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Monetary policy regimes in macroeconomic data: An application of fractal analysis
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References

  • 1993Discretion versus policy rules in practice9,059 cited
  • 1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems5,042 cited
  • 1963The Variation of Certain Speculative Prices4,851 cited
  • 1979Biased assimilation and attitude polarization: The effects of prior theories on subsequently considered evidence.4,582 cited
  • 1997The variation of certain speculative prices4,468 cited
  • 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test3,745 cited
  • 1988Herd Behavior and Investment2,815 cited
  • 1996Residual-based tests for cointegration in models with regime shifts2,521 cited
  • 1958The Relation Between Unemployment and the Rate of Change of Money Wage Rates in the United Kingdom, 1861–1957 12,387 cited
  • 1986The Economics of Money, Banking and Financial Markets2,292 cited
  • 1960On the Failure to Eliminate Hypotheses in a Conceptual Task2,104 cited
  • 1991Long-Term Memory in Stock Market Prices1,743 cited
  • 1989Long-term Memory in Stock Market Prices1,433 cited
  • 1969Robustness of the rescaled range R/S in the measurement of noncyclic long run statistical dependence1,066 cited
  • 2002Central Bank Transparency

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  • 1997Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long‐Run in High Frequency Returns649 cited
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