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Markov-Switching Models with Evolving Regime-Specific Parameters: Are Postwar Booms or Recessions All Alike?
11 references·4 citing·46 second hopsampled
Markov-Switching Models with Evolving Regime-Specific Parameters: Are Postwar Booms or Recessions All Alike? (2016)Markov-Switching Models with Evolving Reg…Disentangling the Channels of the 2007-2009 Recession (2012)Disentangling the Channels of…Estimation and Forecasting in Models with Multiple Breaks (2007)Estimation and Forecasting in…Nonlinearity and the permanent effects of recessions (2005)Nonlinearity and the permanen…Deviance Information Criterion for Comparing Stochastic Volatility Models (2004)Deviance Information Criterio…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Further Evidence on the Great…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…Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models (1998)Stochastic Volatility: Likeli…Do recessions permanently change output? (1993)Do recessions permanently cha…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…Are Business Cycles All Alike? (1984)Are Business Cycles All Alike?Tracking weekly state-level economic conditions (2021)Tracking weekly state-level e…Recession-specific recoveries: L’s, U’s and everything in between (2021)Recession-specific recoveries…Are Recoveries all the Same: GDP and TFP?* (2021)Are Recoveries all the Same: …TREND-CYCLE DECOMPOSITIONS OF REAL GDP REVISITED: CLASSICAL AND BAYESIAN PERSPECTIVES ON AN UNSOLVED PUZZLE (2016)TREND-CYCLE DECOMPOSITIONS OF…The General Theory of Employment, Interest and Money. (1936)Measuring Business Cycles. 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this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,745 cited
  • 1998Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models2,265 cited
  • 1999Has the U.S. Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model of the Business Cycle1,174 cited
  • 1993Do recessions permanently change output?478 cited
  • 1984Are Business Cycles All Alike?456 cited
  • 2012Disentangling the Channels of the 2007-2009 Recession347 cited
  • 2004Deviance Information Criterion for Comparing Stochastic Volatility Models292 cited
  • 2007Estimation and Forecasting in Models with Multiple Breaks220 cited
  • 2005Nonlinearity and the permanent effects of recessions150 cited

Cited by

  • 2021Tracking weekly state-level economic conditions26 cited
  • 2021Recession-specific recoveries: L’s, U’s and everything in between16 cited
  • 2021Are Recoveries all the Same: GDP and TFP?*15 cited
  • 2016TREND-CYCLE DECOMPOSITIONS OF REAL GDP REVISITED: CLASSICAL AND BAYESIAN PERSPECTIVES ON AN UNSOLVED PUZZLE

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14 cited