Understanding Changes in International Business Cycle Dynamics

Tests for Parameter Instability and Structural Change With Unknown Change Point

1993 • 4,272 citations

Forecasting Using Principal Components From a Large Number of Predictors

2002 • 2,866 citations

Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series

1999 • 2,825 citations

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

2000 • 2,026 citations

Monetary Policy Shocks: What Have We Learned and to What End?

1998 • 1,908 citations

The Generalized Dynamic-Factor Model: Identification and Estimation

2000 • 1,719 citations

This is what happened to the oil price-macroeconomy relationship

1996 • 1,673 citations

Technology, Employment, and the Business Cycle: Do Technology Shocks Explain Aggregate Fluctuations?

1999 • 1,613 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

International Business Cycles: World, Region, and Country-Specific Factors

2003 • 1,188 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

International Business Cycles and the ERM: Is There a European Business Cycle?

1997 • 533 citations

Sticky price and limited participation models of money: A comparison

1997 • 497 citations

How Does Globalization Affect the Synchronization of Business Cycles?

2003 • 432 citations

Median Unbiased Estimation of Coefficient Variance in a Time-Varying Parameter Model

1998 • 346 citations

Financial globalization and real regionalization

2003 • 322 citations

Further evidence on the international business cycle and the ERM: is there a European business cycle?

1999 • 304 citations

Recent U.S. Macroeconomic Stability: Good Policies, Good Practices, or Good Luck?

2004 • 303 citations

Business Cycles for G7 and European Countries

1997 • 271 citations

Breaks in the Variability and Comovement of G-7 Economic Growth

2005 • 184 citations

Identifying the Common Component of International Economic Fluctuations: A new Approach

2002 • 173 citations

The role of international factors in the business cycle: A multi-country study

1996 • 104 citations

How much (a)symmetry in Europe? Evidence from industrial sectors

1995 • 86 citations

Is Economic Activity in the G7 Synchronized? Common Shocks versus Spillover Effects

2003 • 83 citations

The sources of fluctuations within and across countries

1998 • 81 citations

An Investigation of Co-movements among the Growth Rates of the G-7 Countries

2002 • 70 citations

International business cycles and the dynamics of the current account

1996 • 66 citations

Changes in variability of the business cycle in the G7 countries

2002 • 64 citations

Convergence in European GDP series: a multivariate common converging trend–cycle decomposition

2004 • 55 citations

Ongoing Changes in the Business Cycle: Evidence and Causes

2002 • 53 citations

Have output growth rates stabilised? evidence from the g‐7 economies

2003 • 51 citations

The Decline in Australian Output Volatility

2001 • 40 citations

Asymptotically Median Unbiased Estimation of Coefficient Variance in a Time Varying Parameter Model

1996 • 40 citations

Breaks in the Variability and Co-Movement of G-7 Economic Growth

2003 • 22 citations

Convergence and Cycles in the Euro Zone

2004 • 15 citations

Are they All in the Same Boat? the 2000-2001 Growth Slowdown and the G-7 Business Cycle Linkages

2003 • 11 citations