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

American economic review

1992 • 16,670 citations

American Economic Review

2019 • 12,528 citations

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

1989 • 9,360 citations

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

2000 • 4,799 citations

Techniques for Testing the Constancy of Regression Relationships Over Time

1975 • 4,552 citations

Tests for Parameter Instability and Structural Change With Unknown Change Point

1993 • 4,272 citations

Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative

1994 • 2,512 citations

The Stationary Bootstrap

1994 • 2,211 citations

What is an oil shock?

2003 • 1,999 citations

Journal of business and economic statistics 5

1988 • 1,802 citations

Cross-Country Evidence on the Link Between Volatility and Growth

1995 • 1,584 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

Predicting U.S. Recessions: Financial Variables as Leading Indicators

1998 • 1,206 citations

The New Econometrics of Structural Change: Dating Breaks in U.S. Labor Productivity

2001 • 825 citations

Business-Cycle Phases and Their Transitional Dynamics

1994 • 775 citations

Testing for parameter instability in linear models

1992 • 748 citations

Variance Function Estimation

1987 • 649 citations

Approximate AsymptoticPValues for StructuraS-Change Tests

1997 • 567 citations

Permanent and Transitory Components of GNP and Stock Prices

1994 • 563 citations

Journal of Business and Economic Statistics

1994 • 480 citations

Testing for structural change in conditional models

2000 • 471 citations

Spurious Volatility in Historical Unemployment Data

1986 • 325 citations

Inventories and the Three Phases of the Business Cycle

1994 • 292 citations

Is the Stabilization of the Postwar Economy a Figment of the Data

2016 • 255 citations

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

1994 • 253 citations

Forecasting recessions using the yield curve

2005 • 200 citations

Imposing Moment Restrictions from Auxiliary Data by Weighting

1999 • 170 citations

What Do the Leading Indicators Lead?

1996 • 169 citations

The Less-Volatile U.S. Economy

2004 • 165 citations

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

1990 • 164 citations

Dating Turning Points in the Business Cycle

1994 • 126 citations

Permanent and transitory components of recessions

2002 • 111 citations

A two-country model of stochastic output with changes in regime

1991 • 109 citations

Are Statistical Reporting Agencies Getting It Right? Data Rationality and Business Cycle Asymmetry

2005 • 99 citations

Common stochastic trends, common cycles, and asymmetry in economic fluctuations

2002 • 99 citations

Measuring and Comparing Business-Cycle Features

1997 • 91 citations

The Likelihood Test Under Non-Standard Conditions: Testing the Markov Trend Model of GNP

1991 • 80 citations

2. Have Postwar Economic Fluctuations Been Stabilized?

1999 • 76 citations

The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series

2003 • 73 citations

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

2004 • 73 citations

The Changing Cyclical Variability of Economic Activity in the United States

1984 • 61 citations

Exchange rates and fundamentals: a non‐linear relationship?

2007 • 51 citations

TIME-SERIES MODEL WITH PERIODIC STOCHASTIC REGIME SWITCHING

2001 • 35 citations

The Dynamic Relationship between Permanent and Transitory Components of U.S. Business Cycles

2007 • 31 citations

The Stabilisation of the Mark.

1928 • 27 citations

Will just-in-time inventory techniques dampen recessions?

1991 • 25 citations

Has inventory management in the US become more efficient and flexible? A macroeconomic perspective

1996 • 23 citations

Changes in Inventory Management and the Business Cycle

1995 • 22 citations

Inventories and the Business Cycle*

1995 • 21 citations

The length of US business expansions: When did the break in the data occur?

2005 • 19 citations

Cyclical Implications of the Declining Manufacturing Employment Share

1997 • 19 citations

Calm after the Storm?: Supply-side contributions to New Zealand’s GDP volatility decline

2001 • 16 citations

Evidence of improved inventory control

1992 • 15 citations

A time series model with periodic stochastic regime switching

1993 • 13 citations

Discussion

1986 • 5 citations

Permanent and Transitory Nature of Recessions

1999 • 3 citations

Deleted Work

1955 • 0 citations