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J. Huston McCulloch

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Personal Details

First Name: J. Huston
Middle Name:
Last Name: McCulloch
Suffix:

RePEc Short-ID: pmc199

Email: [This author has chosen not to make the email address public]
Homepage: http://www.econ.ohio-state.edu/jhm/jhm.html
Postal Address:
Phone:

Affiliation

Department of Economics
Ohio State University
Location: Columbus, Ohio (United States)
Homepage: http://economics.osu.edu/
Email:
Phone: (614) 292 2639
Fax: (614) 292 3906
Postal: 410 Arps Hall, 1945 N. High St., Columbus, Ohio 4321
Handle: RePEc:edi:deohsus (more details at EDIRC)

Works

as in new window

Working papers

  1. J. Huston McCulloch & Ohio State University, 2006. "Learning about Stock Volatility: The Local Scale Model with Homoskedastic Innovations," Computing in Economics and Finance 2006 173, Society for Computational Economics.
  2. J. Huston McCulloch, 2005. "The Kalman Foundations of Adaptive Least Squares: Applications to Unemployment and Inflation," Computing in Economics and Finance 2005 239, Society for Computational Economics.
  3. Prasad V. Bidarkota & Brice V. Dupoyet & J. Huston McCulloch, 2005. "Asset Pricing with Incomplete Information under Stable Shocks," Working Papers 0514, Florida International University, Department of Economics.
  4. J. Huston McCulloch, 2004. "The Risk-Neutral Measure and Option Pricing under Log-Stable Uncertainty using Romberg Fourier Inversion," Computing in Economics and Finance 2004 13, Society for Computational Economics.
  5. J. Huston McCulloch, 2003. "The Risk-Neutral Measure and Option Pricing under Log-Stable Uncertainty," Working Papers 03-07, Ohio State University, Department of Economics.
  6. Prasad Bidarkota & J. Huston McCulloch, 2003. "News or Noise? Signal Extraction Can Generate Volatility Clusters From IID Shocks," Working Papers 0304, Florida International University, Department of Economics.
  7. J. Huston McCulloch & Prasad V. Bidarkota, 2003. "Signal Extraction can Generate Volatility Clusters," Computing in Economics and Finance 2003 59, Society for Computational Economics.
  8. J. Huston McCulloch & Prasad V. Bidarkota, 2002. "Signal Extraction Can Generate Volatility Clusters From IID Shocks," Working Papers 02-04, Ohio State University, Department of Economics.
  9. J. Huston McCulloch & E. Richard Percy, Jr., 2002. "A Spline LR Test for Goodness-of-Fit," Computing in Economics and Finance 2002 123, Society for Computational Economics.
  10. J. Huston McCulloch, 2001. "The Inflation Premium implicit in the US Real and Nominal," Computing in Economics and Finance 2001 210, Society for Computational Economics.
  11. Prasad V. Bidarkota and J. Huston McCulloch, 2001. "Consumption Asset Pricing with Stable Shocks: Exploring a Solution and Its Implications for the Equity Premium Puzzle," Computing in Economics and Finance 2001 70, Society for Computational Economics.
  12. J. Huston McCulloch, 2000. "Long Forward and Zero-Coupon Rates Indeed Can Never Fall, but Are Indeterminate: A Comment on Dybvig, Ingersoll and Ross," Working Papers 00-12, Ohio State University, Department of Economics.
  13. J Huston McCulloch, 2000. "State-Space Times Series Modeling of Structural Breaks," Working Papers 00-11, Ohio State University, Department of Economics.
  14. Huston McCulloch, Jeffery A. Stec, 2000. "Proxying Inflation Forecasts With Fuller/Roy-Type Median Unbiased Near Unit Root Coefficient Estimates," Computing in Economics and Finance 2000 295, Society for Computational Economics.
  15. Robert J. Shiller & J. Huston McCulloch, 1987. "The Term Structure of Interest Rates. U.S. Government Term Structure Data," Cowles Foundation Discussion Papers 843, Cowles Foundation for Research in Economics, Yale University.
  16. J. Huston McCulloch, 1978. "The Pricing of Short-Lived Options When Price Uncertainty Is Log-Symmetric Stable," NBER Working Papers 0264, National Bureau of Economic Research, Inc.
  17. J. Huston McCulloch, 1978. "Interest Rate Risk and Capital Adequacy For Traditional Banks and Financial Intermediaries," NBER Working Papers 0237, National Bureau of Economic Research, Inc.
  18. J. Huston McCulloch, 1977. "The Effect of Minimum Wage Legislation on Income Equality: A TheoreticalAnalysis," NBER Working Papers 0171, National Bureau of Economic Research, Inc.
  19. J. Huston McCulloch, 1977. "Misintermediation and Business Fluctuation," NBER Working Papers 0160, National Bureau of Economic Research, Inc.
  20. J. Huston McCulloch, 1977. "The Austrian Theory of the Marginal Use And of Ordinal Marginal Utility," NBER Working Papers 0170, National Bureau of Economic Research, Inc.
  21. J. Huston McCulloch, 1977. "The Cumulative Unanticipated Change in Interest Rates: Evidence on the Misintermediation Hypothesis," NBER Working Papers 0222, National Bureau of Economic Research, Inc.
    RePEc:nbr:nberwo:2341 is not listed on IDEAS
  22. Prasad V. Bidarkota & J. Huston McCulloch, . "Optimal Univariate Inflation Forecasting with Symmetric Stable Shocks," Computing in Economics and Finance 1997 116, Society for Computational Economics.

