

1979

1. A new investigation of the impact of wage and price controls
   Monograph, Federal Reserve Bank of New York
   See also Journal Article A new investigation of the impact of wage and price controls, Quarterly Review, Federal Reserve Bank of Minneapolis (1978) View citations (1) (1978)

Chapters

2006

1. Bayesian Forecasting
   Elsevier View citations (55)