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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

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

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

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

An Application of Bayesian Option Pricing to the Soybean Market

Foster, F. Douglas; Whiteman, Charles H. - In: American Journal of Agricultural Economics 81 (1999) 3, pp. 722-727

Persistent link: https://www.econbiz.de/10009392558

Smoothed safety first and the holding of assets

Haley, M. Ryan; Paarsch, Harry J.; Whiteman, Charles H. - In: Quantitative Finance 13 (2013) 2, pp. 167-176

Persistent link: https://www.econbiz.de/10010690907

A new investigation of the impact of wage and price controls

Whiteman, Charles H. - In: Quarterly Review (1978) Spr

Persistent link: https://www.econbiz.de/10005360823

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

Faust, John; Whiteman, Charles H. - Federal Reserve Board (Board of Governors of the … - 1997

We characterize the LSE approach by its implications for reduced-form modeling and structural interpretations. Much of what has come to be associated with the LSE methodology involves the approach to fitting reduced forms, and can be thought of as a pragmatic solution to problems created by...

Persistent link: https://www.econbiz.de/10005368346

A Bayesian approach to dynamic macroeconomics

DeJong, David Neil; Ingram, Beth Fisher; Whiteman, … - In: Journal of econometrics 98 (2000) 2, pp. 203-223

Persistent link: https://www.econbiz.de/10001497779

Keynesian impulses versus Solow residuals : identifying sources of business cycle fluctuations

DeJong, David Neil; Ingram, Beth Fisher; Whiteman, … - In: Journal of applied econometrics 15 (2000) 3, pp. 311-329

Persistent link: https://www.econbiz.de/10001504789