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Expansions and contractions in Brazil, Colombia and Mexico: A view through nonlinear models
16 references·5 citing·39 second hop
Expansions and contractions in Brazil, Colombia and Mexico: A view through nonlinear models (2005)Expansions and contractions in Brazil, Co…SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS (2002)SMOOTH TRANSITION AUTOREGRESS…Principles of Forecasting. A Handbook for Researchers and Practitioners (2002)Principles of Forecasting. A …Principles of forecasting : a handbook for researchers and practitioners (2001)Principles of forecasting : a…Nonlinear Time Series Models in Empirical Finance (2000)Nonlinear Time Series Models …Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …A nonlinear approach to US GNP (1995)A nonlinear approach to US GNPSome advances in non‐linear and adaptive modelling in time‐series (1994)Some advances in non‐linear a…Business Cycles, Indicators, and Forecasting (1993)Business Cycles, Indicators, …BUSINESS CYCLE ASYMMETRY: A DEEPER LOOK (1993)BUSINESS CYCLE ASYMMETRY: A D…Characterizing nonlinearities in business cycles using smooth transition autoregressive models (1992)Characterizing nonlinearities…Persistent Trade Effects of Large Exchange Rate Shocks (1989)Persistent Trade Effects of L…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…Testing Linearity Against Smooth Transition Autoregressive Models (1988)Testing Linearity Against Smo…How Does Macroeconomic Policy Affect Output? (1988)How Does Macroeconomic Policy…The General Theory of Employment, Interest and Money. (1936)The General Theory of Employm…The General Theory of Employment, Interest and Money. (1936)The General Theory of Employm…Commodity Prices and the Business Cycle in Latin America: Living and Dying by Commodities? (2014)Commodity Prices and the Busi…IS THERE AN ASYMMETRIC BEHAVIOUR IN AFRICAN INFLATION? A NON‐LINEAR APPROACH (2011)IS THERE AN ASYMMETRIC BEHAVI…Business cycle asymmetries in Turkey: an application of Markov-switching autoregressions (2008)Business cycle asymmetries in…Depressions in the Colombian economic growth during the twentieth century: a Markov switching regime model (2007)Depressions in the Colombian …El Tramo Corto de la Estructura a Plazo como Predictor de Expectativas de la Actividad Económica en Colombia (2005)El Tramo Corto de la Estructu…Stochastic Simulation (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Comparing Predictive Accuracy (1994)Dealing with Structural Breaks (2005)An Empirical Comparison of Machine Learning Models for Time Series Forecasting (2010)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)ARCH modeling in finance (1992)Introductory Econometrics for Finance (2008)Construct validity in psychological tests. (1955)Time Series Analysis: Forecasting and Control. (1978)Time Series Analysis, Forecasting, and Control (1995)Judgmental forecasting: A review of progress over the last 25years (2006)Consensus measurement in Delphi studies (2012)Forecasting: theory and practice (2022)Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles (2001)Testing for a unit root in the nonlinear STAR framework (2002)Analysis of Financial Time Series (2006)Dynamics of the Trade Balance and the Terms of Trade: The J-Curve?Foreign Direct Investment, Exchange Rate Variability and Demand Uncertainty (1994)Economic Geography and Public Policy (2011)Do recessions permanently change output? (1993)Testing the adequacy of smooth transition autoregressive models (1996)Modeling the price dynamics of CO2 emission allowances (2008)CISS - A Composite Indicator of Systemic Stress in the Financial System (2010)Forecasting Stock Returns (2013)Does the Stock Market Overreact? (1985)Introduction: epistemic communities and international policy coordination (1992)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Political Parties and Macroeconomic Policy (1977)Dividend yields and expected stock returns (1988)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)
this work references cited by second hop

References

  • 1936The General Theory of Employment, Interest and Money.14,486 cited
  • 1936The General Theory of Employment, Interest and Money.12,562 cited
  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 1988Testing Linearity Against Smooth Transition Autoregressive Models1,365 cited
  • 2002SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS1,175 cited
  • 2000Nonlinear Time Series Models in Empirical Finance1,111 cited
  • 2001Principles of forecasting : a handbook for researchers and practitioners1,045 cited
  • 1989Persistent Trade Effects of Large Exchange Rate Shocks934 cited
  • 1992Characterizing nonlinearities in business cycles using smooth transition autoregressive models890 cited
  • 1993BUSINESS CYCLE ASYMMETRY: A DEEPER LOOK580 cited
  • 1995A nonlinear approach to US GNP562 cited
  • 2002Principles of Forecasting. A Handbook for Researchers and Practitioners517 cited
  • 1988How Does Macroeconomic Policy Affect Output?408 cited
  • 1993Business Cycles, Indicators, and Forecasting364 cited

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  • 1994Some advances in non‐linear and adaptive modelling in time‐series361 cited
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    • 2014Commodity Prices and the Business Cycle in Latin America: Living and Dying by Commodities?116 cited
    • 2008Business cycle asymmetries in Turkey: an application of Markov-switching autoregressions21 cited
    • 2011IS THERE AN ASYMMETRIC BEHAVIOUR IN AFRICAN INFLATION? A NON‐LINEAR APPROACH15 cited
    • 2005El Tramo Corto de la Estructura a Plazo como Predictor de Expectativas de la Actividad Económica en Colombia13 cited
    • 2007Depressions in the Colombian economic growth during the twentieth century: a Markov switching regime model12 cited