-
1
-
-
0001162133
-
Test for parameter instability and structural change with unknown change point
-
Andrews, D. (1993): "Test for parameter instability and structural change with unknown change point," Econometrica, 61, 821-856.
-
(1993)
Econometrica
, vol.61
, pp. 821-856
-
-
Andrews, D.1
-
2
-
-
0000209591
-
Optimal tests when a nuisance parameter is present only under the alternative
-
Andrews, D., and W. Ploberger (1994): "Optimal tests when a nuisance parameter is present only under the alternative," Econometrica, 62, 1383-1414.
-
(1994)
Econometrica
, vol.62
, pp. 1383-1414
-
-
Andrews, D.1
Ploberger, W.2
-
3
-
-
0000143590
-
Financial intermediation and regime switching in business cycles
-
Azariadis, C., and B. Smith (1998): "Financial intermediation and regime switching in business cycles," American Economic Review, 85, 516-536.
-
(1998)
American Economic Review
, vol.85
, pp. 516-536
-
-
Azariadis, C.1
Smith, B.2
-
4
-
-
2342488103
-
Vector smooth transition regression models for US GDP and the composite index of leading indicators
-
Camacho, M. (2004): "Vector smooth transition regression models for US GDP and the composite index of leading indicators," Journal of Forecasting, 23, 173-179.
-
(2004)
Journal of Forecasting
, vol.23
, pp. 173-179
-
-
Camacho, M.1
-
6
-
-
84936823544
-
How big is the random walk in GNP?
-
Cochrane, J. (1988): "How big is the random walk in GNP?" Journal of Political Economy, 96, 893-920.
-
(1988)
Journal of Political Economy
, vol.96
, pp. 893-920
-
-
Cochrane, J.1
-
7
-
-
0001534728
-
Output dynamics in real-business-cycle models
-
Cogley, T., and J. Nason (1995): "Output dynamics in real-business-cycle models," American Economic Review, 85, 492-511.
-
(1995)
American Economic Review
, vol.85
, pp. 492-511
-
-
Cogley, T.1
Nason, J.2
-
9
-
-
0000638151
-
Growth cycles
-
Evans, G., S. Honkapohja, and P. Romer (1998): "Growth cycles," American Economic Review, 88, 495-515.
-
(1998)
American Economic Review
, vol.88
, pp. 495-515
-
-
Evans, G.1
Honkapohja, S.2
Romer, P.3
-
10
-
-
0037250345
-
Content horizons for univariate time-series forecast
-
Galbraith, J.W (2003): "Content horizons for univariate time-series forecast," International Journal of Forecasting, 19, 43-55.
-
(2003)
International Journal of Forecasting
, vol.19
, pp. 43-55
-
-
Galbraith, J.W.1
-
11
-
-
0001342006
-
A new approach to the economic analysis of nonstationary time series and the business cycles
-
Hamilton, J. (1989): "A new approach to the economic analysis of nonstationary time series and the business cycles," Econometrica, 57, 357-384.
-
(1989)
Econometrica
, vol.57
, pp. 357-384
-
-
Hamilton, J.1
-
13
-
-
0036208897
-
Dissecting the cycle: A methodological investigation
-
Harding, D., and A. Pagan (2002): "Dissecting the cycle: A methodological investigation," Journal of Monetary Economics, 40, 365-381.
-
(2002)
Journal of Monetary Economics
, vol.40
, pp. 365-381
-
-
Harding, D.1
Pagan, A.2
-
14
-
-
0031164783
-
Testing the equality of prediction mean squared errors
-
Harvey, D., S. Leybourne, and P. Newbold (1997): "Testing the equality of prediction mean squared errors," International Journal of Forecasting, 13, 281-291.
-
(1997)
International Journal of Forecasting
, vol.13
, pp. 281-291
-
-
Harvey, D.1
Leybourne, S.2
Newbold, P.3
-
15
-
-
0039447737
-
Has the U.S. economy become more stable? A Bayesian approach based on a Markov-switching model of the business cycle
-
Kim, Ch., and Ch. Nelson (1999): "Has the U.S. economy become more stable? A Bayesian approach based on a Markov-switching model of the business cycle," The Review of Economics and Statistics, 81, 608-616.
