Information about:
Richard Ashley

Other registered authors

Email:
Homepage: http://ashleymac.econ.vt.edu/ashleyhome.html
Postal Address: Economics Department (0316) Blacksburg, VA 24061 USA
Phone:

Affiliation

• Department of Economics
  Virginia Polytechnic Institute and State University

  Location: Blacksburg, Virginia (United States)
  Homepage: http://www.econ.vt.edu/
  Email:
  Phone:
  Fax:
  Postal: Blacksburg, Virginia 24061
  Handle: RePEc:edi:decvtus (registered authors at this institution)

Working papers

1. Richard A. Ashley. & Randall J. Verbrugge, 2006. "Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series," Working Papers e06-7, Virginia Polytechnic Institute and State University, Department of Economics. [Downloadable!]
   Published as:
   • Richard Ashley & Randal Verbrugge, 2009. "Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series," Econometric Reviews, Taylor and Francis Journals, vol. 28(1-3), pages 4-20. [Downloadable!] (restricted)

2. Richard A. Ashley., 2006. "Assessing the Credibility of Instrumental Variables Inference With Imperfect Instruments Via Sensitivity Analysis," Working Papers e06-9, Virginia Polytechnic Institute and State University, Department of Economics. [Downloadable!]

3. Richard A. Ashley., 2006. "Beyond Optimal Forecasting," Working Papers e06-10, Virginia Polytechnic Institute and State University, Department of Economics. [Downloadable!]

4. Richard A. Ashley. & Randall J. Verbrugge., 2006. "Mis-Specification and Frequency Dependence in a New Keynesian Phillips Curve," Working Papers e06-12, Virginia Polytechnic Institute and State University, Department of Economics. [Downloadable!]

5. Richard A. Ashley., 2006. "Growth May Be Good for the Poor, But Decline is Disastrous: On the Non-Robustness of the Dollar-Kraay "Growth is Good for the Poor" Result," Working Papers e06-8, Virginia Polytechnic Institute and State University, Department of Economics. [Downloadable!]

6. Richard A. Ashley & Randall J. Verbrugge., 2006. "Mis-Specification in Phillips Curve Regressions: Quantifying Frequency Dependence in This Relationship While Allowing for Feedback," Working Papers e06-11, Virginia Polytechnic Institute and State University, Department of Economics. [Downloadable!]

1. Elena Rusticelli & Richard Ashley & Estela Bee Dagum & Douglas Patterson, 2009. "A New Bispectral Test for NonLinear Serial Dependence," Econometric Reviews, Taylor and Francis Journals, vol. 28(1-3), pages 279-293. [Downloadable!] (restricted)

2. Richard Ashley & Randal Verbrugge, 2009. "Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series," Econometric Reviews, Taylor and Francis Journals, vol. 28(1-3), pages 4-20. [Downloadable!] (restricted)
   Other versions:
   • Richard A. Ashley. & Randall J. Verbrugge, 2006. "Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series," Working Papers e06-7, Virginia Polytechnic Institute and State University, Department of Economics. [Downloadable!]

3. Ashley, Richard, 2008. "Growth may be good for the poor, but decline is disastrous: On the non-robustness of the Dollar-Kraay result," International Review of Economics & Finance, Elsevier, vol. 17(2), pages 333-338. [Downloadable!] (restricted)

4. Ashley, Richard & Verbrugge, Randal J., 2006. "Comments on "A critical investigation on detrending procedures for nonlinear processes"," Journal of Macroeconomics, Elsevier, vol. 28(1), pages 192-194, March. [Downloadable!] (restricted)

5. Ashley, Richard A. & Patterson, Douglas M., 2006. "Evaluating the Effectiveness of State-Switching Time Series Models for U.S. Real Output," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 266-277, July. [Downloadable!] (restricted)

6. Ashley, Richard, 2003. "Statistically significant forecasting improvements: how much out-of-sample data is likely necessary?," International Journal of Forecasting, Elsevier, vol. 19(2), pages 229-239. [Downloadable!] (restricted)

7. Tan, Hui Boon & Ashley, Richard, 1999. "Detection And Modeling Of Regression Parameter Variation Across Frequencies," Macroeconomic Dynamics, Cambridge University Press, vol. 3(01), pages 69-83, March. [Downloadable!]

