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Details about Charles H. Whiteman

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Workplace:Smeal College of Business Administration, Pennsylvania State University, (more information at EDIRC)

Access statistics for papers by Charles H. Whiteman.

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

Short-id: pwh13


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Working Papers

2012

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

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 Downloads View citations (5)
  2. Empirical Bayesian density forecasting in Iowa and shrinkage for the Monte Carlo era
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre Downloads View citations (4)

2005

  1. Understanding the Evolution of World Business Cycles
    IMF Working Papers, International Monetary Fund Downloads View citations (31)
    See also Journal Article in Journal of International Economics (2008)

2004

  1. Stochastic Discount Factor Models and the Equity Premium Puzzle
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)

2002

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

2001

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

2000

  1. Evaluating Asset-Pricing Models Using The Hansen-Jagannathan Bound: A Monte Carlo Investigation
    Virginia Economics Online Papers, University of Virginia, Department of Economics Downloads
    Also in Working Papers, University of Iowa, Department of Economics (1999) Downloads

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

1999

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

1998

  1. Habit Formation: A Resolution of the Equity Premium Puzzle?
    Working Papers, University of Iowa, Department of Economics View citations (20)
    See also Journal Article in Journal of Monetary Economics (2002)

1997

  1. 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.) Downloads View citations (10)
    See also Journal Article in Carnegie-Rochester Conference Series on Public Policy (1997)

1996

  1. 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 in International Economic Review (1998)
  2. Baynesian Leading Indicators: Measuring and Predicting Economic Conditions
    Macroeconomics, EconWPA Downloads View citations (4)
  3. Cyclical Implications of the Variable Utilization of Physical and Human Capital
    Macroeconomics, EconWPA Downloads View citations (8)
    Also in Working Papers, University of Iowa, Department of Economics (1996) View citations (10)
  4. 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 Downloads View citations (6)
    See also Journal Article in Journal of Monetary Economics (1999)
  5. The Engine of Growth or Its Handmaiden? A Time-Series Assessment of Export-Led Growth
    GE, Growth, Math methods, EconWPA Downloads View citations (41)
    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 (1)

    See also Journal Article in Empirical Economics (1996)

1995

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

1994

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

1992

  1. 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 in Proceedings (1993)

1991

  1. The Case for Trend-Stationarity is Stronger than we Thought
    Working Papers, University of Iowa, Department of Economics View citations (20)
    See also Journal Article in Journal of Applied Econometrics (1991)
  2. World Business Cycles
    Working Papers, University of Iowa, Department of Economics View citations (5)

1990

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

Journal Articles

2008

  1. Generalized Safety First and a New Twist on Portfolio Performance
    Econometric Reviews, 2008, 27, (4-6), 457-483 Downloads View citations (7)
  2. Understanding the evolution of world business cycles
    Journal of International Economics, 2008, 75, (1), 110-130 Downloads View citations (177)
    See also Working Paper (2005)

2007

  1. A generalized volatility bound for dynamic economies
    Journal of Monetary Economics, 2007, 54, (8), 2269-2290 Downloads View citations (1)
  2. Multiple equilibria in a simple asset pricing model
    Economics Letters, 2007, 97, (3), 191-196 Downloads View citations (3)

2005

  1. Forecasting Using Relative Entropy
    Journal of Money, Credit and Banking, 2005, 37, (3), 383-401 View citations (35)
    See also Working Paper (2002)

2003

  1. International Business Cycles: World, Region, and Country-Specific Factors
    American Economic Review, 2003, 93, (4), 1216-1239 Downloads View citations (507)

2002

  1. Evaluating asset-pricing models using the Hansen-Jagannathan bound: a Monte Carlo investigation
    Journal of Applied Econometrics, 2002, 17, (2), 149-174 Downloads View citations (6)
    See also Working Paper (2000)
  2. Habit formation: a resolution of the equity premium puzzle?
    Journal of Monetary Economics, 2002, 49, (6), 1261-1288 Downloads View citations (53)
    See also Working Paper (1998)

2001

  1. 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 (34)

2000

  1. A Bayesian approach to dynamic macroeconomics
    Journal of Econometrics, 2000, 98, (2), 203-223 Downloads View citations (120)
  2. Keynesian impulses versus Solow residuals: identifying sources of business cycle fluctuations
    Journal of Applied Econometrics, 2000, 15, (3), 311-329 Downloads View citations (44)

