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Analyzing U.S. Output and the Great Moderation by Simultaneous Unobserved Components
16 references·1 citing·41 second hop
Analyzing U.S. Output and the Great Moderation by Simultaneous Unobserved Components (2011)Analyzing U.S. Output and the Great Moder…On the Sources of the Great Moderation (2009)On the Sources of the Great M…Recent U.S. Macroeconomic Stability: Good Policies, Good Practices, or Good Luck? (2004)Recent U.S. Macroeconomic Sta…Why Are the Beveridge-Nelson and Unobserved-Components Decompositions of GDP So Different? (2003)Why Are the Beveridge-Nelson …Identification Through Heteroskedasticity (2003)Identification Through Hetero…Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Monetary Policy Rules and Mac…Has the U.S. Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model of the Business Cycle (1999)Has the U.S. Economy Become M…Technology, Employment, and the Business Cycle: Do Technology Shocks Explain Aggregate Fluctuations (1996)Technology, Employment, and t…Permanent and Transitory Components of GNP and Stock Prices (1994)Permanent and Transitory Comp…Variable Trends in Economic Time Series (1988)Variable Trends in Economic T…The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)The Dynamic Effects of Aggreg…The Cyclical Component of U. S. Economic Activity (1987)The Cyclical Component of U. …Nber Macroeconomics Annual (1986)Nber Macroeconomics AnnualTrends and Cycles in Macroeconomic Time Series (1985)Trends and Cycles in Macroeco…Time to Build and Aggregate Fluctuations (1982)Time to Build and Aggregate F…Forecasting Economic Time Series (1977)Forecasting Economic Time Ser…Output Fluctuations in the United States: What Has Changed since the Early 1980's?Output Fluctuations in the Un…On the identification of multivariate correlated unobserved components models (2015)On the identification of mult…Aggregate Dynamics and Staggered Contracts (1980)Trends and random walks in macroeconomic time series (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Impulse response analysis in nonlinear multivariate models (1996)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)Measuring Business Cycles (1947)Trends and random walks in macroeconmic time series (1982)Univariate detrending methods with stochastic trends (1986)Sources of Business Cycle Fluctuations (1988)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Forecasting Output and Inflation: The Role of Asset Prices (2003)Stock Market Volatility and Macroeconomic Fundamentals (2012)Uncertainty, Financial Frictions, and Investment Dynamics (2014)Macroeconomics and Reality (1980)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)The equity premium: A puzzle (1985)Production, growth and business cycles (1988)Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Common Stochastic Trends in a System of Exchange Rates (1989)Staggered Prices in a Utility-Maximizing Framework (1996)Inflation dynamics: A structural econometric analysis (1999)The Science of Monetary Policy: A New Keynesian Perspective (1999)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)What is an Oil Shock? (2000)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)American Economic Review (2019)Measuring The Reaction of Monetary Policy to the Stock Market (2003)The impact of monetary policy on asset prices (2004)Real-time price discovery in global stock, bond and foreign exchange markets (2007)Some Evidence on the Importance of Sticky Prices (2004)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2010)When Is the Government Spending Multiplier Large? (2011)Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England (2000)The Relationship Between Employee Job Change and Job Satisfaction: The Honeymoon-Hangover Effect. (2005)Asymptotics for out of sample tests of Granger causality (2006)
this work references cited by second hop

References

  • 1982Time to Build and Aggregate Fluctuations5,933 cited
  • 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*4,631 cited
  • 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances3,940 cited
  • n.d.Output Fluctuations in the United States: What Has Changed since the Early 1980's?1,867 cited
  • 1996Technology, Employment, and the Business Cycle: Do Technology Shocks Explain Aggregate Fluctuations1,731 cited
  • 1999Has the U.S. Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model of the Business Cycle1,174 cited
  • 2003Identification Through Heteroskedasticity922 cited
  • 1987The Cyclical Component of U. S. Economic Activity741 cited
  • 1977Forecasting Economic Time Series697 cited
  • 1985Trends and Cycles in Macroeconomic Time Series688 cited
  • 1988Variable Trends in Economic Time Series673 cited
  • 1994Permanent and Transitory Components of GNP and Stock Prices549 cited
  • 2003Why Are the Beveridge-Nelson and Unobserved-Components Decompositions of GDP So Different?542 cited
  • 1986Nber Macroeconomics Annual486 cited
  • 2009On the Sources of the Great Moderation382 cited

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  • 2004Recent U.S. Macroeconomic Stability: Good Policies, Good Practices, or Good Luck?315 cited
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    • 2015On the identification of multivariate correlated unobserved components models17 cited