|
2024
|
Getting the ROC into Sync
|
Journal of Business & Economic Statistics
|
A
|
3
|
|
2022
|
Three Basic Issues that Arise when Using Informational Restrictions in SVARs
|
Oxford Bulletin of Economics and Statistics
|
B
|
2
|
|
2022
|
Excess shocks can limit the economic interpretation
|
European Economic Review
|
B
|
2
|
|
2021
|
Turning point and oscillatory cycles: Concepts, measurement, and use
|
Journal of Economic Surveys
|
C
|
2
|
|
2017
|
Estimation and Solution of Models with Expectations and Structural Changes
|
Journal of Applied Econometrics
|
B
|
2
|
|
2016
|
A Method for Working with Sign Restrictions in Structural Equation Modelling
|
Oxford Bulletin of Economics and Statistics
|
B
|
2
|
|
2016
|
Econometric Methods for Modelling Systems With a Mixture of i(1) and i(0) Variables
|
Journal of Applied Econometrics
|
B
|
3
|
|
2011
|
An Econometric Analysis of Some Models for Constructed Binary Time Series
|
Journal of Business & Economic Statistics
|
A
|
2
|
|
2010
|
Limited information estimation and evaluation of DSGE models
|
Journal of Applied Econometrics
|
B
|
2
|
|
2008
|
Econometric analysis of structural systems with permanent and transitory shocks
|
Journal of Economic Dynamics and Control
|
B
|
2
|
|
2007
|
Making a match: Combining theory and evidence in policy-oriented macroeconomic modeling
|
Journal of Econometrics
|
A
|
3
|
|
2006
|
Synchronization of cycles
|
Journal of Econometrics
|
A
|
2
|
|
2005
|
Some methods for assessing the need for non-linear models in business cycle analysis
|
International Journal of Forecasting
|
B
|
3
|
|
2005
|
A suggested framework for classifying the modes of cycle research
|
Journal of Applied Econometrics
|
B
|
2
|
|
2004
|
The Econometrics of the New Keynesian Policy Model: Introduction
|
Oxford Bulletin of Economics and Statistics
|
B
|
2
|
|
2003
|
Specification Testing of Markov Switching Models*
|
Oxford Bulletin of Economics and Statistics
|
B
|
3
|
|
2003
|
A comparison of two business cycle dating methods
|
Journal of Economic Dynamics and Control
|
B
|
2
|
|
2003
|
Rejoinder to James Hamilton
|
Journal of Economic Dynamics and Control
|
B
|
2
|
|
2002
|
Dissecting the cycle: a methodological investigation
|
Journal of Monetary Economics
|
A
|
2
|
|
1999
|
The Phillips curve in Australia
|
Journal of Monetary Economics
|
A
|
3
|
|
1998
|
repec:bla:jecsur:v:12:y:1998:i:5:p:507-32
|
Journal of Economic Surveys
|
C
|
1
|
|
1998
|
Shocking Stories
|
Journal of Economic Surveys
|
C
|
3
|
|
1998
|
Structural Models Of The Liquidity Effect
|
Review of Economics and Statistics
|
A
|
2
|
|
1997
|
Seasonal integration and the evolving seasonals model
|
International Journal of Forecasting
|
B
|
2
|
|
1997
|
Policy, Theory, and the Cycle.
|
Oxford Review of Economic Policy
|
C
|
1
|
|
1997
|
Estimating The Density Tail Index For Financial Time Series
|
Review of Economics and Statistics
|
A
|
2
|
|
1990
|
Evaluating Models: A Review of L.G. Godfrey Misspecification Tests in Econometrics Econometric Society Monographs No. 16 Cambridge University Press, 1988, pp. 252+xii, $49.50
|
Econometric Theory
|
B
|
1
|
|
1990
|
Testing for covariance stationarity in stock market data
|
Economics Letters
|
C
|
2
|
|
1990
|
Alternative models for conditional stock volatility
|
Journal of Econometrics
|
A
|
2
|
|
1989
|
Post-Sample Prediction Tests for Generalized Method of Moments Estimators.
|
Oxford Bulletin of Economics and Statistics
|
B
|
2
|
|
1989
|
On the role of simulation in the statistical evaluation of econometric models
|
Journal of Econometrics
|
A
|
1
|
|
1988
|
A note on the magnitude of risk premia
|
Journal of International Money and Finance
|
B
|
1
|
|
1987
|
Three Econometric Methodologies: A Critical Appraisal.
|
Journal of Economic Surveys
|
C
|
1
|
|
1986
|
A further result on the sign of restricted least-squares estimates
|
Journal of Econometrics
|
A
|
3
|
|
1986
|
Two Stage and Related Estimators and Their Applications
|
Review of Economic Studies
|
S
|
1
|
|
1985
|
What Will Take the Con out of Econometrics?
|
American Economic Review
|
S
|
3
|
|
1985
|
Time Series Behaviour and Dynamic Specification.
|
Oxford Bulletin of Economics and Statistics
|
B
|
1
|
|
1984
|
Estimating predictions, prediction errors and their standard deviations using constructed variables
|
Journal of Econometrics
|
A
|
2
|
|
1983
|
Assessing the Variability of Inflation
|
Review of Economic Studies
|
S
|
3
|
|
1981
|
repec:bla:econom:v:48:y:1981:i:192:p:381-95
|
Economica
|
C
|
1
|
|
1980
|
Some identification and estimation results for regression models with stochastically varying coefficients
|
Journal of Econometrics
|
A
|
1
|
|
1980
|
The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
|
Review of Economic Studies
|
S
|
2
|
|
1979
|
Some consequences of viewing LIML as an iterated Aitken estimator
|
Economics Letters
|
C
|
1
|
|
1978
|
Rational and polynomial lags : The finite connection
|
Journal of Econometrics
|
A
|
1
|
|
1976
|
Exact Maximum Likelihood Estimation of Regression Models with Finite Order Moving Average Errors
|
Review of Economic Studies
|
S
|
2
|
|
1973
|
Efficient estimation of models with composite disturbance terms
|
Journal of Econometrics
|
A
|
1
|
|
1973
|
Econometric studies of macro and monetary relations : A.A. Powell and R.A. Williams (eds.), (North-Holland Publ. Co., Amsterdam, 1973) viii+358 pp. ($18.75).
|
Journal of Econometrics
|
A
|
1
|