O. J. Blanchard and J. Simon, “The Long and Large Decline in U. S. Output V...
O. J. Blanchard and J. Simon, “The Long and Large Decline in U. S. Output Volatility,” Brookings Papers on Economic Activity, Vol. 2001, No. 1, […]
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O. J. Blanchard and J. Galí, “The Macroeconomic Effects of Oil Price Shocks...
O. J. Blanchard and J. Galí, “The Macroeconomic Effects of Oil Price Shocks: Why are the 2000s So Different from the 1970s?” MIT Department of […]
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M. M. McConnell and G. Perez-Quiros, “Output Fluctuations in the United Sta...
M. M. McConnell and G. Perez-Quiros, “Output Fluctuations in the United States: What has Changed since the Early 1980’s?” American Economic Review, Vol. 90, No. […]
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J. Kim and C. R. Nelson, “Has the U.S. Economy Become More Stable? A Bayesi...
J. Kim and C. R. Nelson, “Has the U.S. Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model of the Business Cycle,” […]
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J. D. Hamilton, “A New Approach to the Economic Analysis of Nonstationary T...
J. D. Hamilton, “A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle,” Econometrica, Vol. 57, No. 2, 1989, pp. […]
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J. D. Hamilton, “Rational-Expectations Econometric Analysis of Changes in R...
J. D. Hamilton, “Rational-Expectations Econometric Analysis of Changes in Regime: An Investigation of the Term Structure of Interest Rates,” Journal of Economic Dynamics and Control, […]
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W. Fang and S. M. Miller, “The Great Moderation and the Relationship betwee...
W. Fang and S. M. Miller, “The Great Moderation and the Relationship between Output Growth and its Volatility,” Southern Economic Journal, Vol. 74, No. 3, […]
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A. Sansó, V. Arragó and J. L. Carrion, “Testing for Change in the Unconditi...
A. Sansó, V. Arragó and J. L. Carrion, “Testing for Change in the Unconditional Variance of Financial Time Series,” Revista de Economiá Financiera, Vol. 4, […]
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W. Fang, S. M. Miller and C. Lee, “Cross-Country Evidence on Output Growth ...
W. Fang, S. M. Miller and C. Lee, “Cross-Country Evidence on Output Growth Volatility: Nonstationary Variance and GARCH Models,” Scottish Journal of Political Economy, Vol. […]
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A. Timmerman, “Moments of Markov Switching Models,” Journal of Econometrics...
A. Timmerman, “Moments of Markov Switching Models,” Journal of Econometrics, Vol. 96, No. 1, 2000, pp. 75- 111. “A. Timmerman, “Moments of Markov Switching Models,” […]
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