52
H index
79
i10 index
22429
Citations
University of California-San Diego (UCSD) | 52 H index 79 i10 index 22429 Citations RESEARCH PRODUCTION: 72 Articles 67 Papers 3 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with James Hamilton. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2024 | The Ends of 27 Big Depressions. (2024). O'Rourke, Kevin ; Lee, Sang Seok ; Ellison, Martin. In: American Economic Review. RePEc:aea:aecrev:v:114:y:2024:i:1:p:134-68. Full description at Econpapers || Download paper | |
2024 | The impact of oil price shocks on economic growth in Algeria. (2024). Dib, Hafsa. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxi:y:2024:i:4(641):p:323-338. Full description at Econpapers || Download paper | |
2024 | Quantitative easing and its implications for contingent convertible triggers: an analytical perspective. (2024). Vid, Alin Ioan ; Chepti, Alexandra ; Cotescu, Rzvan ; Vasilca, Miruna-Mihaela. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxi:y:2024:i:4(641):p:357-373. Full description at Econpapers || Download paper | |
2025 | The relationship between external factors and economic growth: Differences between the global financial crisis and the COVID-19 pandemic from a Granger causality perspective. (2025). Vid, Alin-Ioan ; Vasilca, Miruna-Mihaela ; Bejenaru, Cristina ; Cheptis, Alexandra. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxii:y:2025:i:1(642):p:125-134. Full description at Econpapers || Download paper | |
2024 | Nitrogen Fertilizer Price Bubbles and Contributing Factors: Evidence from the Chinese Urea Fertilizer Market. (2024). Hu, Zhepeng ; Lai, Tianyun. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343535. Full description at Econpapers || Download paper | |
2024 | Dynamic Linkages in Agricultural and Energy Markets: A Quantile Impulse Response Approach. (2024). Wang, Linjie ; Li, Jian ; Chavas, Jean-Paul. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343541. Full description at Econpapers || Download paper | |
2024 | Short-Term Impact of the Trade War on U.S. Agricultural Commodities Futures Prices. (2024). Yu, Shuo. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:344060. Full description at Econpapers || Download paper | |
2025 | When do common time series estimands have nonparametric causal meaning?. (2025). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637. Full description at Econpapers || Download paper | |
2024 | Consistent Specification Test of the Quantile Autoregression. (2024). Phella, Anthoulla. In: Papers. RePEc:arx:papers:2010.03898. Full description at Econpapers || Download paper | |
2024 | Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference. (2024). Perron, Pierre ; Deng, Taosong ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.01604. Full description at Econpapers || Download paper | |
2024 | Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models. (2024). Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02981. Full description at Econpapers || Download paper | |
2024 | Options Pricing under Bayesian MS-VAR Process. (2024). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2109.05998. Full description at Econpapers || Download paper | |
2024 | Regime-Switching Density Forecasts Using Economists Scenarios. (2024). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2110.13761. Full description at Econpapers || Download paper | |
2024 | Equity-Linked Life Insurances on Maximum of Several Assets. (2024). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2111.04038. Full description at Econpapers || Download paper | |
2024 | Augmented Dynamic Gordon Growth Model. (2024). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2201.06012. Full description at Econpapers || Download paper | |
2024 | Policy Choice in Time Series by Empirical Welfare Maximization. (2024). Wang, Weining ; Kitagawa, Toru ; Xu, Mengshan. In: Papers. RePEc:arx:papers:2205.03970. Full description at Econpapers || Download paper | |
2024 | The Log Private Company Valuation Model. (2024). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2206.09666. Full description at Econpapers || Download paper | |
2024 | Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2024). Barigozzi, Matteo ; Massacci, Daniele. In: Papers. RePEc:arx:papers:2210.09828. Full description at Econpapers || Download paper | |
2024 | Bayesian Neural Networks for Macroeconomic Analysis. (2024). Marcellino, Massimiliano ; Huber, Florian ; Hauzenberger, Niko ; Klieber, Karin. In: Papers. RePEc:arx:papers:2211.04752. Full description at Econpapers || Download paper | |
2024 | Uncertain Short-Run Restrictions and Statistically Identified Structural Vector Autoregressions. (2024). Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2303.13281. Full description at Econpapers || Download paper | |
2024 | Structural Analysis of Vector Autoregressive Models. (2024). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402. Full description at Econpapers || Download paper | |
2024 | Stochastic Equilibrium the Lucas Critique and Keynesian Economics. (2024). Staines, David. In: Papers. RePEc:arx:papers:2312.16214. Full description at Econpapers || Download paper | |
