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Business cycle non-linearities in UK consumption and production
16 references·16 citing·31 second hopsampled
Business cycle non-linearities in UK consumption and production (2000)Business cycle non-linearities in UK cons…Business Cycles for G7 and European Countries (1997)Business Cycles for G7 and Eu…Testing the adequacy of smooth transition autoregressive models (1996)Testing the adequacy of smoot…Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Journal of the American Statistical Association (1995)Journal of the American Stati…A nonlinear approach to US GNP (1995)A nonlinear approach to US GNPInventories and the Three Phases of the Business Cycle (1994)Inventories and the Three Pha…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…Scoring the Leading Indicators (1989)Scoring the Leading IndicatorsA 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…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…A Contribution to the Theory of the Trade Cycle (1951)A Contribution to the Theory …A Contribution to the Theory of the Trade Cycle (1950)A Contribution to the Theory …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…Education and economic growth: an empirical analysis of nonlinearities (2019)Education and economic growth…Stock market liquidity and economic cycles: A non-linear approach (2016)Stock market liquidity and ec…Financial crises and the nature of correlation between commodity and stock markets (2016)Financial crises and the natu…Smooth transition patterns in the realized stock–bond correlation (2012)Smooth transition patterns in…Entrepreneurship and unemployment: A nonlinear bidirectional causality? (2010)Entrepreneurship and unemploy…Nonlinear Impacts of International Business Cycles on the U.K. -- A Bayesian Smooth Transition VAR Approach (2009)Nonlinear Impacts of Internat…Nonlinearities in emerging stock markets: evidence from Europe's two largest emerging markets (2008)Nonlinearities in emerging st…Modelling real exchange rate effects on output performance in Latin America (2008)Modelling real exchange rate …Nonlinear Dynamics and Structural Change in the U.S. Hog—Corn Cycle: A Time‐Varying STAR Approach (2006)Nonlinear Dynamics and Struct…Re-examination of the predictability of economic activity using the yield spread: a nonlinear approach (2003)Re-examination of the predict…Asian real interest rates, nonlinear dynamics, and international parity (2003)Asian real interest rates, no…Asymmetric Interest Rate Effects for the UK Real Economy* (2002)Asymmetric Interest Rate Effe…Nonlinearities, cyclical behaviour and predictability in stock markets: international evidence (2001)Nonlinearities, cyclical beha…Modelling Business Cycle Movements in the UK Economy (2001)Modelling Business Cycle Move…A Comparison of the Statistical Properties of Financial Variables in the USA, UK and Germany over the Business Cycle (2000)A Comparison of the Statistic…Does Seasonality Change over the Business Cycle? 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(1993)THE CASE FOR REGIONAL POLICIES* (1970)The Case for Regional Policies (2013)Does the Stock Market Overreact? (1985)Introduction: epistemic communities and international policy coordination (1992)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Further Evidence on the Asymmetric Behavior of Economic Time Series over the Business Cycle (1986)Complementarities and Cumulative Processes in Models of Monopolistic Competition (1995)Behavioral Rationality and Heterogeneous Expectations in Complex Economic Systems (2013)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)
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References

  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 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
  • 1995Journal of the American Statistical Association5,337 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 1988Testing Linearity Against Smooth Transition Autoregressive Models1,365 cited
  • 1992Characterizing nonlinearities in business cycles using smooth transition autoregressive models890 cited
  • 1950A Contribution to the Theory of the Trade Cycle652 cited
  • 1951A Contribution to the Theory of the Trade Cycle633 cited
  • 1993BUSINESS CYCLE ASYMMETRY: A DEEPER LOOK580 cited
  • 1995A nonlinear approach to US GNP562 cited
  • 1996Testing the adequacy of smooth transition autoregressive models536 cited
  • 1989Scoring the Leading Indicators351 cited
  • 1994Inventories and the Three Phases of the Business Cycle290 cited

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  • 1997Business Cycles for G7 and European Countries270 cited
  • Cited by

    • 2001Nonlinearities, cyclical behaviour and predictability in stock markets: international evidence176 cited
    • 2019Education and economic growth: an empirical analysis of nonlinearities133 cited
    • 2016Financial crises and the nature of correlation between commodity and stock markets126 cited
    • 2010Entrepreneurship and unemployment: A nonlinear bidirectional causality?95 cited
    • 2006Nonlinear Dynamics and Structural Change in the U.S. Hog—Corn Cycle: A Time‐Varying STAR Approach79 cited
    • 2002Asymmetric Interest Rate Effects for the UK Real Economy*69 cited
    • 2000A Comparison of the Statistical Properties of Financial Variables in the USA, UK and Germany over the Business Cycle63 cited
    • n.d.Does Seasonality Change over the Business Cycle? An Investigation using Monthly Industrial Production Series58 cited
    • 2012Smooth transition patterns in the realized stock–bond correlation58 cited
    • 2003Re-examination of the predictability of economic activity using the yield spread: a nonlinear approach54 cited
    • 2003Asian real interest rates, nonlinear dynamics, and international parity49 cited
    • 2001Modelling Business Cycle Movements in the UK Economy46 cited
    • 2016Stock market liquidity and economic cycles: A non-linear approach44 cited
    • 2008Modelling real exchange rate effects on output performance in Latin America41 cited
    • 2008Nonlinearities in emerging stock markets: evidence from Europe's two largest emerging markets32 cited
    • 2009Nonlinear Impacts of International Business Cycles on the U.K. -- A Bayesian Smooth Transition VAR Approach31 cited