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New directions in business cycle research and financial analysis
16 references·15 citing·36 second hop
New directions in business cycle research and financial analysis (2002)New directions in business cycle research…Regime Switches in Interest Rates (2002)Regime Switches in Interest R…7. Regime Switching with Time-Varying Transition Probabilities (1999)7. Regime Switching with Time…Business cycle durations (1998)Business cycle durationsAsymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models (1998)Asymptotic Null Distribution …Markov Switching in GARCH Processes and Mean-Reverting Stock-Market Volatility (1997)Markov Switching in GARCH Pro…Stock market volatility and the business cycle (1996)Stock market volatility and t…Modeling the conditional distribution of interest rates as a regime-switching process (1996)Modeling the conditional dist…Business-Cycle Phases and Their Transitional Dynamics (1994)Business-Cycle Phases and The…Autoregressive conditional heteroskedasticity and changes in regime (1994)Autoregressive conditional he…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…Coordinating Coordination Failures in Keynesian Models (1988)Coordinating Coordination Fai…Equilibrium Unemployment as a Worker Discipline Device (1986)Equilibrium Unemployment as a…Informational Imperfections in the Capital Market and Macroeconomic Fluctuations (1984)Informational Imperfections i…Aggregate Demand Management in Search Equilibrium (1982)Aggregate Demand Management i…The General Theory of Employment, Interest and Money. (1936)The General Theory of Employm…The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employm…Modelling Economic Time Series in the Presence of Variance Non-Stationarity: A Practical Approach (2022)Modelling Economic Time Serie…Revisiting the Prebisch-Singer hypothesis of a secular decline in the terms of trade of primary commodities (1900–2016). A dynamic regime approach (2018)Revisiting the Prebisch-Singe…The Role of Economic Policy Uncertainty in Predicting U.S. Recessions: A Mixed-frequency Markov-switching Vector Autoregressive Approach (2016)The Role of Economic Policy U…Econometrics: Models of Regime Changes (2013)Econometrics: Models of Regim…What do we know about real exchange rate nonlinearities? (2011)What do we know about real ex…Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models (2011)Evaluating the carbon-macroec…Econometrics: Models of Regime Changes (2009)Econometrics: Models of Regim…Econometrics: Models of Regime Changes (2009)Econometrics: Models of Regim…A comprehensive German business cycle chronology (2008)A comprehensive German busine…Chapter 16 Leading Indicators (2006)Chapter 16 Leading IndicatorsLeading Indicators: What Have We Learned? (2005)Leading Indicators: What Have…Asymmetric adjustment and nonlinear dynamics in real exchange rates (2005)Asymmetric adjustment and non…Markov switching stochastic frontier model (2004)Markov switching stochastic f…Forecasting with a nonlinear dynamic model of stock returns and industrial production (2004)Forecasting with a nonlinear …Regime-Switching and the Estimation of Multifractal Processes (2003)Regime-Switching and the Esti…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Asymmetric correlations of equity portfolios (2002)International Asset Allocation With Regime Shifts (2002)Forecasting Volatility in Financial Markets: A Review (2003)Credit Rationing in Markets with Imperfect Information (1981)Who Benefits from State and Local Economic Development Policies? (1991)Production, Information Costs and Economic Organization (1996)An Introduction to Varieties of Capitalism (2001)Varieties of Capitalism (2001)New Indexes of Coincident and Leading Economic Indicators (1989)The federal funds rate and the channels of monetary transmission (1989)Vulnerable Growth (2019)Expectations and the neutrality of money (1972)The Role of Monetary Policy (1995)Micro-Foundations of Urban Agglomeration Economies (2003)Systemic Risk and Stability in Financial Networks (2015)Trends and random walks in macroeconmic time series (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)ARCH modeling in finance (1992)Introductory Econometrics for Finance (2008)Moral Hazard in Teams (1982)Multimarket Oligopoly: Strategic Substitutes and Complements (1985)The O-Ring Theory of Economic Development (1993)The Financial Accelerator and the Flight to Quality (1996)Returns to Scale in U.S. Production: Estimates and Implications (1997)Rational-expectations econometric analysis of changes in regime (1988)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Stock Return Predictability: Is it There? (2006)Does the Stock Market Overreact? (1985)Noise Trader Risk in Financial Markets (1990)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Fractionally integrated generalized autoregressive conditional heteroskedasticity (1996)Introduction: epistemic communities and international policy coordination (1992)
this work references cited by second hop

References

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  • 1986Equilibrium Unemployment as a Worker Discipline Device4,694 cited
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  • 1988Coordinating Coordination Failures in Keynesian Models1,668 cited
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  • 1997Markov Switching in GARCH Processes and Mean-Reverting Stock-Market Volatility

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375 cited
  • 1998Business cycle durations260 cited
  • Cited by

    • 2016The Role of Economic Policy Uncertainty in Predicting U.S. Recessions: A Mixed-frequency Markov-switching Vector Autoregressive Approach83 cited
    • 2004Forecasting with a nonlinear dynamic model of stock returns and industrial production77 cited
    • 2011Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models72 cited
    • 2006Chapter 16 Leading Indicators46 cited
    • 2004Markov switching stochastic frontier model42 cited
    • 2003Regime-Switching and the Estimation of Multifractal Processes40 cited
    • 2005Asymmetric adjustment and nonlinear dynamics in real exchange rates38 cited
    • 2008A comprehensive German business cycle chronology36 cited
    • 2022Modelling Economic Time Series in the Presence of Variance Non-Stationarity: A Practical Approach36 cited
    • 2005Leading Indicators: What Have We Learned?36 cited
    • 2013Econometrics: Models of Regime Changes24 cited
    • 2009Econometrics: Models of Regime Changes20 cited
    • 2011What do we know about real exchange rate nonlinearities?18 cited
    • 2009Econometrics: Models of Regime Changes13 cited
    • 2018Revisiting the Prebisch-Singer hypothesis of a secular decline in the terms of trade of primary commodities (1900–2016). A dynamic regime approach11 cited