Articles

  1. Bidarkota, Prasad V. & Dupoyet, Brice V. & McCulloch, J. Huston, 2009. "Asset pricing with incomplete information and fat tails," Journal of Economic Dynamics and Control, Elsevier, vol. 33(6), pages 1314-1331, June.
  2. Prasad Bidarkota & J Huston Mcculloch, 2004. "Testing for persistence in stock returns with GARCH-stable shocks," Quantitative Finance, Taylor & Francis Journals, vol. 4(3), pages 256-265.
  3. Bidarkota, Prasad V. & McCulloch, J. Huston, 2003. "Consumption asset pricing with stable shocks--exploring a solution and its implications for mean equity returns," Journal of Economic Dynamics and Control, Elsevier, vol. 27(3), pages 399-421, January.
  4. J. Huston McCulloch, 2000. "Estimation of the Bivariate Stable Spectral Representation by the Projection Method," Computational Economics, Society for Computational Economics, vol. 16(1/2), pages 47-62, October.
  5. Prasad V. Bidarkota & J. Huston McCulloch, 1998. "Optimal univariate inflation forecasting with symmetric stable shocks," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(6), pages 659-670.
  6. J. Huston McCulloch & Min-Teh Yu, 1998. "Government Deposit Insurance and the Diamond-Dybvig Model," The Geneva Risk and Insurance Review, Palgrave Macmillan, vol. 23(2), pages 139-149, December.
  7. McCulloch, J Huston, 1997. "Measuring Tail Thickness to Estimate the Stable Index Alpha: A Critique," Journal of Business & Economic Statistics, American Statistical Association, vol. 15(1), pages 74-81, January.
  8. McCulloch, J. Huston & Panton, Don B., 1997. "Erratum," Computational Statistics & Data Analysis, Elsevier, vol. 26(1), pages 101-99, November.
  9. Huston McCulloch, J. & Panton, Don B., 1997. "Precise tabulation of the maximally-skewed stable distributions and densities," Computational Statistics & Data Analysis, Elsevier, vol. 23(3), pages 307-320, January.
  10. McCulloch, J Huston, 1993. " A Reexamination of Traditional Hypotheses about the Term Structure: A Comment," Journal of Finance, American Finance Association, vol. 48(2), pages 779-89, June.
  11. J. Huston McCulloch, 1991. "Panel discussion: price stability ; An error-correction mechanism for long-run price stability," Proceedings, Federal Reserve Bank of Cleveland, pages 619-624.
  12. McCulloch, J Huston, 1991. "An Error-Correction Mechanism for Long-Run Price Stability: Panel Discussion," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 23(3), pages 619-24, August.
  13. McCulloch, J. Houston, 1990. "Comments on "Developments in monetary aggregation theory"," Journal of Policy Modeling, Elsevier, vol. 12(2), pages 259-263.
  14. McCulloch, J. Huston, 1987. "The monotonicity of the term premium : A closer look," Journal of Financial Economics, Elsevier, vol. 18(1), pages 185-192, March.
  15. McCulloch, J Huston, 1986. "Bank Regulation and Deposit Insurance," The Journal of Business, University of Chicago Press, vol. 59(1), pages 79-85, January.
  16. McCulloch, J Huston, 1985. "On Heteros*edasticity," Econometrica, Econometric Society, vol. 53(2), pages 403, March.
