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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 2016-04-21. Update your information in the RePEc Author Service.

Short-id: pas1


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Working Papers

2015

  1. Persistence Dependence in Empirical Relations: The Velocity of Money
    Working Paper, Federal Reserve Bank of Cleveland Downloads

2014

  1. Frequency Dependence in a Real-Time Monetary Policy Rule
    Working Paper, Federal Reserve Bank of Cleveland Downloads View citations (1)
    Also in Working Papers, Virginia Polytechnic Institute and State University, Department of Economics (2010) Downloads View citations (7)
    Working Papers, Virginia Polytechnic Institute and State University, Department of Economics (2013) Downloads View citations (3)

2013

  1. Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach
    Working Papers, Virginia Polytechnic Institute and State University, Department of Economics Downloads View citations (2)
    See also Journal Article in Econometrics (2014)
  2. International Evidence On The Oil Price-Real Output Relationship: Does Persistence Matter?*
    Working Papers, Virginia Polytechnic Institute and State University, Department of Economics Downloads View citations (2)
  3. Re-Examining the Impact of Housing Wealth and Stock Wealth on Household Spending: Does Persistence in Wealth Changes Matter?
    Working Papers, Virginia Polytechnic Institute and State University, Department of Economics Downloads
  4. Sensitivity Analysis For Inference In 2SLS Estimation With Possibly-Flawes Instruments
    Working Papers, Virginia Polytechnic Institute and State University, Department of Economics Downloads View citations (1)
  5. Sensitivity Analysis of Inference in GMM Estimation With Possibly-Flawed Moment Conditions
    Working Papers, Virginia Polytechnic Institute and State University, Department of Economics Downloads View citations (2)

2010

  1. On the Granger Causality between Median Inflation and Price Dispersion
    Working Papers, Virginia Polytechnic Institute and State University, Department of Economics Downloads View citations (1)
    See also Journal Article in Applied Economics (2012)
  2. On the Origins of Conditional Heteroscedasticity in Time Series
    Working Papers, Virginia Polytechnic Institute and State University, Department of Economics Downloads View citations (2)
    See also Journal Article in Korean Economic Review (2012)

2006

  1. A New Bispectral Test for Nonlinear Serial Dependence
    Working Papers, Virginia Polytechnic Institute and State University, Department of Economics Downloads View citations (2)
    See also Journal Article in Econometric Reviews (2009)
  2. Assessing the Credibility of Instrumental Variables Inference With Imperfect Instruments Via Sensitivity Analysis
    Working Papers, Virginia Polytechnic Institute and State University, Department of Economics Downloads View citations (12)
    See also Journal Article in Journal of Applied Econometrics (2009)
  3. Beyond Optimal Forecasting
    Working Papers, Virginia Polytechnic Institute and State University, Department of Economics Downloads View citations (2)
  4. 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 Downloads View citations (9)
    See also Journal Article in Econometric Reviews (2009)
  5. 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 Downloads View citations (2)
  6. Mis-Specification and Frequency Dependence in a New Keynesian Phillips Curve
    Working Papers, Virginia Polytechnic Institute and State University, Department of Economics Downloads View citations (2)
  7. 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 Downloads View citations (8)

Journal Articles

2015

  1. Adaptive co-management and network learning in the Room for the River programme
    Journal of Environmental Planning and Management, 2015, 58, (3), 554-575 Downloads
  2. 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
  3. 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 (2)
    See also Working Paper (2013)
  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

2012

  1. On the Granger causality between median inflation and price dispersion
    Applied Economics, 2012, 44, (32), 4221-4238 Downloads View citations (3)
    See also Working Paper (2010)
  2. On the Origins of Conditional Heteroscedasticity in Time Series
    Korean Economic Review, 2012, 28, 5-25 Downloads View citations (1)
    See also Working Paper (2010)

2010

  1. Motives for Giving: A Reanalysis of Two Classic Public Goods Experiments
    Southern Economic Journal, 2010, 77, (1), 15-26 Downloads View citations (32)

2009

  1. A New Bispectral Test for NonLinear Serial Dependence
    Econometric Reviews, 2009, 28, (1-3), 279-293 Downloads View citations (1)
    See also Working Paper (2006)
  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 (14)
    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 Downloads View citations (9)
    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 Downloads View citations (25)

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 (2)

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 (12)

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 (34)

1999

  1. ARE TECHNOLOGY SHOCKS NONLINEAR?
    Macroeconomic Dynamics, 1999, 3, (04), 506-533 Downloads View citations (13)
  2. DETECTION AND MODELING OF REGRESSION PARAMETER VARIATION ACROSS FREQUENCIES
    Macroeconomic Dynamics, 1999, 3, (01), 69-83 Downloads View citations (10)

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 (36)

1990

  1. A Nonparametric Distribution-Free Test for Serial Independence in Stock Returns: A Comment
    Journal of Financial and Quantitative Analysis, 1990, 25, (03), 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 (26)

1988

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

1986

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

1985

  1. Further Results on Inventories and Price Stickiness
    American Economic Review, 1985, 75, (5), 964-75 Downloads View citations (1)
  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 (10)

1981

  1. Inflation and the Distribution of Price Changes across Markets: A Causal Analysis
    Economic Inquiry, 1981, 19, (4), 650-60 View citations (7)

1980

  1. Advertising and Aggregate Consumption: An Analysis of Causality
    Econometrica, 1980, 48, (5), 1149-67 Downloads View citations (214)
  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 (1)
 
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