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Nonlinear Dynamics and European GNP Data
16 references·1 citing·37 second hop
Nonlinear Dynamics and European GNP Data (1998)Nonlinear Dynamics and European GNP DataEuropean Historical Statistics, 1750-1970 (2017)European Historical Statistic…Phases of capitalist development (2013)Phases of capitalist developm…Economic Growth in Europe since 1945 (1996)Economic Growth in Europe sin…A test for independence based on the correlation dimension (1996)A test for independence based…Modelling nonlinearity in U.S. Gross national product 1889?1987 (1995)Modelling nonlinearity in U.S…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1995)Autoregressive Conditional He…A nonlinear approach to US GNP (1995)A nonlinear approach to US GNPMeasuring and Interpreting Business Cycles (1994)Measuring and Interpreting Bu…Business Cycles: Theory and Empirical Methods (1994)Business Cycles: Theory and E…Using the correlation exponent to decide whether an economic series is chaotic (1992)Using the correlation exponen…Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Conditional Heteroskedasticit…ARCH models as diffusion approximations (1990)ARCH models as diffusion appr…Output Persistence, Economic Structure, and the Choice of Stabilization Policy (1989)Output Persistence, Economic …The Pricing of Options on Assets with Stochastic Volatilities (1987)The Pricing of Options on Ass…Hysteresis and the European Unemployment Problem (1986)Hysteresis and the European U…The Changing Cyclical Variability of Economic Activity in the United States (1984)The Changing Cyclical Variabi…Financial development and economic growth in South Korea: an application of smooth transition error correction analysis (2008)Financial development and eco…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)Analysis of Financial Time Series (2006)Introductory Econometrics for Finance (2008)Are Economic Time Series Asymmetric over the Business Cycle? (1984)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Impulse response analysis in nonlinear multivariate models (1996)Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis (1996)Sample Splitting and Threshold Estimation (2000)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Measuring and Testing the Impact of News on Volatility (1993)Theory of rational option pricing (2005)Long-Term Contracts, Rational Expectations, and the Optimal Money Supply Rule (1977)Economics of Worldwide Stagflation (1985)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Bounds testing approaches to the analysis of level relationships (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Staggered Wage Setting in a Macro Model (2016)An Introduction to Varieties of Capitalism (2001)The New Politics of the Welfare State (2001)Varieties of Capitalism (2001)The Sources of Social Power (1986)The Demographic Transition: Three Centuries of Fundamental Change (2003)A Complete Data Set of Political Regimes, 1800–2007 (2012)Fractionally integrated generalized autoregressive conditional heteroskedasticity (1996)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Entrepreneurship: Productive, unproductive, and destructive (1996)Trade Policy and Economic Growth: A Skeptic's Guide to the Cross-National Evidence (2000)Productivity Growth, Technical Progress, and Efficiency Change in Industrialized Countries (2016)Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models (1998)Modeling and Forecasting Realized Volatility (2003)Multivariate GARCH models: a survey (2006)
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References

  • 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
  • 1987The Pricing of Options on Assets with Stochastic Volatilities4,115 cited
  • 1996A test for independence based on the correlation dimension3,526 cited
  • 1995Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation2,042 cited
  • 1986Hysteresis and the European Unemployment Problem1,397 cited
  • 1990ARCH models as diffusion approximations943 cited
  • 2013Phases of capitalist development887 cited
  • 1995A nonlinear approach to US GNP562 cited
  • 1996Economic Growth in Europe since 1945517 cited
  • 2017European Historical Statistics, 1750-1970285 cited
  • 1984The Changing Cyclical Variability of Economic Activity in the United States169 cited
  • 1989Output Persistence, Economic Structure, and the Choice of Stabilization Policy122 cited
  • 1992Using the correlation exponent to decide whether an economic series is chaotic85 cited
  • 1995Modelling nonlinearity in U.S. Gross national product 1889?198737 cited
  • 1994Measuring and Interpreting Business Cycles33 cited

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1994
Business Cycles: Theory and Empirical Methods
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  • 2008Financial development and economic growth in South Korea: an application of smooth transition error correction analysis9 cited