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A floor and ceiling model of US output
9 references·16 citing·42 second hop
A floor and ceiling model of US output (1997)A floor and ceiling model of US outputInference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis (1996)Inference When a Nuisance Par…Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …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…Do recessions permanently change output? (1993)Do recessions permanently cha…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…On the mechanics of economic development (1988)On the mechanics of economic …Increasing Returns and Long-Run Growth (1986)Increasing Returns and Long-R…A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’ (1981)A new approach to decompositi…Unit root tests in three‐regime SETAR models (2006)Unit root tests in three‐regi…Do Investors Trade More When Stocks Have Performed Well? Evidence from 46 Countries (2006)Do Investors Trade More When …Nonlinearity and the permanent effects of recessions (2005)Nonlinearity and the permanen…Vector smooth transition regression models for US GDP and the composite index of leading indicators (2004)Vector smooth transition regr…Time-Varying Smooth Transition Autoregressive Models (2003)Time-Varying Smooth Transitio…Business Cycle Asymmetries (2003)Business Cycle AsymmetriesAnimal Spirits Through Creative Destruction (2003)Animal Spirits Through Creati…Recent Theoretical Results for Time Series Models with GARCH Errors (2002)Recent Theoretical Results fo…Business cycle asymmetries in stock returns: Evidence from higher order moments and conditional densities (2001)Business cycle asymmetries in…Evaluating the forecast densities of linear and non-linear models: applications to output growth and unemployment (2000)Evaluating the forecast densi…Business cycle non-linearities in UK consumption and production (2000)Business cycle non-linearitie…Nonlinear Time Series Modelling: An Introduction (1999)Nonlinear Time Series Modelli…Modeling Multiple Regimes in the Business Cycle (1999)Modeling Multiple Regimes in …Dynamic Asymmetries in U.S. Unemployment (1999)Dynamic Asymmetries in U.S. U…A Monte Carlo study of the forecasting performance of empirical SETAR models (1999)A Monte Carlo study of the fo…Volume, volatility, and leverage: A dynamic analysis (1996)Volume, volatility, and lever…Are Economic Time Series Asymmetric over the Business Cycle? (1984)Characterizing nonlinearities in business cycles using smooth transition autoregressive models (1992)Sample Splitting and Threshold Estimation (2000)Spatial Market Integration in the Presence of Threshold Effects (2001)Analysis of Financial Time Series (2006)Stochastic Simulation (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)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)Trends and random walks in macroeconmic time series (1982)How Big Is the Random Walk in GNP? (1988)The Asymmetric Effects of Monetary Policy: A Nonlinear Vector Autoregression Approach (1999)How Business Cycles Contribute to Private-Label Success: Evidence from the United States and Europe (2006)Quantile cointegrating regression (2008)Noise Trader Risk in Financial Markets (1990)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Generalized impulse response analysis in linear multivariate models (1998)Financial Attention (2015)Overconfident Investors, Predictable Returns, and Excessive Trading (2015)Social Transmission Bias and Investor Behavior (2018)A Theory of the Consumption Function (1960)Optimal Properties of Exponentially Weighted Forecasts (1960)Time Series Analysis: Forecasting and Control (1977)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Measuring Business Cycles (1947)Aggregate Demand and Long-Run Unemployment (1999)Stock Market Risk and Return: An Equilibrium Approach (2000)A simple framework for analysing bull and bear markets (2002)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (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)The Economic Implications of Learning by Doing (1962)Human Capital (1983)Endogenous Technological Change (1989)Increasing Returns and Economic Geography (1990)A Contribution to the Empirics of Economic Growth (1992)A Mathematical Theory of Saving (1928)Rank Correlation Methods. (1957)The Economic Implications of Learning by Doing (1971)Threshold effects in non-dynamic panels: Estimation, testing, and inference (1999)
this work references cited by second hop

References

  • 1988On the mechanics of economic development23,910 cited
  • 1986Increasing Returns and Long-Run Growth20,133 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
  • 1981A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’2,308 cited
  • 1996Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis2,282 cited
  • 1995A nonlinear approach to US GNP562 cited
  • 1993Do recessions permanently change output?478 cited
  • 1994Inventories and the Three Phases of the Business Cycle290 cited

Cited by

  • 2006Do Investors Trade More When Stocks Have Performed Well? Evidence from 46 Countries300 cited
  • 2002Recent Theoretical Results for Time Series Models with GARCH Errors266 cited
  • 2003Time-Varying Smooth Transition Autoregressive Models224 cited
  • 2003Animal Spirits Through Creative Destruction198 cited
  • 2001Business cycle asymmetries in stock returns: Evidence from higher order moments and conditional densities196 cited

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1999
Modeling Multiple Regimes in the Business Cycle
190 cited
  • 1999Dynamic Asymmetries in U.S. Unemployment185 cited
  • 2000Evaluating the forecast densities of linear and non-linear models: applications to output growth and unemployment153 cited
  • 2005Nonlinearity and the permanent effects of recessions150 cited
  • 2003Business Cycle Asymmetries148 cited
  • 2006Unit root tests in three‐regime SETAR models138 cited
  • 1999A Monte Carlo study of the forecasting performance of empirical SETAR models137 cited
  • 2000Business cycle non-linearities in UK consumption and production133 cited
  • 1999Nonlinear Time Series Modelling: An Introduction126 cited
  • 2004Vector smooth transition regression models for US GDP and the composite index of leading indicators126 cited
  • 1996Volume, volatility, and leverage: A dynamic analysis119 cited