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On business cycle fluctuations in USA macroeconomic time series
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On business cycle fluctuations in USA macroeconomic time series (2015)On business cycle fluctuations in USA mac…The Asymmetric Business Cycle (2010)The Asymmetric Business CycleThe Long and Large Decline in U.S. Output Volatility (2001)The Long and Large Decline in…A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks (1997)A Model Selection Approach to…Time Irreversibility and Business Cycle Asymmetry (1996)Time Irreversibility and Busi…Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis (1996)Inference When a Nuisance Par…Analysing inflation by the fractionally integrated ARFIMA-GARCH model (1996)Analysing inflation by the fr…A nonlinear approach to US GNP (1995)A nonlinear approach to US GNPA Model-Selection Approach to Assessing the Information in the Term Structure Using Linear Models and Artificial Neural Networks (1995)A Model-Selection Approach to…Do recessions permanently change output? (1993)Do recessions permanently cha…BUSINESS CYCLE ASYMMETRY: A DEEPER LOOK (1993)BUSINESS CYCLE ASYMMETRY: A D…Maximum likelihood estimation of stationary univariate fractionally integrated time series models (1992)Maximum likelihood estimation…A Nonparametric Investigation of Duration Dependence in the American Business Cycle (1990)A Nonparametric Investigation…The American Business Cycle: Continuity and Change. (1987)The American Business Cycle: …Further Evidence on the Asymmetric Behavior of Economic Time Series over the Business Cycle (1986)Further Evidence on the Asymm…Are Economic Time Series Asymmetric over the Business Cycle? (1984)Are Economic Time Series Asym…Measuring Business Cycles (1947)Measuring Business CyclesA New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Characterizing nonlinearities in business cycles using smooth transition autoregressive models (1992)Sample Splitting and Threshold Estimation (2000)Spatial Market Integration in the Presence of Threshold Effects (2001)Analysis of Financial Time Series (2006)Trends and random walks in macroeconmic time series (1982)How Big Is the Random Walk in GNP? (1988)The Asymmetric Effects of Monetary Policy: A Nonlinear Vector Autoregression Approach (1999)How Business Cycles Contribute to Private-Label Success: Evidence from the United States and Europe (2006)Quantile cointegrating regression (2008)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)Generalized autoregressive conditional heteroskedasticity (1986)Long memory processes and fractional integration in econometrics (1996)Modeling and pricing long memory in stock market volatility (1996)Likelihood‐based cointegration tests in heterogeneous panels (2001)Time Series Analysis: Forecasting and Control (1977)AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (1980)THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (1983)The detection and estimation of long memory in stochastic volatility (1998)Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development (2004)Forecasting daily variability of the S&P 100 stock index using historical, realised and implied volatility measurements (2005)The General Theory of Employment, Interest and Money. (1936)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Why Are the Beveridge-Nelson and Unobserved-Components Decompositions of GDP So Different? (2003)The General Theory of Employment (1937)Short-run equilibrium dynamics of unemployment vacancies, and real wages (1985)Rational-expectations econometric analysis of changes in regime (1988)Detrending and business cycle facts (1998)Output Fluctuations in the United States: What Has Changed since the Early 1980's?Estimating the Effects of Fiscal Policy in OECD Countries (2003)Institutional causes, macroeconomic symptoms: volatility, crises and growth (2003)Stock Market Volatility and Macroeconomic Fundamentals (2012)Threshold effects in non-dynamic panels: Estimation, testing, and inference (1999)Introductory Econometrics for Finance (2008)Understanding business cycles (1977)Dissecting the cycle: a methodological investigation (2002)Can News About the Future Drive the Business Cycle? (2006)Public policies, pressure groups, and dead weight costs (1985)A method for taking models to the data (2003)
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References

  • 1996Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis2,282 cited
  • 1947Measuring Business Cycles1,481 cited
  • 1992Maximum likelihood estimation of stationary univariate fractionally integrated time series models1,050 cited
  • 2001The Long and Large Decline in U.S. Output Volatility995 cited
  • 1984Are Economic Time Series Asymmetric over the Business Cycle?929 cited
  • 1993BUSINESS CYCLE ASYMMETRY: A DEEPER LOOK580 cited
  • 1995A nonlinear approach to US GNP562 cited
  • 1996Analysing inflation by the fractionally integrated ARFIMA-GARCH model557 cited
  • 1993Do recessions permanently change output?478 cited
  • 1987The American Business Cycle: Continuity and Change.453 cited
  • 1997A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks364 cited
  • 2010The Asymmetric Business Cycle270 cited
  • 1996Time Irreversibility and Business Cycle Asymmetry259 cited
  • 1995A Model-Selection Approach to Assessing the Information in the Term Structure Using Linear Models and Artificial Neural Networks238 cited
  • 1990A Nonparametric Investigation of Duration Dependence in the American Business Cycle

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227 cited
  • 1986Further Evidence on the Asymmetric Behavior of Economic Time Series over the Business Cycle222 cited
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