Charles Whiteman

Department	Risk Management
Position	Emeritus
PSU profile	https://directory.smeal.psu.edu/chw17
OpenAlex	A5040592227
Works (OpenAlex)	111
Citations	5551
h-index	29
Match confidence	medium-v3

Top works

• International Business Cycles: World, Region, and Country-Specific Factors (2003) - American Economic Review - cites: 1232
• Understanding the Evolution of World Business Cycles (2005) - Journal of International Economics - cites: 541
• Integration Versus Trend Stationary in Time Series (1992) - Econometrica - cites: 504
• The power problems of unit root test in time series with autoregressive errors (1992) - Journal of Econometrics - cites: 418
• The observable implications of self-fulfilling expectations (1985) - Journal of Monetary Economics - cites: 256
• A Bayesian approach to dynamic macroeconomics (2000) - Journal of Econometrics - cites: 221
• Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa (1998) - International Economic Review - cites: 209
• Reconsidering ‘trends and random walks in macroeconomic time series’ (1991) - Journal of Monetary Economics - cites: 204
• The engine of growth or its handmaiden? (1996) - Empirical Economics - cites: 191
• Supplanting the ‘Minnesota’ prior (1994) - Journal of Monetary Economics - cites: 160
• Forecasting Using Relative Entropy (2005) - Journal of money credit and banking - cites: 155
• Habit formation: a resolution of the equity premium puzzle? (2002) - Journal of Monetary Economics - cites: 153
• Chapter 1 Bayesian Forecasting (2006) - Handbook of economic forecasting - cites: 122
• A Bayesian Approach to Calibration (1996) - Journal of Business and Economic Statistics - cites: 111
• The Temporal Stability of Dividends and Stock Prices: Evidence from the Likelihood Function (1991) - American Economic Review - cites: 93
• Linear Rational Expectations Models (1983) - University of Minnesota Press eBooks - cites: 74
• 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 (1997) - Carnegie-Rochester Conference Series on Public Policy - cites: 68
• Risk Aversion Versus Intertemporal Substitution (2001) - Journal of Business and Economic Statistics - cites: 67
• A Daily View of Yield Spreads and Short-Term Interest Rate Movements (1996) - Journal of money credit and banking - cites: 67
• Endogenous term premia and anomalies in the term structure of interest rates: Explaining the predictability smile (1999) - Journal of Monetary Economics - cites: 65
• The Engine of Growth or its Handmaiden? (1996) - Physica-Verlag eBooks - cites: 60
• Keynesian impulses versus Solow residuals: identifying sources of business cycle fluctuations (2000) - Journal of Applied Econometrics - cites: 51
• The Engine of Growth or Its Handmaiden? A Time-Series Assessment of Export-Led Growth (1995) - - cites: 51
• The case for trend‐stationarity is stronger than we thought (1991) - Journal of Applied Econometrics - cites: 47
• Lucas on the Quantity Theory: Hypothesis Testing without Theory (1984) - American Economic Review - cites: 41

Topics