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Estimating Structural Models of Seasonality
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Estimating Structural Models of Seasonality (1978)Estimating Structural Models of Seasonali…TREND–CYCLE–SEASONAL INTERACTIONS: IDENTIFICATION AND ESTIMATION (2018)TREND–CYCLE–SEASONAL INTERACT…An approach for modelling and forecasting research activity related to an emerging technology (2017)An approach for modelling and…Forecasting with Unobserved Components Time Series Models (2006)Forecasting with Unobserved C…Combining filter design with model-based filtering (with an application to business-cycle estimation) (2005)Combining filter design with …Bank credit and seasonal anomalies in China's stock markets (2005)Bank credit and seasonal anom…The Nobel Memorial Prize for Robert F. Engle (2004)The Nobel Memorial Prize for …POTENTIAL OUTPUT AND THE OUTPUT GAP IN LUXEMBOURG : SOME ALTERNATIVE METHODS (2002)POTENTIAL OUTPUT AND THE OUTP…Using Long-, Medium-, and Short-Term Trends to Forecast Turning Points in the Business Cycle: Some International Evidence (1998)Using Long-, Medium-, and Sho…The time-varying NAIRU and potential output in Finland (1998)The time-varying NAIRU and po…Rationality of Preliminary Money Stock Estimates (1995)Rationality of Preliminary Mo…Prediction theory for autoregressivemoving average processes (1988)Prediction theory for autoreg…Monetary anticipations and the demand for money: Some evidence for the U.K. (1987)Monetary anticipations and th…The stylized facts about the behavior of manufacturers' inventories and backorders over the business cycle: 1959–1980 (1985)The stylized facts about the …Trends and Cycles in Macroeconomic Time Series (1985)Hysteresis in unemployment (1992)The Time-Varying NAIRU and its Implications for Economic Policy (1997)The Pricing of Options on Assets with Stochastic Volatilities (1987)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models (1998)Regional unemployment forecasts with spatial interdependencies (2009)Trends, Cycles and Convergence in U.S. Regional House Prices (2009)Random switching exponential smoothing and inventory forecasting (2014)Economic Forces and the Stock Market (1986)The Econometrics of Financial Markets (1997)The Econometrics of Financial Markets (2012)Comovement of Chinese provincial business cycles (2014)Did bubbles migrate from the stock to the housing market in China between 2005 and 2010? (2017)The seasonality of gold prices in China does the risk‐aversion level matter? (2018)Time Series Analysis: Forecasting and Control (1977)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series (1999)Does China Have an Impact on Foreign Direct Investment to Latin America? (2005)Fiscal Policy and Economic Cycles in Oil-Exporting Countries (2008)What Makes Balance Sheet Effects Detrimental for the Country Risk Premium? (2009)Are preliminary announcements of the money stock rational forecasts? (1984)Testing for the Constancy of Parameters Over Time (1989)News and Noise in G-7 GDP Announcements (2000)Let's get “real” about using economic data (2002)Data Revisions are Not Well-Behaved (2005)News and Noise in G-7 GDP Announcements (2005)Optimal Properties of Exponentially Weighted Forecasts (1960)4 Stochastic Differential Equations (1970)Seasonal Adjustment and Signal Extraction Time Series (2000)The Transactions Demand for Cash: An Inventory Theoretic Approach (1952)The Interest-Elasticity of Transactions Demand For Cash (1956)Specification Tests in Econometrics (1978)Macroeconomics and Reality (1980)Real Business Cycles (1983)Production, Sales, and the Change in Inventories: An Identity That Doesn`t Add Up (1988)Trends and random walks in macroeconomic time series (1988)Convenience Yield Without the Convenience: A Spatial-Temporal Interpretation of Storage Under Backwardation (1997)Interactions Between the Seasonal and Business Cycles in Production and Inventories (1997)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Managing Volatility and Crises: A Practitioner's Guide Overview (2004)Applications of State Space Models in finance (2009)Stock Returns and Risk: Evidence from Quantile (2012)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Forecasting OECD industrial turning points using unobserved components models with business survey data (2000)
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  • 2006Forecasting with Unobserved Components Time Series Models70 cited
  • 2005Combining filter design with model-based filtering (with an application to business-cycle estimation)51 cited
  • 2004The Nobel Memorial Prize for Robert F. Engle41 cited
  • 1985The stylized facts about the behavior of manufacturers' inventories and backorders over the business cycle: 1959–198033 cited
  • 1988Prediction theory for autoregressivemoving average processes33 cited
  • 1995Rationality of Preliminary Money Stock Estimates32 cited
  • 2005Bank credit and seasonal anomalies in China's stock markets26 cited
  • 1998Using Long-, Medium-, and Short-Term Trends to Forecast Turning Points in the Business Cycle: Some International Evidence17 cited
  • 1998The time-varying NAIRU and potential output in Finland14 cited
  • 1987Monetary anticipations and the demand for money: Some evidence for the U.K.12 cited
  • 2018TREND–CYCLE–SEASONAL INTERACTIONS: IDENTIFICATION AND ESTIMATION11 cited
  • 2002POTENTIAL OUTPUT AND THE OUTPUT GAP IN LUXEMBOURG : SOME ALTERNATIVE METHODS10 cited
  • 2017An approach for modelling and forecasting research activity related to an emerging technology9 cited

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