1999

  1. An Application of Bayesian Option Pricing to the Soybean Market
    American Journal of Agricultural Economics, 1999, 81, (3), 722-727 Downloads View citations (5)
  2. 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 Downloads View citations (29)
    See also Working Paper (1996)

1998

  1. Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa
    International Economic Review, 1998, 39, (4), 997-1014 View citations (87)
    See also Working Paper (1996)

1997

  1. 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 Downloads View citations (10)
    See also Working Paper (1997)
  2. Rejoinder to Hendry
    Carnegie-Rochester Conference Series on Public Policy, 1997, 47, (1), 191-195 Downloads

1996

  1. A Bayesian Approach to Calibration
    Journal of Business & Economic Statistics, 1996, 14, (1), 1-9 View citations (65)
  2. A Daily View of Yield Spreads and Short-Term Interest Rate Movements
    Journal of Money, Credit and Banking, 1996, 28, (1), 34-53 Downloads View citations (42)
  3. Modeling Stock Prices without Knowing How to Induce Stationarity
    Econometric Theory, 1996, 12, (04), 739-740 Downloads
    Also in Econometric Theory, 1994, 10, (3-4), 701-719 (1994) Downloads View citations (2)
  4. The Engine of Growth or Its Handmaiden? A Time-Series Assessment of Export-Led Growth
    Empirical Economics, 1996, 21, (1), 77-110 View citations (34)
    See also Working Paper (1996)

1994

  1. Supplanting the 'Minnesota' prior: Forecasting macroeconomic time series using real business cycle model priors
    Journal of Monetary Economics, 1994, 34, (3), 497-510 Downloads View citations (87)

1993

  1. Another hole in the ozone layer: changes in FOMC operating procedure and the term structure
    Proceedings, 1993 Downloads View citations (2)
    See also Working Paper (1992)
  2. Estimating Moving Average Parameters: Classical Pileups and Bayesian Posteriors
    Journal of Business & Economic Statistics, 1993, 11, (3), 311-17 View citations (7)

1992

  1. Integration versus Trend Stationarity in Time Series
    Econometrica, 1992, 60, (2), 423-33 Downloads View citations (195)
  2. Monetary Aggregates as Monetary Targets: A Statistical Investigation
    Journal of Money, Credit and Banking, 1992, 24, (2), 141-61 Downloads View citations (8)
    See also Working Paper (1990)
  3. More unsettling evidence on the perfect markets hypothesis
    Economic Review, 1992, (Nov), 1-13
  4. The power problems of unit root test in time series with autoregressive errors
    Journal of Econometrics, 1992, 53, (1-3), 323-343 Downloads View citations (111)

1991

  1. On robustness
    Journal of Monetary Economics, 1991, 28, (2), 265-270 Downloads View citations (1)
  2. Reconsidering 'trends and random walks in macroeconomic time series'
    Journal of Monetary Economics, 1991, 28, (2), 221-254 Downloads View citations (49)
  3. The Case for Trend-Stationarity Is Stronger Than We Thought
    Journal of Applied Econometrics, 1991, 6, (4), 413-21 Downloads View citations (11)
    See also Working Paper (1991)
  4. The Temporal Stability of Dividends and Stock Prices: Evidence from the Likelihood Function
    American Economic Review, 1991, 81, (3), 600-617 Downloads View citations (26)

1986

  1. An Analytical Policy Design under Rational Expectations
    Econometrica, 1986, 54, (6), 1387-1405 Downloads View citations (18)

1985

  1. Spectral utility, wiener-hopf techniques, and rational expectations
    Journal of Economic Dynamics and Control, 1985, 9, (2), 225-240 Downloads View citations (10)
  2. The observable implications of self-fulfilling expectations
    Journal of Monetary Economics, 1985, 16, (3), 353-373 Downloads View citations (79)

1984

  1. Lucas on the Quantity Theory: Hypothesis Testing without Theory
    American Economic Review, 1984, 74, (4), 742-49 Downloads View citations (17)

1981

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

1978

  1. A new investigation of the impact of wage and price controls
    Quarterly Review, 1978, (Spr) Downloads
    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 Downloads
    See also Journal Article in Quarterly Review (1978)

Chapters

2006

  1. Bayesian Forecasting
    Elsevier Downloads View citations (41)
 
Page updated 2017-10-19