The Less-Volatile U.S. Economy

American economic review

1992 • 16,670 citations

Tests for Parameter Instability and Structural Change With Unknown Change Point

1993 • 4,272 citations

Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative

1994 • 2,512 citations

Bayes Factors

1995 • 2,168 citations

Computing Bayes Factors by Combining Simulation and Asymptotic Approximations

1997 • 2,046 citations

Output Fluctuations in the United States: What Has Changed Since the Early 1980's?

2000 • 2,026 citations

Marginal Likelihood from the Gibbs Output

1995 • 1,819 citations

Has the Business Cycle Changed and Why?

2002 • 1,452 citations

Stochastic Trends and Economic Fluctuations

1991 • 1,332 citations

Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots

1991 • 1,327 citations

Has the U.S. Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model of the Business Cycle

1999 • 1,239 citations

Tests of the Hypothesis That a Linear Regression System Obeys Two Separate Regimes

1960 • 1,112 citations

Detrending and business cycle facts

1998 • 970 citations

The Long and Large Decline in U.S. Output Volatility

2001 • 966 citations

Estimation and comparison of multiple change-point models

1998 • 687 citations

Production, growth and business cycles

1988 • 570 citations

Permanent and Transitory Components of GNP and Stock Prices

1994 • 563 citations

Testing For and Dating Common Breaks in Multivariate Time Series

1998 • 457 citations

Marginal Likelihood from the Gibbs Output

1995 • 441 citations

Optimal changepoint tests for normal linear regression

1996 • 310 citations

Tests of the Hypothesis that a Linear Regression System Obeys Two Separate Regimes

1960 • 258 citations

Bayes factors and nonlinearity: Evidence from economic time series

1999 • 142 citations

A Rehabilitation of Monetary Policy in the 1950's

2002 • 141 citations

Forecasting Financial and Economic Cycles

1994 • 131 citations

Recent Changes in the US Business Cycle

2001 • 80 citations

Transitory variation in investment and output

1992 • 43 citations

The Declining Volatility of U.S. Employment: Was Arthur Burns Right?

2000 • 39 citations