Advanced Search

Richard Ashley

Contents:

This is information that was supplied by Richard Ashley in registering through RePEc. If you are Richard Ashley , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Richard
Middle Name:
Last Name: Ashley
Suffix:

RePEc Short-ID: pas1

Email:
Homepage: http://ashleymac.econ.vt.edu/ashleyhome.html
Postal Address: Economics Department (0316) Blacksburg, VA 24061 USA
Phone:

Affiliation

Works


Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Richard Ashley, 2010. "On the Granger Causality between Median Inflation and Price Dispersion," Working Papers e07-24, Virginia Polytechnic Institute and State University, Department of Economics.
  2. Richard Ashley & Kwok Ping Tsang & Randal J. Verbrugge, 2010. "Frequency Dependence in a Real-Time Monetary Policy Rule," Working Papers e07-21, Virginia Polytechnic Institute and State University, Department of Economics.
  3. Richard Ashley, 2010. "On the Origins of Conditional Heteroscedasticity in Time Series," Working Papers e07-23, Virginia Polytechnic Institute and State University, Department of Economics.
  4. Richard A. Ashley. & Randall J. Verbrugge, 2006. "Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series," Working Papers e06-7, Virginia Polytechnic Institute and State University, Department of Economics.
  5. Richard A. Ashley., 2006. "Assessing the Credibility of Instrumental Variables Inference With Imperfect Instruments Via Sensitivity Analysis," Working Papers e06-9, Virginia Polytechnic Institute and State University, Department of Economics.
  6. Richard A. Ashley., 2006. "Beyond Optimal Forecasting," Working Papers e06-10, Virginia Polytechnic Institute and State University, Department of Economics.
  7. Richard A. Ashley. & Randall J. Verbrugge., 2006. "Mis-Specification and Frequency Dependence in a New Keynesian Phillips Curve," Working Papers e06-12, Virginia Polytechnic Institute and State University, Department of Economics.
  8. Elena Rusticelli & Richard A. Ashley & Estela Bee Dagum & Douglas M. Patterson, 2006. "A New Bispectral Test for Nonlinear Serial Dependence," Working Papers e06-6, Virginia Polytechnic Institute and State University, Department of Economics.
  9. Richard A. Ashley., 2006. "Growth May Be Good for the Poor, But Decline is Disastrous: On the Non-Robustness of the Dollar-Kraay "Growth is Good for the Poor" Result," Working Papers e06-8, Virginia Polytechnic Institute and State University, Department of Economics.
  10. Richard A. Ashley & Randall J. Verbrugge., 2006. "Mis-Specification in Phillips Curve Regressions: Quantifying Frequency Dependence in This Relationship While Allowing for Feedback," Working Papers e06-11, Virginia Polytechnic Institute and State University, Department of Economics.

