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A New Approach to the Analysis of Shocks and the Cycle in a Model of Output and Employment
14 references·6 citing·39 second hop
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References

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  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 1994Job Creation and Job Destruction in the Theory of Unemployment3,846 cited
  • 1992Gross Job Creation, Gross Job Destruction, and Employment Reallocation1,757 cited
  • 1990Firing Costs and Labour Demand: How Bad is Eurosclerosis?1,374 cited
  • 1989The Beveridge Curve1,117 cited
  • 1997Markov-Switching Vector Autoregressions: Modelling, Statistical Inference, and Application to Business Cycle Analysis761 cited
  • 1996Erratum: The likelihood ratio test under nonstandard conditions: Testing the Markov switching model of GNP645 cited
  • 1978Estimation of Dynamic Labor Demand Schedules under Rational Expectations604 cited
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  • 1998Regime Switches in Interest Rates172 cited
  • 1998Regime Switches in Interest Rates89 cited
  • 1996Statistical Analysis of Cointegrated VAR Processes with Markovian Regime Shifts85 cited
  • 1996Cyclical productivity in a model of labor hoarding50 cited

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  • 2000Predicting Markov-Switching Vector Autoregressive Processes

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98 cited
  • 2002A Markov-switching vector equilibrium correction model of the UK labour market91 cited
  • 2000A Disaggregated Markov‐Switching Model of the Business Cycle in UK Manufacturing32 cited
  • 2004Markov-switching stochastic trends and economic fluctuations31 cited
  • 2004Can regime‐switching models reproduce the business cycle features of US aggregate consumption, investment and output?26 cited
  • 2001A Markov-Switching Vector Equilibrium Correction Model of the UK Labour Market19 cited