A Bayesian approach to dynamic macroeconomics von DeJong, David N., Ingram, Beth F., Whiteman, Charles H.

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Understanding the evolution of world business cycles von Ayhan Kose, M., Otrok, Christopher, Whiteman, Charles H.

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Heterogeneous Beliefs and Tests of Present Value Models von KASA, KENNETH, WALKER, TODD B., WHITEMAN, CHARLES H.

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International Business Cycles: World, Region, and Country-Specific Factors von Kose, M. Ayhan, Otrok, Christopher, Whiteman, Charles H.

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Integration versus trend stationarity in time series von DEJONG, D. N, NANKERVIS, J. C, SAVIN, N. E, WHITEMAN, C. H

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The power problems of unit root tests in time series with autoregressive errors von DEJONG, D. N, NANKERVIS, J. C, SAVIN, N. E, WHITEMAN, C. H

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Endogenous term premia and anomalies in the term structure of interest rates: Explaining the predictability smile von Roberds, William, Whiteman, Charles H.

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Evaluating asset-pricing models using the Hansen-Jagannathan bound: a Monte Carlo investigation von Otrok, Christopher, Ravikumar, B., Whiteman, Charles H.

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Keynesian impulses versus Solow residuals: identifying sources of business cycle fluctuations von DeJong, David N., Ingram, Beth F., Whiteman, Charles H.

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Forecasting Using Relative Entropy von Robertson, John C., Tallman, Ellis W., Whiteman, Charles H.

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Multiple equilibria in a simple asset pricing model von Walker, Todd B., Whiteman, Charles H.

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A generalized volatility bound for dynamic economies von Otrok, Christopher, Ravikumar, B., Whiteman, Charles H.

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Habit formation: a resolution of the equity premium puzzle? von Otrok, Christopher, Ravikumar, B., Whiteman, Charles H.

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BVAR as a category management tool: An illustration and comparison with alternative techniques von Curry, David J., Divakar, Suresh, Mathur, Sharat K., Whiteman, Charles H.

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The case for trend-stationarity is stronger than we thought von Dejong, David N., Whiteman, Charles H.

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Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa von Otrok, Christopher, Whiteman, Charles H.

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Risk Aversion Versus Intertemporal Substitution: A Case Study of Identification Failure in the Intertemporal Consumption Capital Asset Pricing Model von Neely, Christopher J, Roy, Amlan, Whiteman, Charles H

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Supplanting the ‘Minnesota’ prior: Forecasting macroeconomic time series using real business cycle model priors von Ingram, Beth F., Whiteman, Charles H.

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Reconsidering ‘trends and random walks in macroeconomic time series’ von DeJong, David N., Whiteman, Charles H.

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An Application of Bayesian Option Pricing to the Soybean Market von Foster, F. Douglas, Whiteman, Charles H.

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