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Rational Expectations and the Economic Consequences of Changes in Regime
16 references·1 citing·40 second hop
Rational Expectations and the Economic Consequences of Changes in Regime (1995)Rational Expectations and the Economic Co…New and Old Models of Business Investment: A Comparison of Forecasting Performance (1995)New and Old Models of Busines…Bounded Rationality in Macroeconomics (1995)Bounded Rationality in Macroe…Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Tests for Parameter Instabili…The likelihood ratio test under nonstandard conditions: Testing the markov switching model of gnp (1992)The likelihood ratio test und…Turning point prediction with the composite leading index: An ex ante analysis (1991)Turning point prediction with…The Likelihood Test Under Non-Standard Conditions: Testing the Markov Trend Model of GNP (1991)The Likelihood Test Under Non…Leading Economic Indicators (1991)Leading Economic IndicatorsScoring the Leading Indicators (1989)Scoring the Leading IndicatorsEconometric Policy Evaluation: Note (1984)Econometric Policy Evaluation…Recursive stability analysis of linear regression relationships (1982)Recursive stability analysis …Policy Analysis with Econometric Models (1982)Policy Analysis with Economet…EMPIRICAL INVESTMENT EQUATIONS. AN INTEGRATIVE FRAMEWORK (1980)EMPIRICAL INVESTMENT EQUATION…Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Stochastic Implications of th…The Phillips curve and labor markets (1976)The Phillips curve and labor …Econometric policy evaluation: A critique (1976)Econometric policy evaluation…Economic Policy: Principles and Design (1959)Economic Policy: Principles a…Monetary Policy in a Markov-Switching VECM: Implications for the Cost of Disinflation and the Price Puzzle (2003)Monetary Policy in a Markov-S…Measurement Without Theory (1947)A New Vector Partition of the Probability Score (1973)Are Economic Time Series Asymmetric over the Business Cycle? (1984)Forecasting Output with the Composite Leading Index: A Real-Time Analysis (1991)Currency and Banking Crises (1999)Predicting U.S. Recessions with Dynamic Binary Response Models (2008)A Theory of the Consumption Function (1960)Some International Evidence on Output-Inflation Tradeoffs. (1973)The Role of Monetary Policy (1995)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Does Culture Affect Economic Outcomes? (2006)Inference About the Change-Point in a Sequence of Random Variables (1970)Testing for the Constancy of Parameters Over Time (1989)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)What is an Oil Shock? (2000)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Autoregressive conditional heteroskedasticity and changes in regime (1994)Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis (1996)Modeling the conditional distribution of interest rates as a regime-switching process (1996)The Copula-GARCH model of conditional dependencies: An international stock market application (2006)Agent-based computational finance: Suggested readings and early research (2000)Heterogeneous Agent Models in Economics and Finance (2005)Chapter 23 Heterogeneous Agent Models in Economics and Finance (2006)Forecasting and turning point predictions in a Bayesian panel VAR model (2003)Are European business cycles close enough to be just one? (2006)Chapter 14 Survey Expectations (2006)Instruments of Government: Perceptions and Contexts (1989)What Can Economists Learn from Happiness Research? (2002)Reconceptualising the ‘policy mix’ for innovation (2011)Energy consumption, real income and temporal causality: results from a multi-country study based on cointegration and error-correction modelling techniques (1996)Energy shocks and financial markets (1996)Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy: A Comment (2004)Trends and random walks in macroeconmic time series (1982)Testing for a Unit Root in Time Series Regression (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Rational expectations and the theory of economic policy (1976)Potential GNP: Its measurement and significance (1979)Long-term economic growth projections in the Shared Socioeconomic Pathways (2015)
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  • 1991

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Turning point prediction with the composite leading index: An ex ante analysis
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  • 2003Monetary Policy in a Markov-Switching VECM: Implications for the Cost of Disinflation and the Price Puzzle12 cited