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Are technology shocks nonlinear?
Altuğ, Sumru; Ashley, Richard A.; Patterson, Douglas M. - In: Macroeconomic dynamics 3 (1999) 4, pp. 506-533
Persistent link: https://www.econbiz.de/10001618378
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Herding During the Stock Market Bubble : An Intraday Analysis
Patterson, Douglas M. - 2015
This paper tests for the presence of herding on the New York Stock Exchange (NYSE). We measure the degree of herding from 1998-2001, the “bubble” period and its collapse. We estimate the incidence of herding by applying a test of serial independence in the observed interarrival times of...
Persistent link: https://www.econbiz.de/10013023145
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Variation in the Phillips Curve relation across three phases of the business cycle
Ashley, Richard A.; Verbrugge, Randal - 2019
Persistent link: https://www.econbiz.de/10012003987
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Frequency dependence in a real-time monetary policy rule
Ashley, Richard A.; Tsang, Kwok Ping; Verbrugge, Randal - 2014
Persistent link: https://www.econbiz.de/10010497160
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On the origins of conditional heteroscedasticity in time series
Ashley, Richard A. - 2010
Persistent link: https://www.econbiz.de/10009381537
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On the origins of conditional heteroscedasticity in time series
Ashley, Richard A. - In: The Korean economic review 28 (2012) 1, pp. 5-25
Persistent link: https://www.econbiz.de/10010192152
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Detection and modeling of regression parameter variation across frequencies : with an application to testing the permanent income hypothesis
Tan, Hui Boon; Ashley, Richard A. - In: Macroeconomic dynamics 3 (1999) 1, pp. 69-83
Persistent link: https://www.econbiz.de/10001617714
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Mis-specification in Phillips Curve regressions : quantifying frequency eependence in this relationship while allowing for feedback
Ashley, Richard A. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003617329