Access Statistics for Richard Ashley

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Look at Historical Monetary Policy and the Great Inflation through the Lens of a Persistence-Dependent Policy Rule 0 0 0 61 0 0 0 45
All Fluctuations Are Not Created Equal: The Differential Roles of Transitory versus Persistent Changes in Driving Historical Monetary Policy 0 0 0 69 0 0 1 24
Frequency Dependence in a Real-Time Monetary Policy Rule 0 0 0 32 0 0 1 54
Persistence Dependence in Empirical Relations: The Velocity of Money 0 0 0 28 0 0 10 89
The Intermittent Phillips Curve: Finding a Stable (But Persistence-Dependent) Phillips Curve Model Specification 0 0 1 42 1 1 6 123
Total Working Papers 0 0 1 232 1 1 18 335

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A DIAGNOSTIC TEST FOR NONLINEAR SERIAL DEPENDENCE IN TIME SERIES FITTING ERRORS 0 0 0 3 1 1 1 15
A New Bispectral Test for NonLinear Serial Dependence 0 0 0 34 0 0 0 206
A Nonparametric Distribution-Free Test for Serial Independence in Stock Returns: A Comment 0 0 0 8 0 0 0 74
A Nonparametric, Distribution-Free Test for Serial Independence in Stock Returns 0 0 1 14 0 0 2 68
A Simple Test for Regression Parameter Instability 0 0 0 0 1 2 9 298
A new look at historical monetary policy (and the great inflation) through the lens of a persistence-dependent policy rule 0 0 0 4 0 0 2 30
A new technique for postsample model selection and validation 0 0 0 28 0 0 2 158
ARE TECHNOLOGY SHOCKS NONLINEAR? 0 0 0 13 0 0 1 92
Advertising and Aggregate Consumption: An Analysis of Causality 0 1 4 421 0 1 6 1,371
Applications of Time Series Analysis to Texas Financial Forecasting 0 0 0 1 0 0 1 9
Assessing the credibility of instrumental variables inference with imperfect instruments via sensitivity analysis 0 0 2 18 0 0 6 65
Comments on "A critical investigation on detrending procedures for nonlinear processes" 0 0 0 7 0 0 1 54
Comparing the effectiveness of traditional vs. mechanized identification methods in post-sample forecasting for a macroeconomic Granger causality analysis 0 0 0 4 0 0 0 36
Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach 0 0 0 40 2 2 2 210
DETECTION AND MODELING OF REGRESSION PARAMETER VARIATION ACROSS FREQUENCIES 0 0 0 26 0 1 1 66
Evaluating the Effectiveness of State-Switching Time Series Models for U.S. Real Output 0 0 0 27 0 0 0 82
Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series 0 0 1 65 0 0 4 308
Further Results on Inventories and Price Stickiness 0 0 0 15 0 0 0 104
Growth may be good for the poor, but decline is disastrous: On the non-robustness of the Dollar-Kraay result 0 0 0 16 0 0 1 75
Inflation and the Distribution of Price Changes across Markets: A Causal Analysis 0 0 0 0 0 0 0 159
Linear versus Nonlinear Macroeconomies: A Statistical Test 0 0 0 72 0 0 0 460
Measuring Measurement Error in Economic Time Series 0 0 0 0 0 1 1 271
Motives for Giving: A Reanalysis of Two Classic Public Goods Experiments 0 1 1 2 1 2 3 4
On the Granger causality between median inflation and price dispersion 0 0 0 17 0 0 2 79
On the Optimal Use of Suboptimal Forecasts of Explanatory Variables 0 0 0 0 0 0 0 152
On the Origins of Conditional Heteroscedasticity in Time Series 0 0 0 6 0 0 0 49
On the relative worth of recent macroeconomic forecasts 0 0 0 69 0 0 2 177
Postponed linear approximations and adaptive control with non-quadratic losses 0 0 0 3 0 0 0 38
Re-examining the impact of housing wealth and stock wealth on retail sales: Does persistence in wealth changes matter? 0 0 0 9 0 0 1 46
Sensitivity Analysis of an OLS Multiple Regression Inference with Respect to Possible Linear Endogeneity in the Explanatory Variables, for Both Modest and for Extremely Large Samples 0 0 1 14 3 9 14 90
Sensitivity analysis for inference in 2SLS/GMM estimation with possibly flawed instruments 0 1 2 17 1 2 4 67
Shrinkage Estimation with General Loss Functions: An Application of Stochastic Dominance Theory 0 0 0 66 1 1 2 223
Statistically significant forecasting improvements: how much out-of-sample data is likely necessary? 0 0 0 54 0 0 1 338
Subset-Continuous-Updating GMM Estimators for Dynamic Panel Data Models 0 1 1 11 1 2 5 84
Time series analysis of residuals from the St. Louis model 0 0 1 29 0 0 2 142
To difference or not to difference: a Monte Carlo investigation of inference in vector autoregression models 0 4 10 100 2 8 24 294
Wages and profits: A comment 0 0 0 2 0 0 1 40
Total Journal Articles 0 8 24 1,215 13 32 101 6,034

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