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The Decline in U.S. Output Volatility
11 references·16 citing·41 second hop
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this work references cited by second hop

References

  • 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*4,631 cited
  • 1990The Economics of Modern Manufacturing: Technology, Strategy, and Organization2,643 cited
  • n.d.Output Fluctuations in the United States: What Has Changed since the Early 1980's?1,867 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 Cycle1,174 cited
  • 2001The Long and Large Decline in U.S. Output Volatility995 cited
  • 2001The New Econometrics of Structural Change: Dating Breaks in U.S. Labor Productivity853 cited
  • 1997Estimation of a Change Point in Multiple Regression Models829 cited
  • 2017Current Issues in Economics and Finance494 cited
  • 2001Input and output inventories110 cited
  • 2001Recent Changes in the US Business Cycle80 cited

Cited by

  • 2009OIL PRICE SHOCKS, SYSTEMATIC MONETARY POLICY, AND THE “GREAT MODERATION”256 cited
  • 2011OIL PRICE SHOCKS AND INDUSTRIAL PRODUCTION: IS THE RELATIONSHIP LINEAR?225 cited
  • 2011High-growth recoveries, inventories and the Great Moderation65 cited
  • 2011INPUT AND OUTPUT INVENTORIES IN GENERAL EQUILIBRIUM*

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54 cited
  • 2008A state-level analysis of the Great Moderation54 cited
  • 2015The Great Moderation in Historical Perspective. Is it that Great?51 cited
  • 2012Testing for persistence change in fractionally integrated models: An application to world inflation rates49 cited
  • 2008Modeling the volatility of real GDP growth: The case of Japan revisited45 cited
  • 2008CROSS‐COUNTRY EVIDENCE ON OUTPUT GROWTH VOLATILITY: NONSTATIONARY VARIANCE AND GARCH MODELS34 cited
  • 2007Bayesian counterfactual analysis of the sources of the great moderation33 cited
  • 2006Financial Development and Monetary Policy Efficiency32 cited
  • 2009Do Leading Indicators Lead Peaks More Than Troughs?26 cited
  • 2013Identifying Changes in Mean, Seasonality, Persistence and Volatility for G7 and Euro Area Inflation*26 cited
  • 2016On the sources of macroeconomic stability in the euro area18 cited
  • 2007Monetary Policy, Output Composition and the Great Moderation18 cited
  • 2011POLICY SWITCH AND THE GREAT MODERATION: THE ROLE OF EQUILIBRIUM SELECTION17 cited