Charles Whiteman
Charles Whiteman
John and Becky Surma Dean, Smeal College of Business, The Pennsylvania State University
Verified email at psu.edu
Title
Cited by
Cited by
Year
International business cycles: World, region, and country-specific factors
MA Kose, C Otrok, CH Whiteman
american economic review 93 (4), 1216-1239, 2003
13012003
Integration versus trend stationary in time series
DN DeJong, JC Nankervis, NE Savin, CH Whiteman
Econometrica: Journal of the Econometric Society, 423-433, 1992
7321992
Understanding the evolution of world business cycles
MA Kose, C Otrok, CH Whiteman
Journal of international Economics 75 (1), 110-130, 2008
5662008
The power problems of unit root test in time series with autoregressive errors
DN DeJong, JC Nankervis, NE Savin, CH Whiteman
Journal of Econometrics 53 (1-3), 323-343, 1992
5001992
The engine of growth or its handmaiden?
RG Riezman, CH Whiteman, PM Summers
Long-Run Economic Growth, 77-110, 1996
3601996
The observable implications of self-fulfilling expectations
JD Hamilton, CH Whiteman
Journal of Monetary Economics 16 (3), 353-373, 1985
3441985
A Bayesian approach to dynamic macroeconomics
DN DeJong, BF Ingram, CH Whiteman
Journal of Econometrics 98 (2), 203-223, 2000
2862000
Reconsidering ‘Trends and random walks in macroeconomic time series’
DN DeJong, CH Whiteman
Journal of Monetary Economics 28 (2), 221-254, 1991
277*1991
Bayesian leading indicators: measuring and predicting economic conditions in Iowa
C Otrok, CH Whiteman
International Economic Review, 997-1014, 1998
2451998
Supplanting the ‘Minnesota’prior: Forecasting macroeconomic time series using real business cycle model priors
BF Ingram, CH Whiteman
Journal of Monetary Economics 34 (3), 497-510, 1994
2291994
Linear rational expectations models: A user's guide
CH Whiteman
U of Minnesota Press, 1983
2111983
Bayesian forecasting
J Geweke, C Whiteman
Handbook of economic forecasting 1, 3-80, 2006
1982006
A Bayesian approach to calibration
DN DeJong, BF Ingram, CH Whiteman
Journal of Business & Economic Statistics 14 (1), 1-9, 1996
1391996
Habit formation: a resolution of the equity premium puzzle?
C Otrok, B Ravikumar, CH Whiteman
Journal of Monetary Economics 49 (6), 1261-1288, 2002
1352002
Forecasting using relative entropy
JC Robertson, EW Tallman, CH Whiteman
Journal of Money, Credit and Banking, 383-401, 2005
1172005
The temporal stability of dividends and stock prices: Evidence from the likelihood function
DN DeJong, CH Whiteman
The American Economic Review, 600-617, 1991
1031991
Risk aversion versus intertemporal substitution: a case study of identification failure in the intertemporal consumption capital asset pricing model
CJ Neely, A Roy, CH Whiteman
Journal of Business & Economic Statistics 19 (4), 395-403, 2001
942001
Keynesian impulses versus Solow residuals: identifying sources of business cycle fluctuations
DN DeJong, BF Ingram, CH Whiteman
Journal of Applied Econometrics 15 (3), 311-329, 2000
892000
A daily view of yield spreads and short-term interest rate movements
W Roberds, D Runkle, CH Whiteman
Journal of Money, Credit and Banking 28 (1), 34-53, 1996
841996
Endogenous term premia and anomalies in the term structure of interest rates: Explaining the predictability smile
W Roberds, CH Whiteman
Journal of Monetary Economics 44 (3), 555-580, 1999
771999
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