MA Kose,
C Otrok… - American Economic Review, 2003 - JSTOR
Page 1. International Business Cycles: World, Region, and Country-Specific Factors
By M. AYHAN KOSE, CHRISTOPHER OTROK, AND CHARLES H. WHITEMAN*
The paper investigates the common dynamic properties of ...
DN DeJong, JC Nankervis, NE Savin… - Econometrica, 1992 - JSTOR
Page 1. Econometrica, Vol. 60, No. 2, (March, 1992), 423-433 NOTES AND COMMENTS
INTEGRATION VERSUS TREND STATIONARITY IN TIME SERIES BY DAVID N. DEJONG,
JOHN C. NANKERVIS, NE SAVIN, AND CHARLES H. WHITEMAN 1 ...
DN DeJong, JC Nankervis, NE Savin… - Journal of …, 1992 - Elsevier
Monte Carlo methods are used to study the size and power of serial-correlation-corrected
versions of the Dickey-Fuller (1979,1981) unit root tests appropriate w.
JD Hamilton… - Journal of Monetary Economics, 1985 - Elsevier
DN DeJong… - Journal of Monetary Economics, 1991 - Elsevier
DN DeJong, BF Ingram… - Journal of Econometrics, 2000 - Elsevier
M Ayhan Kose,
C Otrok… - Journal of International …, 2008 - Elsevier
CH Whiteman - 1983 - books.google.com
Page 1. Linear Rational Expectations Models A User's Guide Charles H. Whiteman Page 2. Linear
Rational Expectations Models A User's Guide Charles H. Whiteman Page 3. Linear Rational
Expectations Models A llse'r% Guide Page 4. This page intentionally left blank Page 5. ...
RG Riezman, CH Whiteman… - Empirical Economics, 1996 - Springer
Page 1. ImIIIIIIEM P IR I CAL Empirical Economics (1996)21:77-110 |
IIEIIIIECONOMICS The Engine of Growth or its Handmaiden? A Time-Series
Assessment of Export-Led Growth RAYMOND G. R1EZMAN AND CHARLES ...
BF Ingram… - Journal of Monetary Economics, 1994 - Elsevier
SA Edgerton, X Bian, JC Doran… - Journal of the Air & …, 1999 - Taylor & Francis
Page 1. Edgerton et al. Volume 49 October 1999 Journal of the Air & Waste Management
Association 1221 ISSN 1047-3289 J. Air & Waste Manage. Assoc. 49:1221-1229 Copyright
1999 Air & Waste Management Association TECHNICAL PAPER ...
C Otrok… - International Economic Review, 1998 - JSTOR
... As an economist, Charles Whiteman has perfected the use of phrases like 'predictive distributions,'
'asymmetric linear loss function' and 'Bayesian vector autoregression.' But he doesn't need
five-dollar words to sum up the latest news about Iowa's economy. "Ho-hum," he said. ...
J Geweke… - Handbook of Economic Forecasting, 2006 - Elsevier
Abstract Bayesian forecasting is a natural product of a Bayesian approach to inference. The
Bayesian approach in general requires explicit formulation of a model, and conditioning on
known quantities, in order to draw inferences about unknown ones. In Bayesian ...
DN DeJong, BF Ingram… - Journal of Business & Economic …, 1996 - JSTOR
Page 1. A Bayesian Approach to Calibration David N. DEJONG Department of Economics,
University of Pittsburgh, Pittsburgh, PA 15260 Beth Fisher INGRAM and Charles H. WHITEMAN
Department of Economics, University of Iowa, Iowa City, IA 52242 ...
C Otrok, B Ravikumar… - Journal of Monetary Economics, 2002 - Elsevier
DN Dejong… - The American Economic Review, 1991 - JSTOR
Page 1. The Temporal Stability of Dividends and Stock Prices: Evidence from the
Likelihood Function By DAVID N. DEJONG AND CHARLES H. WHITEMAN* The
debate over whether the expected present value of dividends ...
W Roberds, D Runkle… - Journal of Money, Credit and …, 1996 - JSTOR
Page 1. WILLIAM ROBERDS DAVID RUNKLE CHARLES H. WHITEMAN A Daily
View of Yield Spreads and Short-Term Interest Rate Movements IT IS WIDELY
APPRECIATED that forecasting interest rates is difficult, and the ...
W Roberds… - Journal of Monetary Economics, 1999 - Elsevier
DN DeJong, BF Ingram… - Journal of Applied …, 2000 - Citeseer
Page 1. Keynesian Impulses Versus Solow Residuals: Identifying Sources of Business
Cycle Fluctuations David N. DeJong * , Beth F. Ingram ** , and Charles H. Whiteman **
First Version: May 1995 This Revision: June 1999 Abstract@ ...
