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Charles H. Whiteman

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This is information that was supplied by Charles Whiteman in registering through RePEc. If you are Charles H. Whiteman , 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: Charles
Middle Name: H.
Last Name: Whiteman
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RePEc Short-ID: pwh13

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Affiliation

Smeal College of Business Administration
Pennsylvania State University
Location: State College, Pennsylvania (United States)
Homepage: http://www.smeal.psu.edu/
Email:
Phone:
Fax: 814/863-8393
Postal: University Park, PA 16802-1912
Handle: RePEc:edi:bapsuus (more details at EDIRC)

Works

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Working papers

  1. Ken Kasa & Todd Walker & Charles Whiteman, 2012. "Heterogenous Beliefs and Tests of Present Value Models," Discussion Papers dp12-06, Department of Economics, Simon Fraser University.
  2. Lewis, Kurt F. & Whiteman, Charles H., 2006. "Empirical Bayesian density forecasting in Iowa and shrinkage for the Monte Carlo era," Discussion Paper Series 1: Economic Studies 2006,28, Deutsche Bundesbank, Research Centre.
  3. Kenneth Kasa & Todd B. Walker & Charles H. Whiteman, 2006. "Asset Prices in a Time Series Model with Perpetually Disparately Informed, Competitive Traders," Caepr Working Papers 2006-010, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
  4. M. Ayhan Kose & Christopher Otrok & Charles H. Whiteman, 2005. "Understanding the Evolution of World Business Cycles," IMF Working Papers 05/211, International Monetary Fund.
  5. John C. Robertson & Ellis W. Tallman & Charles H. Whiteman, 2002. "Forecasting using relative entropy," Working Paper 2002-22, Federal Reserve Bank of Atlanta.
  6. Christopher Otrok, B. Ravikumar, Charles H. Whiteman, 2001. "Spectral Implications of Security Market Data for Models of Dynamic Economies," Computing in Economics and Finance 2001 71, Society for Computational Economics.
  7. Otrok, Christopher & Ravikumar, B & Whiteman, Charles, 2001. "Stochastic Discount Factor Models and the Equity Premium Puzzle," MPRA Paper 22938, University Library of Munich, Germany, revised Nov 2004.
  8. Otrok, Christopher & Ravikumar, B. & Whiteman, Charles H., 1998. "Evaluating Asset-Pricing Models Using The Hansen-Jagannathan Bound: A Monte Carlo Investigation," Working Papers 99-01, University of Iowa, Department of Economics, revised Jan 1999.
  9. Otrok, C. & Ravikumar, B. & Whiteman, C., 1998. "Habit Formation: A Resolution of the Equity Premium Puzzle?," Working Papers 98-04, University of Iowa, Department of Economics.
  10. Neely, C.J. & Roy, A. & Whiteman, C.H., 1998. "Risk Aversion vs. Intertemporal Substitution: Identification Failure in the Intertemporal Consumption CAPM," Working Papers 98-08, University of Iowa, Department of Economics.
  11. John Faust & Charles H. Whiteman, 1997. "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 crit," International Finance Discussion Papers 576, Board of Governors of the Federal Reserve System (U.S.).
  12. William Roberds & Charles H. Whiteman, 1996. "Endogenous term premia and anomalies in the term structure of interest rates: explaining the predictability smile," Working Paper 96-11, Federal Reserve Bank of Atlanta.
  13. Christopher Otrok & Charles H. Whiteman, 1996. "Baynesian Leading Indicators: Measuring and Predicting Economic Conditions," Macroeconomics 9610002, EconWPA.
  14. David N. DeJong & Beth F. Ingram & Yi Wen & Charles H. Whiteman, 1996. "Cyclical Implications of the Variable Utilization of Physical and Human Capital," Macroeconomics 9609004, EconWPA.
  15. Otrok, C. & Whiteman, C.H., 1996. "Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa," Working Papers 96-14, University of Iowa, Department of Economics.
  16. Raymond Riezman & Charles Whiteman & Peter M. Summers, 1996. "The Engine of Growth or Its Handmaiden? A Time-Series Assessment of Export-Led Growth," GE, Growth, Math methods 9602002, EconWPA.
  17. David N. DeJong & Beth F. Ingram & Charles H. Whiteman, 1995. "Keynes vs. Prescott and Solow: Identifying Sources of Business Cycle Fluctuations," Macroeconomics 9504002, EconWPA, revised 18 Apr 1995.
  18. DeJong, David & Ingram, Beth & Whiteman, Charles, 1994. "Beyond Calibration," Working Papers 94-18, University of Iowa, Department of Economics.
  19. William Roberds & David Runkle & Charles H. Whiteman, 1992. "Another hole in the ozone layer: changes in FOMC operating procedure and the term structure," Working Paper 92-15, Federal Reserve Bank of Atlanta.
  20. DeJong, D.N. & Whiteman, C.H., 1991. "The Case for Trend-Stationarity is Stronger than we Thought," Working Papers 91-05, University of Iowa, Department of Economics.
  21. Riezman, R.G. & Whiteman, C.H., 1991. "World Business Cycles," Working Papers 91-26, University of Iowa, Department of Economics.
  22. Riezman, Raymond G. & Whiteman, Charles H., 1990. "Worldwide Persistence, Business Cycles, and Economic Growth," Working Papers 719, California Institute of Technology, Division of the Humanities and Social Sciences.
  23. Charles H. Whiteman & William Roberds, 1990. "Monetary aggregates as monetary targets: a statistical investigation," Working Paper 90-7, Federal Reserve Bank of Atlanta.