2024 | Robust Inference for Multiple Predictive Regressions with an Application on Bond Risk Premia. (2024). Li, Xinjue ; Liao, Xiaosai ; Fan, Qingliang. In: Papers. RePEc:arx:papers:2401.01064. Full description at Econpapers || Download paper | |
2024 | Predicting the volatility of major energy commodity prices: the dynamic persistence model. (2024). Vacha, Lukas ; Baruník, Jozef ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2402.01354. Full description at Econpapers || Download paper | |
2024 | Downside Risk Reduction Using Regime-Switching Signals: A Statistical Jump Model Approach. (2024). Shu, Yizhan ; Mulvey, John M ; Yu, Chenyu. In: Papers. RePEc:arx:papers:2402.05272. Full description at Econpapers || Download paper | |
2024 | Selective linear segmentation for detecting relevant parameter changes. (2024). Houndetoungan, Aristide ; Dufays, Arnaud ; Coen, Alain. In: Papers. RePEc:arx:papers:2402.05329. Full description at Econpapers || Download paper | |
2024 | On Bayesian Filtering for Markov Regime Switching Models. (2024). Maih, Junior ; Kirsanova, Tatiana ; Hashimzade, Nigar. In: Papers. RePEc:arx:papers:2402.08051. Full description at Econpapers || Download paper | |
2025 | A Gaussian smooth transition vector autoregressive model: An application to the macroeconomic effects of severe weather shocks. (2025). Lanne, Markku ; Virolainen, Savi. In: Papers. RePEc:arx:papers:2403.14216. Full description at Econpapers || Download paper | |
2024 | Bayesian Markov-Switching Vector Autoregressive Process. (2024). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2404.11235. Full description at Econpapers || Download paper | |
2025 | Kernel Three Pass Regression Filter. (2025). Jat, Rajveer ; Padha, Daanish. In: Papers. RePEc:arx:papers:2405.07292. Full description at Econpapers || Download paper | |
2024 | NIFTY Financial News Headlines Dataset. (2024). Saqur, Raeid ; Vinden, Nicholas ; Kato, Ken ; Rudzicz, Frank. In: Papers. RePEc:arx:papers:2405.09747. Full description at Econpapers || Download paper | |
2024 | Mixing it up: Inflation at risk. (2024). Schroder, Maximilian. In: Papers. RePEc:arx:papers:2405.17237. Full description at Econpapers || Download paper | |
2024 | Modelling and Forecasting Energy Market Volatility Using GARCH and Machine Learning Approach. (2024). Chung, Seulki. In: Papers. RePEc:arx:papers:2405.19849. Full description at Econpapers || Download paper | |
2024 | Dynamic Asset Allocation with Asset-Specific Regime Forecasts. (2024). Shu, Yizhan ; Mulvey, John M ; Yu, Chenyu. In: Papers. RePEc:arx:papers:2406.09578. Full description at Econpapers || Download paper | |
2024 | EM Estimation of Conditional Matrix Variate $t$ Distributions. (2024). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2406.10837. Full description at Econpapers || Download paper | |
2024 | What Teaches Robots to Walk, Teaches Them to Trade too -- Regime Adaptive Execution using Informed Data and LLMs. (2024). Saqur, Raeid. In: Papers. RePEc:arx:papers:2406.15508. Full description at Econpapers || Download paper | |
2024 | The Mertons Default Risk Model for Public Company. (2024). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2406.18121. Full description at Econpapers || Download paper | |
2024 | How do financial variables impact public debt growth in China? An empirical study based on Markov regime-switching model. (2024). Liu, Zhixin ; Xu, Yingying ; Zhou, Tianbao. In: Papers. RePEc:arx:papers:2407.02183. Full description at Econpapers || Download paper | |
2024 | Volatility modeling in a Markovian environment: Two Ornstein-Uhlenbeck-related approaches. (2024). Behme, Anita. In: Papers. RePEc:arx:papers:2407.05866. Full description at Econpapers || Download paper | |
2024 | Has the Recession Started?. (2024). Michaillat, Pascal ; Saez, Emmanuel. In: Papers. RePEc:arx:papers:2408.05856. Full description at Econpapers || Download paper | |
2024 | The mean-variance portfolio selection based on the average and current profitability of the risky asset. (2024). Li, YU ; Wu, Yuhan ; Zhang, Shuhua. In: Papers. RePEc:arx:papers:2408.07969. Full description at Econpapers || Download paper | |
2024 | Machine Learning and the Yield Curve: Tree-Based Macroeconomic Regime Switching. (2024). Diebold, Francis ; Bie, Siyu ; Li, Junye ; He, Jingyu. In: Papers. RePEc:arx:papers:2408.12863. Full description at Econpapers || Download paper | |
2024 | Modeling the Dynamics of Growth in Master-Planned Communities. (2024). Gabashvili, Irene S ; Allsup, Christopher K. In: Papers. RePEc:arx:papers:2408.14214. Full description at Econpapers || Download paper | |
2024 | Structural counterfactual analysis in macroeconomics: theory and inference. (2024). Wang, Endong. In: Papers. RePEc:arx:papers:2409.09577. Full description at Econpapers || Download paper | |
2024 | Simple robust two-stage estimation and inference for generalized impulse responses and multi-horizon causality. (2024). Dufour, Jean-Marie ; Wang, Endong. In: Papers. RePEc:arx:papers:2409.10820. Full description at Econpapers || Download paper | |
2024 | A Run on Fossil Fuel? Climate Change and Transition Risk. (2024). Barnett, Michael. In: Papers. RePEc:arx:papers:2410.00902. Full description at Econpapers || Download paper | |
2024 | Robust Bond Risk Premia Predictability Test in the Quantiles. (2024). Fan, Qingliang ; Li, Xinjue ; Liao, Xiaosai. In: Papers. RePEc:arx:papers:2410.03557. Full description at Econpapers || Download paper | |