CJ Neely, A Roy… - Journal of Business and Economic Statistics, 2001 - ASA
Page 1. Risk Aversion Versus Intertemporal Substitution: A Case Study of Identi' cation Failure
in the Intertemporal Consumption Capital Asset Pricing Model Christopher J. Neely Federal
Reserve Bank of St. Louis, St. Louis, MO 63102 (neely@stls.frb.org) ...
J Faust… - Carnegie-Rochester Conference Series on Public …, 1997 - Elsevier
DN DeJong… - Journal of Applied Econometrics, 1991 - Wiley Online Library
Page 1. JOURNAL OF APPLIED ECONOMETRICS, VOL. 6, 413-421 (1991) THE CASE
FOR TREND-STATIONARITY IS STRONGER THAN WE THOUGHT DAVID N. DEJONG
Department of Economics, University of Piitsburgh AND ...
MA Kose,
C Otrok… - 2005 - books.google.com
Page 1. Working Paper A INTERNATIONAL MONETARY FUND Page 2. INTERNATIONAL
MONETARY FUND Page 3. WP/05/211 Understanding the Evolution of World Business Cycles
M. Ayhan Kose, Christopher Otrok, and Charles H. Whiteman Page 4. ...
CH Whiteman - Econometrica: Journal of the Econometric Society, 1986 - JSTOR
Page 1. Econometrica, Vol. 54, No. 6 (November, 1986), 1387-1405 ANALYTICAL
POLICY DESIGN UNDER RATIONAL EXPECTATIONS BY CHARLES H. WHITEMAN'
The formulation of optimal policy in linear rational expectations ...
CH Whiteman - Journal of Economic Dynamics and Control, 1985 - Elsevier
Purely classical, frequency-domain methods are useful for solving linear-quadratic dynamic
rational expectations models. To illustrate this, generic scalar and.
CH Whiteman - The American Economic Review, 1984 - JSTOR
Page 1. Lucas on the Quantity Theory: Hypothesis Testing without Theory By
CHARLES H. WHITEMAN* In a recent paper, Robert Lucas presents "Two Illustrations
of the Quantity Theory of Money." His intriguing illustrations ...
[CITATION] Trends and cycles as unobserved components in US real GNP: A Bayesian perspective
DN DeJong… - Proceedings of the American Statistical Association, 1989
K Kasa, TB Walker… - … manuscript, Department of …, 2007 - papers.ssrn.com
Page 1. CAEPR Working Paper #2006-010 Asset Prices in a Time Series Model with Perpetually
Disparately Informed, Competitive Traders Kenneth Kasa Simon Fraser University Todd B. Walker
Indiana University Bloomington Charles H. Whiteman University of Iowa ...
W Roberds… - Journal of Money, Credit and Banking, 1992 - JSTOR
Page 1. WILLIAM ROBERDS CHARLES H. WHITEMAN Monetary Aggregates as
Monetary Targets: A Statistical Investigation Prompted in part by the sharp decline
in Ml velocity in the early 1980s, much recent empirical literature ...
DN DeJong… - Journal of Forecasting, 1994 - Wiley Online Library
Page 1. Journal of Forecasting, Vol. 13, 279-297 (1994) The Forecasting Attributes of Trend-
and Difference-Stationary Representations for Macroeconomic Time Series DAVID N. DEJONG
University of Pittsburgh, USA and CHARLES H. WHITEMAN University of lo wa, U. S. A. ...
FD Foster… - American journal of agricultural …, 1999 - ajae.oxfordjournals.org
Page 1. New Information-Based Econometric Methods in Agricultural Economics (Arnold Zellner,
University ofChicago, presiding) AN ApPLICATION OF BAYESIAN OPTION PRICING TO THE
SOYBEAN MARKET F. DOUGLAS FOSTER AND CHARLES H. WmTEMAN ...
[CITATION] Bayesian dynamic factor models for large datasets: measuring and forecasting macroeconomic data
C Otrok, P Silos… - University of Iowa unpublished manuscript, 2003
MR Haley… - Econometric Reviews, 2008 - Taylor & Francis
FD Foster… - Australian Journal of Management, 2002 - aum.sagepub.com
Page 1. – 95 – Bayesian Cross Hedging: An Example From the Soybean Market
by F. Douglas Foster † Charles H. Whiteman § Abstract: Following Lence and Hayes
(1994a), we study the problem faced by an Iowa farmer who ...
