SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
An Econometric Analysis of Some Models for Constructed Binary Time Series
16 references·3 citing·49 second hop
An Econometric Analysis of Some Models for Constructed Binary Time Series (2010)An Econometric Analysis of Some Models fo…What happens during recessions, crunches and busts? (2009)What happens during recession…Control Techniques for Complex Networks (2007)Control Techniques for Comple…Synchronization of cycles (2006)Synchronization of cyclesSynchronization of cycles (2005)Synchronization of cyclesDissecting the cycle: a methodological investigation (2002)Dissecting the cycle: a metho…A simple framework for analysing bull and bear markets (2002)A simple framework for analys…Is the crisis problem growing more severe? (2001)Is the crisis problem growing…Identifying Bull and Bear Markets in Stock Returns (2000)Identifying Bull and Bear Mar…A New Approach to Measuring Financial Contagion (2000)A New Approach to Measuring F…The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)The Twin Crises: The Causes o…The Review of Economics and Statistics (1997)The Review of Economics and S…Predicting U.S. Recessions: Financial Variables as Leading Indicators (1995)Predicting U.S. Recessions: F…Exchange Market Mayhem: The Antecedents and Aftermath of Speculative Attacks (1995)Exchange Market Mayhem: The A…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…Are Economic Time Series Asymmetric over the Business Cycle? (1984)Are Economic Time Series Asym…"Hot Issue" Markets (1975)"Hot Issue" MarketsA macro-analysis of financial decisions: An examination of special dividend announcements (2016)A macro-analysis of financial…The internationalisation of financial crises: Banking and currency crises 1883–2008 (2015)The internationalisation of f…Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-Switching VAR Model (2013)Interactions between Eurozone…By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)How do business and financial cycles interact? (2011)Regime Changes and Financial Markets (2012)The Econometrics of Financial Markets (2012)Empirical exchange rate models of the seventies (1983)Political and economic determinants of budget deficits in the industrial democracies (1989)Political and Monetary Institutions and Public Financial Policies in the Industrial Countries (1991)Currency crashes in emerging markets: An empirical treatment (1996)Leading Indicators of Currency Crises (1998)Measuring Business Cycles (1947)Frontiers of Business Cycle Research (1995)Growth Dynamics: The Myth of Economic Recovery (2008)When Credit Bites Back (2013)How Regions React to Recessions: Resilience and the Role of Economic Structure (2016)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)The Long-Run Performance of Initial Public Offerings (1991)Investor Sentiment and the Cross‐Section of Stock Returns (2006)In Search of Attention (2011)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Trends and random walks in macroeconmic time series (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Comparing Predictive Accuracy (1994)Comparing Predictive Accuracy (1995)Economic Crises: Evidence and Insights from East Asia (1998)This Time is Different: A Panoramic View of Eight Centuries of Financial Crises (2008)From Financial Crash to Debt Crisis (2011)Manias, Panics and Crashes (1978)A Model of Balance-of-Payments Crises (1979)New Indexes of Coincident and Leading Economic Indicators (1989)The Determinants of Banking Crises in Developing and Developed Countries (1998)Does financial liberalization spur growth? (2005)Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870–2008 (2012)The General Theory of Employment (1937)A Contribution to the Theory of the Trade Cycle (1950)Estimation of Dynamic Labor Demand Schedules under Rational Expectations (1978)Impulse response analysis in nonlinear multivariate models (1996)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)The measurement of urban travel demand (1974)Limited-Dependent and Qualitative Variables in Econometrics (1983)Asymmetric correlations of equity portfolios (2002)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2009)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)HUMAN RESOURCE MANAGEMENT, MANUFACTURING STRATEGY, AND FIRM PERFORMANCE. (1996)The Promise of Enterpreneurship as a Field of Research (2000)Information Technology, Workplace Organization, and the Demand for Skilled Labor: Firm-Level Evidence (2002)
this work references cited by second hop

References

  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 1999The Twin Crises: The Causes of Banking and Balance-of-Payments Problems5,042 cited
  • 1997The Review of Economics and Statistics1,585 cited
  • 2002Dissecting the cycle: a methodological investigation1,504 cited
  • 2001Is the crisis problem growing more severe?1,324 cited
  • 1995Exchange Market Mayhem: The Antecedents and Aftermath of Speculative Attacks1,205 cited
  • 1984Are Economic Time Series Asymmetric over the Business Cycle?929 cited
  • 2000A New Approach to Measuring Financial Contagion734 cited
  • 1975"Hot Issue" Markets681 cited
  • 2002A simple framework for analysing bull and bear markets604 cited
  • 2007Control Techniques for Complex Networks530 cited
  • 2009What happens during recessions, crunches and busts?434 cited
  • 2006Synchronization of cycles406 cited
  • 2005Synchronization of cycles401 cited
  • 1995Predicting U.S. Recessions: Financial Variables as Leading Indicators379 cited
  • 2000Identifying Bull and Bear Markets in Stock Returns

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

320 cited

Cited by

  • 2013Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-Switching VAR Model17 cited
  • 2015The internationalisation of financial crises: Banking and currency crises 1883–200816 cited
  • 2016A macro-analysis of financial decisions: An examination of special dividend announcements11 cited