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The heterogeneous Great Moderation
16 references·0 citing·41 second hopsampled
The heterogeneous Great Moderation (2014)The heterogeneous Great ModerationWhy Has U.S. Inflation Become Harder to Forecast? (2007)Why Has U.S. Inflation Become…Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Shocks and Frictions in US Bu…Were There Regime Switches in U.S. Monetary Policy? (2006)Were There Regime Switches in…Has the Business Cycle Changed and Why? (2002)Has the Business Cycle Change…The Long and Large Decline in U.S. Output Volatility (2001)The Long and Large Decline in…Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Monetary Policy Rules and Mac…The Band Pass Filter (1999)The Band Pass FilterMeasuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series (1999)Measuring Business Cycles: Ap…Has the U.S. Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model of the Business Cycle (1999)Has the U.S. Economy Become M…Postwar U.S. Business Cycles: An Empirical Investigation (1997)Postwar U.S. Business Cycles:…Automatic Lag Selection in Covariance Matrix Estimation (1994)Automatic Lag Selection in Co…Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Tests for Parameter Instabili…Discretion versus policy rules in practice (1993)Discretion versus policy rule…Equilibria under ‘active’ and ‘passive’ monetary and fiscal policies (1991)Equilibria under ‘active’ and…Measuring Business Cycles (1947)Measuring Business CyclesOutput Fluctuations in the United States: What Has Changed since the Early 1980's?Output Fluctuations in the Un…Econometric policy evaluation: A critique (1976)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)The Role of Monetary Policy (1995)Monetary Theory and Policy (1999)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Macroeconomics and Reality (1980)On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)Measuring Uncertainty (2015)Rules, discretion and reputation in a model of monetary policy (1983)Robustness properties of a rule for monetary policy (1988)Estimation and Inference of Impulse Responses by Local Projections (2005)Testing for the Constancy of Parameters Over Time (1989)Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence (1990)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)What is an Oil Shock? (2000)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Theory ahead of business-cycle measurement (1986)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output (2002)Co-Integration and Error-Correction: Representation, Estimation, and Testing (2008)Staggered prices in a utility-maximizing framework (1983)Staggered Prices in a Utility-Maximizing Framework (1996)Inflation dynamics: A structural econometric analysis (1999)The Science of Monetary Policy: A New Keynesian Perspective (1999)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)A model of unconventional monetary policy (2010)Financial Intermediation and Credit Policy in Business Cycle Analysis (2010)When Is the Government Spending Multiplier Large? (2011)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)American Economic Review (2019)MONEY, INCOME, AND CAUSALITY (1972)Generalized autoregressive conditional heteroskedasticity (1986)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Panel cointegration tests of the Fisher effect (2007)Individualism and Momentum around the World (2010)The Unreliability of Output-Gap Estimates in Real Time (2002)Fiscal Volatility Shocks and Economic Activity (2015)
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References

  • 1993Discretion versus policy rules in practice9,059 cited
  • 1997Postwar U.S. Business Cycles: An Empirical Investigation7,358 cited
  • 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*4,631 cited
  • 2007Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach4,628 cited
  • 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
  • 1994Automatic Lag Selection in Covariance Matrix Estimation3,242 cited
  • 1999Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series2,829 cited
  • 1991Equilibria under ‘active’ and ‘passive’ monetary and fiscal policies2,069 cited
  • 1999The Band Pass Filter1,909 cited
  • n.d.Output Fluctuations in the United States: What Has Changed since the Early 1980's?1,867 cited
  • 2007Why Has U.S. Inflation Become Harder to Forecast?1,719 cited
  • 2006Were There Regime Switches in U.S. Monetary Policy?1,607 cited
  • 1947Measuring Business Cycles1,531 cited
  • 2002Has the Business Cycle Changed and Why?1,515 cited
  • 1999Has the U.S. Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model of the Business Cycle

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1,174 cited
  • 2001The Long and Large Decline in U.S. Output Volatility995 cited
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