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Cited by

• 2010Time-varying short-horizon predictability☆550 cited
• 2010Regime switching models349 cited
• 2003The European business cycle297 cited
• 2006An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns258 cited
• 2008The asymmetric effects of oil shocks on output growth: A Markov–Switching analysis for the G-7 countries213 cited
• 2004Economic Implications of Bull and Bear Regimes in UK Stock and Bond Returns208 cited
• 2012Investor Herds and Regime-Switching: Evidence from Gulf Arab Stock Markets199 cited
• 2003On currency crises and contagion181 cited
• 2011Real Time, Time Series Forecasting of Inter- and Intra-State Political Conflict167 cited
• 2003The dynamic relationship between the federal funds rate and the Treasury bill rate: An empirical investigation144 cited
• 2013Predicting stock returns: A regime-switching combination approach and economic links137 cited
• 2005Markov switching causality and the money–output relationship135 cited
• 2004Vector smooth transition regression models for US GDP and the composite index of leading indicators126 cited
• 2006The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates*