SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Stylized facts and regime changes: Are prices procyclical?
16 references·5 citing·38 second hop
Stylized facts and regime changes: Are prices procyclical? (1995)Stylized facts and regime changes: Are pr…Specification testing in Markov-switching time-series models (1996)Specification testing in Mark…Real Business Cycles: A New Keynesian Perspective (1995)Real Business Cycles: A New K…The cyclical behavior of prices (1991)The cyclical behavior of pric…International Evidence on the Historical Properties of Business Cycles (1991)International Evidence on the…Business Cycles: Real Facts and a Monetary Myth (1990)Business Cycles: Real Facts a…Real Business Cycles: A New Keynesian Perspective (1989)Real Business Cycles: A New K…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…Rational-expectations econometric analysis of changes in regime (1988)Rational-expectations econome…The American Business Cycle: Continuity and Change. (1987)The American Business Cycle: …The American Business Cycle (1986)The American Business CycleMonetary Trends in the United States and the United Kingdom (1982)Monetary Trends in the United…National Income, Expenditure and Output of the United Kingdom 1855-1965. (1973)National Income, Expenditure …The Mirage of Steady Inflation (1971)The Mirage of Steady InflationThe Relation Between Unemployment and the Rate of Change of Money Wage Rates in the United Kingdom, 1861–1957 1 (1958)The Relation Between Unemploy…Measuring Business Cycles (1947)Measuring Business CyclesSecular Movements in Production and Prices. (1931)Secular Movements in Producti…Testing for financial spillovers in calm and turbulent periods (2006)Testing for financial spillov…Can regime‐switching models reproduce the business cycle features of US aggregate consumption, investment and output? (2004)Can regime‐switching models r…Can oil shocks explain asymmetries in the US Business Cycle? (2002)Can oil shocks explain asymme…A test for volatility spillovers (2002)A test for volatility spillov…Causality and Regime Inference in a Markov Switching VAR (2000)Causality and Regime Inferenc…Time Series Analysis: Forecasting and Control (1977)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Why Does Stock Market Volatility Change Over Time? (1989)Modeling the conditional distribution of interest rates as a regime-switching process (1996)Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics (2001)A Monetary History of the United States 1867-1960 (1964)A Monetary History of the United States, 1867-1960 (1964)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Inflation crises and long-run growth (1998)Beyond carbon pricing: The role of banking and monetary policy in financing the transition to a low-carbon economy (2016)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Volatility and cross correlation across major stock markets (1998)Discrete Choice Methods with Simulation (2001)An econometric model of serial correlation and illiquidity in hedge fund returns (2004)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)Current Real Business Cycle Theories and Aggregate Labor Market Fluctuations (1990)Tastes and Technology in a Two-Country Model of the Business Cycle : Explaining International Co-Movements (1990)International Real Business Cycles (1992)International comovement of stock market returns: A wavelet analysis (2009)Money-Wage Dynamics and Labor-Market Equilibrium (1968)THE ECONOMICS OF JOB SEARCH: A SURVEY (1976)Behavioral Macroeconomics and Macroeconomic Behavior (2002)The Behavior of U. S. Public Debt and Deficits (1998)Cyclical Dynamics in Idiosyncratic Labor Market Risk (2004)Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks (2022)Understanding business cycles (1977)Dissecting the cycle: a methodological investigation (2002)Can News About the Future Drive the Business Cycle? (2006)Liquidity, loanable funds, and real activity (1992)Price-level determinacy without control of a monetary aggregate (1995)The Gold Standard as a “Good Housekeeping Seal of Approval” (1996)Public policies, pressure groups, and dead weight costs (1985)Do recessions permanently change output? (1993)A method for taking models to the data (2003)
this work references cited by second hop

References

  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 1958The Relation Between Unemployment and the Rate of Change of Money Wage Rates in the United Kingdom, 1861–1957 12,387 cited
  • 1947Measuring Business Cycles1,481 cited
  • 1988Rational-expectations econometric analysis of changes in regime898 cited
  • 1991International Evidence on the Historical Properties of Business Cycles823 cited
  • 1990Business Cycles: Real Facts and a Monetary Myth812 cited
  • 1982Monetary Trends in the United States and the United Kingdom701 cited
  • 1996Specification testing in Markov-switching time-series models476 cited
  • 1986The American Business Cycle469 cited
  • 1987The American Business Cycle: Continuity and Change.453 cited
  • 1971The Mirage of Steady Inflation331 cited
  • 1995Real Business Cycles: A New Keynesian Perspective280 cited
  • 1989Real Business Cycles: A New Keynesian Perspective270 cited
  • 1973National Income, Expenditure and Output of the United Kingdom 1855-1965.263 cited
  • 1931Secular Movements in Production and Prices.260 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

1991
The cyclical behavior of prices
249 cited

Cited by

  • 2002A test for volatility spillovers66 cited
  • 2002Can oil shocks explain asymmetries in the US Business Cycle?65 cited
  • 2000Causality and Regime Inference in a Markov Switching VAR42 cited
  • 2006Testing for financial spillovers in calm and turbulent periods39 cited
  • 2004Can regime‐switching models reproduce the business cycle features of US aggregate consumption, investment and output?26 cited