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New directions in business cycle research and financial analysis
16 references·0 citing·40 second hop
New directions in business cycle research and financial analysis (2002)New directions in business cycle research…Regime Switches in Interest Rates (2002)Regime Switches in Interest R…Currency crises, sunspots and Markov-switching regimes (2000)Currency crises, sunspots and…State-Space Models with Regime Switching (1999)State-Space Models with Regim…Business cycle durations (1998)Business cycle durationsAsymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models (1998)Asymptotic Null Distribution …Markov Switching in GARCH Processes and Mean-Reverting Stock-Market Volatility (1997)Markov Switching in GARCH Pro…Stock market volatility and the business cycle (1996)Stock market volatility and t…Modeling the conditional distribution of interest rates as a regime-switching process (1996)Modeling the conditional dist…Advanced macroeconomics (1996)Advanced macroeconomicsNonstationary Time Series Analysis and Cointegration (1994)Nonstationary Time Series Ana…Business-Cycle Phases and Their Transitional Dynamics (1994)Business-Cycle Phases and The…Autoregressive conditional heteroskedasticity and changes in regime (1994)Autoregressive conditional he…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…Coordinating Coordination Failures in Keynesian Models (1988)Coordinating Coordination Fai…Aggregate Demand Management in Search Equilibrium (1982)Aggregate Demand Management i…The General Theory of Employment, Interest and Money. (1936)The General Theory of Employm…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Asymmetric correlations of equity portfolios (2002)International Asset Allocation With Regime Shifts (2002)Forecasting Volatility in Financial Markets: A Review (2003)New Indexes of Coincident and Leading Economic Indicators (1989)The federal funds rate and the channels of monetary transmission (1989)Output Fluctuations in the United States: What Has Changed Since the Early 1980's? (2000)SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS (2002)Expectations and the neutrality of money (1972)Complementarities and fit strategy, structure, and organizational change in manufacturing (1995)The Role of Monetary Policy (1995)Looking into the Black Box: A Survey of the Matching Function (2001)Systemic Risk and Stability in Financial Networks (2015)Trends and random walks in macroeconmic time series (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Comparing Predictive Accuracy (1994)Comparing Predictive Accuracy (1995)Moral Hazard in Teams (1982)Multimarket Oligopoly: Strategic Substitutes and Complements (1985)General purpose technologies ‘Engines of growth’? (1995)Sticky Information versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve (2002)An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Stock Return Predictability: Is it There? (2006)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Fractionally integrated generalized autoregressive conditional heteroskedasticity (1996)Discrete Choice Methods with Simulation (2001)Dividend yields and expected stock returns (1988)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)The forward discount anomaly and the risk premium: A survey of recent evidence (1996)Chapter 8 Growth Econometrics (2005)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)A Manifesto on Psychology as Idiographic Science: Bringing the Person Back Into Scientific Psychology, This Time Forever (2004)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Were There Regime Switches in U.S. Monetary Policy? (2006)
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References

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  • 2000

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Currency crises, sunspots and Markov-switching regimes
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