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Are Apparent Findings of Nonlinearity Due to Structural Instability in Economic Time Series?
9 references·6 citing·46 second hop
Are Apparent Findings of Nonlinearity Due to Structural Instability in Economic Time Series? (1999)Are Apparent Findings of Nonlinearity Due…Dynamic Asymmetries in U.S. Unemployment (1999)Dynamic Asymmetries in U.S. U…A floor and ceiling model of US output (1997)A floor and ceiling model of …Parameter uncertainty and impulse response analysis (1996)Parameter uncertainty and imp…Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Evidence on Structural Instability in Macroeconomic Time Series Relations (1996)Evidence on Structural Instab…A nonlinear approach to US GNP (1995)A nonlinear approach to US GNPDo recessions permanently change output? (1993)Do recessions permanently cha…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Characterizing nonlinearities in business cycles using smooth transition autoregressive models (1992)Characterizing nonlinearities…U.S. wage growth and nonlinearities: The roles of inflation and unemployment (2017)U.S. wage growth and nonlinea…Nonlinearities in the U.S. wage Phillips curve (2016)Nonlinearities in the U.S. wa…On the Nonlinear Causality Between Inflation and Inflation Uncertainty in the G3 Countries (2011)On the Nonlinear Causality Be…Structural Break Threshold Vars for Predicting Us Recessions Using the Spread (2006)Structural Break Threshold Va…On Business Cycle Asymmetries in G7 Countries (2004)On Business Cycle Asymmetries…Forecasting and Estimating Multiple Change-Point Models with an Unknown Number of Change Points (2004)Forecasting and Estimating Mu…Are Economic Time Series Asymmetric over the Business Cycle? 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(1936)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Testing the adequacy of smooth transition autoregressive models (1996)The Relation Between Unemployment and the Rate of Change of Money Wage Rates in the United Kingdom, 1861–1957 1 (1958)Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis (1996)Phillips curve relationship in an emerging economy: Evidence from India (2018)The intermittent Phillips curve: finding a stable (but persistence-dependent) Phillips curve model specification (2023)
this work references cited by second hop

References

  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 1992Characterizing nonlinearities in business cycles using smooth transition autoregressive models890 cited
  • 1996Evidence on Structural Instability in Macroeconomic Time Series Relations617 cited
  • 1995A nonlinear approach to US GNP562 cited
  • 1993Do recessions permanently change output?478 cited
  • 1997A floor and ceiling model of US output225 cited
  • 1999Dynamic Asymmetries in U.S. Unemployment185 cited
  • 1996Parameter uncertainty and impulse response analysis87 cited

Cited by

  • 2016Nonlinearities in the U.S. wage Phillips curve38 cited
  • 2004On Business Cycle Asymmetries in G7 Countries32 cited
  • 2017U.S. wage growth and nonlinearities: The roles of inflation and unemployment25 cited
  • 2004Forecasting and Estimating Multiple Change-Point Models with an Unknown Number of Change Points16 cited
  • 2011On the Nonlinear Causality Between Inflation and Inflation Uncertainty in the G3 Countries14 cited
  • 2006Structural Break Threshold Vars for Predicting Us Recessions Using the Spread

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11 cited