Charles H. Whiteman

Pennsylvania State University - Smeal College of Business

Dean

University Park, PA 16802

United States

  • Pennsylvania State University - Smeal College of Business

    • Tel: 814-863-0448
SCHOLARLY PAPERS

10

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124

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91

Scholarly Papers (10)

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1.

Asset Prices in a Time Series Model with Perpetually Disparately Informed, Competitive Traders

CAEPR Working Paper No. 2006-010
Number of pages: 34 Posted: 26 Sep 2006
Kenneth Kasa, Todd B. Walker and Charles H. Whiteman
Simon Fraser University (SFU) - Department of Economics, Indiana University Bloomington - Department of Economics and Pennsylvania State University - Smeal College of Business
Downloads 1,081 (24,755)
Citation 9

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Asymmetric Information, Blaschke Factors

2.

International Business Cycles: World, Region, and Country-Specific Factors

Number of pages: 31 Posted: 25 Apr 2000
M. Ayhan Kose, Chris Otrok and Charles H. Whiteman
World Bank, University of Missouri and Pennsylvania State University - Smeal College of Business
Downloads 635 (51,504)
Citation 79

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3.

Forecasting Using Relative Entropy

FRB of Atlanta Working Paper No. 2002-22
Number of pages: 33 Posted: 10 Jan 2003
John Robertson, Ellis W. Tallman and Charles H. Whiteman
Federal Reserve Bank of Atlanta, Federal Reserve Banks - Federal Reserve Bank of Cleveland and Pennsylvania State University - Smeal College of Business
Downloads 264 (142,806)
Citation 21

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approximate prior information, Kullback-Leibler Information Criterion, relative numerical efficiency

4.

Understanding the Evolution of World Business Cycles

IMF Working Paper No. 05/211
Number of pages: 36 Posted: 03 Mar 2006
M. Ayhan Kose, Chris Otrok and Charles H. Whiteman
World Bank, University of Missouri and Pennsylvania State University - Smeal College of Business
Downloads 198 (188,166)
Citation 23

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International business cycles, globalization, transmission of macroeconomic fluctuations

5.

Empirical Bayesian Density Forecasting in Iowa and Shrinkage for the Monte Carlo Era

Bundesbank Series 1 Discussion Paper No. 2006,28
Number of pages: 56 Posted: 08 Jun 2016
Kurt F. Lewis and Charles H. Whiteman
Board of Governors of the Federal Reserve System and Pennsylvania State University - Smeal College of Business
Downloads 3 (756,088)
Citation 1

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6.

Identification Failure in the Intertemporal Consumption CAPM

95-002A
Posted: 13 Jul 1998
Christopher J. Neely, Amlan Roy and Charles H. Whiteman
Federal Reserve Bank of St. Louis - Research Division, Queen Mary, University of London - Department of Economics and Pennsylvania State University - Smeal College of Business

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7.

A Daily View of Yield Spreads and Short-Term Interest Rate Movements

J. OF MONEY, CREDIT, AND BANKING, Vol. 28 No. 1, February 1996
Posted: 28 Apr 1998
William Roberds, David E. Runkle and Charles H. Whiteman
Federal Reserve Bank of Atlanta, University of Minnesota - Twin Cities - Carlson School of Management and Pennsylvania State University - Smeal College of Business

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8.

General-to-Specific Procedures for Fitting a Data-Admissible, Theory-Inspired, Congruent, Parsimonious, Encompassing, Weakly-Exogenous, Identified, Structural Model to the Dgp: A Translation and Critique

Posted: 01 Apr 1997
Jon Faust and Charles H. Whiteman
Board of Governors of the Federal Reserve System and Pennsylvania State University - Smeal College of Business

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9.

Endogenous Term Premia and Anomalies in the Term Structure of Interest Rates: Explaining the Predictability Smile

WP 96-11
Posted: 05 Feb 1997
William Roberds and Charles H. Whiteman
Federal Reserve Bank of Atlanta and Pennsylvania State University - Smeal College of Business

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10.

Baynesian Leading Indicators: Measuring and Predicting Economic Conditions

Posted: 11 Nov 1996
Chris Otrok and Charles H. Whiteman
University of Missouri and Pennsylvania State University - Smeal College of Business

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