Articles

  1. M. Ryan Haley & Charles Whiteman, 2008. "Generalized Safety First and a New Twist on Portfolio Performance," Econometric Reviews, Taylor & Francis Journals, vol. 27(4-6), pages 457-483.
  2. Ayhan Kose, M. & Otrok, Christopher & Whiteman, Charles H., 2008. "Understanding the evolution of world business cycles," Journal of International Economics, Elsevier, vol. 75(1), pages 110-130, May.
  3. Otrok, Christopher & Ravikumar, B. & Whiteman, Charles H., 2007. "A generalized volatility bound for dynamic economies," Journal of Monetary Economics, Elsevier, vol. 54(8), pages 2269-2290, November.
  4. Walker, Todd B. & Whiteman, Charles H., 2007. "Multiple equilibria in a simple asset pricing model," Economics Letters, Elsevier, vol. 97(3), pages 191-196, December.
  5. Robertson, John C & Tallman, Ellis W & Whiteman, Charles H, 2005. "Forecasting Using Relative Entropy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(3), pages 383-401, June.
  6. M. Ayhan Kose & Christopher Otrok & Charles H. Whiteman, 2003. "International Business Cycles: World, Region, and Country-Specific Factors," American Economic Review, American Economic Association, vol. 93(4), pages 1216-1239, September.
  7. Christopher Otrok & B. Ravikumar & Charles H. Whiteman, 2002. "Evaluating asset-pricing models using the Hansen-Jagannathan bound: a Monte Carlo investigation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(2), pages 149-174.
  8. Otrok, Christopher & Ravikumar, B. & Whiteman, Charles H., 2002. "Habit formation: a resolution of the equity premium puzzle?," Journal of Monetary Economics, Elsevier, vol. 49(6), pages 1261-1288, September.
  9. Neely, Christopher J & Roy, Amlan & Whiteman, Charles H, 2001. "Risk Aversion versus Intertemporal Substitution: A Case Study of Identification Failure in the Intertemporal Consumption Capital Asset Pricing Model," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(4), pages 395-403, October.
  10. David N. DeJong & Beth F. Ingram & Charles H. Whiteman, 2000. "Keynesian impulses versus Solow residuals: identifying sources of business cycle fluctuations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(3), pages 311-329.
  11. DeJong, David N. & Ingram, Beth F. & Whiteman, Charles H., 2000. "A Bayesian approach to dynamic macroeconomics," Journal of Econometrics, Elsevier, vol. 98(2), pages 203-223, October.
  12. F. Douglas Foster & Charles H. Whiteman, 1999. "An Application of Bayesian Option Pricing to the Soybean Market," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 81(3), pages 722-727.
  13. Roberds, William & Whiteman, Charles H., 1999. "Endogenous term premia and anomalies in the term structure of interest rates: Explaining the predictability smile," Journal of Monetary Economics, Elsevier, vol. 44(3), pages 555-580, December.
  14. Otrok, Christopher & Whiteman, Charles H, 1998. "Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 997-1014, November.
  15. Faust, Jon & Whiteman, Charles H., 1997. "Rejoinder to Hendry," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 47(1), pages 191-195, December.
  16. Faust, Jon & Whiteman, Charles H., 1997. "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 criti," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 47(1), pages 121-161, December.
  17. Riezman, Raymond G & Whiteman, Charles H & Summers, Peter M, 1996. "The Engine of Growth or Its Handmaiden? A Time-Series Assessment of Export-Led Growth," Empirical Economics, Springer, vol. 21(1), pages 77-110.
  18. Dejong, David N. & Whiteman, Charles H., 1996. "Modeling Stock Prices without Knowing How to Induce Stationarity," Econometric Theory, Cambridge University Press, vol. 12(04), pages 739-740, October.
  19. Roberds, William & Runkle, David & Whiteman, Charles H, 1996. "A Daily View of Yield Spreads and Short-Term Interest Rate Movements," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 28(1), pages 34-53, February.
  20. DeJong, David N & Ingram, Beth Fisher & Whiteman, Charles H, 1996. "A Bayesian Approach to Calibration," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(1), pages 1-9, January.
  21. Ingram, Beth F. & Whiteman, Charles H., 1994. "Supplanting the 'Minnesota' prior: Forecasting macroeconomic time series using real business cycle model priors," Journal of Monetary Economics, Elsevier, vol. 34(3), pages 497-510, December.
  22. DeJong, David N & Whiteman, Charles H, 1993. "Estimating Moving Average Parameters: Classical Pileups and Bayesian Posteriors," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(3), pages 311-17, July.
  23. William Roberts & David Runkle & Charles H. Whiteman, 1993. "Another hole in the ozone layer: changes in FOMC operating procedure and the term structure," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
  24. DeJong, David N. & Nankervis, John C. & Savin, N. E. & Whiteman, Charles H., 1992. "The power problems of unit root test in time series with autoregressive errors," Journal of Econometrics, Elsevier, vol. 53(1-3), pages 323-343.
  25. Roberds, William & Whiteman, Charles H, 1992. "Monetary Aggregates as Monetary Targets: A Statistical Investigation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 24(2), pages 141-61, May.
  26. DeJong, David N, et al, 1992. "Integration versus Trend Stationarity in Time Series," Econometrica, Econometric Society, vol. 60(2), pages 423-33, March.
  27. David N. DeJong & Charles H. Whiteman, 1992. "More unsettling evidence on the perfect markets hypothesis," Economic Review, Federal Reserve Bank of Atlanta, issue Nov, pages 1-13.
  28. DeJong, David N. & Whiteman, Charles H., 1991. "Reconsidering 'trends and random walks in macroeconomic time series'," Journal of Monetary Economics, Elsevier, vol. 28(2), pages 221-254, October.
  29. DeJong, David N. & Whiteman, Charles H., 1991. "On robustness," Journal of Monetary Economics, Elsevier, vol. 28(2), pages 265-270, October.
  30. DeJong, David N & Whiteman, Charles H, 1991. "The Temporal Stability of Dividends and Stock Prices: Evidence from the Likelihood Function," American Economic Review, American Economic Association, vol. 81(3), pages 600-617, June.
  31. DeJong, David N & Whiteman, Charles H, 1991. "The Case for Trend-Stationarity Is Stronger Than We Thought," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 6(4), pages 413-21, Oct.-Dec..
  32. Whiteman, Charles H, 1986. "An Analytical Policy Design under Rational Expectations," Econometrica, Econometric Society, vol. 54(6), pages 1387-1405, November.
  33. Whiteman, Charles H., 1985. "Spectral utility, wiener-hopf techniques, and rational expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 9(2), pages 225-240, October.
  34. Hamilton, James D. & Whiteman, Charles H., 1985. "The observable implications of self-fulfilling expectations," Journal of Monetary Economics, Elsevier, vol. 16(3), pages 353-373, November.
  35. Whiteman, Charles H, 1984. "Lucas on the Quantity Theory: Hypothesis Testing without Theory," American Economic Review, American Economic Association, vol. 74(4), pages 742-49, September.
  36. Thomas H. Turner & Charles H. Whiteman, 1981. "Econometric policy evaluation under rational expectations," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Spr / Sum.
  37. Charles H. Whiteman, 1978. "A new investigation of the impact of wage and price controls," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Spr.

