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THE ROLE OF SECTORAL SHIFTS IN THE DECLINE OF REAL GDP VOLATILITY
16 references·1 citing·46 second hop
THE ROLE OF SECTORAL SHIFTS IN THE DECLINE OF REAL GDP VOLATILITY (2012)THE ROLE OF SECTORAL SHIFTS IN THE DECLIN…The Wishart Autoregressive process of multivariate stochastic volatility (2009)The Wishart Autoregressive pr…On the Sources of the Great Moderation (2009)On the Sources of the Great M…Estimating Macroeconomic Models: A Likelihood Approach (2007)Estimating Macroeconomic Mode…On the Sources of the Great Moderation (2006)On the Sources of the Great M…Understanding Changes in International Business Cycle Dynamics (2005)Understanding Changes in Inte…Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Time Varying Structural Vecto…Implications of Dynamic Factor Models for VAR Analysis (2005)Implications of Dynamic Facto…A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model With Time-Varying Correlations (2002)A Multivariate Generalized Au…The Long and Large Decline in U.S. Output Volatility (2001)The Long and Large Decline in…Long-term growth and short-term economic instability (2000)Long-term growth and short-te…State-Space Models with Regime Switching (1999)State-Space Models with Regim…Multivariate Simultaneous Generalized ARCH (1995)Multivariate Simultaneous Gen…Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance (1994)Use of Cumulative Sums of Squ…Irreversibility, Uncertainty, and Investment (1990)Irreversibility, Uncertainty,…Irreversibility, Uncertainty, and Cyclical Investment (1980)Irreversibility, Uncertainty,…Output Fluctuations in the United States: What Has Changed since the Early 1980's?Output Fluctuations in the Un…Sectoral Contribution to Economic Development in India: A Time-Series Co-Integration Analysis (2020)Sectoral Contribution to Econ…Optimum consumption and portfolio rules in a continuous-time model (1971)Determinants of corporate borrowing (1977)Option pricing: A simplified approach (1979)Investment and Hysteresis (1992)The Correlates of Change in International Financial Regulation (1997)Environmental Policy and Technological Change (2002)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)Dynamic Conditional Correlation (2002)Modeling and Forecasting Realized Volatility (2003)Understanding business cycles (1977)The Value of Waiting to Invest (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Policy Uncertainty and Corporate Investment (2015)Time Series Analysis: Forecasting and Control (1977)A Guide to Simulation (1983)Volatility in Emerging Stock Markets (1999)Selection of estimation window in the presence of breaks (2006)Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets (2016)Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model (1990)Modeling and Forecasting Realized Volatility (2001)The Copula-GARCH model of conditional dependencies: An international stock market application (2006)Dynamic correlation analysis of financial contagion: Evidence from Asian markets (2007)Macroeconomics and Reality (1980)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Forecasting Using Principal Components From a Large Number of Predictors (2002)Macro Factors in Bond Risk Premia (2009)Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors (2015)FRED-MD: A Monthly Database for Macroeconomic Research (2015)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Estimating the Effects of Fiscal Policy in OECD Countries (2003)Institutional causes, macroeconomic symptoms: volatility, crises and growth (2003)Stock Market Volatility and Macroeconomic Fundamentals (2012)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)What is an Oil Shock? (2000)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)American Economic Review (2019)Econometric policy evaluation: A critique (1976)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Were There Regime Switches in U.S. Monetary Policy? (2006)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Evolving Post-World War II U.S. Inflation Dynamics (2001)A Manifesto on Psychology as Idiographic Science: Bringing the Person Back Into Scientific Psychology, This Time Forever (2004)Modeling the price dynamics of CO2 emission allowances (2008)
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References

  • 1995Multivariate Simultaneous Generalized ARCH4,510 cited
  • 1980Irreversibility, Uncertainty, and Cyclical Investment4,130 cited
  • 2005Time Varying Structural Vector Autoregressions and Monetary Policy3,044 cited
  • 1990Irreversibility, Uncertainty, and Investment2,456 cited
  • n.d.Output Fluctuations in the United States: What Has Changed since the Early 1980's?1,867 cited
  • 1999State-Space Models with Regime Switching1,304 cited
  • 2002A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model With Time-Varying Correlations1,198 cited
  • 1994Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance1,180 cited
  • 2001The Long and Large Decline in U.S. Output Volatility995 cited
  • 2005Implications of Dynamic Factor Models for VAR Analysis870 cited
  • 2005Understanding Changes in International Business Cycle Dynamics685 cited
  • 2007Estimating Macroeconomic Models: A Likelihood Approach513 cited
  • 2009On the Sources of the Great Moderation382 cited
  • 2000Long-term growth and short-term economic instability310 cited
  • 2009The Wishart Autoregressive process of multivariate stochastic volatility295 cited

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  • 2006On the Sources of the Great Moderation127 cited
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    • 2020Sectoral Contribution to Economic Development in India: A Time-Series Co-Integration Analysis12 cited