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ArticleNew directions in business cycle research and financial analysis

James Douglas Hamilton2002

Article2002

New directions in business cycle research and financial analysis

James Douglas Hamilton · Baldev Raj

68 citations·0/0 files stored·Empirical Economics

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Monetary Policy and Economic Impact Financial Risk and Volatility Modeling Economic theories and models

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References

1936The General Theory of Employment, Interest and Money.1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle 1936The General Theory of Employment, Interest and Money, by John Maynard Keynes 1986Equilibrium Unemployment as a Worker Discipline Device 1982Aggregate Demand Management in Search Equilibrium 1994Autoregressive conditional heteroskedasticity and changes in regime 1988Coordinating Coordination Failures in Keynesian Models 1996Modeling the conditional distribution of interest rates as a regime-switching process

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2016The Role of Economic Policy Uncertainty in Predicting U.S. Recessions: A Mixed-frequency Markov-switching Vector Autoregressive Approach 2004Forecasting with a nonlinear dynamic model of stock returns and industrial production 2011Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models 2006Chapter 16 Leading Indicators 2004Markov switching stochastic frontier model

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2016Macroeconomic Regimes and Regime Shiftsreport · 13 shared references 2016Macroeconomic Regimes and Regime Shiftschapter · 12 shared references 2013Econometrics: Models of Regime Changesother · 11 shared references 2011Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR modelsarticle · 9 shared references 2011Regime Changes and Financial Marketspreprint · 9 shared references 2009An Introduction to Regime Switching Time Series Modelschapter · 9 shared references

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Year2002

Typearticle

Published2002-03-01

VenueEmpirical Economics

ISSN-L0377-7332

Languageen

Citations68

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1007/s001810100115

openalex_workW2094955313

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2003Regime-Switching and the Estimation of Multifractal Processes

2005Asymmetric adjustment and nonlinear dynamics in real exchange rates

2022Modelling Economic Time Series in the Presence of Variance Non-Stationarity: A Practical Approach