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J. Huston McCulloch

Personal Details

First Name:J. Huston
Middle Name:
Last Name:McCulloch
Suffix:
RePEc Short-ID:pmc199
[This author has chosen not to make the email address public]
http://www.econ.ohio-state.edu/jhm/jhm.html
Terminal Degree:1973 Department of Economics; University of Chicago (from RePEc Genealogy)

Affiliation

Department of Economics
Ohio State University

Columbus, Ohio (United States)
http://economics.osu.edu/
RePEc:edi:deohsus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. J. Huston McCulloch & Ohio State University, 2006. "Learning about Stock Volatility: The Local Scale Model with Homoskedastic Innovations," Computing in Economics and Finance 2006 173, Society for Computational Economics.
  2. J. Huston McCulloch, 2005. "The Kalman Foundations of Adaptive Least Squares: Applications to Unemployment and Inflation," Computing in Economics and Finance 2005 239, Society for Computational Economics.
  3. J. Huston McCulloch, 2004. "The Risk-Neutral Measure and Option Pricing under Log-Stable Uncertainty using Romberg Fourier Inversion," Computing in Economics and Finance 2004 13, Society for Computational Economics.
  4. J. Huston McCulloch, 2003. "The Risk-Neutral Measure and Option Pricing under Log-Stable Uncertainty," Working Papers 03-07, Ohio State University, Department of Economics.
  5. J. Huston McCulloch & Prasad V. Bidarkota, 2003. "Signal Extraction can Generate Volatility Clusters," Computing in Economics and Finance 2003 59, Society for Computational Economics.
  6. J. Huston McCulloch & E. Richard Percy, Jr., 2002. "A Spline LR Test for Goodness-of-Fit," Computing in Economics and Finance 2002 123, Society for Computational Economics.
  7. J. Huston McCulloch & Prasad V. Bidarkota, 2002. "Signal Extraction Can Generate Volatility Clusters From IID Shocks," Working Papers 02-04, Ohio State University, Department of Economics.
  8. J. Huston McCulloch, 2001. "The Inflation Premium implicit in the US Real and Nominal," Computing in Economics and Finance 2001 210, Society for Computational Economics.
  9. Prasad V. Bidarkota and J. Huston McCulloch, 2001. "Consumption Asset Pricing with Stable Shocks: Exploring a Solution and Its Implications for the Equity Premium Puzzle," Computing in Economics and Finance 2001 70, Society for Computational Economics.
  10. J. Huston McCulloch, 2000. "Long Forward and Zero-Coupon Rates Indeed Can Never Fall, but Are Indeterminate: A Comment on Dybvig, Ingersoll and Ross," Working Papers 00-12, Ohio State University, Department of Economics.
  11. J Huston McCulloch, 2000. "State-Space Times Series Modeling of Structural Breaks," Working Papers 00-11, Ohio State University, Department of Economics.
  12. Huston McCulloch, Jeffery A. Stec, 2000. "Proxying Inflation Forecasts With Fuller/Roy-Type Median Unbiased Near Unit Root Coefficient Estimates," Computing in Economics and Finance 2000 295, Society for Computational Economics.
  13. J. Huston McCulloch & Levin A. Kochen, 1998. "The Inflation Premium Implicit in the US Real and Nominal Term Structures of Interest Rates," Working Papers 98-12, Ohio State University, Department of Economics.
  14. Robert J. Shiller & J. Huston McCulloch, 1987. "The Term Structure of Interest Rates. U.S. Government Term Structure Data," Cowles Foundation Discussion Papers 843, Cowles Foundation for Research in Economics, Yale University.
  15. J. Huston McCulloch, 1987. "The Ohio S&L crisis in retrospect: implications for the current federal deposit insurance crisis," Proceedings 157, Federal Reserve Bank of Chicago.
  16. J. Huston McCulloch, 1978. "The Pricing of Short-Lived Options When Price Uncertainty Is Log-Symmetric Stable," NBER Working Papers 0264, National Bureau of Economic Research, Inc.
  17. J. Huston McCulloch, 1978. "Interest Rate Risk and Capital Adequacy For Traditional Banks and Financial Intermediaries," NBER Working Papers 0237, National Bureau of Economic Research, Inc.
  18. J. Huston McCulloch, 1978. "The Pricing of Short-Lived Options When Price Uncertainty," Boston College Working Papers in Economics 89, Boston College Department of Economics.
  19. J. Huston McCulloch, 1977. "The Cumulative Unanticipated Change in Interest Rates: Evidence on the Misintermediation Hypothesis," NBER Working Papers 0222, National Bureau of Economic Research, Inc.
  20. J. Huston McCulloch, 1977. "Misintermediation and Business Fluctuation," NBER Working Papers 0160, National Bureau of Economic Research, Inc.
  21. J. Huston McCulloch, 1977. "The Austrian Theory of the Marginal Use And of Ordinal Marginal Utility," NBER Working Papers 0170, National Bureau of Economic Research, Inc.
  22. J. Huston McCulloch, 1977. "The Effect of Minimum Wage Legislation on Income Equality: A TheoreticalAnalysis," NBER Working Papers 0171, National Bureau of Economic Research, Inc.
  23. J. Huston McCulloch & Jeffrey Smith, 1975. "An Austrian Proof of Quasi-Concave Preferences," Boston College Working Papers in Economics 70, Boston College Department of Economics.
  24. J. Huston McCulloch, 1975. "Regulation and The U.S. Financial System," Boston College Working Papers in Economics 68, Boston College Department of Economics.
  25. J. Huston McCulloch, 1975. "Immigration Barriers and The Classic Interests Of Labor," Boston College Working Papers in Economics 52, Boston College Department of Economics.
  26. J. Huston McCulloch, 1974. "The Markoff Cycle in Business Activity," Boston College Working Papers in Economics 61, Boston College Department of Economics.
  27. Prasad V. Bidarkota & J. Huston McCulloch, "undated". "Optimal Univariate Inflation Forecasting with Symmetric Stable Shocks," Computing in Economics and Finance 1997 116, Society for Computational Economics.

