34
H index
49
i10 index
10521
Citations
Charles R. Nelson : Citation Profile
University of Washington | RESEARCH PRODUCTION: 73 Articles 96 Papers 1 Books RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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44 years (1970 - 2014). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Charles R. Nelson. | Is cited by:
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Main data
Where Charles R. Nelson has published?
Recent works citing Charles R. Nelson (2024 and 2023)
| Year | Title of citing document | |
|---|---|---|
| 2023 | Forecasting Net Charge-Off Rates of Large U.S. Bank Holding Companies using Macroeconomic Latent Factors. (2023). Son, Jisoo ; Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2023-02. Full description at Econpapers || Download paper | |
| 2023 | Trend Breaks and the Persistence of Closed-End Mutual Fund Discounts. (2023). Kim, Hyeongwoo ; Durmaz, Nazif ; Sun, Yanfei ; Lee, Hyejin. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2023-03. Full description at Econpapers || Download paper | |
| 2023 | Trend Breaks and the Persistence of Closed-End Fund Discounts. (2023). Kim, Hyeongwoo ; Sun, Yanfei ; Lee, Hyejin ; Durmaz, Nazif. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2023-08. Full description at Econpapers || Download paper | |
| 2023 | EFFECTS OF INDEX ADDITIONS ON STOCK PRICE INFORMATIVENESS. (2023). Gavrilova, Daria. In: Review of Economic and Business Studies. RePEc:aic:revebs:y:2023:j:31:gavrilovad. Full description at Econpapers || Download paper | |
| 2023 | Expectations, self-fulfilling prophecies and the business cycle. (2023). Venditti, Alain ; Nishimura, Kazuo ; Dufourt, Frédéric. In: AMSE Working Papers. RePEc:aim:wpaimx:2234. Full description at Econpapers || Download paper | |
| 2023 | Dynamic Adaptive Mixture Models. (2016). Catania, Leopoldo. In: Papers. RePEc:arx:papers:1603.01308. Full description at Econpapers || Download paper | |
| 2023 | Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods. (2020). Huber, Florian ; Koop, Gary ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2005.03906. Full description at Econpapers || Download paper | |
| 2024 | The credit spread curve. I: Fundamental concepts, fitting, par-adjusted spread, and expected return. (2022). Martin, Richard J. In: Papers. RePEc:arx:papers:2201.01330. Full description at Econpapers || Download paper | |
| 2023 | Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices. (2022). Ricco, Giovanni ; Pellegrino, Filippo ; Hasenzagl, Thomas ; Reichlin, Lucrezia. In: Papers. RePEc:arx:papers:2201.05556. Full description at Econpapers || Download paper | |
| 2023 | Estimation and Inference for High Dimensional Factor Model with Regime Switching. (2022). Wang, FA ; Urga, Giovanni. In: Papers. RePEc:arx:papers:2205.12126. Full description at Econpapers || Download paper | |
| 2023 | Inference on Extreme Quantiles of Unobserved Individual Heterogeneity. (2022). Morozov, Vladislav . In: Papers. RePEc:arx:papers:2210.08524. Full description at Econpapers || Download paper | |
| 2023 | Parameterized Neural Networks for Finance. (2023). Pilz, Kay F ; Hamaekers, Jan ; Oeltz, Daniel. In: Papers. RePEc:arx:papers:2304.08883. Full description at Econpapers || Download paper | |
| 2023 | Nowcasting with signature methods. (2023). Mantoan, Giulia ; Malpass, Will ; Lui, Silvia ; Cohen, Samuel N ; Yang, Lingyi ; Small, Emma ; Scott, Craig ; Reeves, Andrew ; Nesheim, Lars. In: Papers. RePEc:arx:papers:2305.10256. Full description at Econpapers || Download paper | |
| 2023 | Inference in Predictive Quantile Regressions. (2023). Kuriyama, Nina ; Shimotsu, Katsumi ; Maynard, Alex. In: Papers. RePEc:arx:papers:2306.00296. Full description at Econpapers || Download paper | |
| 2023 | The Dynamic Persistence of Economic Shocks. (2023). Vacha, Lukas ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2306.01511. Full description at Econpapers || Download paper | |
| 2023 | The shape of business cycles: a cross-country analysis of Friedman s plucking theory. (2023). Rees, Daniel ; Moessner, Richhild ; Kohlscheen, Emanuel. In: Papers. RePEc:arx:papers:2306.01552. Full description at Econpapers || Download paper | |
| 2024 | Deep calibration with random grids. (2023). Rossi, Pietro ; Bormetti, Giacomo ; Baschetti, Fabio. In: Papers. RePEc:arx:papers:2306.11061. Full description at Econpapers || Download paper | |
| 2024 | Forecasted Treatment Effects. (2023). Weidner, Martin ; Giacomini, Raffaella ; Botosaru, Irene. In: Papers. RePEc:arx:papers:2309.05639. Full description at Econpapers || Download paper | |
| 2023 | Applying Deep Learning to Calibrate Stochastic Volatility Models. (2023). Bilokon, Paul ; Sridi, Abir. In: Papers. RePEc:arx:papers:2309.07843. Full description at Econpapers || Download paper | |
| 2023 | Valuation Duration of the Stock Market. (2023). Wang, Chen ; Li, YE. In: Papers. RePEc:arx:papers:2310.07110. Full description at Econpapers || Download paper | |
| 2023 | An Identification and Dimensionality Robust Test for Instrumental Variables Models. (2023). Navjeevan, Manu. In: Papers. RePEc:arx:papers:2311.14892. Full description at Econpapers || Download paper | |
| 2023 | Inference on common trends in functional time series. (2023). Seo, Won-Ki ; Nielsen, Morten Orregaard ; Seong, Dakyung. In: Papers. RePEc:arx:papers:2312.00590. Full description at Econpapers || Download paper | |
| 2023 | Potential output and the neutral rate in Canada: 2023 assessment. (2023). Melinchuk, Harlee ; Matveev, Dmitry ; Hajzler, Christopher ; Champagne, Julien ; Taskin, Temel ; Park, Youngmin ; Ozhan, Kemal ; Poulin-Moore, Antoine. In: Staff Analytical Notes. RePEc:bca:bocsan:23-6. Full description at Econpapers || Download paper | |
| 2023 | Effects of the Extraordinary Measures Implemented by Banco de México during the COVID-19 Pandemic on Financial Conditions. (2023). Ibarra, Raul ; Cuadra, Gabriel ; Alba, Carlos ; Gabriel, Cuadra. In: Working Papers. RePEc:bdm:wpaper:2023-03. Full description at Econpapers || Download paper | |