2024 | Dynamic Factor Allocation Leveraging Regime-Switching Signals. (2024). Mulvey, John M ; Shu, Yizhan. In: Papers. RePEc:arx:papers:2410.14841. Full description at Econpapers || Download paper | |
2024 | MSTest: An R-Package for Testing Markov Switching Models. (2024). Rodriguez-Rondon, Gabriel ; Dufour, Jean-Marie. In: Papers. RePEc:arx:papers:2411.08188. Full description at Econpapers || Download paper | |
2024 | Underlying Core Inflation with Multiple Regimes. (2024). Rodriguez-Rondon, Gabriel. In: Papers. RePEc:arx:papers:2411.12845. Full description at Econpapers || Download paper | |
2024 | Dual Interpretation of Machine Learning Forecasts. (2024). Goulet Coulombe, Philippe ; Goebel, Maximilian ; Klieber, Karin. In: Papers. RePEc:arx:papers:2412.13076. Full description at Econpapers || Download paper | |
2024 | Advanced Models for Hourly Marginal CO2 Emission Factor Estimation: A Synergy between Fundamental and Statistical Approaches. (2024). Muesgens, Felix ; Batzlineiro, Taimyra ; Sgarciu, Smaranda ; ben Amor, Souhir. In: Papers. RePEc:arx:papers:2412.17379. Full description at Econpapers || Download paper | |
2024 | Asymptotic Properties of the Maximum Likelihood Estimator for Markov-switching Observation-driven Models. (2024). Krabbe, Frederik. In: Papers. RePEc:arx:papers:2412.19555. Full description at Econpapers || Download paper | |
2025 | Bayesian Analyses of Structural Vector Autoregressions with Sign, Zero, and Narrative Restrictions Using the R Package bsvarSIGNs. (2025). Wo, Tomasz ; Wang, Xiaolei. In: Papers. RePEc:arx:papers:2501.16711. Full description at Econpapers || Download paper | |
2025 | AlphaSharpe: LLM-Driven Discovery of Robust Risk-Adjusted Metrics. (2025). Yuksel, Kamer Ali ; Sawaf, Hassan. In: Papers. RePEc:arx:papers:2502.00029. Full description at Econpapers || Download paper | |
2025 | Fiscal Policy and Household Savings in Central Europe (Poland, Croatia, and Slovak Republic) -- A Markov Switching VAR with Covid Shock. (2025). , Ehsanullah ; Yusof, Mohd Faizal ; Hassan, Md Sharif ; Islam, Md Aminul ; Rab, Naharin Binte. In: Papers. RePEc:arx:papers:2502.14041. Full description at Econpapers || Download paper | |
2025 | Contrastive Similarity Learning for Market Forecasting: The ContraSim Framework. (2025). Vinden, Nicholas ; Saqur, Raeid ; Zhu, Zining ; Rudzicz, Frank. In: Papers. RePEc:arx:papers:2502.16023. Full description at Econpapers || Download paper | |
2025 | Tactical Asset Allocation with Macroeconomic Regime Detection. (2025). Oliveira, Daniel Cunha ; Sandfelder, Dylan ; Dong, Xiaowen ; Cucuringu, Mihai. In: Papers. RePEc:arx:papers:2503.11499. Full description at Econpapers || Download paper | |
2025 | Large Structural VARs with Multiple Sign and Ranking Restrictions. (2025). Matthes, Christian ; Chan, Joshua ; Yu, Xuewen. In: Papers. RePEc:arx:papers:2503.20668. Full description at Econpapers || Download paper | |
2025 | Labor Market Impact on Homelessness: Evidence from Canadian Administrative Data on Shelter Usage. (2025). Tuvaandorj, Purevdorj ; Lkhagvasuren, Damba. In: Papers. RePEc:arx:papers:2503.23259. Full description at Econpapers || Download paper | |
2025 | Statistical applications of the 20/60/20 rule in risk management and portfolio optimization. (2025). Wyloma, Agnieszka ; Pitera, Marcin ; Pkaczek, Kewin ; Jelito, Damian. In: Papers. RePEc:arx:papers:2504.02840. Full description at Econpapers || Download paper | |
2025 | Modeling Regime Structure and Informational Drivers of Stock Market Volatility via the Financial Chaos Index. (2025). Ataei, Masoud. In: Papers. RePEc:arx:papers:2504.18958. Full description at Econpapers || Download paper | |
2024 | Policy choice in time series by empirical welfare maximization. (2024). Xu, Mengshan ; Wang, Weining ; Kitagawa, Toru. In: CeMMAP working papers. RePEc:azt:cemmap:27/24. Full description at Econpapers || Download paper | |
2024 | Bayesian nonparametric methods for macroeconomic forecasting. (2024). Pfarrhofer, Michael ; Marcellino, Massimiliano. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp24224. Full description at Econpapers || Download paper | |
2024 | The Neutral Interest Rate: Past, Present and Future. (2024). Ozhan, Galip ; Feunou, Bruno ; Cacciatore, Matteo. In: Discussion Papers. RePEc:bca:bocadp:24-03. Full description at Econpapers || Download paper | |
2024 | Does Unconventional Monetary and Fiscal Policy Contribute to the COVID Inflation Surge in the US?. (2024). Zhang, Ji ; Xie, Yinxi ; Wu, Jing Cynthia. In: Staff Working Papers. RePEc:bca:bocawp:24-38. Full description at Econpapers || Download paper | |
2024 | Renewable Energy Shocks and Business Cycle Dynamics with Application to Brazil. (2024). Kornelius, Alexandre ; Divino, Jose Angelo. In: Working Papers Series. RePEc:bcb:wpaper:592. Full description at Econpapers || Download paper | |
2024 | The Effect of Global Economic Policy Uncertainty on Selected Islamic Stock Market Returns. (2024). Yacob, Norzahidah ; Mohd, Siti Musliha ; Yussof, Khairunnisa ; Wan, Wan Rasyidah ; Adam, Norashikin. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:10:p:195-210. Full description at Econpapers || Download paper | |