Articles

  1. McCulloch, J. Huston & Percy, E. Richard, 2013. "Extended Neyman smooth goodness-of-fit tests, applied to competing heavy-tailed distributions," Journal of Econometrics, Elsevier, vol. 172(2), pages 275-282.
  2. Bidarkota, Prasad V. & Dupoyet, Brice V. & McCulloch, J. Huston, 2009. "Asset pricing with incomplete information and fat tails," Journal of Economic Dynamics and Control, Elsevier, vol. 33(6), pages 1314-1331, June.
  3. Prasad Bidarkota & J Huston Mcculloch, 2004. "Testing for persistence in stock returns with GARCH-stable shocks," Quantitative Finance, Taylor & Francis Journals, vol. 4(3), pages 256-265.
  4. Bidarkota, Prasad V. & McCulloch, J. Huston, 2003. "Consumption asset pricing with stable shocks--exploring a solution and its implications for mean equity returns," Journal of Economic Dynamics and Control, Elsevier, vol. 27(3), pages 399-421, January.
  5. J. Huston McCulloch, 2000. "Estimation of the Bivariate Stable Spectral Representation by the Projection Method," Computational Economics, Springer;Society for Computational Economics, vol. 16(1/2), pages 47-62, October.
  6. Prasad V. Bidarkota & J. Huston McCulloch, 1998. "Optimal univariate inflation forecasting with symmetric stable shocks," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(6), pages 659-670.
  7. J. Huston McCulloch & Min-Teh Yu, 1998. "Government Deposit Insurance and the Diamond-Dybvig Model," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 23(2), pages 139-149, December.
  8. J. Mcculloch & Jacky So, 1997. "The value of european currency options and log-stable uncertainty," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 3(4), pages 425-425, November.
  9. Huston McCulloch, J. & Panton, Don B., 1997. "Precise tabulation of the maximally-skewed stable distributions and densities," Computational Statistics & Data Analysis, Elsevier, vol. 23(3), pages 307-320, January.
  10. McCulloch, J Huston, 1997. "Measuring Tail Thickness to Estimate the Stable Index Alpha: A Critique," Journal of Business & Economic Statistics, American Statistical Association, vol. 15(1), pages 74-81, January.
  11. McCulloch, J. Huston & Panton, Don B., 1997. "Erratum," Computational Statistics & Data Analysis, Elsevier, vol. 26(1), pages 101-199, November.
  12. McCulloch, J Huston, 1993. "A Reexamination of Traditional Hypotheses about the Term Structure: A Comment," Journal of Finance, American Finance Association, vol. 48(2), pages 779-789, June.
  13. McCulloch, J Huston, 1991. "An Error-Correction Mechanism for Long-Run Price Stability: Panel Discussion," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 23(3), pages 619-624, August.
  14. J. Huston McCulloch, 1991. "Panel discussion: price stability ; An error-correction mechanism for long-run price stability," Proceedings, Federal Reserve Bank of Cleveland, pages 619-624.
  15. McCulloch, J. Houston, 1990. "Comments on "Developments in monetary aggregation theory"," Journal of Policy Modeling, Elsevier, vol. 12(2), pages 259-263.
  16. McCulloch, J. Huston, 1987. "The monotonicity of the term premium : A closer look," Journal of Financial Economics, Elsevier, vol. 18(1), pages 185-192, March.
  17. McCulloch, J Huston, 1986. "Bank Regulation and Deposit Insurance," The Journal of Business, University of Chicago Press, vol. 59(1), pages 79-85, January.