| 2023 | The Three Intelligible Factors of the Yield Curve in Mexico. (2023). Rocio, Elizondo. In: Working Papers. RePEc:bdm:wpaper:2023-13. Full description at Econpapers || Download paper | |
| 2023 | The shape of business cycles: a cross-country analysis of Friedmans plucking theory. (2023). Rees, Daniel ; Moessner, Richhild ; Kohlscheen, Emanuel. In: BIS Working Papers. RePEc:bis:biswps:1076. Full description at Econpapers || Download paper | |
| 2023 | Market sentiment to COVID?19 and the Chinese stock market. (2023). Xu, Hao ; Chen, Jilong. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1121-1135. Full description at Econpapers || Download paper | |
| 2023 | . Full description at Econpapers || Download paper | |
| 2023 | . Full description at Econpapers || Download paper | |
| 2023 | Forecasting inflation with a zero lower bound or negative interest rates: Evidence from point and density forecasts. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: Manchester School. RePEc:bla:manchs:v:91:y:2023:i:3:p:171-232. Full description at Econpapers || Download paper | |
| 2023 | . Full description at Econpapers || Download paper | |
| 2023 | Contradictory effects of technological change across developed countries. (2023). Rossen, Anja ; Ludewig, Oliver ; Blien, Uwe. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:2:p:580-608. Full description at Econpapers || Download paper | |
| 2023 | Uncertainty and the Term Structure of Interest Rates. (2023). Poon, Aubrey ; Zhu, Dan ; Cross, Jamie L. In: Working Papers. RePEc:bny:wpaper:0123. Full description at Econpapers || Download paper | |
| 2023 | Liquidity and Exchange Rates: An Empirical Investigation. (2023). Yeung, Steve Pak ; Engel, Charles. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt4z80w6cd. Full description at Econpapers || Download paper | |
| 2023 | Time-Varying Parameters in Monetary Policy Rules: A GMM Approach. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10451. Full description at Econpapers || Download paper | |
| 2023 | Functional Shocks to Inflation Expectations and Real Interest Rates and Their Macroeconomic Effects. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10656. Full description at Econpapers || Download paper | |
| 2023 | Production Function Estimation with Multi-Destination Firms. (2023). Reshef, Ariell ; Ollivier, Helene ; Barrows, Geoffrey. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10716. Full description at Econpapers || Download paper | |
| 2023 | Long-Run Trends and Cycles in US House Prices. (2023). Gil-Alana, Luis Alberiko ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10751. Full description at Econpapers || Download paper | |
| 2023 | A system approach for measuring the euro area NAIRU. (2001). Mestre, Ricardo ; Fabiani, Silvia. In: Working Paper Series. RePEc:ecb:ecbwps:20010065. Full description at Econpapers || Download paper | |
| 2023 | Underlying inflation and asymmetric risks. (2023). Leiva-Leon, Danilo ; Pacce, Matias ; le Bihan, Herve. In: Working Paper Series. RePEc:ecb:ecbwps:20232848. Full description at Econpapers || Download paper | |
| 2023 | Monetary/fiscal policy regimes in post-war Europe. (2023). Jacquinot, Pascal ; Bouabdallah, Othman ; Patella, Valeria. In: Working Paper Series. RePEc:ecb:ecbwps:20232871. Full description at Econpapers || Download paper | |
| 2023 | Public Policy and Economic Misery Nexus: A Comparative Analysis of Developed and Developing World. (2023). Audi, Marc ; Ali, Amjad. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-03-6. Full description at Econpapers || Download paper | |
| 2023 | Fossil Fuel Energy Consumption, Economic Growth, Urbanization, and Carbon Dioxide Emissions in Kenya. (2023). Bagire, Vincent ; Mutenyo, John ; Watundu, Susan ; Otim, Jacob. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-50. Full description at Econpapers || Download paper | |
| 2023 | The Effects of Energy Prices on Oil-Gas Sectoral Stock Returns for BRIC Countries: Evidence from Space State Models. (2023). Catik, Nazif A ; Helmi, Mohamad Husam ; Akdeniz, Coskun ; Huyuguzel, Gul Serife ; Kosedagli, Begum Yurteri. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-45. Full description at Econpapers || Download paper | |
| 2023 | Is the Peoples Bank of China consistent in words and deeds?. (2023). Zhu, Chuanqi ; Chen, Liangyuan ; Mei, Ziwei ; Lin, Jianhao. In: China Economic Review. RePEc:eee:chieco:v:78:y:2023:i:c:s1043951x23000044. Full description at Econpapers || Download paper | |
| 2023 | Asymmetric response to earnings news across different sentiment states: The role of cognitive dissonance. (2023). Huang, Zhijian James ; Wen, Fenghua ; Li, Zhuo. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119922001869. Full description at Econpapers || Download paper | |
| 2023 | Monetary policy and the term structure of inflation expectations with information frictions. (2023). McNeil, James. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002913. Full description at Econpapers || Download paper | |
| 2023 | Duration structure of unemployment hazards and the trend unemployment rate. (2023). Ahn, Hie Joo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000702. Full description at Econpapers || Download paper | |
| 2023 | Modelling output gaps in the Euro Area with structural breaks: The COVID-19 recession. (2023). , Joo ; Dias, Jose Carlos ; Dutra, Tiago Mota ; Fernandes, Mario Correia. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1046-1058. Full description at Econpapers || Download paper | |
| 2023 | ITFIN: A stock-flow consistent model for the Italian economy. (2023). Felici, Francesco ; Favero, Carlo A ; Cagnazzo, Alberto ; Hermitte, Riccardo Barbieri ; Tegami, Cristian ; Nucci, Francesco ; Macauda, Valeria. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003509. Full description at Econpapers || Download paper | |
