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Modelling nonlinearity in U.S. Gross national product 1889?1987

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References

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1986

The Prewar Business Cycle Reconsidered: New Estimates of Gross NationalProduct, 1869-1918

309 cited

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2006Absorption of shocks in nonlinear autoregressive models29 cited
2008Economic activity and recession probabilities: information content and predictive power of the term spread in Italy25 cited
1998Modelling Business Cycle Nonlinearity in Conditional Mean and Conditional Variance: Some International and Sectoral Evidence24 cited
2009Impulse–response functions in Markov-switching structural vector autoregressions: A step further13 cited
2015Asymmetries and Markov-switching structural VAR12 cited