Articles

  1. Richard Ashley & Sheryl Ball & Catherine Eckel, 2010. "Motives for Giving: A Reanalysis of Two Classic Public Goods Experiments," Southern Economic Journal, Southern Economic Association, vol. 77(1), pages 15-26, July.
  2. Elena Rusticelli & Richard Ashley & Estela Bee Dagum & Douglas Patterson, 2009. "A New Bispectral Test for NonLinear Serial Dependence," Econometric Reviews, Taylor and Francis Journals, vol. 28(1-3), pages 279-293.
  3. Richard A. Ashley & Randal J. Verbrugge, 2009. "To difference or not to difference: a Monte Carlo investigation of inference in vector autoregression models," International Journal of Data Analysis Techniques and Strategies, Inderscience Enterprises Ltd, vol. 1(3), pages 242-274, January.
  4. Richard Ashley & Randal Verbrugge, 2009. "Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series," Econometric Reviews, Taylor and Francis Journals, vol. 28(1-3), pages 4-20.
  5. Ashley, Richard, 2008. "Growth may be good for the poor, but decline is disastrous: On the non-robustness of the Dollar-Kraay result," International Review of Economics & Finance, Elsevier, vol. 17(2), pages 333-338.
  6. Ashley, Richard & Verbrugge, Randal J., 2006. "Comments on "A critical investigation on detrending procedures for nonlinear processes"," Journal of Macroeconomics, Elsevier, vol. 28(1), pages 192-194, March.
  7. Ashley, Richard A. & Patterson, Douglas M., 2006. "Evaluating the Effectiveness of State-Switching Time Series Models for U.S. Real Output," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 266-277, July.
  8. Ashley, Richard, 2003. "Statistically significant forecasting improvements: how much out-of-sample data is likely necessary?," International Journal of Forecasting, Elsevier, vol. 19(2), pages 229-239.
  9. Tan, Hui Boon & Ashley, Richard, 1999. "Detection And Modeling Of Regression Parameter Variation Across Frequencies," Macroeconomic Dynamics, Cambridge University Press, vol. 3(01), pages 69-83, March.
  10. Altug, Sumru & Ashley, Richard A. & Patterson, Douglas M., 1999. "Are Technology Shocks Nonlinear?," Macroeconomic Dynamics, Cambridge University Press, vol. 3(04), pages 506-533, December.
  11. Ashley, Richard, 1998. "A new technique for postsample model selection and validation," Journal of Economic Dynamics and Control, Elsevier, vol. 22(5), pages 647-665, May.
  12. Ashley, Richard, 1990. "Shrinkage Estimation with General Loss Functions: An Application of Stochastic Dominance Theory," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 31(2), pages 301-13, May.
  13. Ashley, Richard & Patterson, Douglas, 1990. "A Nonparametric Distribution-Free Test for Serial Independence in Stock Returns: A Comment," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 25(03), pages 417-418, September.
  14. Ashley, Richard A & Patterson, Douglas M, 1989. "Linear versus Nonlinear Macroeconomies: A Statistical Test," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 30(3), pages 685-704, August.
  15. Ashley, Richard, 1988. "On the relative worth of recent macroeconomic forecasts," International Journal of Forecasting, Elsevier, vol. 4(3), pages 363-376.
  16. Ashley, Richard A. & Patterson, Douglas M., 1986. "A Nonparametric, Distribution-Free Test for Serial Independence in Stock Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 21(02), pages 221-227, June.
  17. Ashley, Richard & Vaughan, David, 1986. "Measuring Measurement Error in Economic Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 4(1), pages 95-103, January.
  18. Ashley, Richard A & Orr, Daniel, 1985. "Further Results on Inventories and Price Stickiness," American Economic Review, American Economic Association, vol. 75(5), pages 964-75, December.
  19. Ashley, Richard, 1985. "On the Optimal Use of Suboptimal Forecasts of Explanatory Variables," Journal of Business & Economic Statistics, American Statistical Association, vol. 3(2), pages 129-31, April.
  20. Ashley, Richard, 1984. "A Simple Test for Regression Parameter Instability," Economic Inquiry, Oxford University Press, vol. 22(2), pages 253-68, April.
  21. Ashley, Richard, 1981. "Inflation and the Distribution of Price Changes across Markets: A Causal Analysis," Economic Inquiry, Oxford University Press, vol. 19(4), pages 650-60, October.
  22. Ashley, R & Granger, C W J & Schmalensee, R, 1980. "Advertising and Aggregate Consumption: An Analysis of Causality," Econometrica, Econometric Society, vol. 48(5), pages 1149-67, July.
  23. Ashley, Richard A., 1980. "Wages and profits: A comment," Journal of Macroeconomics, Elsevier, vol. 2(4), pages 365-372.
  24. Ashley, Richard, 1979. "Postponed linear approximations and adaptive control with non-quadratic losses," Journal of Economic Dynamics and Control, Elsevier, vol. 1(4), pages 347-359, November.
  25. Ashley, Richard A. & Granger, Clive W. J., 1979. "Time series analysis of residuals from the St. Louis model," Journal of Macroeconomics, Elsevier, vol. 1(4), pages 373-394.

NEP Fields

10 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (4) 2006-11-18 2006-11-18 2010-09-11 2010-10-23 Author is listed
  2. NEP-ECM: Econometrics (5) 2006-11-18 2006-11-18 2006-11-18 2006-11-18 2010-10-23 Author is listed
  3. NEP-ETS: Econometric Time Series (4) 2006-11-18 2006-11-18 2006-11-18 2010-10-23 Author is listed
  4. NEP-FOR: Forecasting (1) 2006-11-18
  5. NEP-MAC: Macroeconomics (3) 2006-11-18 2010-09-11 2010-10-23 Author is listed
  6. NEP-MON: Monetary Economics (2) 2010-09-11 2010-10-23
  7. NEP-ORE: Operations Research (1) 2010-10-23

Statistics

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

To update listings or check citations waiting for approval, Richard Ashley should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to correct references and citations.

To link different versions of the same work, where versions have a different title, email the respective handles to

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.