| 2023 | A regime-switching model of stock returns with momentum and mean reversion. (2023). Zakamulin, Valeriy ; Giner, Javier. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000494. Full description at Econpapers || Download paper | |
| 2023 | Shock-based inference on the Phillips curve with the cost channel. (2023). Galvo, Ana Beatriz ; da Silva, Edilean Kleber. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002316. Full description at Econpapers || Download paper | |
| 2023 | Sovereign yield curves and the COVID-19 in emerging markets. (2023). Moura, Rubens ; Candelon, Bertrand. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002651. Full description at Econpapers || Download paper | |
| 2023 | The heterogeneity of Okuns law: A metaregression analysis. (2023). Martín-Román, Ángel ; Martin-Roman, Angel L ; Porras-Arena, Sylvina M. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003024. Full description at Econpapers || Download paper | |
| 2023 | Risk-return tradeoff and serial correlation in the Chinese stock market: A bailout-driven crash feedback hypothesis. (2023). Yang, Yiwen ; Yao, Jing. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003644. Full description at Econpapers || Download paper | |
| 2023 | Which stock price component drives the Amihud illiquidity premium?. (2023). Kim, Yongsik. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s106294082200211x. Full description at Econpapers || Download paper | |
| 2023 | How does inter-industry spillover improve the performance of volatility forecasting?. (2023). Zhu, Xingting ; Xiao, Wen ; Liu, Bin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000013. Full description at Econpapers || Download paper | |
| 2023 | Inflation-related tax distortions in business valuation models: A clarification. (2023). Nam, Pham Khanh ; Kim-Duc, Nguyen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s106294082300030x. Full description at Econpapers || Download paper | |
| 2023 | Nowcasting the output gap. (2023). Wong, Benjamin ; Morley, James ; Berger, Tino. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:18-34. Full description at Econpapers || Download paper | |
| 2023 | Scalable inference for a full multivariate stochastic volatility model. (2023). Plataniotis, Anastasios ; Petrova, Katerina ; Titsias, Michalis K ; Dellaportas, Petros. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:501-520. Full description at Econpapers || Download paper | |
| 2023 | Reprint of: Initial conditions and moment restrictions in dynamic panel data models. (2023). Blundell, Richard ; Bond, Stephen. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:s:p:38-55. Full description at Econpapers || Download paper | |
| 2023 | Instrument strength in IV estimation and inference: A guide to theory and practice. (2023). Neal, Timothy ; Keane, Michael. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1625-1653. Full description at Econpapers || Download paper | |
| 2023 | Specification tests for time-varying coefficient models. (2023). Su, Liangjun ; Hong, Yongmiao ; Wang, Xia ; Fu, Zhonghao. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:720-744. Full description at Econpapers || Download paper | |
| 2023 | When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume. (2023). Rudebusch, Glenn ; Zhang, Boyuan ; Coulombe, Philippe Goulet ; Gobel, Maximilian ; Diebold, Francis X. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:2:s0304407623001951. Full description at Econpapers || Download paper | |
| 2023 | Fast cluster bootstrap methods for linear regression models. (2023). MacKinnon, James G. In: Econometrics and Statistics. RePEc:eee:ecosta:v:26:y:2023:i:c:p:52-71. Full description at Econpapers || Download paper | |
| 2023 | On illiquidity of an emerging sovereign bond market. (2023). Soykok, Emre ; Karahan, Cenk C. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s093936252300002x. Full description at Econpapers || Download paper | |
| 2023 | Estimating the euro area output gap using multivariate information and addressing the COVID-19 pandemic. (2023). Wong, Benjamin ; Morley, James ; Sun, Yiqiao ; Rodriguez-Palenzuela, Diego. In: European Economic Review. RePEc:eee:eecrev:v:153:y:2023:i:c:s0014292123000144. Full description at Econpapers || Download paper | |
| 2023 | Price convergence between credit default swap and put option: New evidence. (2023). Poon, Ser-Huang ; Lin, Ming-Tsung ; Kolokolova, Olga ; Chan, Ka Kei. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:188-213. Full description at Econpapers || Download paper | |
| 2023 | Sectoral convergence analysis of Chinas emissions intensity and its implications. (2023). Yuan, Rong ; Zheng, Shenglin. In: Energy. RePEc:eee:energy:v:262:y:2023:i:pb:s0360544222023982. Full description at Econpapers || Download paper | |
| 2023 | Intra-hour photovoltaic forecasting through a time-varying Markov switching model. (2023). Guillen-Burguete, Servio Tulio ; Elvira, Victor ; Angeles-Camacho, Cesar ; Rosen, Karol. In: Energy. RePEc:eee:energy:v:278:y:2023:i:pb:s0360544223013464. Full description at Econpapers || Download paper | |
| 2023 | Heterogeneously informed trading and the stock market efficiency during the COVID-19 pandemic. (2023). Zhao, Yang ; Zhang, Xuan ; Xue, Mingqi. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001242. Full description at Econpapers || Download paper | |
| 2023 | Financial constraints on credit ratings and cash-flow sensitivity. (2023). Chang, Ming-Jen ; Chen, Shikuan ; Chien, Chih-Chung. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001461. Full description at Econpapers || Download paper | |
| 2023 | Measuring sovereign bond fragmentation in the Eurozone. (2023). Iacopini, Matteo ; Costola, Michele. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005323. Full description at Econpapers || Download paper | |
| 2023 | Corporate Carbon-Risk and Credit-Risk: The Impact of Carbon-Risk Exposure and Management on Credit Spreads in Different Regulatory Environments. (2023). Hock, Andre ; Dumrose, Maurice. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005918. Full description at Econpapers || Download paper | |
