References

• 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
• 2006Were There Regime Switches in U.S. Monetary Policy?1,607 cited
• 2002SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS1,175 cited
• 2000Nonlinear Time Series Models in Empirical Finance1,111 cited
• 2001Threshold Autoregression with a Unit Root707 cited
• 1992Money, Income, Prices and Interest Rates660 cited
• 1987Interpreting Evidence on Money-Income Causality559 cited
• 2001Forecasting Output and Inflation: The Role of Asset Prices478 cited
• 1998Unit roots and smooth transitions465 cited
• 1999The Asymmetric Effects of Monetary Policy: A Nonlinear Vector Autoregression Approach333 cited
• 2002TESTING FOR A UNIT ROOT IN A TIME SERIES WITH A LEVEL SHIFT AT UNKNOWN TIME280 cited
• 2005Is the Response of Output to Monetary Policy Asymmetric? Evidence from a Regime-Switching Coefficients Model179 cited
• 1996Evidence on Structural Instability in Macroeconomic Time Series Relations178 cited
• 2004COINTEGRATING SMOOTH TRANSITION REGRESSIONS138 cited
• 2005Markov switching causality and the money–output relationship135 cited