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Supplanting the 'Minnesota' prior: Forecasting macroeconomic time series using real business cycle model priors
Ingram, Beth F.; Whiteman, Charles H. - In: Journal of Monetary Economics 34 (1994) 3, pp. 497-510
Persistent link: https://www.econbiz.de/10005131436
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Reconsidering 'trends and random walks in macroeconomic time series'
DeJong, David N.; Whiteman, Charles H. - In: Journal of Monetary Economics 28 (1991) 2, pp. 221-254
Persistent link: https://www.econbiz.de/10005131620
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Endogenous term premia and anomalies in the term structure of interest rates: Explaining the predictability smile
Roberds, William; Whiteman, Charles H. - In: Journal of Monetary Economics 44 (1999) 3, pp. 555-580
Persistent link: https://www.econbiz.de/10005180761
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Habit formation: a resolution of the equity premium puzzle?
Otrok, Christopher; Ravikumar, B.; Whiteman, Charles H. - In: Journal of Monetary Economics 49 (2002) 6, pp. 1261-1288
Persistent link: https://www.econbiz.de/10005180769
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A generalized volatility bound for dynamic economies
Otrok, Christopher; Ravikumar, B.; Whiteman, Charles H. - In: Journal of Monetary Economics 54 (2007) 8, pp. 2269-2290
Persistent link: https://www.econbiz.de/10005182712
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On robustness
DeJong, David N.; Whiteman, Charles H. - In: Journal of Monetary Economics 28 (1991) 2, pp. 265-270
Persistent link: https://www.econbiz.de/10005182833
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The observable implications of self-fulfilling expectations
Hamilton, James D.; Whiteman, Charles H. - In: Journal of Monetary Economics 16 (1985) 3, pp. 353-373
Persistent link: https://www.econbiz.de/10005082232