2024 | US monetary policy spillovers to the euro area. (2024). Degasperi, Riccardo ; Venditti, Fabrizio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_891_24. Full description at Econpapers || Download paper | |
2025 | Energy price shocks and their effects on the main macroeconomic variables: a Bayesian SVAR analysis. (2025). Lilla, Francesca ; Infante, Luigi ; Pasetto, Michela E. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_926_25. Full description at Econpapers || Download paper | |
2024 | Oil price shocks in real time. (2024). Gazzani, Andrea Giovanni ; Veronese, Giovanni ; Venditti, Fabrizio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1448_24. Full description at Econpapers || Download paper | |
2025 | The macroeconomic effects of a greener technology mix. (2025). Gazzani, Andrea Giovanni ; Natoli, Filippo ; Ferriani, Fabrizio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1482_25. Full description at Econpapers || Download paper | |
2024 | Heterogeneous recessions and expansions in Mexican regions and sectors. (2024). Mascarua, Miguel A. In: Working Papers. RePEc:bdm:wpaper:2024-13. Full description at Econpapers || Download paper | |
2024 | The Transmission of Supply Shocks in Different Inflation Regimes. (2024). Enders, Zeno ; Arndt, Sarah. In: Working papers. RePEc:bfr:banfra:938. Full description at Econpapers || Download paper | |
2024 | Unwinding Quantitative Easing: State Dependency and Household Heterogeneity. (2024). Meichtry, Pascal ; Cantore, Cristiano. In: Working papers. RePEc:bfr:banfra:955. Full description at Econpapers || Download paper | |
2024 | Inflation (De-)Anchoring in the Euro Area. (2024). De Backer, Bruno ; Vladu, Andreea Liliana ; Burban, Valentin. In: Working papers. RePEc:bfr:banfra:965. Full description at Econpapers || Download paper | |
2025 | Innovations Meet Narratives -Improving the Power-Credibility Trade-off in Macro. (2025). Barnichon, Raegis ; Mesters, Geert. In: Working Papers. RePEc:bge:wpaper:1475. Full description at Econpapers || Download paper | |
2024 | Causality from Oil Price Shocks to Macroeconomic Indicators: A Comparison for Top Oil Importer Countries. (2024). Kocaman, Merve. In: Bingol University Journal of Economics and Administrative Sciences. RePEc:bgo:journl:v:8:y:2024:i:2:p:205-218. Full description at Econpapers || Download paper | |
2024 | Quo vadis, r*? The natural rate of interest after the pandemic. (2024). Sandri, Damiano ; Nuño Barrau, Galo ; Hofmann, Boris ; Benigno, Gianluca. In: BIS Quarterly Review. RePEc:bis:bisqtr:2403b. Full description at Econpapers || Download paper | |
2024 | The plucking model of the unemployment rate floor: Corss-country estimates and empirics. (2024). Suah, Jing Lian. In: BIS Working Papers. RePEc:bis:biswps:1159. Full description at Econpapers || Download paper | |
2024 | Reserve requirements as a financial stability instrument. (2024). Gondo Mori, Rocio ; Cantu Garcia, Carlos ; Martinez, Berenice. In: BIS Working Papers. RePEc:bis:biswps:1182. Full description at Econpapers || Download paper | |
2024 | House price responses to monetary policy surprises: evidence from US listings data. (2024). Kudlyak, Marianna ; Kryvtsov, Oleksiy ; Gorea, Denis. In: BIS Working Papers. RePEc:bis:biswps:1212. Full description at Econpapers || Download paper | |
2025 | Assessment of Portfolio Credit Risk under Dynamic Default Correlation. (2025). Matveev, Aleksandr. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:1:p:129-142. Full description at Econpapers || Download paper | |
2024 | Estimation of the public debt threshold effects on economic growth in sub‐Saharan African countries. (2024). Kitutila, Yannick. In: African Development Review. RePEc:bla:afrdev:v:36:y:2024:i:2:p:377-390. Full description at Econpapers || Download paper | |
2024 | The impact of deviations from soybean product crushing estimates on return and risk. (2024). Chitavi, Michael ; Abdoh, Hussein. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:2:p:181-199. Full description at Econpapers || Download paper | |
2024 | Do higher global oil and wheat prices matter for the wheat flour price in Lebanon?. (2024). Karaki, Mohamad ; Neaimeh, Andrios. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:4:p:559-571. Full description at Econpapers || Download paper | |
2024 | Dynamic linkages in agricultural and energy markets: A quantile impulse response approach. (2024). Wang, Linjie ; Li, Jian ; Chavas, Jeanpaul. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:4:p:639-676. Full description at Econpapers || Download paper | |
2024 | Global economic contraction, climate change and the gold market volatility: A GARCH‐MIDAS approach. (2024). Salisu, Afees ; Vo, Xuan Vinh ; Penzin, Dinci J. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:4:p:712-728. Full description at Econpapers || Download paper | |
2024 | Quantitative easing effectiveness: Evidence from Euro private assets. (2024). Kirikos, Dimitris. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:2:p:354-370. Full description at Econpapers || Download paper | |
2024 | U.S. shale oil production and trend estimation: Forecasting a Hubbert model. (2024). Reynolds, Douglas B. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:1:p:468-487. Full description at Econpapers || Download paper | |
