Rational-expectations econometric analysis of changes in regimeJames Douglas Hamilton1988-06-01articleJournal of Economic Dynamics and Control898 citationsclosedNo readable copy stored yet — this record is metadata only.Monetary Policy and Economic ImpactStochastic processes and financial applicationsEconomic theories and modelsAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 898 citations exist upstream.References1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation1977Time Series Analysis: Forecasting and Control1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle1987The Information in Long-Maturity Forward Rates1984Are Economic Time Series Asymmetric over the Business Cycle?1980Formulating and estimating dynamic linear rational expectations modelsCited by1989Why Does Stock Market Volatility Change Over Time?2001Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics1996Modeling the conditional distribution of interest rates as a regime-switching process1990Alternative models for conditional stock volatility1990Persistence in Variance, Structural Change, and the GARCH Model1989Stock Volatility and the Crash of '871990Long Swings in the Dollar: Are They in the Data and Do Markets Know It?2000Option Prices, Implied Price Processes, and Stochastic Volatility