-
(1999)
The Review of Economics and Statistics
, vol.81
, pp. 608-616
-
-
Kim, C.1
Nelson, C.2
-
16
-
-
20744454298
-
Nonlinearity and the permanent effects of recessions
-
Kim, Ch., J. Morley, and J. Piger (2005): "Nonlinearity and the permanent effects of recessions," Journal of Applied Econometrics, 20, 291-309.
-
(2005)
Journal of Applied Econometrics
, vol.20
, pp. 291-309
-
-
Kim, C.1
Morley, J.2
Piger, J.3
-
17
-
-
38049158985
-
The importance of nonlinearity in reproducing business cycle features
-
C. Milas, P. Rothman, and D. van Dijk, eds, Amsterdam: Elsevier Science
-
Morley, J., and J. Piger (2006): "The importance of nonlinearity in reproducing business cycle features," in C. Milas, P. Rothman, and D. van Dijk, eds., Nonlinear Time Series Analysis of Business Cycles, Amsterdam: Elsevier Science, 75-93.
-
(2006)
Nonlinear Time Series Analysis of Business Cycles
, pp. 75-93
-
-
Morley, J.1
Piger, J.2
-
18
-
-
0000573656
-
Stochastic trends and economic fluctuations
-
King, R., Ch. Plosser, J. Stock, and M. Watson (1991): "Stochastic trends and economic fluctuations," American Economic Review, 81, 819-840.
-
(1991)
American Economic Review
, vol.81
, pp. 819-840
-
-
King, R.1
Plosser, C.2
Stock, J.3
Watson, M.4
-
19
-
-
0000118629
-
Output fluctuations in the United States: What has changed since the early 80s?
-
McConnell, M., and G. Perez-Quiros (2000): "Output fluctuations in the United States: What has changed since the early 80s?" American Economic Review, 90, 1464-1476.
-
(2000)
American Economic Review
, vol.90
, pp. 1464-1476
-
-
McConnell, M.1
Perez-Quiros, G.2
-
21
-
-
49049143455
-
Trends and random walks in macroeconomic time series
-
Nelson, Ch., and Ch. Plosser (1982): "Trends and random walks in macroeconomic time series," Journal of Monetary Economics, 10, 139-162.
-
(1982)
Journal of Monetary Economics
, vol.10
, pp. 139-162
-
-
Nelson, C.1
Plosser, C.2
-
22
-
-
84983904693
-
A nonlinear approach to US GNP
-
Potter, S. (1995): "A nonlinear approach to US GNP," Journal of Applied Econometrics, 10, 109-25.
-
(1995)
Journal of Applied Econometrics
, vol.10
, pp. 109-125
-
-
Potter, S.1
-
23
-
-
84923053681
-
Specification, estimation, and evaluation of smooth transition autoregressive models
-
Teräsvirta, T. (1994): "Specification, estimation, and evaluation of smooth transition autoregressive models," Journal of the American Statistical Association, 89, 208-218.
-
(1994)
Journal of the American Statistical Association
, vol.89
, pp. 208-218
-
-
Teräsvirta, T.1
-
24
-
-
0029529322
-
Modelling nonlinearity in U.S. Gross national product 1889-1987
-
Teräsvirta T. (1995): "Modelling nonlinearity in U.S. Gross national product 1889-1987," Empirical Economics, 20, 577-97.
-
(1995)
Empirical Economics
, vol.20
, pp. 577-597
-
-
Teräsvirta, T.1
-
25
-
-
0018067185
-
On a threshold model
-
C.H. Chen, ed, Amsterdam: Sijhoff and Noordhoff
-
Tong, H. (1978): "On a threshold model," in C.H. Chen, ed., Pattern Recognition and Signal Processing, Amsterdam: Sijhoff and Noordhoff.
-
(1978)
Pattern Recognition and Signal Processing
-
-
Tong, H.1
-
26
-
-
0002980380
-
Univariate detrending methods with stochastic trends
-
Watson, M. (1986): "Univariate detrending methods with stochastic trends," Journal of Monetary Economics, 18, 49-75.
-
(1986)
Journal of Monetary Economics
, vol.18
, pp. 49-75
-
-
Watson, M.1
|