2024 | Unequal ground: oil booms and income inequality in the USA. (2024). Abdelwahed, Loujaina ; Campbell, Cole. In: Economica. RePEc:bla:econom:v:91:y:2024:i:363:p:880-910. Full description at Econpapers || Download paper | |
2024 | Alternative Monetary Policy Commitments and the Yield Curve. (2024). Haworth, Cameron ; Gai, Prasanna. In: The Economic Record. RePEc:bla:ecorec:v:100:y:2024:i:329:p:137-159. Full description at Econpapers || Download paper | |
2024 | Hybrid SV‐GARCH, t‐GARCH and Markov‐switching covariance structures in VEC models—Which is better from a predictive perspective?. (2024). Pajor, Anna ; Kwiatkowski, Ukasz ; Wroblewska, Justyna ; Osiewalski, Jacek. In: International Statistical Review. RePEc:bla:istatr:v:92:y:2024:i:1:p:62-86. Full description at Econpapers || Download paper | |
2024 | Financial stability, stranded assets and the low‐carbon transition – A critical review of the theoretical and applied literatures. (2024). Daumas, Louis. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:3:p:601-716. Full description at Econpapers || Download paper | |
2024 | Interest Rate Skewness and Biased Beliefs. (2024). Chernov, Mikhail ; Bauer, Michael. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:173-217. Full description at Econpapers || Download paper | |
2024 | What Drives Variation in the U.S. Debt‐to‐Output Ratio? The Dogs that Did not Bark. (2024). Van Nieuwerburgh, Stijn ; Xiaolan, Mindy Z ; Lustig, Hanno ; Jiang, Zhengyang. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2603-2665. Full description at Econpapers || Download paper | |
2024 | The Working Capital Credit Multiplier. (2024). Kim, Taehyun ; Carvalho, Daniel ; Almeida, Heitor. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:4247-4302. Full description at Econpapers || Download paper | |
2024 | Socioeconomic impacts of Russian invasion of Ukraine: A multiregional assessment for Europe. (2024). Almazngmez, Miguel Ngel ; Llano, Carlos ; Rauhut, Daniel ; Prez, Julin. In: Journal of Regional Science. RePEc:bla:jregsc:v:64:y:2024:i:2:p:333-354. Full description at Econpapers || Download paper | |
2024 | Give me a U, give me a V, give me an L!: How effective are countercyclical policies in shaping the output dynamic during recessions. (2024). Pearrieta, Luis Castro ; Castaeda, Gonzalo. In: Metroeconomica. RePEc:bla:metroe:v:75:y:2024:i:1:p:107-133. Full description at Econpapers || Download paper | |
2024 | Sequencing the COVID‐19 Recession in the USA: What Were the Macroeconomic Drivers?. (2024). Scharler, Johann ; Grndler, Daniel ; Geiger, Martin ; Breitenlechner, Max. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:1:p:119-136. Full description at Econpapers || Download paper | |
2024 | A New Approach to Forecasting the Probability of Recessions after the COVID‐19 Pandemic. (2024). Camacho, Maximo ; Ruiz, Manuel ; Ramallo, Salvador. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:4:p:833-855. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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1996 | Measuring the liquidity effect.(1996) In: Working Papers in Applied Economic Theory. [Citation analysis] This paper has nother version. Agregated cites: 135 | paper | |
2011 | Estimating the Market-Perceived Monetary Policy Rule In: American Economic Journal: Macroeconomics. [Full Text][Citation analysis] | article | 31 |
2010 | Estimating the Market-Perceived Monetary Policy Rule.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | paper | |
1985 | Historical Causes of Postwar Oil Shocks and Recessions In: The Energy Journal. [Full Text][Citation analysis] | article | 120 |
2009 | Understanding Crude Oil Prices In: The Energy Journal. [Full Text][Citation analysis] | article | 761 |
2008 | Understanding Crude Oil Prices.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 761 | paper | |
1986 | Estimation of Unobserved Expected Monthly Inflation Using Kalman Filtering. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 27 |
1991 | A Quasi-Bayesian Approach to Estimating Parameters for Mixtures of Normal Distributions. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 64 |
1991 | The Quantitative Significance of the Lucas Critique: Comment. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 0 |
2009 | Causes and Consequences of the Oil Shock of 2007-08 In: Brookings Papers on Economic Activity. [Full Text][Citation analysis] | article | 811 |
2010 | Causes and consequences of the oil shock of 2007–08.(2010) In: FRB Atlanta CQER Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 811 | paper | |
2009 | Causes and Consequences of the Oil Shock of 2007-08.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 811 | paper | |
1988 | ROLE OF THE INTERNATIONAL GOLD STANDARD IN PROPAGATING THE GREAT DEPRESSION In: Contemporary Economic Policy. [Full Text][Citation analysis] | article | 27 |
2018 | Inference in structural vector auto regressions when the identifying assumptions are not fully believed : Re-evaluating the role of monetary policy in economic fluctuations In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 78 |
2005 | Comment on Investigating Nonlinearity In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 5 |
