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What's Real About the Business Cycle?
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What's Real About the Business Cycle? (2005)What's Real About the Business Cycle?Regime Shifts in a Dynamic Term Structure Model of U.S. Treasury Bond Yields (2007)Regime Shifts in a Dynamic Te…Business Cycles in Emerging Economies: The Role of Interest Rates (2004)Business Cycles in Emerging E…Regime Switches in Interest Rates (2002)Regime Switches in Interest R…Forecasting the U.S. Unemployment Rate (1998)Forecasting the U.S. Unemploy…Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models (1998)Asymptotic Null Distribution …Monetary factors in the great depression (1987)Monetary factors in the great…Measuring Business Cycle Time (1987)Measuring Business Cycle TimeFinancial Panics, the Seasonality of the Nominal Interest Rate, and the Founding of the Fed (1986)Financial Panics, the Seasona…Time to Build and Aggregate Fluctuations (1982)Time to Build and Aggregate F…The Movements of Interest Rates, Bond Yields and Stock Prices in the United States since 1856. (1939)The Movements of Interest Rat…The asymmetric cyclical behavior of the U.S. labor market (2018)The asymmetric cyclical behav…Macroeconomic Regimes and Regime Shifts (2016)Macroeconomic Regimes and Reg…Forecasting structural change and fat-tailed events in Australian macroeconomic variables (2016)Forecasting structural change…Predicting Recessions with Leading Indicators: Model Averaging and Selection over the Business Cycle (2015)Predicting Recessions with Le…Time to Build and Fluctuations in Bulk Shipping (2014)Time to Build and Fluctuation…Optimal Test for Markov Switching Parameters (2014)Optimal Test for Markov Switc…Oil price and financial markets: Multivariate dynamic frequency analysis (2014)Oil price and financial marke…Structural oil price shocks and policy uncertainty (2013)Structural oil price shocks a…Regime switches in the dependence structure of multidimensional financial data (2013)Regime switches in the depend…The Ins and Outs of Forecasting Unemployment: Using Labor Force Flows to Forecast the Labor Market (2012)The Ins and Outs of Forecasti…How does fiscal policy react to wealth composition and asset prices? (2012)How does fiscal policy react …Cross dynamics of oil-stock interactions: A redundant wavelet analysis (2012)Cross dynamics of oil-stock i…Calling recessions in real time (2010)Calling recessions in real ti…Asymmetry in the Business Cycle: Friedman's Plucking Model with Correlated Innovations (2009)Asymmetry in the Business Cyc…The asymmetric effects of oil shocks on output growth: A Markov–Switching analysis for the G-7 countries (2008)The asymmetric effects of oil…Tracking the new economy: Using growth theory to detect changes in trend productivity (2006)Tracking the new economy: Usi…Some International Evidence on Output-Inflation Tradeoffs. (1973)Bank Runs, Deposit Insurance, and Liquidity (1983)Business Cycles, Financial Crises, and Stock Volatility (1989)The Origins of Banking Panics: Models, Facts, and Bank Regulation (1991)Financial Intermediation (2003)A Monetary History of the United States, 1867-1960 (2017)An Intertemporal Capital Asset Pricing Model (1973)Parsimonious Modeling of Yield Curves (1987)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Accounting for a Shift in Term Structure Behavior with No‐Arbitrage and Macro‐Finance Models (2007)Optimal Filtering of Jump Diffusions: Extracting Latent States from Asset Prices (2009)Discrete-Time AffineℚTerm Structure Models with Generalized Market Prices of Risk (2010)Economic Growth in a Cross Section of Countries (1991)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Wavelet decomposition and regime shifts: Assessing the effects of crude oil shocks on stock market returns (2009)The energy consumption-real GDP nexus revisited: Empirical evidence from 93 countries (2011)How do U.S. stock returns respond differently to oil price shocks pre-crisis, within the financial crisis, and post-crisis? (2015)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)A practitioners guide to time-series methods for tourism demand forecasting — a case study of Durban, South Africa (2001)MODELING ASYMMETRIES AND MOVING EQUILIBRIA IN UNEMPLOYMENT RATES (2002)The predictive power of Google searches in forecasting US unemployment (2017)The Debt-Deflation Theory of Great Depressions (1933)Agency Costs, Collateral, and Business Fluctuations (1986)Asymmetric Information and Financial Crises: A Historical Perspective (1990)Investment Under Uncertainty. (1994)The Impact of Uncertainty Shocks (2009)Commodity Trade and the Carry Trade: A Tale of Two Countries (2017)A survey of shipping finance research: Setting the future research agenda (2018)American Economic Review (2019)Frictions in a Competitive, Regulated Market: Evidence from Taxis (2019)Long Swings in the Dollar: Are They in the Data and Do Markets Know It? (1990)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Term Structure of Interest Rates with Regime Shifts (2002)Regime Changes and Financial Markets (2012)The impact of energy consumption and economic development on Ecological Footprint and CO2 emissions: Evidence from a Markov Switching Equilibrium Correction Model (2017)Debt with Potential Repudiation: Theoretical and Empirical Analysis (1981)Investment, Capacity Utilization and the Real Business Cycle (1986)Closing Small Open Economy Models (2002)When It Rains, It Pours: Procyclical Capital Flows and Macroeconomic Policies (2004)Emissions targets and the real business cycle: Intensity targets versus caps or taxes (2011)Downward Nominal Wage Rigidity, Currency Pegs, and Involuntary Unemployment (2016)Aggregate Dynamics and Staggered Contracts (1980)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)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Rational-expectations econometric analysis of changes in regime (1988)International Asset Allocation With Regime Shifts (2002)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Stock Return Predictability: Is it There? 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this work references cited by second hop