DN DeJong… - Econometric Theory, 1994 - Cambridge Univ Press
Page 1. Econometric Theory, 10, 1994, 701-719. Printed in the United States of America.
MODELING STOCK PRICES WITHOUT KNOWING HOW TO INDUCE STATIONARITY DAVID
N. DE JONG University of Pittsburgh CHARLES H. WHITEMAN University of Iowa ...
DN DeJong… - Journal of Business & Economic Statistics, 1993 - JSTOR
Page 1. Journal of Business & Economic Statistics, July 1993, Vol. 11, No. 3 Estimating Moving
Average Parameters: Classical Pileups and Bayesian Posteriors David N. DeJong Department
of Economics, University of Pittsburgh, Pittsburgh, PA 15260 ...
FD Foster… - Australian Journal of Management, 2006 - aum.sagepub.com
Page 1. – 181 – Bayesian Prediction, Entropy, and Option Pricing by F. Douglas Foster †
Charles H. Whiteman § Abstract: This paper studies the performance of the
Foster-Whiteman (1999) procedure for using a Bayesian predictive ...
K Backhaus… - Iowa City: Institute for Economic …, 1994 - tippie.uiowa.edu
Page 1. THE REGIONAL ECONOMIC IMPACT OF THE UNIVERSITY OF IOWA Kara Backhaus
and Charles H. Whiteman Institute for Economic Research Suite W230, Pappajohn Business
Administration Building University of Iowa Iowa City, IA 52242 July 29, 1994 ...
[CITATION] Bayesian prediction under asymmetric linear loss: Forecasting state tax revenues in Iowa
CH Whiteman - Forecasting, Prediction and Modeling in Statistics and …, 1996
K Kasa, TB Walker… - Unpublished Paper, 2004 - sfu.ca
Page 1. Asset Pricing with Heterogeneous Beliefs: A Frequency-Domain Approach
Kenneth Kasa Department of Economics Simon Fraser University E-mail:
kkasa@sfu.ca May, 2004 Abstract. Asset prices appear to be excessively ...
C Otrok, B Ravikumar… - 2001 - mpra.ub.uni-muenchen.de
One view of the equity premium puzzle is that in the standard asset-pricing model with time-
separable preferences, the volatility of the stochastic discount factor, for plausible values of
risk aversion, is too low to be consistent with consumption and asset return data. We adopt ...
[CITATION] Analyzing VARs with Monetary Business Cycle Model Priors
D DeJong, BF Ingram… - Proceedings of the American Statistical …, 1993
[CITATION] Are output fluctuations transitory? A Bayesian perspective
DN DeJong… - 1990 - Working paper
TH Turner… - Quarterly Review, 1981 - econpapers.repec.org
By Thomas H. Turner and Charles H. Whiteman; Econometric
policy evaluation under rational expectations.
[CITATION] Unit root tests or coin tosses for time series with autoregressive errors
DN DeJong, JC Nankervis, NE Savin… - University of Iowa, Dept of …, 1989
DN DeJong… - Economic Review, 1992 - econpapers.repec.org
By David N. DeJong and Charles H. Whiteman; More unsettling
evidence on the perfect markets hypothesis.
[CITATION] Bayesian inference in dynamic equilibrium models: An application to the rational expectations model of the term structure
DN DeJong… - Bayesian Analysis in Statistics and Econometrics: …, 1996
C Otrok, B Ravikumar… - Journal of Applied …, 2002 - Wiley Online Library
Skip to Main Content. ...
D DeJong, B Ingram… - Iowa macroeconmics Workshop, …, 1995 - idheap.ch
Abstract Who was closer to the source of business cycle fluctuations--Keynes or Prescott
and Solow? Two types of business-cycle impulses which have been associated with their
names--marginal efficiency of investment shocks (Keynes) and technology shocks ( ...
TB Walker… - Economics Letters, 2007 - Elsevier
MR Haley, HJ Paarsch… - 2009 - vinci.cs.uiowa.edu
Page 1. Smoothed Safety First and the Holding of Assets M. Ryan Haley∗ Department of
Economics University of Wisconsin – Oshkosh 800 Algoma Blvd. Oshkosh, WI 54901, USA +1
920 424 7150 (telephone) +1 920 424 7413 (facsimile) haley@uwosh.edu ...
KF Lewis… - 2006 - economics.sas.upenn.edu
Page 1. ROBUSTIFYING SHILLER: DO STOCK PRICES MOVE ENOUGH TO BE
JUSTIFIED BY SUBSEQUENT CHANGES IN DIVIDENDS? KURT F. LEWIS AND
CHARLES H. WHITEMAN† Abstract. This paper studies the ...