2001 | Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 54 |
1999 | A Parametric Approach to Flexible Nonlinear Inference In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 137 |
2001 | A Parametric Approach to Flexible Nonlinear Inference..(2001) In: Econometrica. [Citation analysis] This paper has nother version. Agregated cites: 137 | article | |
2000 | A Re-examination of the Predictability of Economic Activity Using the Yield Spread In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 199 |
2002 | A Reexamination of the Predictability of Economic Activity Using the Yield Spread..(2002) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has nother version. Agregated cites: 199 | article | |
2000 | A Re-examination of the Predictability of Economic Activity Using the Yield Spread.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 199 | paper | |
2015 | Robust Bond Risk Premia In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 85 |
2015 | Robust bond risk premia.(2015) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 85 | paper | |
2017 | Robust Bond Risk Premia.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 85 | paper | |
2017 | Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 13 |
2018 | Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-evaluating the Role of Monetary Policy in Economic Fluctuations In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 87 |
2020 | Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 42 |
2020 | Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions.(2020) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | article | |
2020 | Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | paper | |
2020 | Advances in Structural Vector Autoregressions with Imperfect Identifying Information In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2008 | INSIDE THE ECONOMISTS MIND In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 0 |
2011 | NONLINEARITIES AND THE MACROECONOMIC EFFECTS OF OIL PRICES In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 322 |
2010 | Nonlinearities and the Macroeconomic Effects of Oil Prices.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 322 | paper | |
1989 | A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle. In: Econometrica. [Full Text][Citation analysis] | article | 4856 |
1988 | Are the macroeconomic effects of oil-price changes symmetric? : A comment In: Carnegie-Rochester Conference Series on Public Policy. [Full Text][Citation analysis] | article | 26 |
1998 | The supply and demand for Federal Reserve deposits In: Carnegie-Rochester Conference Series on Public Policy. [Full Text][Citation analysis] | article | 17 |
1988 | Rational-expectations econometric analysis of changes in regime : An investigation of the term structure of interest rates In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 476 |
2002 | On the interpretation of cointegration in the linear-quadratic inventory model In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 14 |
2003 | Comment on A comparison of two business cycle dating methods In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 32 |
1986 | State-space models In: Handbook of Econometrics. [Full Text][Citation analysis] | chapter | 10 |
2003 | What is an oil shock? In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1546 |
2000 | What is an Oil Shock?.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1546 | paper | |
2012 | Identification and estimation of Gaussian affine term structure models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 124 |
2012 | Identification and Estimation of Gaussian Affine Term Structure Models.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 124 | paper | |
2014 | Testable implications of affine term structure models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 33 |
2011 | Testable Implications of Affine Term Structure Models.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
1986 | A standard error for the estimated state vector of a state-space model In: Journal of Econometrics. [Full Text][Citation analysis] | article | 94 |
1990 | Analysis of time series subject to changes in regime In: Journal of Econometrics. [Full Text][Citation analysis] | article | 997 |
1994 | Autoregressive conditional heteroskedasticity and changes in regime In: Journal of Econometrics. [Full Text][Citation analysis] | article | 894 |
1996 | Specification testing in Markov-switching time-series models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 227 |
2011 | Calling recessions in real time In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 121 |
2010 | Calling Recessions in Real Time.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 121 | paper | |
2011 | Response to comments In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
2021 | Reprint: Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 1 |
2014 | Risk premia in crude oil futures prices In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 198 |
2013 | Risk Premia in Crude Oil Futures Prices.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 198 | paper | |
2019 | Comments on “Foreign Effects of Higher U.S. Interest Rates” by Matteo Iacoviello and Gaston Navarro In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 0 |
