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Small Sample Properties of GMM for Business Cycle Analysis
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Small Sample Properties of GMM for Business Cycle Analysis (1995)Small Sample Properties of GMM for Busine…Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series (1999)Measuring Business Cycles: Ap…The Inflation Tax in a Real Business Cycle Model (1998)The Inflation Tax in a Real B…Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research (1995)Effects of the Hodrick-Presco…Automatic Lag Selection in Covariance Matrix Estimation (1994)Automatic Lag Selection in Co…Low frequency filtering and real business cycles (1993)Low frequency filtering and r…International Real Business Cycles (1992)International Real Business C…An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator (1992)An Improved Heteroskedasticit…Homework in Macroeconomics: Household Production and Aggregate Fluctuations (1991)Homework in Macroeconomics: H…Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Heteroskedasticity and Autoco…Current Real Business Cycle Theories and Aggregate Labor Market Fluctuations (1990)Current Real Business Cycle T…Theory ahead of business-cycle measurement (1986)Theory ahead of business-cycl…Indivisible labor and the business cycle (1985)Indivisible labor and the bus…Real Business Cycles (1983)Real Business CyclesTime to Build and Aggregate Fluctuations (1982)Time to Build and Aggregate F…Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Forward Exchange Rates as Opt…Dynamics of the Trade Balance and the Terms of Trade: The J-Curve?Dynamics of the Trade Balance…Understanding business cycles (1977)Trends and random walks in macroeconmic time series (1982)Agency Costs, Collateral, and Business Fluctuations (1986)Noise (1986)The Value Premium (2005)Asset Prices in an Exchange Economy (1978)Yield Spreads and Interest Rate Movements: A Bird's Eye View (1991)Does financial liberalization spur growth? (2005)Presidential Address: Discount Rates (2011)Time Series Regression with a Unit Root (1987)Emerging equity market volatility (1997)Bayesian Analysis of Stochastic Volatility Models (2002)A Contribution to the Theory of Economic Growth (1956)Agency Costs, Net Worth, And Business Fluctuations (1988)Uninsured Idiosyncratic Risk and Aggregate Saving (1994)The Band Pass Filter (1999)Technical Change and the Aggregate Production Function (1957)Recursive Methods in Economic Dynamics (1989)Job Turnover and Policy Evaluation: A General Equilibrium Analysis (1993)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)A Unified Framework for Monetary Theory and Policy Analysis (2005)Aggregate Dynamics and Staggered Contracts (1980)Macroeconomics and Reality (1980)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)The equity premium: A puzzle (1985)Production, growth and business cycles (1988)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)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)MONEY, INCOME, AND CAUSALITY (1972)Generalized autoregressive conditional heteroskedasticity (1986)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Individualism and Momentum around the World (2010)Sentiment During Recessions (2012)Trying to Explain Home Bias in Equities and Consumption (1999)On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)Effects on Financial Globalization on Developing Countries: Some Empirical Evidence (2004)Testing for a unit root in panels with dynamic factors (2004)Robust performance hypothesis testing with the Sharpe ratio (2008)Testing slope homogeneity in large panels with serial correlation (2013)
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References

  • 1982Time to Build and Aggregate Fluctuations5,933 cited
  • 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
  • 1994Automatic Lag Selection in Covariance Matrix Estimation3,242 cited
  • 1999Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series2,829 cited
  • 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis2,112 cited
  • 1983Real Business Cycles2,076 cited
  • 1985Indivisible labor and the business cycle2,011 cited
  • 1992International Real Business Cycles1,842 cited
  • 1986Theory ahead of business-cycle measurement1,663 cited
  • 1992An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator1,091 cited
  • 1990Current Real Business Cycle Theories and Aggregate Labor Market Fluctuations978 cited
  • n.d.Dynamics of the Trade Balance and the Terms of Trade: The J-Curve?963 cited
  • 1995Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research869 cited
  • 1998The Inflation Tax in a Real Business Cycle Model833 cited
  • 1991Homework in Macroeconomics: Household Production and Aggregate Fluctuations

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787 cited
  • 1993Low frequency filtering and real business cycles757 cited
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