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Gil-Alaña, Luis A.
92
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90
Heckman, James J.
72
Gupta, Rangan
58
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55
Diebold, Francis X.
55
Mankiw, Nicholas Gregory
55
Stock, James H.
54
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47
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47
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47
Hall, Robert Ernest
46
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44
Hautsch, Nikolaus
44
Greenwood, Jeremy
41
Mishkin, Frederic S.
39
Reis, Ricardo
39
Koopman, Siem Jan
37
Caballero, Ricardo J.
35
Eichenbaum, Martin S.
35
Basu, Susanto
34
Lanne, Markku
34
Timmermann, Allan
34
Cutler, David M.
33
Schorfheide, Frank
33
Engle, Robert F.
32
Artus, Patrick
31
McGrattan, Ellen R.
31
Audretsch, David B.
30
Auerbach, Alan J.
30
Campbell, John Y.
30
Hubbard, R. Glenn
30
Kehoe, Patrick J.
30
Blinder, Alan S.
29
Jorgenson, Dale Weldeau
29
Lo, Andrew W.
29
Miller, Stephen M.
29
Pesaran, M. Hashem
29
Fernández-Villaverde, Jesús
28
Franses, Philip Hans
28
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Computers & operations research : and their applications to problems of world concern ; an international journal
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International journal of production research
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International economic review
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ECONIS (ZBW)
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42
OLC EcoSci
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1
Time series mean level and stochastic volatility modeling by smooth transition autoregressions : a Bayesian approach
Lopes, Hedibert Freitas
;
Salazar, Esther
-
2006
Persistent link: https://www.econbiz.de/10003350097
Saved in:
2
Threshold autoregression with a unit root
Caner, Mehmet
;
Hansen, Bruce E.
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
6
,
pp. 1555-1596
Persistent link: https://www.econbiz.de/10001624976
Saved in:
3
Three essays on nonlinear nonstationary econometrics and applied macroeconomics
Bae, Youngsoo
-
2006
Persistent link: https://www.econbiz.de/10003965066
Saved in:
4
A revisit to liquidity effects - evidence from a non-linear approach
Chen, Show-lin
;
Tsai, Li-Ju
;
Wu, Jyh-lin
- In:
Journal of macroeconomics
26
(
2004
)
3
,
pp. 501-517
Persistent link: https://www.econbiz.de/10002343416
Saved in:
5
Business cycle asymmetries : characterisation and testing based on Markov-switching autoregressions
Clements, Michael P.
;
Krolzig, Hans-Martin
-
1998
Persistent link: https://www.econbiz.de/10001370037
Saved in:
6
Testing for unit roots in three-regime SETAR models : application to the United States per capita real health care expenditure time series
Murthy, Vasudeva N. R.
- In:
The empirical economics letters : a monthly …
14
(
2015
)
4
,
pp. 307-314
Persistent link: https://www.econbiz.de/10011418844
Saved in:
7
Forecasting U.S. recessions and economic activity
Kotchoni, Rachidi
;
Stevanovic, Dalibor
-
2016
Persistent link: https://www.econbiz.de/10011520468
Saved in:
8
Using the hybrid Phillips curve with memory to forecast US infllation
Chu, Shiou-Yen
;
Shane, Christopher
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
4
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011755440
Saved in:
9
Outlier detection in the lognormal logarithmic conditional autoregressive range model
Chiang, Min-Hsien
;
Chou, Ray Yeutien
;
Wang, Li-Min
- In:
Oxford bulletin of economics and statistics
78
(
2016
)
1
,
pp. 126-144
Persistent link: https://www.econbiz.de/10011494656
Saved in:
10
Can regime-switching models reproduce the business cycle features of US aggregate consumption, investment and output?
Clements, Michael P.
;
Krolzig, Hans-Martin
- In:
International journal of finance & economics : IJFE
9
(
2004
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10001904952
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