Charles H. Whiteman

    • 1739 Citations
    • 19 h-Index
    1985 …2015
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    Time series Mathematics
    Forecasting Mathematics
    Moving Average Mathematics
    Forecast Mathematics
    Vector Autoregression Mathematics
    Macroeconomics Mathematics
    Wiener-Hopf Technique Mathematics
    Capital Asset Pricing Model Mathematics

    Research Output 1985 2015

    • 1739 Citations
    • 19 h-Index
    • 32 Article
    • 2 Review article
    • 1 Chapter
    2 Citations (Scopus)

    Empirical bayesian density forecasting in iowa and shrinkage for the monte carlo era

    Lewis, K. F. & Whiteman, C. H., Jan 1 2015, In : Journal of Forecasting. 34, 1, p. 15-35 21 p.

    Research output: Contribution to journalArticle

    Shrinkage
    Forecast
    Forecasting
    Alternatives
    Taxation
    4 Citations (Scopus)

    Heterogeneous beliefs and tests of present value models

    Kasa, K., Walker, T. B. & Whiteman, C. H., Jul 2014, In : Review of Economic Studies. 81, 3, p. 1137-1163 27 p.

    Research output: Contribution to journalArticle

    Heterogeneous beliefs
    Present value model
    Asset pricing models
    Traders
    Market data
    8 Citations (Scopus)

    Smoothed safety first and the holding of assets

    Haley, M. R., Paarsch, H. J. & Whiteman, C. H., Feb 1 2013, In : Quantitative Finance. 13, 2, p. 167-176 10 p.

    Research output: Contribution to journalArticle

    Safety-first
    Assets
    15 Citations (Scopus)

    Generalized safety first and a new twist on portfolio performance

    Haley, M. R. & Whiteman, C. H., Jul 1 2008, In : Econometric Reviews. 27, 4-6, p. 457-483 27 p.

    Research output: Contribution to journalArticle

    Safety-first
    Portfolio performance
    Twist
    Decay
    Underperformance
    160 Citations (Scopus)

    Understanding the evolution of world business cycles

    Ayhan Kose, M., Otrok, C. & Whiteman, C. H., May 1 2008, In : Journal of International Economics. 75, 1, p. 110-130 21 p.

    Research output: Contribution to journalArticle

    Bretton Woods
    Globalization
    Business cycles
    Comovement
    Common shocks