| 2023 | The impact of the US yield curve on sub-Saharan African equities. (2023). Teplova, Tamara ; Agyei, Samuel Kwaku ; Umar, Zaghum ; Bossman, Ahmed. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000107. Full description at Econpapers || Download paper | |
| 2023 | Fresh evidence on the oil-stock interactions under heterogeneous market conditions. (2023). Garg, Bhavesh ; Chowdhury, Kushal Banik. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001009. Full description at Econpapers || Download paper | |
| 2023 | Market systemic risk, predictability and macroeconomics news. (2023). Xie, Yiqiang ; Fan, Rui. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004749. Full description at Econpapers || Download paper | |
| 2023 | Limited investor attention and biased reactions to information: Evidence from the COVID-19 pandemic. (2023). Zhao, Jing ; Zhang, Xuan ; Xu, Liao. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000490. Full description at Econpapers || Download paper | |
| 2023 | Predicting the equity risk premium using the smooth cross-sectional tail risk: The importance of correlation. (2023). Faias, Jose Afonso. In: Journal of Financial Markets. RePEc:eee:finmar:v:63:y:2023:i:c:s1386418122000593. Full description at Econpapers || Download paper | |
| 2023 | Job postings and aggregate stock returns. (2023). Odoherty, Michael S ; Kothari, Pratik. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000022. Full description at Econpapers || Download paper | |
| 2023 | Unobserved components model estimates of credit cycles: Tests and predictions. (2023). Hessler, Andrew. In: Journal of Financial Stability. RePEc:eee:finsta:v:66:y:2023:i:c:s1572308923000207. Full description at Econpapers || Download paper | |
| 2023 | Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds. (2023). Chernov, Mikhail ; Hordahl, Peter ; Creal, Drew. In: Journal of International Economics. RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001246. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Works by Charles R. Nelson:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1972 | The Prediction Performance of the FRB-MIT-PENN Model of the U.S. Economy. In: American Economic Review. [Full Text][Citation analysis] | article | 78 |
| 1974 | The Stochastic Structure of the Velocity of Money. In: American Economic Review. [Full Text][Citation analysis] | article | 12 |
| 1977 | Short-Term Interest Rates as Predictors of Inflation: On Testing the Hypothesis That the Real Rate of Interest is Constant. In: American Economic Review. [Full Text][Citation analysis] | article | 135 |
| 1989 | The NERC Fan in Retrospect and Lessons for the Future In: The Energy Journal. [Full Text][Citation analysis] | article | 4 |
| 2005 | Welfare Impacts of Alternative Public Policies for Environmental Protection in Agriculture in an Open Economy: A General Equilibrium Framework In: 2005 Annual meeting, July 24-27, Providence, RI. [Full Text][Citation analysis] | paper | 4 |
| 1979 | SPURIOUS PERIODICITY IN INAPPROPRIATELY DETRENDED TIME SERIES In: Economic Research Papers. [Full Text][Citation analysis] | paper | 169 |
| 1981 | Spurious Periodicity in Inappropriately Detrended Time Series..(1981) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 169 | article | |
| 1979 | Spurious Periodicity in Inappropriately Detrended Time Series.(1979) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 169 | paper | |
| 2001 | Markov Regime Switching and Unit-Root Tests. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 72 |
| 2000 | Markov regime-switching and unit root tests.(2000) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 72 | paper | |
| 2001 | Markov regime switching and unit root tests.(2001) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 72 | paper | |
| 2004 | The Less-Volatile U.S. Economy: A Bayesian Investigation of Timing, Breadth, and Potential Explanations. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 134 |
| 2001 | The less volatile U.S. economy: a Bayesian investigation of timing, breadth, and potential explanations.(2001) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 134 | paper | |
| 2003 | The less volatile U.S. economy: a Bayesian investigation of timing, breadth, and potential explanations.(2003) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 134 | paper | |
| 2005 | The Structural Break in the Equity Premium In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 38 |
| 1984 | Pitfalls in the Use of Time as an Explanatory Variable in Regression. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 78 |
| 1983 | Pitfalls in the use of Time as an Explanatory Variable in Regression.(1983) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 78 | paper | |
| 1985 | The NERC Fan: A Retrospective Analysis of the NERC Summary Forecasts. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 3 |
| 1989 | The Time-Varying-Parameter Model for Modeling Changing Conditional Variance: The Case of the Lucas Hypothesis. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 36 |
| 1976 | Inflation and Rates of Return on Common Stocks. In: Journal of Finance. [Full Text][Citation analysis] | article | 199 |
| 1976 | Inflation and Capital Budgeting. In: Journal of Finance. [Full Text][Citation analysis] | article | 9 |
| 1993 | Predictable Stock Returns: The Role of Small Sample Bias. In: Journal of Finance. [Full Text][Citation analysis] | article | 296 |
| Nelson_Plosser In: Instructional Stata datasets for econometrics. [Full Text][Citation analysis] | paper | 0 | |
| 2007 | Spurious Inference in the GARCH (1,1) Model When It Is Weakly Identified In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 21 |
| 2007 | Spurious Inference in the GARCH(1,1) Model When It Is Weakly Identified.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
| 1988 | Long-Term Behavior of Yield Curves In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 25 |
| 1986 | Long-Term Behavior of Yield Curves.(1986) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
