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Sources of the great moderation: A time-series analysis of GDP subsectors
16 references·0 citing·42 second hop
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References

  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*4,631 cited
  • n.d.Output Fluctuations in the United States: What Has Changed since the Early 1980's?1,867 cited
  • 1994Autoregressive conditional heteroskedasticity and changes in regime1,835 cited
  • 1999Has the U.S. Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model of the Business Cycle1,174 cited
  • 2000State-Space Models with Regime-Switching: Classical and Gibbs Sampling Approaches with Applications1,153 cited
  • 2001The Long and Large Decline in U.S. Output Volatility995 cited
  • 1997Estimation of a Change Point in Multiple Regression Models829 cited
  • 2002Has the Business Cycle Changed and Why?561 cited
  • 2009On the Sources of the Great Moderation382 cited
  • 2004Recent U.S. Macroeconomic Stability: Good Policies, Good Practices, or Good Luck?315 cited
  • 2004Testing for Volatility Changes in U.S. Macroeconomic Time Series256 cited
  • 1999Changes in Business Cycles: Evidence and Explanations211 cited
  • 1987The Adjustment of Expectations to a Change in Regime: A Study of the Founding of the Federal Reserve192 cited

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  • 2004The Less-Volatile U.S. Economy158 cited
  • 2002On the Causes of the Increased Stability of the U.S. Economy130 cited
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