Follow
Charles Whiteman
Charles Whiteman
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
15672003
Integration versus trend stationary in time series
DN DeJong, JC Nankervis, NE Savin, CH Whiteman
Econometrica: Journal of the Econometric Society, 423-433, 1992
8181992
Understanding the evolution of world business cycles
MA Kose, C Otrok, CH Whiteman
Journal of international Economics 75 (1), 110-130, 2008
6572008
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
6071992
The engine of growth or its handmaiden? A time-series assessment of export-led growth
RG Riezman, CH Whiteman, PM Summers
Long-run economic growth, 77-110, 1996
4201996
The observable implications of self-fulfilling expectations
JD Hamilton, CH Whiteman
Journal of Monetary Economics 16 (3), 353-373, 1985
3811985
A Bayesian approach to dynamic macroeconomics
DN DeJong, BF Ingram, CH Whiteman
Journal of Econometrics 98 (2), 203-223, 2000
3202000
Reconsidering ‘Trends and random walks in macroeconomic time series’
DN DeJong, CH Whiteman
Journal of Monetary Economics 28 (2), 221-254, 1991
307*1991
Bayesian leading indicators: measuring and predicting economic conditions in Iowa
C Otrok, CH Whiteman
International Economic Review, 997-1014, 1998
2931998
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
2451994
Bayesian forecasting
J Geweke, C Whiteman
Handbook of economic forecasting 1, 3-80, 2006
2402006
Linear rational expectations models: a user's guide
CH Whiteman
U of Minnesota Press, 1984
2361984
Forecasting using relative entropy
JC Robertson, EW Tallman, CH Whiteman
Journal of Money, Credit, and Banking 37 (3), 383-401, 2005
1772005
A Bayesian approach to calibration
DN DeJong, BF Ingram, CH Whiteman
Journal of Business & Economic Statistics 14 (1), 1-9, 1996
1461996
Habit formation: a resolution of the equity premium puzzle?
C Otrok, B Ravikumar, CH Whiteman
Journal of Monetary Economics 49 (6), 1261-1288, 2002
1432002
The temporal stability of dividends and stock prices: Evidence from the likelihood function
DN DeJong, CH Whiteman
The American Economic Review, 600-617, 1991
1251991
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
1092001
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
952000
Heterogeneous beliefs and tests of present value models
K Kasa, TB Walker, CH Whiteman
Review of Economic Studies 81 (3), 1137-1163, 2014
92*2014
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
911996
The system can't perform the operation now. Try again later.
Articles 1–20