Charles Whiteman

Kasa K., Walker T. B., Whiteman C. "Heterogeneous Beliefs and Tests of Present Value Models" Review of Economic Studies, 2013-12-01

Haley M., Paarsch H., Whiteman C. "Smoothed safety first and the holding of assets" Quantitative Finance, 2013-01-01

Haley M., Whiteman C. "Generalized safety first and a new twist on portfolio performance" Econometric Reviews, 2008-01-01

Kose M. A., Otrok C., Whiteman C. "Understanding the evolution of world business cycles" Journal of international Economics, 2008-01-01

Otrok C., Ravikumar B., Whiteman C. "A generalized volatility bound for dynamic economies" Journal of Monetary Economics, 2007-01-01

Walker T., Whiteman C. "Multiple equilibria in a simple asset pricing model" Economics letters, 2007-01-01

Foster F., Whiteman C. "Bayesian Prediction, Entropy, and Option Pricingx" Australian Journal of Management, 2006-01-01

Ayhan K., Otrok C., Whiteman C. "Understanding the Evolution of World Business Cycles" I1\/IF Working Paper WP O, 2005-01-01

Otrok C., Silos P., Whiteman C. "Bayesian dynamic factor models for large datasets: measuring and forecasting macroeconomic data" University of Iowa unpublished manuscript, 2003-01-01

Kose M., Otrok C., Whiteman C. "International business cycles: World, region, and country-specific factors" American Economic Review, 2003-01-01

Foster F., Whiteman C. "Bayesian cross hedging: an example from the soybean market" Australian Journal of Management, 2002-01-01

Foster F., Whiteman C. "Bayesian Prediction, Entropy, and Option Pricing in the US Soybean Market, 1993-1997" University of Iowa manuscript, 2002-01-01

Ravikumar B., Whiteman C. "Evaluating asset‐pricing models using the Hansen–Jagannathan bound: a Monte Carlo investigation" Journal of Applied …, 2002-01-01

Otrok C., Ravikumar B., Whiteman C. "Habit formation: a resolution of the equity premium puzzle?" Journal of Monetary Economics, 2002-01-01

Otrok C., Ravikumar B., Whiteman C. "On the Equity Premium in Stochastic Discount Factor Models" 2001-01-01

Neely C., A Roy, Whiteman C. "Risk aversion versus intertemporal substitution: a case study of identification failure in the intertemporal consumption capital asset pricing model" Journal of Business & Economic …, 2001-01-01

DeJong D., Ingram B., Whiteman C. "A Bayesian approach to dynamic macroeconomics" Journal of Econometrics, 2000-01-01

DeJong D., Ingram B., Whiteman C. "Keynesian impulses versus Solow residuals: identifying sources of business cycle fluctuations" Journal of Applied …, 2000-01-01

Foster F., Whiteman C. "An application of Bayesian option pricing to the soybean market" American journal of agricultural …, 1999-01-01

Roberds W., Whiteman C. "Endogenous term premia and anomalies in the term structure of interest rates: Explaining the predictability smile" Journal of Monetary Economics, 1999-01-01

Otrok C., Whiteman C. "Bayesian leading indicators: measuring and predicting economic conditions in Iowa" International Economic Review, 1998-01-01

Otrok C., Whiteman C. "What to do when the crystal ball is cloudy: Conditional and unconditional forecasting in Iowa" Proceedings of the National Tax Association, 1998-01-01

Faust J., Whiteman C. "General-to-specific procedures for fitting a data-admissible, theory-inspired, congruent, parsimonious, encompassing, weakly-exogenous, identified, structural model to the DGP: A translation" Carnegie-Rochester Conference Series on Public Policy, 1997-01-01

Faust J., Whiteman C. "Rejoinder to Hendry" Carnegie-Rochester Conference Series on …, 1997-01-01

Ingram B., Whiteman C. "A Bayesian approach to calibration" Journal of Business & …, 1996-01-01

Roberds W., Runkle D., Whiteman C. "A daily view of yield spreads and short-term interest rate movements" Journal of Money, Credit and Banking, 1996-01-01

DeJong D., Whiteman C. "Bayesian inference in dynamic equilibrium models: An application to the rational expectations model of the term structure... : essays in honor of Arnold Zellner" 1996-01-01

Whiteman C. "Bayesian prediction under asymmetric linear loss: Forecasting state tax revenues in Iowa" Forecasting, Prediction and Modeling in Statistics and …, 1996-01-01

Riezman R., Whiteman C., Summers P. "The engine of growth or its handmaiden?" 1996-01-01

DeJong D., Whiteman C. "Trends and Cycles as Unobserved Components in Macroeconomic Time Series: a Bayesian Perspective" ADVANCES IN ECONOMETRICS, 1996-01-01

Divakar S., Mathur S., Whiteman C. "BVAR as a category management tool: An illustration and comparison with alternative techniques" 1995-01-01

