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On detectable and non-detectable structural change
10 references·16 citing·35 second hop
On detectable and non-detectable structural change (2000)On detectable and non-detectable structur…Forecasting non-stationary economic time series (2000)Forecasting non-stationary ec…Forecasting Non-Stationary Economic Time Series (1999)Forecasting Non-Stationary Ec…The Demand for Broad Money in the United Kingdom, 1878–1993 (1998)The Demand for Broad Money in…Inference in Cointegrating Models: UK M1 Revisited (1998)Inference in Cointegrating Mo…Nonstationary time series analysis and cointegration (1996)Nonstationary time series ana…Nonstationary Time Series Analysis and Cointegration (1994)Nonstationary Time Series Ana…Modeling the demand for narrow money in the United Kingdom and the United States (1991)Modeling the demand for narro…Cointegration and Error Correction Mechanisms (1989)Cointegration and Error Corre…Forecasting and conditional projection using realistic prior distributions (1984)Forecasting and conditional p…Forecasting and Conditional Projection Using Realistic Prior Distributions (1983)Forecasting and Conditional P…ARE RISK PREMIA RELATED TO REAL EXCHANGE RATE SWINGS? EVIDENCE FROMI(2) CVARs WITH SURVEY EXPECTATIONS (2017)ARE RISK PREMIA RELATED TO RE…Time‐Varying Spot and Futures Oil Price Dynamics (2013)Time‐Varying Spot and Futures…Adaptive forecasting in the presence of recent and ongoing structural change (2013)Adaptive forecasting in the p…MULTIVARIATE METHODS FOR MONITORING STRUCTURAL CHANGE (2011)MULTIVARIATE METHODS FOR MONI…Forecasting with equilibrium-correction models during structural breaks (2010)Forecasting with equilibrium-…An Automatic Test of Super Exogeneity* (2010)An Automatic Test of Super Ex…Multiple Regimes in U.S. Monetary Policy? A Nonparametric Approach (2006)Multiple Regimes in U.S. Mone…Co-Breaking (2006)Co-BreakingChapter 12 Forecasting with Breaks (2006)Chapter 12 Forecasting with B…Robustifying forecasts from equilibrium-correction systems (2005)Robustifying forecasts from e…Forecasting in the Presence of Structural Breaks and Policy Regime Shifts (2005)Forecasting in the Presence o…On the prevalence of trends in primary commodity prices (2004)On the prevalence of trends i…Non-parametric direct multi-step estimation for forecasting economic processes (2004)Non-parametric direct multi-s…Interest rate linkages: a Kalman filter approach to detecting structural change (2004)Interest rate linkages: a Kal…Inflation Persistence in the European Union, the Euro Area, and the United States (2004)Inflation Persistence in the …Predicting Markov-Switching Vector Autoregressive Processes (2000)Predicting Markov-Switching V…Time Series Analysis: Forecasting and Control (1977)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Job security regulations and the dynamic demand for industrial labor in India and Zimbabwe (1993)Forecasting in cointegrated systems (1995)Futures hedge ratios: a review (2003)Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series (1971)Macroeconomics and Reality (1980)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Introductory Econometrics for Finance (2008)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Testing for a Unit Root in Time Series Regression (1988)The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives: A Smooth Transition Approach (2008)A Solution to Fiscal Procyclicality: The Structural Budget Institutions Pioneered by Chile (2011)The time-varying linkages between global oil market and China's commodity sectors: Evidence from DCC-GJR-GARCH analyses (2018)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)APPROXIMATIONS TO THE ASYMPTOTIC DISTRIBUTIONS OF COINTEGRATION TESTS (1998)Distributions of error correction tests for cointegration (2002)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Interaction between housing prices and household borrowing: The Finnish case (2008)Are REITs real estate? 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this work references cited by second hop

References

  • 1983Forecasting and Conditional Projection Using Realistic Prior Distributions1,209 cited
  • 1984Forecasting and conditional projection using realistic prior distributions1,203 cited
  • 1999Forecasting Non-Stationary Economic Time Series419 cited
  • 1991Modeling the demand for narrow money in the United Kingdom and the United States379 cited
  • 2000Forecasting non-stationary economic time series340 cited
  • 1994Nonstationary Time Series Analysis and Cointegration284 cited
  • 1998Inference in Cointegrating Models: UK M1 Revisited203 cited
  • 1996Nonstationary time series analysis and cointegration185 cited
  • 1989Cointegration and Error Correction Mechanisms177 cited
  • 1998The Demand for Broad Money in the United Kingdom, 1878–1993104 cited

Cited by

  • 2004On the prevalence of trends in primary commodity prices152 cited
  • 2006Chapter 12 Forecasting with Breaks144 cited
  • 2005Robustifying forecasts from equilibrium-correction systems133 cited
  • 2004Non-parametric direct multi-step estimation for forecasting economic processes121 cited
  • 2000Predicting Markov-Switching Vector Autoregressive Processes98 cited

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

  • 2010An Automatic Test of Super Exogeneity*90 cited
  • 2006Co-Breaking89 cited
  • 2013Time‐Varying Spot and Futures Oil Price Dynamics78 cited
  • 2013Adaptive forecasting in the presence of recent and ongoing structural change72 cited
  • 2004Inflation Persistence in the European Union, the Euro Area, and the United States51 cited
  • 2010Forecasting with equilibrium-correction models during structural breaks48 cited
  • 2011MULTIVARIATE METHODS FOR MONITORING STRUCTURAL CHANGE42 cited
  • 2006Multiple Regimes in U.S. Monetary Policy? A Nonparametric Approach41 cited
  • 2017ARE RISK PREMIA RELATED TO REAL EXCHANGE RATE SWINGS? EVIDENCE FROMI(2) CVARs WITH SURVEY EXPECTATIONS38 cited
  • 2004Interest rate linkages: a Kalman filter approach to detecting structural change36 cited
  • 2005Forecasting in the Presence of Structural Breaks and Policy Regime Shifts35 cited