| 2006 | BUSINESS-CYCLE FILTERING OF MACROECONOMIC DATA VIA A LATENT BUSINESS-CYCLE INDEX In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 7 |
| 2006 | Business-Cycle Filtering of Macroeconomic Data Via A Latent Business-Cycle Index.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 1972 | Estimation of Term Premiums from Average Yield Differentials in the Term Structure of Interest Rates. In: Econometrica. [Full Text][Citation analysis] | article | 6 |
| 1990 | Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator. In: Econometrica. [Full Text][Citation analysis] | article | 272 |
| 1988 | SOME FURTHERE RESULTS ON THE EXACT SMALL SAMPLE PROPERTIES OF THE INSTRUMENTAL VARIABLE ESTIMATOR..(1988) In: Discussion Papers in Economics at the University of Washington. [Citation analysis] This paper has nother version. Agregated cites: 272 | paper | |
| 1988 | Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator.(1988) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 272 | paper | |
| 1988 | SOME FURTHERE RESULTS ON THE EXACT SMALL SAMPLE PROPERTIES OF THE INSTRUMENTAL VARIABLE ESTIMATOR..(1988) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 272 | paper | |
| 2004 | Earnings Growth and the Bull Market of the 1990s: Is There a Case for Rational Exuberance? In: Econometric Society 2004 Far Eastern Meetings. [Citation analysis] | paper | 2 |
| 2007 | Earnings growth and the bull market of the 1990s: Is there a case for rational exuberance?.(2007) In: Journal of Macroeconomics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2004 | The Zero-Information-Limit Condition and Spurious Inference In: Econometric Society 2004 North American Winter Meetings. [Citation analysis] | paper | 1 |
| 2000 | Why are Beveridge-Nelson and Unobserved-Component Decompositions of GDP so Different? In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 335 |
| 2000 | Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different?.(2000) In: Discussion Papers in Economics at the University of Washington. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 335 | paper | |
| 2003 | Why Are the Beveridge-Nelson and Unobserved-Components Decompositions of GDP So Different?.(2003) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 335 | article | |
| 2000 | Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different?.(2000) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 335 | paper | |
| 2002 | Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different?.(2002) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 335 | paper | |
| 2003 | Why are Beveridge-Nelson and Unobserved-component decompositions of GDP so Different?.(2003) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 335 | paper | |
| 2000 | Improved Inference for the Instrumental Variables Estimator In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 14 |
| 1999 | Improved Inference for the Instrumental Variable Estimator.(1999) In: Discussion Papers in Economics at the University of Washington. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 1999 | Improved Inference for the Instrumental Variable Estimator.(1999) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 1999 | Improved Inference for the Instrumental Variable Estimator.(1999) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 1979 | Discussion of the Zellner and Schwert papers In: Carnegie-Rochester Conference Series on Public Policy. [Full Text][Citation analysis] | article | 1 |
| 1985 | Macroeconomic time-series, business cycles, and macroeconomic policies A comment In: Carnegie-Rochester Conference Series on Public Policy. [Full Text][Citation analysis] | article | 1 |
| 1988 | Spurious trend and cycle in the state space decomposition of a time series with a unit root In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 27 |
| 1987 | Spurious Trend and Cycle in the State Space Decomposition of a Time Series with a Unit Root.(1987) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
| 1979 | Hypothesis testing based on goodness-of-fit in the moving average time series model In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2007 | The zero-information-limit condition and spurious inference in weakly identified models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 29 |
| 2004 | The Zero-Information-Limit Condition and Spurious Inference in Weakly Identified Models.(2004) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
| 2007 | The Zero-Information-Limit-Condition and Spurious Inference in Weakly Identified Models.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
| 2008 | The Beveridge-Nelson decomposition in retrospect and prospect In: Journal of Econometrics. [Full Text][Citation analysis] | article | 35 |
| 2006 | The Beveridge-Nelson Decomposition in Retrospect and Prospect.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | paper | |
| 1974 | The first-order moving average process : Identification, estimation and prediction In: Journal of Econometrics. [Full Text][Citation analysis] | article | 4 |
| 1976 | Gains in efficiency from joint estimation of systems of autoregressive-moving average processes In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2007 | Why are stock returns and volatility negatively correlated? In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 43 |
| 1998 | Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization1 In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 84 |
| 1998 | Testing for mean reversion in heteroskedastic data II: Autoregression tests based on Gibbs-sampling-augmented randomization1 In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 53 |
| 2001 | Does an intertemporal tradeoff between risk and return explain mean reversion in stock prices? In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 16 |