8. Ashley, Richard, 1998. "A new technique for postsample model selection and validation," Journal of Economic Dynamics and Control, Elsevier, vol. 22(5), pages 647-665, May. [Downloadable!] (restricted)

9. Ashley, Richard, 1990. "Shrinkage Estimation with General Loss Functions: An Application of Stochastic Dominance Theory," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 31(2), pages 301-13, May. [Downloadable!] (restricted)

10. Ashley, Richard & Patterson, Douglas, 1990. "A Nonparametric Distribution-Free Test for Serial Independence in Stock Returns: A Comment," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 25(03), pages 417-418, September. [Downloadable!]

11. Ashley, Richard A & Patterson, Douglas M, 1989. "Linear versus Nonlinear Macroeconomies: A Statistical Test," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 30(3), pages 685-704, August. [Downloadable!] (restricted)

12. Ashley, Richard, 1988. "On the relative worth of recent macroeconomic forecasts," International Journal of Forecasting, Elsevier, vol. 4(3), pages 363-376. [Downloadable!] (restricted)

13. Ashley, Richard A. & Patterson, Douglas M., 1986. "A Nonparametric, Distribution-Free Test for Serial Independence in Stock Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 21(02), pages 221-227, June. [Downloadable!]

14. Ashley, Richard & Vaughan, David, 1986. "Measuring Measurement Error in Economic Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 4(1), pages 95-103, January.

15. Ashley, Richard A & Orr, Daniel, 1985. "Further Results on Inventories and Price Stickiness," American Economic Review, American Economic Association, vol. 75(5), pages 964-75, December. [Downloadable!] (restricted)

16. Ashley, Richard, 1985. "On the Optimal Use of Suboptimal Forecasts of Explanatory Variables," Journal of Business & Economic Statistics, American Statistical Association, vol. 3(2), pages 129-31, April.

17. Ashley, Richard, 1984. "A Simple Test for Regression Parameter Instability," Economic Inquiry, Oxford University Press, vol. 22(2), pages 253-68, April.

18. Ashley, Richard, 1981. "Inflation and the Distribution of Price Changes across Markets: A Causal Analysis," Economic Inquiry, Oxford University Press, vol. 19(4), pages 650-60, October.

19. Ashley, R & Granger, C W J & Schmalensee, R, 1980. "Advertising and Aggregate Consumption: An Analysis of Causality," Econometrica, Econometric Society, vol. 48(5), pages 1149-67, July. [Downloadable!] (restricted)

20. Ashley, Richard A., 1980. "Wages and profits: A comment," Journal of Macroeconomics, Elsevier, vol. 2(4), pages 365-372. [Downloadable!] (restricted)

21. Ashley, Richard, 1979. "Postponed linear approximations and adaptive control with non-quadratic losses," Journal of Economic Dynamics and Control, Elsevier, vol. 1(4), pages 347-359, November. [Downloadable!] (restricted)

22. Ashley, Richard A. & Granger, Clive W. J., 1979. "Time series analysis of residuals from the St. Louis model," Journal of Macroeconomics, Elsevier, vol. 1(4), pages 373-394. [Downloadable!] (restricted)

1. NEP-CBA: Central Banking (2) 2006-11-18 2006-11-18 Author is listed
2. NEP-ECM: Econometrics (3) 2006-11-18 2006-11-18 2006-11-18 Author is listed
3. NEP-ETS: Econometric Time Series (2) 2006-11-18 2006-11-18 Author is listed
4. NEP-FOR: Forecasting (1) 2006-11-18
5. NEP-MAC: Macroeconomics (1) 2006-11-18

This page was last updated on 2009-11-5.