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Michael J. Dueker

Institution: Unknown

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://sites.google.com/site/michaeldueker/

First Publication: 1996

Most Recent: 2013

RePEc ID: pdu108 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 0.00 0.00 0.00 0.00 -
Last 10 Years 0.00 0.00 0.00 0.00 0.00 -
All Time 0.00 8.41 3.20 3.62 15.22 92%

Publication Statistics

Raw Publications 16
Coauthorship-Adjusted Count 14.63

Publications (16)

Year Article Journal Tier Authors
2013 State-Dependent Threshold Smooth Transition Autoregressive Models Oxford Bulletin of Economics and Statistics B 4
2011 Multivariate contemporaneous-threshold autoregressive models Journal of Econometrics A 4
2010 Forecasting macro variables with a Qual VAR business cycle turning point index Applied Economics C 2
2009 Indeterminacy, change points and the price puzzle in an estimated DSGE model Journal of Economic Dynamics and Control B 2
2007 Contemporaneous threshold autoregressive models: Estimation, testing and forecasting Journal of Econometrics A 3
2007 Can Markov switching models predict excess foreign exchange returns? Journal of Banking & Finance B 2
2007 Stochastic Capital Depreciation and the Co-movement of Hours and Productivity B.E. Journal of Macroeconomics C 3
2006 Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models Economics Letters C 1
2006 Business-Cycle Filtering of Macroeconomic Data via a Latent Business-Cycle Index Macroeconomic Dynamics C 2
2005 The Practice Boundaries of Advanced Practice Nurses: An Economic and Legal Analysis Journal of Regulatory Economics C 4
2003 Aggregate price shocks and financial stability: the United Kingdom 1796-1999 Explorations in Economic History B 3
2003 Fixing Swiss potholes: The importance and cyclical nature of improvements Economics Letters C 2
2003 Directly measuring early exercise premiums using American and European S&P 500 Index options Journal of Futures Markets C 2
1999 Does foreign innovation affect domestic wage inequality? Journal of International Economics A 2
1998 Maximum-Likelihood Estimation Of Fractional Cointegration With An Application To U.S. And Canadian Bond Rates Review of Economics and Statistics A 2
1996 Inflation targeting in a small open economy: Empirical results for Switzerland Journal of Monetary Economics A 2