References

  • 1982Time to Build and Aggregate Fluctuations5,933 cited
  • 2002Regime Switches in Interest Rates854 cited
  • 1998Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models551 cited
  • 2004Business Cycles in Emerging Economies: The Role of Interest Rates432 cited
  • 1986Financial Panics, the Seasonality of the Nominal Interest Rate, and the Founding of the Fed324 cited
  • 1998Forecasting the U.S. Unemployment Rate294 cited
  • 2007Regime Shifts in a Dynamic Term Structure Model of U.S. Treasury Bond Yields288 cited
  • 1987Monetary factors in the great depression285 cited
  • 1939The Movements of Interest Rates, Bond Yields and Stock Prices in the United States since 1856.190 cited
  • 1987Measuring Business Cycle Time127 cited

Cited by

  • 2008The asymmetric effects of oil shocks on output growth: A Markov–Switching analysis for the G-7 countries213 cited
  • 2014Time to Build and Fluctuations in Bulk Shipping191 cited
  • 2013Structural oil price shocks and policy uncertainty189 cited
  • 2010Calling recessions in real time145 cited
  • 2006Tracking the new economy: Using growth theory to detect changes in trend productivity

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115 cited
  • 2015Predicting Recessions with Leading Indicators: Model Averaging and Selection over the Business Cycle104 cited
  • 2012Cross dynamics of oil-stock interactions: A redundant wavelet analysis103 cited
  • 2016Macroeconomic Regimes and Regime Shifts101 cited
  • 2012How does fiscal policy react to wealth composition and asset prices?87 cited
  • 2014Optimal Test for Markov Switching Parameters84 cited
  • 2012The Ins and Outs of Forecasting Unemployment: Using Labor Force Flows to Forecast the Labor Market84 cited
  • 2014Oil price and financial markets: Multivariate dynamic frequency analysis79 cited
  • 2018The asymmetric cyclical behavior of the U.S. labor market62 cited
  • 2009Asymmetry in the Business Cycle: Friedman's Plucking Model with Correlated Innovations51 cited
  • 2016Forecasting structural change and fat-tailed events in Australian macroeconomic variables48 cited
  • 2013Regime switches in the dependence structure of multidimensional financial data42 cited