| 2000 | Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices?.(2000) In: Discussion Papers in Economics at the University of Washington. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 1999 | Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices?.(1999) In: Discussion Papers in Economics at the University of Washington. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2000 | Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices?.(2000) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 1999 | Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices?.(1999) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 1989 | A Markov model of heteroskedasticity, risk, and learning in the stock market In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 263 |
| 1989 | THE MARKOV MODEL OF HETEROSKEDASTICITY, RISK AND LEARNING IN THE STOCK MARKET..(1989) In: Discussion Papers in Economics at the University of Washington. [Citation analysis] This paper has nother version. Agregated cites: 263 | paper | |
| 1989 | A Markov Model of Heteroskedasticity, Risk, and Learning in the Stock Market.(1989) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 263 | paper | |
| 1989 | THE MARKOV MODEL OF HETEROSKEDASTICITY, RISK AND LEARNING IN THE STOCK MARKET..(1989) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 263 | paper | |
| 1982 | Trends and random walks in macroeconmic time series : Some evidence and implications In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 2157 |
| 2000 | The uncertain trend in U.S. GDP In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 79 |
| 1998 | The Uncertain Trend in U.S. GDP.(1998) In: Discussion Papers in Economics at the University of Washington. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 79 | paper | |
| 1997 | The Uncertain Trend in U.S. GDP..(1997) In: Discussion Papers in Economics at the University of Washington. [Citation analysis] This paper has nother version. Agregated cites: 79 | paper | |
| 1998 | The Uncertain Trend in U.S. GDP.(1998) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 79 | paper | |
| 1997 | The Uncertain Trend in U.S. GDP..(1997) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 79 | paper | |
| 1997 | The Uncertain Trend in U.S. GDP.(1997) In: Computational Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 79 | paper | |
| 1978 | The stochastic properties of velocity and the quantity theory of money In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 2 |
| 2006 | Estimation of a forward-looking monetary policy rule: A time-varying parameter model using ex post data In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 140 |
| 2007 | New measures of the output gap based on the forward-looking new Keynesian Phillips curve In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 79 |
| 1981 | A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the `business cycle In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 1349 |
| 1976 | Recursive structure in U.S. income, prices and output In: Proceedings. [Citation analysis] | article | 6 |
| 1979 | Recursive Structure in U.S. Income, Prices, and Output..(1979) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 1979 | Adjustment lags vs. information lags: a test of alternative explanations of the Phillips curve phenomenon In: Proceedings. [Citation analysis] | article | 0 |
| 2000 | Output fluctuations in the United States: what has changed since the early 1980s? comments In: Proceedings. [Full Text][Citation analysis] | article | 9 |
| 1994 | Empirical evidence on the recent behavior and usefulness of simple-sum and weighted measures of the money stock (commentary) In: Proceedings. [Full Text][Citation analysis] | article | 0 |
| 1994 | Empirical evidence on the recent behavior and usefulness of simple-sum and weighted measures of the money stock (commentary).(1994) In: Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2003 | Business cycle detrending of macroeconomic data via a latent business cycle index In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2000 | The Great Depression and Output Persistence In: Discussion Papers in Economics at the University of Washington. [Full Text][Citation analysis] | paper | 12 |
| 2002 | The Great Depression and Output Persistence..(2002) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| 2000 | The Great Depression and Output Persistence.(2000) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2000 | State-Space Modeling of the Relationship Between Air Quality and Mortality In: Discussion Papers in Economics at the University of Washington. [Full Text][Citation analysis] | paper | 2 |
| 2000 | State-Space Modeling of the Relationship Between Air Quality and Mortality.(2000) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2000 | Is There a Positive Relationship between Stock Market Volatility and the Equity Premium? In: Discussion Papers in Economics at the University of Washington. [Full Text][Citation analysis] | paper | 57 |
| 2004 | Is There a Positive Relationship between Stock Market Volatility and the Equity Premium?.(2004) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has nother version. Agregated cites: 57 | article | |
| 2000 | Is There a Positive Relationship between Stock Market Volatility and the Equity Premium?.(2000) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 57 | paper | |
| 2000 | Is There a Structural Break in the Equity Premium? In: Discussion Papers in Economics at the University of Washington. [Full Text][Citation analysis] | paper | 1 |
| 2000 | Is There a Structural Break in the Equity Premium?.(2000) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 1999 | A Bayesian Approach to Testing for Markov Switching in Univariate and Dynamic Factor Models In: Discussion Papers in Economics at the University of Washington. [Full Text][Citation analysis] | paper | 31 |
| 1998 | A Bayesian Approach to Testing for Markov Switching in Univariate and Dynamic Factor Models.(1998) In: Discussion Papers in Economics at the University of Washington. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | paper | |
