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EXAMINING THE STABILITY OF OKUN'S COEFFICIENT
16 references·0 citing·33 second hop
EXAMINING THE STABILITY OF OKUN'S COEFFICIENT (2018)EXAMINING THE STABILITY OF OKUN'S COEFFIC…Is There A Core of Practical Macroeconomics That We Should All Believe (2016)Is There A Core of Practical …How Useful Is Okun's Law? (2007)How Useful Is Okun's Law?A forecast comparison of volatility models: does anything beat a GARCH(1,1)? (2005)A forecast comparison of vola…An analysis on the structural stability of Okun's law--a cross-country study (2002)An analysis on the structural…Prices, Wages and the U.S. NAIRU in the 1990s (2001)Prices, Wages and the U.S. NA…GARCH 101: The Use of ARCH/GARCH Models in Applied Econometrics (2001)GARCH 101: The Use of ARCH/GA…The robustness of Okun's law: Evidence from OECD countries (2000)The robustness of Okun's law:…Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Answering the Skeptics: Yes, …The Econometrics of Financial Markets (1997)The Econometrics of Financial…Postwar U.S. Business Cycles: An Empirical Investigation (1997)Postwar U.S. Business Cycles:…Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research (1995)Effects of the Hodrick-Presco…On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)On the Relation between the E…A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return (1987)A Conditionally Heteroskedast…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Potential GNP: Its measurement and significance (1979)Potential GNP: Its measuremen…Econometric policy evaluation: A critique (1976)The Phillips curve and labor markets (1976)Growth and Slowdown in Advanced Capitalist Economies: Techniques of Quantitative Assessment (1995)The Labor Market in the Great Recession (2010)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Fractionally integrated generalized autoregressive conditional heteroskedasticity (1996)Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models (1998)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Multivariate Simultaneous Generalized ARCH (1995)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)ARCH modeling in finance (1992)The Cross‐Section of Volatility and Expected Returns (2006)The Behavior of Stock-Market Prices (1965)Modeling and Forecasting Realized Volatility (2003)Introductory Econometrics for Finance (2008)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Macroeconomics and Reality (1980)The Band Pass Filter (1999)On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)Measuring Uncertainty (2015)Comparing Predictive Accuracy (1994)Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards (2004)Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)Volatility forecast comparison using imperfect volatility proxies (2010)Econometric Analysis of Cross Section and Panel Data (2001)New frontiers for arch models (2002)Forecasting stock markets using wavelet transforms and recurrent neural networks: An integrated system based on artificial bee colony algorithm (2010)Systemic Risk Measurement: Multivariate GARCH Estimation of CoVaR (2012)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Market Liquidity and Funding Liquidity (2008)
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References

  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
  • 1997Postwar U.S. Business Cycles: An Empirical Investigation7,358 cited
  • 1997The Econometrics of Financial Markets5,007 cited
  • 1998Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts3,380 cited
  • 1987A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return2,569 cited
  • 2005A forecast comparison of volatility models: does anything beat a GARCH(1,1)?1,783 cited
  • 1979Potential GNP: Its measurement and significance1,462 cited
  • 2001GARCH 101: The Use of ARCH/GARCH Models in Applied Econometrics1,224 cited
  • 1995Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research869 cited
  • 2000The robustness of Okun's law: Evidence from OECD countries473 cited
  • 2001Prices, Wages and the U.S. NAIRU in the 1990s195 cited
  • 2002An analysis on the structural stability of Okun's law--a cross-country study186 cited

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  • 2007How Useful Is Okun's Law?182 cited
  • 2016Is There A Core of Practical Macroeconomics That We Should All Believe178 cited
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