Impulse response analysis in nonlinear multivariate models

Stochastic Simulation

1987 • 1,835 citations

Modelling Nonlinear Economic Relationships

1993 • 1,413 citations

How Big Is the Random Walk in GNP?

1988 • 1,326 citations

Modelling Nonlinear Economic Relationships

1995 • 1,322 citations

Are Economic Time Series Asymmetric over the Business Cycle?

1984 • 960 citations

Are Output Fluctuations Transitory?

1987 • 771 citations

The Cyclical Component of U. S. Economic Activity

1987 • 744 citations

A nonlinear approach to US GNP

1995 • 562 citations

Cointegration and speed of convergence to equilibrium

1996 • 521 citations

Do recessions permanently change output?

1993 • 514 citations

The dynamic effects of aggregate demand and supply disturbance

1988 • 472 citations

Nonlinear Dynamic Structures

1993 • 465 citations

Some advances in non‐linear and adaptive modelling in time‐series

1994 • 352 citations

Stochastic Simulation.

1988 • 170 citations

Persistence profiles and business cycle fluctuations in a disaggregated model of U.K. output growth

1993 • 132 citations

Persistence, cointegration, and aggregation

1993 • 126 citations

CHAOTIC DYNAMICS IN ECONOMIC TIME‐SERIES

1988 • 121 citations

Parameter uncertainty and impulse response analysis

1996 • 86 citations

Bayesian long-run prediction in time series models

1995 • 25 citations

A Floor and Ceiling Model of U.S. Output

1995 • 21 citations