| 2001 | A Bayesian Approach to Testing for Markov-Switching in Univariate and Dynamic Factor Models..(2001) In: International Economic Review. [Citation analysis] This paper has nother version. Agregated cites: 31 | article | |
| 1999 | A Bayesian Approach to Testing for Markov Switching in Univariate and Dynamic Factor Models.(1999) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | paper | |
| 1998 | A Bayesian Approach to Testing for Markov Switching in Univariate and Dynamic Factor Models.(1998) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | paper | |
| 1999 | Unit Root Tests in the Presence of Markov Regime-Switching In: Discussion Papers in Economics at the University of Washington. [Full Text][Citation analysis] | paper | 4 |
| 1999 | Unit Root Tests in the Presence of Markov Regime-Switching.(1999) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 1988 | THE DISTRIBUTION OF THE INSTRUMENTAL VARIABLES ESTIMATOR AND ITS T-RATIO WHEN THE INSTRUMENT IS A POOR ONE. In: Discussion Papers in Economics at the University of Washington. [Citation analysis] | paper | 258 |
| 1988 | The Distribution of the Instrumental Variables Estimator and Its t-RatioWhen the Instrument is a Poor One.(1988) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 258 | paper | |
| 1990 | The Distribution of the Instrumental Variables Estimator and Its t-Ratio When the Instrument Is a Poor One..(1990) In: The Journal of Business. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 258 | article | |
| 1988 | THE DISTRIBUTION OF THE INSTRUMENTAL VARIABLES ESTIMATOR AND ITS T-RATIO WHEN THE INSTRUMENT IS A POOR ONE..(1988) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 258 | paper | |
| 1988 | THE TIME-VARYING-PARAMETER MODEL AS AN ALTERNATIVE TO ARCH FOR MODELING CHANGING CONDITIONAL VARIANCE: THE CASE OF THE LUCAS HYPOTHESIS. In: Discussion Papers in Economics at the University of Washington. [Citation analysis] | paper | 4 |
| 1988 | The Time-Varying-Parameter Model as an Alternative to ARCH for Modeling Changing Conditional Variance: The Case of Lucas Hypothesis.(1988) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 1988 | THE TIME-VARYING-PARAMETER MODEL AS AN ALTERNATIVE TO ARCH FOR MODELING CHANGING CONDITIONAL VARIANCE: THE CASE OF THE LUCAS HYPOTHESIS..(1988) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 1988 | MEAN REVERSION IN STOCK PRICES? A REAPPRAISAL OF EMPIRICAL EVIDENCE. In: Discussion Papers in Economics at the University of Washington. [Citation analysis] | paper | 180 |
| 1988 | Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence.(1988) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 180 | paper | |
| 1991 | Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence.(1991) In: The Review of Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 180 | article | |
| 1988 | MEAN REVERSION IN STOCK PRICES? A REAPPRAISAL OF EMPIRICAL EVIDENCE..(1988) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 180 | paper | |
| 1989 | GRANT FUNDING IN ECONOMICS FROM THE NATIONAL SCIENCE FOUNDATION DURING FISCAL YEAR 1987. In: Discussion Papers in Economics at the University of Washington. [Citation analysis] | paper | 0 |
| 1989 | GRANT FUNDING IN ECONOMICS FROM THE NATIONAL SCIENCE FOUNDATION DURING FISCAL YEAR 1987..(1989) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 1990 | PREDICTABLE STOCK RETURNS: REALITY OR STATISTICAL ILLUSION?. In: Discussion Papers in Economics at the University of Washington. [Citation analysis] | paper | 2 |
| 1990 | Predictable Stock Returns: Reality or Statistical Illusion?.(1990) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 1990 | PREDICTABLE STOCK RETURNS: REALITY OR STATISTICAL ILLUSION?..(1990) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 1990 | More on the Exact Small Sample Distribution of the Instrumental Variable Estimator: A Reply to Maddala and Jeong. In: Discussion Papers in Economics at the University of Washington. [Citation analysis] | paper | 2 |
| 1990 | More on the Exact Small Sample Distribution of the Instrumental Variable Estimator: A Reply to Maddala and Jeong..(1990) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 1996 | Testing for Men reversion in Heteroskedastic data Based on Gibbs-Simpling-Augmented Randomization. In: Discussion Papers in Economics at the University of Washington. [Citation analysis] | paper | 0 |
| 1996 | Testing for Men reversion in Heteroskedastic data Based on Gibbs-Simpling-Augmented Randomization..(1996) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 1996 | Valid Confidence Intervals and Inference in the Presence of Weak Instruments. In: Discussion Papers in Economics at the University of Washington. [Citation analysis] | paper | 52 |
| 1997 | Valid Confidence Intervals and Inference in the Presence of Weak Instruments..(1997) In: Discussion Papers in Economics at the University of Washington. [Citation analysis] This paper has nother version. Agregated cites: 52 | paper | |
| 1998 | Valid Confidence Intervals and Inference in the Presence of Weak Instruments..(1998) In: International Economic Review. [Citation analysis] This paper has nother version. Agregated cites: 52 | article | |
| 1996 | Valid Confidence Intervals and Inference in the Presence of Weak Instruments..(1996) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 52 | paper | |
| 1997 | Valid Confidence Intervals and Inference in the Presence of Weak Instruments..(1997) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 52 | paper | |
| 1996 | Valid Confidence Intervals and Inference in the Presence of Weak Instruments.(1996) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | paper | |
| 1997 | Friedmans Plucking Model of Business Fluctuations : Tests and Estimates of Permanent and Transitory Components. In: Discussion Papers in Economics at the University of Washington. [Citation analysis] | paper | 117 |
| 1999 | Friedmans Plucking Model of Business Fluctuations: Tests and Estimates of Permanent and Transitory Components..(1999) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has nother version. Agregated cites: 117 | article | |
