SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
A Disaggregated Markov‐Switching Model of the Business Cycle in UK Manufacturing
16 references·6 citing·35 second hop
A Disaggregated Markov‐Switching Model of the Business Cycle in UK Manufacturing (2000)A Disaggregated Markov‐Switching Model of…The Industrial Impact of Monetary Policy Shocks: Some Stylised Facts (1998)The Industrial Impact of Mone…Regime Switches in Interest Rates (1998)Regime Switches in Interest R…A comparison of the forecast performance of Markov‐switching and threshold autoregressive models of US GNP (1998)A comparison of the forecast …Markov-Switching Vector Autoregressions: Modelling, Statistical Inference, and Application to Business Cycle Analysis (1997)Markov-Switching Vector Autor…Erratum: The likelihood ratio test under nonstandard conditions: Testing the Markov switching model of GNP (1996)Erratum: The likelihood ratio…Inventories and the Three Phases of the Business Cycle (1994)Inventories and the Three Pha…COMMON TRENDS AND COMMON CYCLES (1993)COMMON TRENDS AND COMMON CYCL…Testing For Common Features (1990)Testing For Common FeaturesA New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Rational-expectations econometric analysis of changes in regime (1988)Rational-expectations econome…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Are Economic Time Series Asymmetric over the Business Cycle? (1984)Are Economic Time Series Asym…Real Business Cycles (1983)Real Business CyclesA new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’ (1981)A new approach to decompositi…Measuring Business Cycles. (1948)Measuring Business Cycles.Business Cycle Synchronization of CEECs with the Euro Area: A Regime Switching Approach (2015)Business Cycle Synchronizatio…Contagion Detection with Switching Regime Models: A Short and Long Run Analysis (2005)Contagion Detection with Swit…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 Markov-switching vector equilibrium correction model of the UK labour market (2002)A Markov-switching vector equ…A Markov-Switching Vector Equilibrium Correction Model of the UK Labour Market (2001)A Markov-Switching Vector Equ…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 Theory of the Consumption Function (1960)Optimal Properties of Exponentially Weighted Forecasts (1960)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Long Swings in the Dollar: Are They in the Data and Do Markets Know It? (1990)Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis (1996)Stock market volatility and the business cycle (1996)The Copula-GARCH model of conditional dependencies: An international stock market application (2006)Understanding business cycles (1977)Time to Build and Aggregate Fluctuations (1982)Trends and random walks in macroeconmic time series (1982)Agency Costs, Collateral, and Business Fluctuations (1986)Noise (1986)The Value Premium (2005)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)The General Theory of Employment (1937)Short-run equilibrium dynamics of unemployment vacancies, and real wages (1985)Detrending and business cycle facts (1998)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)ARCH modeling in finance (1992)Introductory Econometrics for Finance (2008)Are Business Cycles All Alike? (1984)How Regions React to Recessions: Resilience and the Role of Economic Structure (2016)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Bounds testing approaches to the analysis of level relationships (2001)The European business cycle (2003)Modelling Nonlinear Economic Time Series (2010)Regime switching models (2010)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 1981A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’2,308 cited
  • 1983Real Business Cycles2,076 cited
  • 1984Are Economic Time Series Asymmetric over the Business Cycle?929 cited
  • 1988Rational-expectations econometric analysis of changes in regime898 cited
  • 1997Markov-Switching Vector Autoregressions: Modelling, Statistical Inference, and Application to Business Cycle Analysis761 cited
  • 1996Erratum: The likelihood ratio test under nonstandard conditions: Testing the Markov switching model of GNP645 cited
  • 1948Measuring Business Cycles.563 cited
  • 1990Testing For Common Features470 cited
  • 1993COMMON TRENDS AND COMMON CYCLES461 cited
  • 1994Inventories and the Three Phases of the Business Cycle290 cited
  • 1998A comparison of the forecast performance of Markov‐switching and threshold autoregressive models of US GNP218 cited
  • 1998

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

Regime Switches in Interest Rates
172 cited
  • 1998The Industrial Impact of Monetary Policy Shocks: Some Stylised Facts97 cited
  • Cited by

    • 2002A Markov-switching vector equilibrium correction model of the UK labour market91 cited
    • 2002Can oil shocks explain asymmetries in the US Business Cycle?65 cited
    • 2004Can regime‐switching models reproduce the business cycle features of US aggregate consumption, investment and output?26 cited
    • 2015Business Cycle Synchronization of CEECs with the Euro Area: A Regime Switching Approach26 cited
    • 2005Contagion Detection with Switching Regime Models: A Short and Long Run Analysis26 cited
    • 2001A Markov-Switching Vector Equilibrium Correction Model of the UK Labour Market19 cited