J. Huston Mcculloch

Ohio State University

Professor of Economics and Finance

410 Arps Hall

1945 N. High Street

Columbus, OH 43210-1172

United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

  • Ohio State University

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    • Tel: 614-292-0382
    • Fax: 614-292-3906
SCHOLARLY PAPERS

13

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Scholarly Papers (13)

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1.

The Term Structure of Interest Rates

NBER Working Paper No. w2341
Number of pages: 120 Posted: 16 Jul 2004 Last Revised: 26 Nov 2022
Robert J. Shiller and J. Huston Mcculloch
Yale University - Cowles Foundation and Ohio State University
Downloads 413 (138,789)
Citation 3

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2.

Testing for Persistence in Stock Returns with Garch-Stable Shocks

Number of pages: 42 Posted: 28 Nov 2003
Prasad V. Bidarkota and J. Huston Mcculloch
Florida International University (FIU) - Department of Economics and Ohio State University
Downloads 305 (193,251)
Citation 1

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stock returns, predictability, state space models, volatility persistence, non-normality, stable distributions

3.

Consumption Asset Pricing with Stable Shocks - Exploring a Solution and its Implications for the Equity Premium Puzzle

Number of pages: 33 Posted: 26 Feb 2001
Prasad V. Bidarkota and J. Huston Mcculloch
Florida International University (FIU) - Department of Economics and Ohio State University
Downloads 275 (215,327)
Citation 1

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Asset pricing, Lucas model, equity premium, normal distributions, stable distributions

4.

Asset Pricing with Incomplete Information Under Stable Shocks

Downloads 233 (253,459)
Citation 1

Asset Pricing with Incomplete Information Under Stable Shocks

Number of pages: 68 Posted: 17 Mar 2005
Prasad V. Bidarkota, Brice V. Dupoyet and J. Huston Mcculloch
Florida International University (FIU) - Department of Economics, Florida International University - College of Business Administration - Finance and Ohio State University
Downloads 125 (435,004)

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asset pricing, incomplete information, time-varying volatility, fat tails

Asset Pricing with Incomplete Information Under Stable Shocks

Number of pages: 68 Posted: 08 Nov 2005
Prasad V. Bidarkota, Brice V. Dupoyet and J. Huston Mcculloch
Florida International University (FIU) - Department of Economics, Florida International University - College of Business Administration - Finance and Ohio State University
Downloads 108 (486,371)
Citation 1

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asset pricing, incomplete information, time-varying volatility, fat tails, stable distributions

5.

Signal Extraction Can Generate Volatility Clusters from Iid Shocks

Number of pages: 42 Posted: 12 Oct 2003
Prasad V. Bidarkota and J. Huston Mcculloch
Florida International University (FIU) - Department of Economics and Ohio State University
Downloads 94 (531,496)

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Time-varying parameter (TVP) models, non-Gaussian state space models, multiprocess mixture models, level shifts, outliers

6.

Interest Rate Risk and Capital Adequacy for Traditional Banks and Financial Intermediaries

NBER Working Paper No. w0237
Number of pages: 49 Posted: 28 May 2004 Last Revised: 27 Aug 2022
J. Huston Mcculloch
Ohio State University
Downloads 70 (631,342)
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7.

The Austrian Theory of the Marginal Use and of Ordinal Marginal Utility

NBER Working Paper No. w0170
Number of pages: 57 Posted: 05 Jul 2004 Last Revised: 21 Dec 2022
J. Huston Mcculloch
Ohio State University
Downloads 40 (808,749)
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8.

The Cumulative Unanticipated Change in Interest Rates: Evidence on the Misintermediation Hypothesis

NBER Working Paper No. w0222
Number of pages: 40 Posted: 06 Jul 2004 Last Revised: 12 Aug 2022
J. Huston Mcculloch
Ohio State University
Downloads 38 (823,979)

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9.

Asset Pricing With Incomplete Information and Fat Tails

Journal of Economic Dynamics and Control, Volume 33, Issue 6, June 2009, Pages 1314-1331
Number of pages: 47 Posted: 23 May 2019
Prasad V. Bidarkota, Brice V. Dupoyet and J. Huston Mcculloch
Florida International University (FIU) - Department of Economics, Florida International University - College of Business Administration - Finance and Ohio State University
Downloads 35 (847,821)
Citation 2

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Asset pricing, Incomplete information, Time-varying volatility, Fat tails, Stable distributions

10.

The Effect of Minimum Wage Legislation on Income Equality: A Theoreticalanalysis

NBER Working Paper No. w0171
Number of pages: 26 Posted: 07 Jul 2004 Last Revised: 22 Dec 2022
J. Huston Mcculloch
Ohio State University
Downloads 35 (847,821)

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11.

The Pricing of Short-Lived Options When Price Uncertainty is Log-Symmetric Stable

NBER Working Paper No. w0264
Number of pages: 28 Posted: 15 Feb 2001 Last Revised: 23 Sep 2022
J. Huston Mcculloch
Ohio State University
Downloads 35 (847,821)

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12.

Misintermediation and Business Fluctuation

NBER Working Paper No. w0160
Number of pages: 55 Posted: 18 Jun 2004 Last Revised: 11 Dec 2022
J. Huston Mcculloch
Ohio State University
Downloads 34 (856,268)

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13.

Optimal Signal Extraction with Stable Shocks: The Case of U.S. Inflation

Posted: 15 Oct 1996
Prasad V. Bidarkota and J. Huston Mcculloch
Florida International University (FIU) - Department of Economics and Ohio State University

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