Are apparent findings of nonlinearity due to structural instability in economic time series?

Impulse response analysis in nonlinear multivariate models

1996 • 4,416 citations

Evaluating the Accuracy of Sampling-Based Approaches to the Calculation of Posterior Moments

1991 • 2,548 citations

On Gibbs sampling for state space models

1994 • 1,971 citations

Marginal Likelihood from the Gibbs Output

1995 • 1,819 citations

DATA AUGMENTATION AND DYNAMIC LINEAR MODELS

1994 • 836 citations

The simulation smoother for time series models

1995 • 588 citations

Evidence on Structural Instability in Macroeconomic Time Series Relations

1996 • 575 citations

A nonlinear approach to US GNP

1995 • 562 citations

Do recessions permanently change output?

1993 • 514 citations

Statistical algorithms for models in state space using SsfPack 2.2

1999 • 495 citations

Marginal Likelihood from the Gibbs Output

1995 • 441 citations

Markov Chain Monte Carlo Methods: Computation and Inference

2001 • 413 citations

Partial non-Gaussian state space

1994 • 372 citations

A floor and ceiling model of US output

1997 • 241 citations

Dynamic Asymmetries in U.S. Unemployment

1999 • 162 citations

Bayes factors and nonlinearity: Evidence from economic time series

1999 • 142 citations

Diagnostic checks of non‐standard time series models

1985 • 120 citations

Parameter uncertainty and impulse response analysis

1996 • 86 citations

Diagnostics for Time Series Analysis

1999 • 58 citations

Trend Growth in British Industrial Output, 1700–1913: A Reappraisal

1996 • 49 citations

Rehabilitation sustained: the industrial revolution as a macroeconomic epoch

1994 • 27 citations

Rehabilitation Sustained: The Industrial Revolution as a Macroeconomic Epoch

1994 • 24 citations

Unconditional Estimation of Time-Varying-Parameter Models: A Gibbs-Sampling Approach

1997 • 4 citations