Conditional Asymmetries in Real GNP: A Seminonparametric Approach

Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

1982 • 19,770 citations

The American Economic Review

2012 • 14,436 citations

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

1989 • 9,360 citations

MONEY, INCOME, AND CAUSALITY

1972 • 3,059 citations

Kendall's Advanced Theory of Statistics.

1995 • 2,709 citations

Distribution-Free Statistical Tests

1970 • 1,755 citations

An Empirical Investigation of Self-Attitudes

1954 • 1,626 citations

Distribution-Free Statistical Tests.

1969 • 1,075 citations

Are Economic Time Series Asymmetric over the Business Cycle?

1984 • 960 citations

Semi-Nonparametric Maximum Likelihood Estimation

1987 • 926 citations

Formulating and estimating dynamic linear rational expectations models

1980 • 845 citations

BUSINESS CYCLE ASYMMETRY: A DEEPER LOOK

1993 • 591 citations

Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications

1989 • 461 citations

Is the business cycle characterized by deterministic chaos?

1988 • 421 citations

Why does inventory investment fluctuate so much?

1988 • 300 citations

Time-to-Build and Aggregate Fluctuations: Some New Evidence

1989 • 276 citations

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

1986 • 228 citations

Comparison of Interwar and Postwar Business Cycles: Monetarism Reconsidered

1980 • 110 citations

Nonparametric evidence on asymmetry in business cycles using aggregate employment time series

1992 • 45 citations

Who Benefits from Economic Development? Comment

1980 • 31 citations

Business cycle asymmetry: a deeper look

1989 • 17 citations