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Charles H. Whiteman

Global rank #2519 97%

Institution: Pennsylvania State University

Primary Field: Macro (weighted toward more recent publications)

First Publication: 1984

Most Recent: 2008

RePEc ID: pwh13 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
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 3.69 8.21 4.02 0.00 35.69

Publication Statistics

Raw Publications 17
Coauthorship-Adjusted Count 17.00

Publications (17)

Year Article Journal Tier Authors
2008 Understanding the evolution of world business cycles Journal of International Economics A 3
2007 A generalized volatility bound for dynamic economies Journal of Monetary Economics A 3
2007 Multiple equilibria in a simple asset pricing model Economics Letters C 2
2003 International Business Cycles: World, Region, and Country-Specific Factors American Economic Review S 3
2002 Habit formation: a resolution of the equity premium puzzle? Journal of Monetary Economics A 3
2000 A Bayesian approach to dynamic macroeconomics Journal of Econometrics A 3
1999 Endogenous term premia and anomalies in the term structure of interest rates: Explaining the predictability smile Journal of Monetary Economics A 2
1996 Modeling Stock Prices without Knowing How to Induce Stationarity Econometric Theory B 2
1994 Modeling Stock Prices without Knowing How to Induce Stationarity Econometric Theory B 2
1994 Supplanting the 'Minnesota' prior: Forecasting macroeconomic time series using real business cycle model priors Journal of Monetary Economics A 2
1992 The power problems of unit root test in time series with autoregressive errors Journal of Econometrics A 4
1991 The Temporal Stability of Dividends and Stock Prices: Evidence from the Likelihood Function. American Economic Review S 2
1991 Reconsidering 'trends and random walks in macroeconomic time series' Journal of Monetary Economics A 2
1991 On robustness Journal of Monetary Economics A 2
1985 The observable implications of self-fulfilling expectations Journal of Monetary Economics A 2
1985 Spectral utility, wiener-hopf techniques, and rational expectations Journal of Economic Dynamics and Control B 1
1984 Lucas on the Quantity Theory: Hypothesis Testing without Theory. American Economic Review S 1