  17. McCulloch, J. Huston, 1985. "Interest-risk sensitive deposit insurance premia : Stable ACH estimates," Journal of Banking & Finance, Elsevier, vol. 9(1), pages 137-156, March.
  18. McCulloch, J Huston, 1982. "Incentives and Proxies for Indexed Bond Issues: Reply," American Economic Review, American Economic Association, vol. 72(3), pages 566-68, June.
  19. McCulloch, J. Huston, 1981. "Misintermediation and macroeconomic fluctuations," Journal of Monetary Economics, Elsevier, vol. 8(1), pages 103-115.
  20. McCulloch, J Huston, 1980. "The Ban on Indexed Bonds, 1933-77," American Economic Review, American Economic Association, vol. 70(5), pages 1018-21, December.
  21. McCulloch, J Huston, 1978. "Spline Estimation of the Liquidity Trap: A Comment," The Review of Economics and Statistics, MIT Press, vol. 60(2), pages 318-20, May.
  22. McCulloch, J Huston, 1978. "Continuous Time Processes with Stable Increments," The Journal of Business, University of Chicago Press, vol. 51(4), pages 601-19, October.
  23. McCulloch, J Huston, 1977. "The Monte Carlo Hypothesis: Reply," Economic Inquiry, Western Economic Association International, vol. 15(4), pages 618, October.
  24. McCulloch, J Huston, 1975. "The Tax-Adjusted Yield Curve," Journal of Finance, American Finance Association, vol. 30(3), pages 811-30, June.
  25. McCulloch, J Huston, 1975. "Operational Aspects of the Siegel Paradox: Comment," The Quarterly Journal of Economics, MIT Press, vol. 89(1), pages 170-72, February.
  26. McCulloch, J Huston, 1975. "An Estimate of the Liquidity Premium," Journal of Political Economy, University of Chicago Press, vol. 83(1), pages 95-119, February.
  27. McCulloch, J Hutson, 1975. "The Monte Carlo Cycle in Business Activity," Economic Inquiry, Western Economic Association International, vol. 13(3), pages 303-21, September.
  28. J. Huston McCulloch, 1974. "The Effect of a Minimum Wage Law in the Labour-Intensive Sector," Canadian Journal of Economics, Canadian Economics Association, vol. 7(2), pages 317-19, May.
  29. McCulloch, J Huston, 1971. "Measuring the Term Structure of Interest Rates," The Journal of Business, University of Chicago Press, vol. 44(1), pages 19-31, January.

Chapters

  1. Shiller, Robert J. & Huston McCulloch, J., 1990. "The term structure of interest rates," Handbook of Monetary Economics, in: B. M. Friedman & F. H. Hahn (ed.), Handbook of Monetary Economics, edition 1, volume 1, chapter 13, pages 627-722 Elsevier.

NEP Fields

12 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (2) 2005-09-17 2005-10-15
  2. NEP-CMP: Computational Economics (1) 2004-07-26
  3. NEP-ECM: Econometrics (3) 2001-03-14 2003-10-20 2005-11-19. Author is listed
  4. NEP-ETS: Econometric Time Series (5) 2001-02-27 2003-10-20 2005-10-15 2005-11-19 2006-07-15. Author is listed
  5. NEP-FMK: Financial Markets (5) 2001-02-27 2001-05-02 2005-09-17 2005-10-15 2006-07-15. Author is listed
  6. NEP-FOR: Forecasting (1) 2005-11-19
  7. NEP-MAC: Macroeconomics (3) 2005-09-17 2005-10-15 2005-11-19. Author is listed
  8. NEP-MIC: Microeconomics (1) 2004-07-26
  9. NEP-RMG: Risk Management (3) 2003-10-20 2003-10-20 2005-10-15. Author is listed

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