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Tests for Parameter Instability and Structural Change With Unknown Change Point
3 references·15 citing·46 second hop
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this work references cited by second hop

References

  • 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,745 cited
  • 1989Testing for the Constancy of Parameters Over Time973 cited
  • 1970Inference About the Change-Point in a Sequence of Random Variables831 cited

Cited by

  • 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis3,283 cited
  • 2000What is an Oil Shock?2,194 cited
  • 2005Drifts and volatilities: monetary policies and outcomes in the post WWII US1,955 cited
  • n.d.Output Fluctuations in the United States: What Has Changed since the Early 1980's?1,867 cited
  • 2007Why Has U.S. Inflation Become Harder to Forecast?1,719 cited
  • 1998Measuring Monetary Policy1,643 cited
  • 1998The Behavior of U. S. Public Debt and Deficits1,579 cited
  • 2005Exchange Rate Pass-Through into Import Prices1,345 cited
  • 2013Risk, uncertainty and monetary policy1,237 cited
  • 1992Nonstationarity and Level Shifts With an Application to Purchasing Power Parity1,230 cited
  • 1999Has the U.S. Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model of the Business Cycle1,174 cited
  • 2014Environmental Regulations, Air and Water Pollution, and Infant Mortality in India

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1,017 cited
  • 1992Tests for Parameter Instability in Regressions with 1(1) Processes944 cited
  • 2006Are Technology Improvements Contractionary?878 cited
  • 1990Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence870 cited