A Markov‐Switching Model Of Gnp Growth With Duration Dependence*

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A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle

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Maximum Likelihood Estimation of Misspecified Models

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

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Dynamic linear models with Markov-switching

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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

Business-Cycle Phases and Their Transitional Dynamics

1994 • 775 citations

A nonlinear approach to US GNP

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Asymmetric Effects of Positive and Negative Money-Supply Shocks

1992 • 544 citations

Bayes Inference via Gibbs Sampling of Autoregressive Time Series Subject to Markov Mean and Variance Shifts

1993 • 437 citations

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Inventories and the Three Phases of the Business Cycle

1994 • 292 citations

Business-Cycle Phases and Their Transitional Dynamics

1994 • 288 citations

Duration-Dependent Transitions in a Markov Model of U.S. GNP Growth

1994 • 253 citations

A Nonparametric Investigation of Duration Dependence in the American Business Cycle

1990 • 244 citations

Optimal prediction of cyclical downturns

1982 • 215 citations

Bayes Inference via Gibbs Sampling of Autoregressive Time Series Subject to Markov Mean and Variance Shifts

1993 • 200 citations

New index of coincident indicators: A multivariate Markov switching factor model approach

1995 • 168 citations

The Hamilton model with a general autoregressive component: estimation and comparison with other models of economic time series

1990 • 164 citations

Business Cycle Duration Dependence: A Parametric Approach

1991 • 141 citations

Duration-Dependent Transitions in a Markov Model of U.S. GNP Growth

1994 • 119 citations

THE MONTE CARLO CYCLE IN BUSINESS ACTIVITY

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Is there a cyclical time unit?

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A Markov Switching Model of GNP Growth With Duration Dependence

1997 • 10 citations

Friedman's Plucking Model of Business Fluctuations : Tests and Estimates of Permanent and Transitory Components

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Business cycle measurement using a dynamic factor model with duration-dependent transitions /

1997 • 2 citations