Faust J., Whiteman C. "Commentary [on Grayham E" Mizon’s Progressive modeling of, 1995-01-01

David N. D., Beth F. I., Charles H. W. "Keynes vs. Prescott and Solow: Identifying Sources of Business Cycles Fluctuations" Marzo. Pág, 1995-01-01

Riezman R., Summers P., Whiteman C. "The engine of growth or its handmaiden" A Time-Series Assessment of …, 1995-01-01

Riezman R., Summers P., Whiteman C. "The engines of growth in the APEC economies, 1950-1990" 1995-01-01

DeJong D., Whiteman C. "Modeling stock prices without knowing how to induce stationarity" Econometric Theory, 1994-01-01

Ingram B., Whiteman C. "Supplanting the ’Minnesota’prior: forecasting macroeconomic time series using real business cycle model priors" Journal of Monetary Economics, 1994-01-01

DeJong D., Whiteman C. "The forecasting attributes of trend‐and difference‐stationary representations for macroeconomic time series" Journal of Forecasting, 1994-01-01

Backhaus K., Whiteman C. "The regional economic impact of the University of Iowa" Iowa City: Institute for Economic Research, 1994-01-01

DeJong D., Whiteman C. "Estimating moving average parameters: Classical pileups and Bayesian posteriors" Journal of Business & Economic …, 1993-01-01

Riezman R., Tamura R., Whiteman C. "The Case for Convergence" Proceedings of the Business and Economic …, 1993-01-01

Dejong D., Whiteman C. "Unit roots in US macroeconomic time series: A survey of classical and Bayesian perspectives" New directions in time series analysis, 1993-01-01

DeJong D., Whiteman C. "More unsettling evidence on the perfect markets hypothesis" Economic Review, 1992-11-01

Nankervis J., Savin N., Whiteman C. "Integration versus trend stationary in time series" Econometrica: Journal of …, 1992-01-01

Roberds W., Whiteman C. "Monetary aggregates as monetary targets: A Statistical Investigation" Journal of Money, Credit and Banking, 1992-01-01

Nankervis J., Savin N., Whiteman C. "The power problems of unit root test in time series with autoregressive errors" Journal of …, 1992-01-01

DeJong D., Whiteman C. "On robustness" Journal of Monetary Economics, 1991-01-01

DeJong D., Whiteman C. "Reconsidering ’Trends and random walks in macroeconomic time series’" Journal of Monetary Economics, 1991-01-01

DeJong D., Whiteman C. "The case for trend‐stationarity is stronger than we thought" Journal of Applied Econometrics, 1991-01-01

Dejong D., Whiteman C. "The temporal stability of dividends and stock prices: Evidence from the likelihood function" The American Economic Review, 1991-01-01

Riezman R., Whiteman C. "World business cycles" 1991-01-01

DeJong D., Whiteman C. "Are output fluctuations transitory? A Bayesian perspective" 1990-01-01

Whiteman C., Roberds W. "Monetary aggregates as monetary targets: A statistical investigation" 1990-01-01

Riezman R., Whiteman C. "Worldwide persistence, business cycles, and economic growth" 1990-01-01

DeJong D., Whiteman C. "Trends and cycles as unobserved components in US real GNP: A Bayesian perspective" Proceedings of the American Statistical Association, 1989-01-01

DeJong D., Whiteman C. "Trends and random walks in macroeconomic time series: A reconsideration based on the likelihood principle" Journal of Monetary Economics, forthcoming, 1989-01-01

Whiteman C. "Problems in Macroeconomic Theory: Solutions to Exercises from Thomas J. Sargent’s Macroeconomic Theory, Second Editon" 1987-01-01

Whiteman C. "Analytical policy design under rational expectations" Econometrica: Journal of the Econometric Society, 1986-01-01

Whiteman C. "Spectral utility, Wiener-Hopf techniques, and rational expectations" Journal of Economic Dynamics and Control, 1985-01-01

Hamilton J., Whiteman C. "The observable implications of self-fulfilling expectations" Journal of Monetary Economics, 1985-01-01

Whiteman C. "Lucas on the quantity theory: hypothesis testing without theory" American Economic Review, 1984-01-01

Whiteman C. "Linear rational expectations models: a user’s guide" 1983-01-01

Whiteman C. "A Note on the Usefulness of Frequency-Domain Estimation Techniques" Univ. of Iowa Working Paper, 1982-01-01

Bain I., Whiteman C. "The Macroeconomic Effects of Oil Price Increases: A Critical Review" 1982-01-01

Turner T., Whiteman C. "Econometric policy evaluation under rational expectations" Quarterly Review, 1981-01-01

Whiteman C. "A new investigation of the impact of wage and price controls" Federal Reserve Bank of Minneapolis Quarterly …, 1978-01-01