RG Riezman… - Working Papers, 1991 - ideas.repec.org
... A Time-Series Assessment of Export-Led Growth," Empirical Economics, Springer, vol.
21(1), pages 77-110. Other versions: Raymond Riezman & Charles Whiteman & Peter
M. Summers, 1996. "The Engine of Growth or Its Handmaiden? ...
RG Riezman… - Working Papers, 1990 - ideas.repec.org
Downloadable! No abstract is available for this item.
[CITATION] Understanding the Evolution of World Business Cycles
K Ayhan, C Otrok… - 2005 - IMF Working Paper WP/05/211
J Faust… - Carnegie-Rochester Conference Series …, 1997 - ideas.repec.org
Downloadable (with restrictions)! No abstract is available for this item.
FD Foster… - University of Iowa manuscript, 2002 - wwwdocs.fce.unsw.edu.au
Page 1. Bayesian Prediction, Entropy, and Option Pricing In the US Soybean Market,
1993-19971 F. Douglas Foster Professor of Finance, University of New South Wales
Charles H. Whiteman Director, Economic Research Institute ...
[CITATION] What to do when the crystal ball is cloudy: Conditional and unconditional forecasting in Iowa
C Otrok… - Proceedings of the National Tax Association, 1998
CH Whiteman… - Working Paper, 1990 - econpapers.repec.org
By Charles H. Whiteman and William Roberds; Monetary aggregates
as monetary targets: a statistical investigation.
MA Kose,
C Otrok… - 2003 - Citeseer
CiteSeerX - Document Details (Isaac Councill, Lee Giles, Pradeep Teregowda): Abstract: The
paper investigates the common dynamic properties of business cycle fluctuations across countries,
regions, and the world. We employ a Bayesian dynamic latent factor model to estimate ...
K Kasa, TB Walker… - Unpublished manuscript, 2010 - sfu.ca
Page 1. . HETEROGENEOUS BELIEFS AND TESTS OF PRESENT VALUE MODELS KENNETH
KASA, TODD B. WALKER, AND CHARLES H. WHITEMAN Abstract. This paper develops a
dynamic asset pricing model with persistent heterogeneous beliefs. ...
DN DeJong… - Journal of Monetary Economics, 1991 - Elsevier
[CITATION] Endogenous Term Premia and anomalies in the Term Structure of Interest Rates: Explaining the Predictability Smile, Federal Reserve Bank of Atlanta
W Roberds… - 1996 - Working Paper 96-11
[CITATION] Commentary [on Grayham E
J Faust… - Mizon's Progressive modeling of, 1995
[CITATION] Trends and cycles as unobserved components in macroeconomic time series
DN DeJong… - Manuscript(University of Pittsburgh, Pittsburgh, PA), 1991
[CITATION] Integration Versus Trend-Stationarity in Macroeconomic Time Series
DN DcJong, JC Nankervis, NE Savin… - Department of Economics, University …
[CITATION] A New Look at Old Evidence: On'Nonmonetary Effects of Financial Crisis in the Propagation of the Great Depression'
S Green… - University of Iowa, April, 1992
C Neely, A Roy… - Working Papers, 1999 - ideas.repec.org
Is the risk aversion parameter in the simple intertemporal consumption CAPM “small” as in
Hansen and Singleton (1982, 1983), or is it that its reciprocal, the intertemporal elasticity of
substitution, is small, as in Hall (1988)? This paper attributes the disparate estimates of ...
KF Lewis, CH Whiteman… - 2006 - chicagobooth.edu
Page 1. EMPIRICAL BAYESIAN DENSITY FORECASTING IN IOWA AND
SHRINKAGE FOR THE MONTE CARLO ERA KURT F. LEWIS AND CHARLES H.
WHITEMAN † Abstract. The track record of a sixteen-year history of ...
[CITATION] The Case for Convergence
RG Riezman,
R Tamura… - … of the Business and Economic Statistics …, 1993
CH Whiteman - Quarterly Review, 1978 - socionet.org
Page 1. A New Investigation of the Impact of Wage and Price Controls Charles H.
Whiteman Research Assistant Research Department Federal Reserve Bank of
Minneapolis How well do wage and price controls work against inflation? ...
CH Whiteman - 1987 - getcited.org
An academic directory and search engine.
C Otrok, B Ravikumar… - 2002 - Citeseer
Page 1. A Generalized Volatility Bound for Dynamic Economies Christopher Otrok
University of Virginia B. Ravikumar University of Iowa Charles H. Whiteman* University
of Iowa April 2003 Abstract. We develop a generalization ...
