Details about Charles H. Whiteman

E-mail:
Homepage:	http://www.biz.uiowa.edu/faculty/cwhiteman/
Workplace:	Department of Economics, Tippie College of Business, University of Iowa, (more information at EDIRC)

Access statistics for papers by Charles H. Whiteman.

Last updated 2009-08-19. Update your information in the RePEc Author Service.

Short-id: pwh13

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Working Papers

2006

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

2005

3. Understanding the Evolution of World Business Cycles
   IMF Working Papers, International Monetary Fund View citations
   See also Journal Article in Journal of International Economics (2008)

2002

4. Forecasting using relative entropy
   Working Paper, Federal Reserve Bank of Atlanta View citations
   See also Journal Article in Journal of Money, Credit and Banking (2005)

2001

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

2000

6. 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)
   See also Journal Article in Journal of Applied Econometrics (2002)

1999

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

1998

8. Habit Formation: A Resolution of the Equity Premium Puzzle?
   Working Papers, University of Iowa, Department of Economics View citations
   See also Journal Article in Journal of Monetary Economics (2002)

1997

9. 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
   See also Journal Article in Carnegie-Rochester Conference Series on Public Policy (1997)

1996

10. Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa
    Working Papers, University of Iowa, Department of Economics View citations
    See also Journal Article in International Economic Review (1998)
11. Baynesian Leading Indicators: Measuring and Predicting Economic Conditions
    Macroeconomics, EconWPA
12. Cyclical Implications of the Variable Utilization of Physical and Human Capital
    Macroeconomics, EconWPA View citations
    Also in Working Papers, University of Iowa, Department of Economics (1996) View citations
13. Endogenous term premia and anomalies in the term structure of interest rates: explaining the predictability smile
    Working Paper, Federal Reserve Bank of Atlanta View citations
    See also Journal Article in Journal of Monetary Economics (1999)
14. The Engine of Growth or Its Handmaiden? A Time-Series Assessment of Export-Led Growth
    GE, Growth, Math methods, EconWPA View citations
    Also in Working Papers, University of Iowa, Department of Economics (1995)
    Working Papers, University of Iowa, Department of Economics (1991) View citations
    See also Journal Article in Empirical Economics (1996)

1995

15. Keynes vs. Prescott and Solow: Identifying Sources of Business Cycle Fluctuations
    Working Papers, University of Iowa, Department of Economics View citations
    Also in Macroeconomics, EconWPA (1995) View citations

1994

16. Beyond Calibration
    Working Papers, University of Iowa, Department of Economics View citations

1992

17. Another hole in the ozone layer: changes in FOMC operating procedure and the term structure
    Working Paper, Federal Reserve Bank of Atlanta View citations
    See also Journal Article in Proceedings (1993)

1991

18. The Case for Trend-Stationarity is Stronger than we Thought
    Working Papers, University of Iowa, Department of Economics View citations
    See also Journal Article in Journal of Applied Econometrics (1991)
19. World Business Cycles
    Working Papers, University of Iowa, Department of Economics View citations

1990

20. Monetary aggregates as monetary targets: a statistical investigation
    Working Paper, Federal Reserve Bank of Atlanta
    See also Journal Article in Journal of Money, Credit and Banking (1992)
21. Worldwide Persistence, Business Cycles, and Economic Growth
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences View citations

Journal Articles

2008

1. Generalized Safety First and a New Twist on Portfolio Performance
   Econometric Reviews, 2008, 27, (4-6), 457-483
2. Understanding the evolution of world business cycles
   Journal of International Economics, 2008, 75, (1), 110-130 View citations
   See also Working Paper (2005)

2007

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

2005

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

2003

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

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
   See also Working Paper (2000)
8. Habit formation: a resolution of the equity premium puzzle?
   Journal of Monetary Economics, 2002, 49, (6), 1261-1288 View citations
   See also Working Paper (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

2000

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

1999

12. 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
    See also Working Paper (1996)

1998

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

1997

14. 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
    See also Working Paper (1997)
15. Rejoinder to Hendry
    Carnegie-Rochester Conference Series on Public Policy, 1997, 47, (1), 191-195

1996

16. A Bayesian Approach to Calibration
    Journal of Business & Economic Statistics, 1996, 14, (1), 1-9 View citations
17. 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
18. Modeling Stock Prices without Knowing How to Induce Stationarity
    Econometric Theory, 1996, 12, (04), 739-740
    Also in Econometric Theory, 1994, 10, (3-4), 701-719 (1994)
19. The Engine of Growth or Its Handmaiden? A Time-Series Assessment of Export-Led Growth
    Empirical Economics, 1996, 21, (1), 77-110 View citations
    See also Working Paper (1996)

1994

20. 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

1993

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

1992

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

1991

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

1986

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

1985

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

1984

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

1981

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

1978

36. A new investigation of the impact of wage and price controls
    Quarterly Review, 1978, (Spr)
    See also Book (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 in Quarterly Review (1978)

Chapters

2006

1. Bayesian Forecasting
   Elsevier View citations