Chapters

  1. Geweke, John & Whiteman, Charles, 2006. "Bayesian Forecasting," Handbook of Economic Forecasting, Elsevier.

Books

  1. Charles H. Whiteman, 1979. "A new investigation of the impact of wage and price controls," Monograph, Federal Reserve Bank of New York, number 1979aniotiowap.

NEP Fields

5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2006-03-05
  2. NEP-CSE: Economics of Strategic Management (1) 2006-03-05
  3. NEP-DGE: Dynamic General Equilibrium (2) 2006-03-05 2012-04-10. Author is listed
  4. NEP-ECM: Econometrics (1) 2006-09-23
  5. NEP-ETS: Econometric Time Series (2) 2003-01-27 2006-09-23. Author is listed
  6. NEP-FIN: Finance (1) 2006-09-30
  7. NEP-FMK: Financial Markets (1) 2006-09-30
  8. NEP-FOR: Forecasting (2) 2006-09-23 2006-09-30. Author is listed
  9. NEP-MAC: Macroeconomics (1) 2006-03-05
  10. NEP-RMG: Risk Management (1) 2003-01-27

Statistics

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Distinct Works, Weighted by Simple Impact Factor
  3. Number of Distinct Works, Weighted by Recursive Impact Factor
  4. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  5. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  6. Number of Citations
  7. Number of Citations, Discounted by Citation Age
  8. Number of Citations, Weighted by Simple Impact Factor
  9. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  10. Number of Citations, Weighted by Recursive Impact Factor
  11. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors
  13. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  14. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  15. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  16. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  17. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  18. h-index
  19. Number of Registered Citing Authors
  20. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  21. Number of Journal Pages, Weighted by Simple Impact Factor
  22. Number of Journal Pages, Weighted by Recursive Impact Factor
  23. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  24. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  25. Wu-Index
  26. Strength of students

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