2016 | Macroeconomic Regimes and Regime Shifts In: Handbook of Macroeconomics. [Full Text][Citation analysis] | chapter | 69 |
2016 | Macroeconomic Regimes and Regime Shifts.(2016) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 69 | paper | |
2018 | Inference in structural vector autoregressions when the identifying assumptions are not fully believed: Re-evaluating the role of monetary policy in economic fluctuations In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 87 |
2018 | Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-evaluating the Role of Monetary Policy in Economic Fluctuations.(2018) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 87 | paper | |
2018 | Inference in structural vector auto regressions when the identifying assumptions are not fully believed: Re-evaluating the role of monetary policy in economic fluctuations.(2018) In: Bank of Finland Research Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 87 | paper | |
1985 | The observable implications of self-fulfilling expectations In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 105 |
1987 | Monetary factors in the great depression In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 120 |
1989 | The long-run behavior of the velocity of circulation : A review essay In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 9 |
1996 | This is what happened to the oil price-macroeconomy relationship In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 1068 |
1998 | The augmented Solow model and the productivity slowdown In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 56 |
2008 | Daily monetary policy shocks and new home sales In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 72 |
2016 | Heterogeneity and Unemployment Dynamics In: Working Papers. [Full Text][Citation analysis] | paper | 10 |
2016 | Heterogeneity and Unemployment Dynamics.(2016) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2016 | Heterogeneity and Unemployment Dynamics.(2016) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2004 | Normalization in econometrics In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 79 |
2007 | Normalization in Econometrics.(2007) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 79 | article | |
2016 | Do macro variables help forecast interest rates? In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
2004 | Regime shifts in a dynamic term structure model of U.S. Treasury bond yields, comments In: Proceedings. [Full Text][Citation analysis] | article | 1 |
2019 | Measuring Labor-Force Participation and the Incidence and Duration of Unemployment In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 15 |
2020 | Measuring Labor-Force Participation and the Incidence and Duration of Unemployment.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2022 | Measuring Labor-Force Participation and the Incidence and Duration of Unemployment.(2022) In: Review of Economic Dynamics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
2018 | Factors in Unemployment Dynamics In: FEDS Notes. [Full Text][Citation analysis] | paper | 0 |
2009 | The market-perceived monetary policy rule In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 12 |
2007 | Housing and the monetary transmission mechanism: commentary In: Proceedings - Economic Policy Symposium - Jackson Hole. [Full Text][Citation analysis] | article | 0 |
2005 | Whats real about the business cycle? In: Review. [Full Text][Citation analysis] | article | 36 |
2005 | Whats Real About the Business Cycle?.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
2008 | Assessing monetary policy effects using daily federal funds futures contracts In: Review. [Full Text][Citation analysis] | article | 17 |
2009 | The propagation of regional recessions In: Working Papers. [Full Text][Citation analysis] | paper | 119 |
2011 | The Propagation of Regional Recessions.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 119 | paper | |
2012 | The Propagation of Regional Recessions.(2012) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 119 | article | |
1999 | A model for the federal funds rate target In: Department of Economics. [Full Text][Citation analysis] | paper | 193 |
2000 | A Model for the Federal Funds Rate Target.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 193 | paper | |
2002 | A Model of the Federal Funds Rate Target.(2002) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 193 | article | |
2009 | Concerns about the Feds New Balance Sheet In: Book Chapters. [Full Text][Citation analysis] | chapter | 1 |
1986 | On Testing for Self-fulfilling Speculative Price Bubbles. In: International Economic Review. [Full Text][Citation analysis] | article | 33 |
2012 | Import Prices and Inflation In: International Journal of Central Banking. [Full Text][Citation analysis] | article | 7 |
1996 | Stock Market Volatility and the Business Cycle. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 363 |
1991 | The Sustainability of Budget Deficits with Lump-Sum and with Income-Based Taxation: Comment. In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 0 |
2004 | Why Are Prices Sticky? The Dynamics of Wholesale Gasoline Prices. In: Journal of Money, Credit and Banking. [Citation analysis] | article | 106 |
