EconPapers    
Economics at your fingertips  
 

Details about Richard Ashley

E-mail:
Homepage:http://ashleymac.econ.vt.edu/ashleyhome.html
Postal address:Economics Department (0316) Blacksburg, VA 24061 USA
Workplace:Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech), (more information at EDIRC)

Access statistics for papers by Richard Ashley.

Last updated 2019-06-04. Update your information in the RePEc Author Service.

Short-id: pas1


Jump to Journal Articles

Working Papers

2020

  1. Finding a Stable Phillips Curve Relationship: A Persistence-Dependent Regression Mode
    Working Papers, Federal Reserve Bank of Cleveland Downloads View citations (1)

2019

  1. A New Look at Historical Monetary Policy and the Great Inflation through the Lens of a Persistence-Dependent Policy Rule
    Working Papers, Federal Reserve Bank of Cleveland Downloads
    Also in Working Papers (Old Series), Federal Reserve Bank of Cleveland (2018) Downloads View citations (1)

2018

  1. A Correction/Update to “When Is It Justifiable to Ignore Variable Endogeneity In A Regression Model?â€
    Working Papers, University of Miami, Department of Economics Downloads

2015

  1. Persistence Dependence in Empirical Relations: The Velocity of Money
    Working Papers (Old Series), Federal Reserve Bank of Cleveland Downloads

2014

  1. Frequency Dependence in a Real-Time Monetary Policy Rule
    Working Papers (Old Series), Federal Reserve Bank of Cleveland Downloads View citations (1)

Journal Articles

2016

  1. Subset-Continuous-Updating GMM Estimators for Dynamic Panel Data Models
    Econometrics, 2016, 4, (4), 1-13 Downloads View citations (2)

2015

  1. Comparing the effectiveness of traditional vs. mechanized identification methods in post-sample forecasting for a macroeconomic Granger causality analysis
    International Journal of Forecasting, 2015, 31, (2), 488-500 Downloads
  2. Sensitivity analysis for inference in 2SLS/GMM estimation with possibly flawed instruments
    Empirical Economics, 2015, 49, (4), 1153-1171 Downloads View citations (3)

2014

  1. Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach
    Econometrics, 2014, 2, (1), 1-20 Downloads View citations (7)
  2. Re-examining the impact of housing wealth and stock wealth on retail sales: Does persistence in wealth changes matter?
    Journal of Housing Economics, 2014, 26, (C), 109-118 Downloads View citations (5)

2012

  1. On the Granger causality between median inflation and price dispersion
    Applied Economics, 2012, 44, (32), 4221-4238 Downloads View citations (3)
  2. On the Origins of Conditional Heteroscedasticity in Time Series
    Korean Economic Review, 2012, 28, 5-25 Downloads View citations (1)

2009

  1. A New Bispectral Test for NonLinear Serial Dependence
    Econometric Reviews, 2009, 28, (1-3), 279-293 Downloads View citations (2)
  2. Assessing the credibility of instrumental variables inference with imperfect instruments via sensitivity analysis
    Journal of Applied Econometrics, 2009, 24, (2), 325-337 Downloads View citations (24)
  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 Downloads View citations (16)
  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 Downloads View citations (28)

2008

  1. 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 Downloads View citations (3)

2006

  1. Comments on "A critical investigation on detrending procedures for nonlinear processes"
    Journal of Macroeconomics, 2006, 28, (1), 192-194 Downloads
  2. Evaluating the Effectiveness of State-Switching Time Series Models for U.S. Real Output
    Journal of Business & Economic Statistics, 2006, 24, 266-277 Downloads View citations (14)

2003

  1. Statistically significant forecasting improvements: how much out-of-sample data is likely necessary?
    International Journal of Forecasting, 2003, 19, (2), 229-239 Downloads View citations (37)

1999

  1. ARE TECHNOLOGY SHOCKS NONLINEAR?
    Macroeconomic Dynamics, 1999, 3, (4), 506-533 Downloads View citations (14)
  2. DETECTION AND MODELING OF REGRESSION PARAMETER VARIATION ACROSS FREQUENCIES
    Macroeconomic Dynamics, 1999, 3, (1), 69-83 Downloads View citations (11)

1998

  1. A new technique for postsample model selection and validation
    Journal of Economic Dynamics and Control, 1998, 22, (5), 647-665 Downloads View citations (37)

1990

  1. A Nonparametric Distribution-Free Test for Serial Independence in Stock Returns: A Comment
    Journal of Financial and Quantitative Analysis, 1990, 25, (3), 417-418 Downloads View citations (2)
  2. Shrinkage Estimation with General Loss Functions: An Application of Stochastic Dominance Theory
    International Economic Review, 1990, 31, (2), 301-13 Downloads View citations (2)

1989

  1. Linear versus Nonlinear Macroeconomies: A Statistical Test
    International Economic Review, 1989, 30, (3), 685-704 Downloads View citations (29)

1988

  1. On the relative worth of recent macroeconomic forecasts
    International Journal of Forecasting, 1988, 4, (3), 363-376 Downloads View citations (18)

1986

  1. A DIAGNOSTIC TEST FOR NONLINEAR SERIAL DEPENDENCE IN TIME SERIES FITTING ERRORS
    Journal of Time Series Analysis, 1986, 7, (3), 165-178 Downloads View citations (6)
  2. A Nonparametric, Distribution-Free Test for Serial Independence in Stock Returns
    Journal of Financial and Quantitative Analysis, 1986, 21, (2), 221-227 Downloads View citations (1)
  3. Measuring Measurement Error in Economic Time Series
    Journal of Business & Economic Statistics, 1986, 4, (1), 95-103 View citations (4)

1985

  1. Further Results on Inventories and Price Stickiness
    American Economic Review, 1985, 75, (5), 964-75 Downloads View citations (4)
  2. On the Optimal Use of Suboptimal Forecasts of Explanatory Variables
    Journal of Business & Economic Statistics, 1985, 3, (2), 129-31 View citations (1)

1984

  1. A Simple Test for Regression Parameter Instability
    Economic Inquiry, 1984, 22, (2), 253-68 View citations (11)

1983

  1. Applications of Time Series Analysis to Texas Financial Forecasting
    Interfaces, 1983, 13, (4), 46-55 Downloads

1981

  1. Inflation and the Distribution of Price Changes across Markets: A Causal Analysis
    Economic Inquiry, 1981, 19, (4), 650-60 View citations (9)

1980

  1. Advertising and Aggregate Consumption: An Analysis of Causality
    Econometrica, 1980, 48, (5), 1149-67 Downloads View citations (259)
  2. Wages and profits: A comment
    Journal of Macroeconomics, 1980, 2, (4), 365-372 Downloads

1979

  1. Postponed linear approximations and adaptive control with non-quadratic losses
    Journal of Economic Dynamics and Control, 1979, 1, (4), 347-359 Downloads
  2. Time series analysis of residuals from the St. Louis model
    Journal of Macroeconomics, 1979, 1, (4), 373-394 Downloads View citations (3)
 
Page updated 2021-06-17