Charles Whiteman
Risk Management - Emeritus
Prototype page. OpenAlex match is heuristic - flag errors to Jason.
Top works
- International Business Cycles: World, Region, and Country-Specific Factors (2003) - American Economic Review - cites: 1205
- Integration Versus Trend Stationary in Time Series (1992) - Econometrica - cites: 511
- The power problems of unit root test in time series with autoregressive errors (1992) - Journal of Econometrics - cites: 414
- International Business Cycles: World, Region, and Country-Specific Factors (2000) - SSRN Electronic Journal - cites: 276
- The observable implications of self-fulfilling expectations (1985) - Journal of Monetary Economics - cites: 254
- A Bayesian approach to dynamic macroeconomics (2000) - Journal of Econometrics - cites: 224
- Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa (1998) - International Economic Review - cites: 216
- Reconsidering ‘trends and random walks in macroeconomic time series’ (1991) - Journal of Monetary Economics - cites: 212
- The engine of growth or its handmaiden? (1996) - Empirical Economics - cites: 190
- Supplanting the ‘Minnesota’ prior (1994) - Journal of Monetary Economics - cites: 161
- Habit formation: a resolution of the equity premium puzzle? (2002) - Journal of Monetary Economics - cites: 159
- Chapter 1 Bayesian Forecasting (2006) - Handbook of economic forecasting - cites: 129
- A Bayesian Approach to Calibration (1996) - Journal of Business and Economic Statistics - cites: 102
- The Temporal Stability of Dividends and Stock Prices: Evidence from the Likelihood Function (1991) - American Economic Review - cites: 96
- Understanding the Evolution of World Business Cycles (2005) - Journal of International Economics - cites: 77
- A Daily View of Yield Spreads and Short-Term Interest Rate Movements (1996) - Journal of money credit and banking - cites: 72
- Risk Aversion Versus Intertemporal Substitution (2001) - Journal of Business and Economic Statistics - cites: 70
- 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 (1997) - Carnegie-Rochester Conference Series on Public Policy - cites: 68
- Endogenous term premia and anomalies in the term structure of interest rates: Explaining the predictability smile (1999) - Journal of Monetary Economics - cites: 66
- Linear Rational Expectations Models (1983) - University of Minnesota Press eBooks - cites: 65
- The Engine of Growth or its Handmaiden? (1996) - - cites: 60
- Keynesian impulses versus Solow residuals: identifying sources of business cycle fluctuations (2000) - Journal of Applied Econometrics - cites: 52
- The Engine of Growth or Its Handmaiden? A Time-Series Assessment of Export-Led Growth (1995) - RePEc: Research Papers in Economics - cites: 51
- The case for trend‐stationarity is stronger than we thought (1991) - Journal of Applied Econometrics - cites: 48
- Heterogeneous Beliefs and Tests of Present Value Models (2013) - The Review of Economic Studies - cites: 44
Topics