2003 | Why Are Prices Sticky? The Dynamics of Wholesale Gasoline Prices.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 106 | paper | |
2004 | Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy: Comment. In: Journal of Money, Credit and Banking. [Citation analysis] | article | 515 |
2009 | Daily Changes in Fed Funds Futures Prices In: Journal of Money, Credit and Banking. [Citation analysis] | article | 45 |
2007 | Daily Changes in Fed Funds Futures Prices.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | paper | |
2012 | The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 518 |
2011 | The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 518 | paper | |
2005 | Dating Business Cycle Turning Points In: NBER Working Papers. [Full Text][Citation analysis] | paper | 75 |
2007 | Assessing Monetary Policy Effects Using Daily Fed Funds Futures Contracts In: NBER Working Papers. [Full Text][Citation analysis] | paper | 4 |
2008 | Macroeconomics and ARCH In: NBER Working Papers. [Full Text][Citation analysis] | paper | 47 |
2008 | Daily Monetary Policy Shocks and the Delayed Response of New Home Sales In: NBER Working Papers. [Full Text][Citation analysis] | paper | 71 |
2010 | Sources of Variation in Holding Returns for Fed Funds Futures Contracts In: NBER Working Papers. [Full Text][Citation analysis] | paper | 10 |
2011 | Sources of variation in holding returns for fed funds futures contracts.(2011) In: Journal of Futures Markets. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
2011 | Historical Oil Shocks In: NBER Working Papers. [Full Text][Citation analysis] | paper | 169 |
2012 | Oil Prices, Exhaustible Resources, and Economic Growth In: NBER Working Papers. [Full Text][Citation analysis] | paper | 28 |
2013 | Off-Balance-Sheet Federal Liabilities In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | Crunch Time: Fiscal Crises and the Role of Monetary Policy In: NBER Working Papers. [Full Text][Citation analysis] | paper | 62 |
2014 | Effects of Index-Fund Investing on Commodity Futures Prices In: NBER Working Papers. [Full Text][Citation analysis] | paper | 46 |
2014 | The Changing Face of World Oil Markets In: NBER Working Papers. [Full Text][Citation analysis] | paper | 12 |
2014 | Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information In: NBER Working Papers. [Full Text][Citation analysis] | paper | 309 |
2015 | Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information.(2015) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 309 | article | |
2015 | The Equilibrium Real Funds Rate: Past, Present and Future In: NBER Working Papers. [Full Text][Citation analysis] | paper | 265 |
2016 | The Equilibrium Real Funds Rate: Past, Present, and Future.(2016) In: IMF Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 265 | article | |
2017 | Why You Should Never Use the Hodrick-Prescott Filter In: NBER Working Papers. [Full Text][Citation analysis] | paper | 176 |
2017 | Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks In: NBER Working Papers. [Full Text][Citation analysis] | paper | 509 |
2018 | A Skeptical View of the Impact of the Fed’s Balance Sheet In: NBER Working Papers. [Full Text][Citation analysis] | paper | 20 |
2019 | Measuring Global Economic Activity In: NBER Working Papers. [Full Text][Citation analysis] | paper | 56 |
2019 | Perspectives on U.S. Monetary Policy Tools and Instruments In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Advances in Using Vector Autoregressions to Estimate Structural Magnitudes In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
2021 | Supply, Demand, and Specialized Production In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
1989 | Long Swings in the Exchange Rate: Are they in the Data and Do Markets Know It? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 11 |
2024 | Principal Component Analysis for a Mix of Stationary and Nonstationary Variables In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
2021 | Online Appendix to Measuring Labor-Force Participation and the Incidence and Duration of Unemployment In: Online Appendices. [Full Text][Citation analysis] | paper | 6 |
2022 | Measuring Labor-Force Participation and the Incidence and Duration of Unemployment.(2022) In: Review of Economic Dynamics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
1997 | Comment on U.S. Oil Consumption, Oil Prices, and the Macroeconomy. In: Empirical Economics. [Citation analysis] | article | 1 |
2002 | New directions in business cycle research and financial analysis In: Empirical Economics. [Full Text][Citation analysis] | article | 29 |
2000 | Book review In: Econometric Reviews. [Full Text][Citation analysis] | article | 2 |
1996 | What Do the Leading Indicators Lead? In: The Journal of Business. [Full Text][Citation analysis] | article | 88 |
1996 | The Daily Market for Federal Funds. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 279 |
1983 | Oil and the Macroeconomy since World War II. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 2178 |
1985 | Uncovering Financial Market Expectations of Inflation. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 43 |
1988 | A Neoclassical Model of Unemployment and the Business Cycle. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 347 |
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