C Otrok, B Ravikumar… - Journal of Monetary Economics, 2007 - Elsevier
[CITATION] The Macroeconomic Effects of Oil Price Increases: A Critical Review
IRM Bain… - 1982 - Resources for the Future
[CITATION] The engines of growth in the APEC economies, 1950-1990
RG Riezman, PM Summers… - 1995 - Centre for International Economic …
[CITATION] ..., Rational expectations econometrics: Boulder[ua], Westview Press, 1991
CH Whiteman - Journal of economic literature, 1992
BF Ingram, DN DeJong, CH Whiteman… - Working Papers, 1996 - ideas.repec.org
We develop a business cycle model in which consumption goods, physical
capital and human capital are produced in separate sectors.
LASIP Levin… - 2008 - Citeseer
Page 1. Weakening Strong Independence Does Not Account for Anomalies in
Experiments Lindsey A. Schneider. Irwin P. Levin, and Charles H. Whiteman *
University of Iowa February, 2008 This paper reports on laboratory ...
[CITATION] Journal of Business & Volume 14, Number 1 Economic Statistics January 1996
DN DeJong, BF Ingram, CH Whiteman, JH Stock… - JOURNSL OF BUSINESS …, 1996
M Goodfriend, J Morton, P Wood, B Kasman… - fraser.stlouisfed.org
Page 1. TABLE OF CONTENTS VOLUME 1 Session 1. Historical Overview
Ann-Marie Meulendyke "Federal Reserve Tools in the Monetary Policy Process
in Recent Decades" Comments: Robert L. Hetzel Marvin Goodfriend ...
D Acemoglu, F Alvarez, A Casella, VV Chari… - …, 1999 - Wiley Online Library
The program will include invited lectures and both invited and contributed papers. For
additional information and updated information about the meetings, see announcements in
subsequent issues of Econometrica or on the Internet at the following address: http: rrwww ...
[CITATION] Trade liberalisation, exports and economic growth: a Bayesian time-series perspective
RG Riezman, PM Summers… - 1995 - Centre for International Economic …
[CITATION] A study to determine in what subject matter areas the need for printed technical subject matter information is the greatest among teachers of vocational …
CF Whiteman - 1960 - Cornell Univ.
W Roberds… - 1996 - 199.169.243.129
Page 1. Endogenous Term Premia and Anomalies In the Term Structure of Interest
Rates: Explaining the Predictability Smile William Roberds and Charles H. Whiteman
Federal Reserve Bank of Atlanta Working Paper 96-ll October ...
C Otrok, B Ravikumar… - 2001 - american.edu
Page 1. On the Equity Premium in Stochastic Discount Factor Models Christopher
Otrok University of Virginia B. Ravikumar Pennsylvania State University Charles H.
Whiteman* University of Iowa September 2001 Abstract One ...
[CITATION] PANEL DATA
D GILES, ML KING, N KUNITOMO, K LAHIRI… - Journal of …, 1995 - Elsevier
[CITATION] Trends and Cycles as Unobserved Components in Macroeconomic Time Series: a Bayesian Perspective
DN Dejong… - ADVANCES IN ECONOMETRICS, 1996 - JAI PRESS INC.
[CITATION] ARNOLD ZELLNER
HJ BIERENS, S CHIB, M DAGENAIS, M DEISTLER… - Journal of econometrics, 1995
C Otrok, B Ravikumar… - Computing in Economics …, 2001 - ideas.repec.org
Hansen and Jagannathan (1991) proposed a volatility bound for evaluating asset-pricing models
that is a restriction on the volatility of a representative agentÌs intertemporal marginal rate of
substitution (IMRS). We develop a generalization of their bound that (i) incorporates the serial ...
DN DeJong… - Econometric Theory, 1996 - Cambridge Univ Press
Cambridge Journals Online (CJO) is the e-publishing service for over 270 journals published
by Cambridge University Press and is entirely developed and hosted in-house. The platform's
powerful capacity and reliable performance are maintained by a combination of our own expertise ...
JC Robertson,
EW Tallman… - 2002 - people.virginia.edu
Page 1. Conditional Forecasting Using Relative Entropy John C. Robertson, Ellis
W. Tallman and Charles H. Whiteman * June 2002 ABSTRACT The paper describes
a relative entropy procedure for imposing moment restrictions ...
Abstract: This paper designs and implements a Baynesian dynamic latent factor model for a
vector of data describing the Iowa economy. Posterior distributions of parameters and the
latentfactor are analyzed by Markov Chain Monte Carlo methods, and coincident and ...
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