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Australian Economic Growth: Nonlinearities and International Influences
13 references·1 citing·43 second hop
Australian Economic Growth: Nonlinearities and International Influences (2000)Australian Economic Growth: Nonlinearitie…Sample Splitting and Threshold Estimation (2000)Sample Splitting and Threshol…Linear and non-linear transmission of equity return volatility: evidence from the US, Japan and Australia (2000)Linear and non-linear transmi…Dynamic Asymmetries in U.S. Unemployment (1999)Dynamic Asymmetries in U.S. U…Dissecting the Cycle (1999)Dissecting the CycleAnalysing and Forecasting Business Cycles with the Aid of Economic Indicators (1999)Analysing and Forecasting Bus…Threshold Autoregressions with a Near Unit Root (1998)Threshold Autoregressions wit…Towards an Understanding of Some Business Cycle Characteristics (1997)Towards an Understanding of S…Inference in TAR Models (1997)Inference in TAR ModelsTowards an Understanding of Australia’s Co-movement with Foreign Business Cycles (1996)Towards an Understanding of A…Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …A nonlinear approach to US GNP (1995)A nonlinear approach to US GNPInternationalisation and the Macroeconomy (1994)Internationalisation and the …Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)Further Evidence on the Great…Exchange Rate Instability: A Threshold Autoregressive Approach (2001)Exchange Rate Instability: A …Are Economic Time Series Asymmetric over the Business Cycle? (1984)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Characterizing nonlinearities in business cycles using smooth transition autoregressive models (1992)Spatial Market Integration in the Presence of Threshold Effects (2001)Analysis of Financial Time Series (2006)Output Fluctuations in the United States: What Has Changed since the Early 1980's?The Summation of Random Causes as the Source of Cyclic Processes (1937)Detrending and business cycle facts (1998)Booms and Slumps in World Commodity Prices (1999)Key Features of Australian Business Cycles (2001)New evidence on the (de)synchronisation of business cycles: Reshaping the European business cycle (2016)Stochastic Simulation (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)An invariant sign test for random walks based on recursive median adjustment (2001)Time-Varying Betas Help in Asset Pricing: The Threshold CAPM (2003)The competitive environment hypothesis revisited: non-linearity, nonstationarity and profit persistence (2006)Macroeconomics and Reality (1980)A nonlinear long memory model, with an application to US unemployment (2002)The Impact of Fiscal Policy on Economic Activity Over the Business Cycle - Evidence from a Threshold VAR Analysis (2016)Economic Policy Uncertainty Spillovers in Booms and Busts (2019)Tests for Parameter Instability in Regressions with 1(1) Processes (1992)Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis (1996)Estimation of a Change Point in Multiple Regression Models (1997)Chapter 8 Growth Econometrics (2005)The economics of poverty traps and persistent poverty: An asset-based approach (2006)Remittances, financial development, and growth (2008)Testing Linearity Against Smooth Transition Autoregressive Models (1988)Testing for Linearity (1999)Trends and random walks in macroeconomic time series (1988)The Noise Trader Approach to Finance (1990)THE POWER OF COINTEGRATION TESTS (1992)Monetary policy and inflation targeting (1997)Unemployment and the Australian labour market (1998)Markov-Switching Procedures for Dating the Euro-Zone Business Cycle (2001)The Long-Run Behavior of Commodity Prices: Small Trends and Big Variability (2001)Bayesian nonparametric vector autoregressive models (2018)Further evidence on breaking trend functions in macroeconomic variables (1997)Oil price shocks and stock market activity (1999)The saving and investment nexus for China: evidence from cointegration tests (2005)
this work references cited by second hop

References

  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 2000Sample Splitting and Threshold Estimation2,901 cited
  • 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis1,956 cited
  • 1997Inference in TAR Models636 cited
  • 1995A nonlinear approach to US GNP562 cited
  • 1999Dynamic Asymmetries in U.S. Unemployment185 cited
  • 1997Towards an Understanding of Some Business Cycle Characteristics60 cited
  • 1994Internationalisation and the Macroeconomy56 cited
  • 1999Dissecting the Cycle53 cited
  • 1998Threshold Autoregressions with a Near Unit Root53 cited
  • 2000Linear and non-linear transmission of equity return volatility: evidence from the US, Japan and Australia53 cited
  • 1996Towards an Understanding of Australia’s Co-movement with Foreign Business Cycles28 cited
  • 1999Analysing and Forecasting Business Cycles with the Aid of Economic Indicators14 cited

Cited by

  • 2001Exchange Rate Instability: A Threshold Autoregressive Approach21 cited

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