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Time Irreversibility and Business Cycle Asymmetry
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  • 2004Slow boom, sudden crash232 cited
  • 1999Modeling Multiple Regimes in the Business Cycle190 cited
  • 2000Symbolic approach for measuring temporal “irreversibility”131 cited
  • 1999Nonlinear Time Series Analysis of Economic and Financial Data126 cited
  • 2006The Brevity and Violence of Contractions and Expansions115 cited
  • 2016Irreversibility of financial time series: A graph-theoretical approach106 cited
  • 2016Quadratic Hawkes processes for financial prices95 cited
  • 2007Nonlinearities and Fractional Integration in the US Unemployment Rate*95 cited
  • 2005Are Statistical Reporting Agencies Getting It Right? Data Rationality and Business Cycle Asymmetry92 cited
  • 2009Time reversal invariance in finance86 cited
  • 2016Local Explosion Modelling by Non-Causal Process83 cited
  • 1997Investigating Cyclical Asymmetries81 cited
  • 1998Cointegration and Threshold Adjustment76 cited
  • 1996If Nonlinear Models Cannot Forecast, What Use Are They?73 cited
  • 2001Business Cycle Asymmetries: International Evidence72 cited

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  • 2000Testing time reversibility without moment restrictions71 cited