Is the persistence of shocks to output asymmetric?

A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle

1989 • 9,360 citations

Forecasting, Structural Time Series Models and the Kalman Filter

1991 • 5,040 citations

Trends and random walks in macroeconmic time series

1982 • 4,673 citations

Forecasting, Structural Time Series Models and the Kalman Filter

1990 • 3,965 citations

Threshold Models in Non-linear Time Series Analysis

1983 • 1,541 citations

How Big Is the Random Walk in GNP?

1988 • 1,326 citations

Are Economic Time Series Asymmetric over the Business Cycle?

1984 • 960 citations

The dynamics of exchange rate volatility: A multivariate latent factor ARCH model

1989 • 778 citations

Are Output Fluctuations Transitory?

1987 • 771 citations

Do recessions permanently change output?

1993 • 514 citations

Unobserved component time series models with Arch disturbances

1992 • 349 citations

Further Evidence on the Asymmetric Behavior of Economic Time Series over the Business Cycle

1986 • 228 citations

Unobserved-Component Time Series Models With Markov-Switching Heteroscedasticity: Changes in Regime and the Link Between Inflation Rates and Inflation Uncertainty

1993 • 170 citations

Asymmetric Time Series

1981 • 61 citations

Asymmetric Time Series

1981 • 47 citations

Unobserved-Component Time Series Models with Markov-Switching Heteroscedasticity: Changes in Regime and the Link between Inflation Rates and Inflation Uncertainty

1993 • 41 citations

Unobserved-Component Time-Series Models with Markov- Switching Heteroskedasticity: Changes in Regimes and the Link between Inflation Rates and Inflation Uncertainty

1992 • 17 citations