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Short-term Volatility versus Long-term Growth: Evidence in US Macroeconomic Time Series. (2001). van Dijk, Dick ; Sensier, Marianne.
In: Centre for Growth and Business Cycle Research Discussion Paper Series.
RePEc:man:cgbcrp:08.

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  1. Deficit sustainability and the Fiscal Theory of the Price Level: the case of Italy, 1861-2020. (2023). Congregado, Emilio ; Esteve, Vicente ; Daz-Roldn, Silviano Carmen.
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  2. A macro-finance term structure model with multivariate stochastic volatility. (2016). Laurini, Márcio ; Caldeira, Joo F.
    In: International Review of Economics & Finance.
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  3. Have the US macro-financial linkages changed? The balance sheet dimension. (2015). Gerba, Eddie.
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  4. Have the US macro-financial linkages changed? the balance sheet dimension. (2014). .
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  5. Structural break threshold VARs for predicting US recessions using the spread. (2006). Beatriz, Ana.
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    RePEc:wly:japmet:v:21:y:2006:i:4:p:463-487.

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  6. Testing for a Change in Persistence in the Presence of a Volatility Shift*. (2006). Taylor, Robert ; Cavaliere, Giuseppe.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:68:y:2006:i:s1:p:761-781.

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  7. Measuring trust: An experiment in Brazil. (2004). Madalozzo, Regina ; Lazzarini, S. G. ; Madalozzo, R. C, ; Artes, R. & Siqueira, J. O., .
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  8. Least Squares Estimation and Tests of Breaks in Mean and Variance under Misspecification. (2003). Pitarakis, Jean-Yves.
    In: Econometrics.
    RePEc:wpa:wuwpem:0312004.

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  9. Has the Business Cycle Changed? Evidence and Explanations. (2003). Watson, Mark W ; Stock, James H.
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  10. Has the business cycle changed?. (2003). Watson, Mark ; Stock, James.
    In: Proceedings - Economic Policy Symposium - Jackson Hole.
    RePEc:fip:fedkpr:y:2003:p:9-56.

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  11. Inventory dynamics and business cycles: what has changed?. (2003). McCarthy, Jonathan.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2003-26.

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  12. Has the Business Cycle Changed and Why?. (2002). Watson, Mark ; Stock, James.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9127.

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  13. Changes in Variability of the Business Cycle in the G7 Countries. (2002). van Dijk, Dick ; Sensier, Marianne ; Osborn, Denise.
    In: Centre for Growth and Business Cycle Research Discussion Paper Series.
    RePEc:man:cgbcrp:16.

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  14. Inventory dynamics and business cycles: what has changed?. (2002). Zakrajšek, Egon ; McCarthy, Jonathan ; Zakrajsek, Egon.
    In: Staff Reports.
    RePEc:fip:fednsr:156.

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  15. Changes in variability of the business cycle in the G7 countries. (2002). van Dijk, Dick ; Sensier, Marianne ; Osborn, Denise ; van Dijk, D. J. C., .
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:551.

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  16. Recent changes in the U.S. business cycle. (2001). Potter, Simon ; Chauvet, Marcelle.
    In: Staff Reports.
    RePEc:fip:fednsr:126.

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