  18. McCulloch, J Huston, 1985. "On Heteros*edasticity," Econometrica, Econometric Society, vol. 53(2), pages 403-403, March.
  19. McCulloch, J. Huston, 1985. "Interest-risk sensitive deposit insurance premia : Stable ACH estimates," Journal of Banking & Finance, Elsevier, vol. 9(1), pages 137-156, March.
  20. McCulloch, J Huston, 1982. "Incentives and Proxies for Indexed Bond Issues: Reply," American Economic Review, American Economic Association, vol. 72(3), pages 566-568, June.
  21. McCulloch, J. Huston, 1981. "Misintermediation and macroeconomic fluctuations," Journal of Monetary Economics, Elsevier, vol. 8(1), pages 103-115.
  22. McCulloch, J Huston, 1980. "The Ban on Indexed Bonds, 1933-77," American Economic Review, American Economic Association, vol. 70(5), pages 1018-1021, December.
  23. McCulloch, J Huston, 1978. "Continuous Time Processes with Stable Increments," The Journal of Business, University of Chicago Press, vol. 51(4), pages 601-619, October.
  24. McCulloch, J Huston, 1978. "Spline Estimation of the Liquidity Trap: A Comment," The Review of Economics and Statistics, MIT Press, vol. 60(2), pages 318-320, May.
  25. McCulloch, J Huston, 1977. "The Monte Carlo Hypothesis: Reply," Economic Inquiry, Western Economic Association International, vol. 15(4), pages 618-618, October.
  26. McCulloch, J Huston, 1975. "An Estimate of the Liquidity Premium," Journal of Political Economy, University of Chicago Press, vol. 83(1), pages 95-119, February.
  27. McCulloch, J Huston, 1975. "The Tax-Adjusted Yield Curve," Journal of Finance, American Finance Association, vol. 30(3), pages 811-830, June.
  28. J. Huston McCulloch, 1975. "Operational Aspects of the Siegel Paradox," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 89(1), pages 170-172.
  29. McCulloch, J Hutson, 1975. "The Monte Carlo Cycle in Business Activity," Economic Inquiry, Western Economic Association International, vol. 13(3), pages 303-321, September.
  30. J. Huston McCulloch, 1974. "The Effect of a Minimum Wage Law in the Labour-Intensive Sector," Canadian Journal of Economics, Canadian Economics Association, vol. 7(2), pages 317-319, May.
  31. McCulloch, J Huston, 1971. "Measuring the Term Structure of Interest Rates," The Journal of Business, University of Chicago Press, vol. 44(1), pages 19-31, January.

Chapters

  1. Shiller, Robert J. & Huston McCulloch, J., 1990. "The term structure of interest rates," Handbook of Monetary Economics, in: B. M. Friedman & F. H. Hahn (ed.), Handbook of Monetary Economics, edition 1, volume 1, chapter 13, pages 627-722, Elsevier.

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ETS: Econometric Time Series (4) 2001-02-27 2003-10-20 2005-11-19 2006-07-15
  2. NEP-FIN: Finance (4) 2001-05-02 2003-10-20 2004-07-26 2006-07-15
  3. NEP-ECM: Econometrics (3) 2001-03-14 2003-10-20 2005-11-19
  4. NEP-FMK: Financial Markets (3) 2001-02-27 2001-05-02 2006-07-15
  5. NEP-RMG: Risk Management (2) 2003-10-20 2003-10-20
  6. NEP-CMP: Computational Economics (1) 2004-07-26
  7. NEP-FOR: Forecasting (1) 2005-11-19
  8. NEP-MAC: Macroeconomics (1) 2005-11-19
  9. NEP-MIC: Microeconomics (1) 2004-07-26

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