Testing for Volatility Changes in U.S. Macroeconomic Time Series

Estimating and Testing Linear Models with Multiple Structural Changes

1998 • 5,657 citations

Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*

2000 • 4,799 citations

Tests for Parameter Instability and Structural Change With Unknown Change Point

1993 • 4,272 citations

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

2000 • 2,026 citations

Journal of business and economic statistics 5

1988 • 1,802 citations

Has the Business Cycle Changed and Why?

2002 • 1,452 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

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

2001 • 966 citations

Estimation of a Change Point in Multiple Regression Models

1997 • 816 citations

Estimating Multiple Breaks One at a Time

1997 • 804 citations

Approximate AsymptoticPValues for StructuraS-Change Tests

1997 • 567 citations

Journal of Business and Economic Statistics

1994 • 480 citations

A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series

1999 • 447 citations

Approximate Asymptotic P Values for Structural-Change Tests

1997 • 357 citations

On the Causes of the Increased Stability of the U.S. Economy

2002 • 245 citations

Time-Varying Smooth Transition Autoregressive Models

2003 • 216 citations

Evidence on Structural Instability in Macroeconomic Time Series Relations

1996 • 179 citations

The Less-Volatile U.S. Economy

2004 • 165 citations

Asymmetric business cycles: Theory and time-series evidence

1997 • 141 citations

Cyclical Patterns in the Variance of Economic Activity

1993 • 89 citations

Recent Changes in the US Business Cycle

2001 • 80 citations

Conditional Asymmetries in Real GNP: A Seminonparametric Approach

1992 • 61 citations

A Decomposition of the Increased Stability of GDP Growth

1999 • 48 citations

Explaning the Increased Variability in Long-Term Interest Rates

1999 • 48 citations

A decomposition of the increased stability of GDP growth

1999 • 47 citations

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

2000 • 39 citations

Recent Changes in the U.S. Business Cycle

2001 • 35 citations