| 1997 | Friedmans Plucking Model of Business Fluctuations : Tests and Estimates of Permanent and Transitory Components..(1997) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 117 | paper | |
| 1997 | Testing for Mean Reversion in Heteroskedastic Data II : Autoregression Tests Based on Gibbs-Sampling-Augmented Randomization. In: Discussion Papers in Economics at the University of Washington. [Citation analysis] | paper | 0 |
| 1997 | Testing for Mean Reversion in Heteroskedastic Data II : Autoregression Tests Based on Gibbs-Sampling-Augmented Randomization..(1997) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2013 | Trend Inflation and the Nature of Structural Breaks in the New Keynesian Phillips Curve In: Discussion Paper Series. [Full Text][Citation analysis] | paper | 35 |
| 2013 | Trend Inflation and the Nature of Structural Breaks in the New Keynesian Phillips Curve.(2013) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | paper | |
| 2014 | Trend Inflation and the Nature of Structural Breaks in the New Keynesian Phillips Curve.(2014) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | article | |
| 1975 | Rational Expectations and the Estimation of Econometric Models. In: International Economic Review. [Full Text][Citation analysis] | article | 15 |
| 2010 | Valid Inference for a Class of Models Where Standard Inference Performs Poorly: Including Nonlinear Regression, ARMA, GARCH, and Unobserved Components In: Economics Series. [Full Text][Citation analysis] | paper | 6 |
| 2008 | Valid Inference for a Class of Models Where Standard Inference Performs Poorly: Including Nonlinear Regression, ARMA, GARCH, and Unobserved Components.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 1989 | Implict Estimates of the Natural and Cyclical Components of Japans Real GNP In: Monetary and Economic Studies. [Full Text][Citation analysis] | article | 1 |
| 2007 | Expectation horizon and the Phillips Curve: the solution to an empirical puzzle In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 40 |
| 1981 | Adjustment Lags versus Information Lags: A Test of Alternative Explanations of the Phillips Curve Phenomenon. In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 1 |
| 1981 | Adjustment Lags versus Information Lags: A Test of Alternative Explanations of the Phillips Curve Phenomenon: A Reply. In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 1 |
| 1982 | Comment on Policy Robustness: Specification and Simulation of a Monthly Money Market Model. In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 0 |
| 2004 | The Great Depression and Output Persistence: A Reply to Papell and Prodan. In: Journal of Money, Credit and Banking. [Citation analysis] | article | 7 |
| 1975 | The Ex Ante Prediction Performance of the St. Louis and FRB-MIT-PENN Econometric Models and Some Results on Composite Predictors. In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 29 |
| 1999 | State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications In: MIT Press Books. [Citation analysis] | book | 933 |
| 1985 | Parsimoneous Modeling of Yield Curves for U.S. Treasury Bills In: NBER Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 1985 | A Reappraisal of Recent Tests of the Permanent Income Hypothesis In: NBER Working Papers. [Full Text][Citation analysis] | paper | 15 |
| 1987 | Implicit Estimates of Natural, Trend, and Cyclical Components of Real GNP In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Pricing Stock Market Volatility: Does it Matter whether the Volatility is Related to the Business Cycle? In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 14 |
| 2008 | Pricing Stock Market Volatility: Does It Matter Whether the Volatility is Related to the Business Cycle?.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2007 | Sleep and psychological well-being In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. [Full Text][Citation analysis] | article | 13 |
| 1998 | Book reviews In: Econometric Reviews. [Full Text][Citation analysis] | article | 0 |
| 1998 | Business Cycle Turning Points, A New Coincident Index, And Tests Of Duration Dependence Based On A Dynamic Factor Model With Regime Switching In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 271 |
| 1999 | Has The U.S. Economy Become More Stable? A Bayesian Approach Based On A Markov-Switching Model Of The Business Cycle In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 763 |
| 1975 | Rational Expectations and the Predictive Efficiency of Economic Models. In: The Journal of Business. [Full Text][Citation analysis] | article | 21 |
| 1987 | Parsimonious Modeling of Yield Curves. In: The Journal of Business. [Full Text][Citation analysis] | article | 1198 |
| 1970 | A Critique of Some Recent Empirical Research on the Explanation of the Term Structure of Interest Rates: Comment. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 0 |
| 1972 | Testing a Model of the Term Structure of Interest Rates in an Error-learning Framework. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 0 |
| 1979 | Granger Causality and the Natural Rate Hypothesis. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 5 |
| 1987 | A Reappraisal of Recent Tests of the Permanent Income Hypothesis [Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence]. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 0 |
| 1996 | Valid Confidence Regions and Inference in the Presence of Weak Instruments In: Working Papers. [Citation analysis] | paper | 0 |
| 1996 | Valid Confidence Regions and Inference in the Presence of Weak Instruments.(1996) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2006 | A General Approach to Constructing a Valid Test in Weakly Identified Models Where Zero-Limit-Information Condition (ZILC) Holds In: Working Papers. [Citation analysis] | paper | 0 |
| 2006 | A Time-Varying Parameter Model for a Forward-Looking Monetary Policy Rule Based on Real-Time Data In: Working Papers. [Full Text][Citation analysis] | paper | 97 |
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