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

Techniques for Testing the Constancy of Regression Relationships Over Time

1975 • 4,552 citations

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

2000 • 2,026 citations

Multivariate Stochastic Variance Models

1994 • 1,417 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 Effects of Monetary Policy Shocks: Evidence from the Flow of Funds

1996 • 1,174 citations

The Econometric Analysis of Time Series.

1983 • 979 citations

Quasi-maximum likelihood estimation of stochastic volatility models

1994 • 311 citations

Cyclical Patterns in the Variance of Economic Activity

1993 • 89 citations

Progress Towards Economic Stability

1969 • 67 citations

Major Changes in Cyclical Behavior

1984 • 60 citations

Improved Quasi-Maximum Likelihood Estimation for Stochastic Volatility Models

1996 • 53 citations

Estimation and Testing of Stochastic Variance Models

1993 • 32 citations

Changes in Inventory Management and the Business Cycle

1995 • 22 citations

Job Creation and Destruction: The Dominance of Manufacturing

1994 • 15 citations

Recent Evidence on the Muted Inventory Cycle

1995 • 13 citations

Is The Shift Toward Employment In Services Stabilizing?

1995 • 7 citations

The differential effects of monetary policy shocks on regional economic activity

1995 • 4 citations

Changes in inventory management: implication for the U.S. recovery

1992 • 4 citations

An empirical study of U.S. employment fluctuations

1998 • 2 citations