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The non‐linear dynamics of output and unemployment in the U.S.
16 references·13 citing·43 second hop
The non‐linear dynamics of output and unemployment in the U.S. (2001)The non‐linear dynamics of output and une…Threshold Autoregression with a Unit Root (2001)Threshold Autoregression with…Threshold Cointegration (1997)Threshold CointegrationImpulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …A nonlinear approach to US GNP (1995)A nonlinear approach to US GNPGrowth and Unemployment (1994)Growth and UnemploymentDo recessions permanently change output? 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this work references cited by second hop

References

  • 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
  • 1982Trends and random walks in macroeconmic time series4,670 cited
  • 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances3,940 cited
  • 1988How Big Is the Random Walk in GNP?1,270 cited
  • 1990Persistence in Variance, Structural Change, and the GARCH Model1,188 cited
  • 1997Threshold Cointegration1,042 cited
  • 1986Univariate detrending methods with stochastic trends851 cited
  • 2001Threshold Autoregression with a Unit Root707 cited
  • 1994Growth and Unemployment691 cited
  • 1991The Cleansing Effect of Recessions602 cited
  • 1993BUSINESS CYCLE ASYMMETRY: A DEEPER LOOK580 cited
  • 1995A nonlinear approach to US GNP562 cited
  • 1993Do recessions permanently change output?478 cited
  • 1988The dynamic effects of aggregate demand and supply disturbance468 cited
  • 1987The American Business Cycle: Continuity and Change.453 cited

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Cited by

  • 2007Nonlinearities and Fractional Integration in the US Unemployment Rate*95 cited
  • 2020Remittances and CO2 emissions in Jamaica: An asymmetric modified environmental kuznets curve84 cited
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  • 2021MULTIMODALITY IN MACROFINANCIAL DYNAMICS60 cited
  • 2007University Drop-Out - The Case of Italy55 cited
  • 2008Out-of-sample forecasting of unemployment rates with pooled STVECM forecasts42 cited
  • 2007Why Demand Uncertainty Curbs Investment: Evidence from a Panel of Italian Manufacturing Firms35 cited
  • 2007A Policy-Sensible Core-Inflation Measure for the Euro Area20 cited
  • 2018Stationary Threshold Vector Autoregressive Models17 cited
  • 2010Multivariate contemporaneous-threshold autoregressive models17 cited
  • 2007The Political Economy of Investor Protection16 cited
  • 2003Multivariate Threshold Models: TVARs and TVECMs13 cited
  • 2006Chapter 4 The Vector Floor and Ceiling Model12 cited