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Citations for "Approximate Asymptotic P-Values for Structural Change Tests" by Bruce E. Hansen
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Cited by (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.): James H. Stock & Mark W. Watson, 1998.
"Business Cycle Fluctuations in U.S. Macroeconomic Time Series ,"
NBER Working Papers
6528, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Stock, James H. & Watson, Mark W., 1999.
"Business cycle fluctuations in us macroeconomic time series ,"
Handbook of Macroeconomics ,
in: J. B. Taylor & M. Woodford (ed.), Handbook of Macroeconomics, edition 1, volume 1, chapter 1, pages 3-64
Elsevier.
[Downloadable!] (restricted) M Sensier & D van Dijk, 2003.
"Testing for Volatility Changes in US Macroeconomic Time Series ,"
Centre for Growth and Business Cycle Research Discussion Paper Series
36, Economics, The Univeristy of Manchester.
[Downloadable!]
Other versions: R.P. Berben & D. van Dijk, 1999.
"Unit roots and asymetric adjustment - a reassessment ,"
Econometric Institute Report
101, Erasmus University Rotterdam, Econometric Institute.
[Downloadable!]
Charles Ka Yui Leung & Kelvin Siu Kei Wong & Patrick Wai Yin Cheung, 2007.
"On the Stability of the Implicit Prices of Housing Attributes: A Dynamic Theory and Some Evidence ,"
International Real Estate Review ,
Asian Real Estate Society, vol. 10(2), pages 66-93.
[Downloadable!]
D van Dijk & D R Osborn & M Sensier, 2004.
"Testing for causality in variance in the presence of breaks ,"
Centre for Growth and Business Cycle Research Discussion Paper Series
45, Economics, The Univeristy of Manchester.
[Downloadable!]
Other versions:
Dijk, D.J.C. van & Osborn, D.R. & Sensier, M., 2004.
"Testing for causality in variance in the presence of breaks ,"
Econometric Institute Report
EI 2004-48 Revision_Date:, Erasmus University Rotterdam, Econometric Institute.
[Downloadable!] van Dijk, Dick & Osborn, Denise R. & Sensier, Marianne, 2005.
"Testing for causality in variance in the presence of breaks ,"
Economics Letters ,
Elsevier, vol. 89(2), pages 193-199, November.
[Downloadable!] (restricted) Jose Manuel Campa & Linda S. Goldberg, 2002.
"Exchange Rate Pass-Through into Import Prices: A Macro or Micro Phenomenon? ,"
NBER Working Papers
8934, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Jean Boivin & Marc P. Giannoni, 2003.
"Has Monetary Policy Become More Effective? ,"
NBER Working Papers
9459, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Boivin, Jean & Giannoni, Marc, 2006.
"Has Monetary Policy Become More Effective? ,"
CEPR Discussion Papers
5463, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Jean Boivin & Marc P Giannoni, 2006.
"Has Monetary Policy Become More Effective? ,"
The Review of Economics and Statistics ,
MIT Press, vol. 88(3), pages 445-462, October.
[Downloadable!] (restricted) Ulrich Fritsche & Vladimir Kuzin, 2004.
"Declining Output Volatility in Germany: Impulses, Propagation, and the Role of Monetary Policy ,"
Discussion Papers of DIW Berlin
433, DIW Berlin, German Institute for Economic Research.
[Downloadable!]
Other versions: Heather Anderson & Farshid Vahid, 2003.
"The Decline in Income Growth Volatility in the United States: Evidence from Regional Data ,"
Monash Econometrics and Business Statistics Working Papers
21/03, Monash University, Department of Econometrics and Business Statistics.
[Downloadable!]
Jushan Bai; Josep LluÃs Carrion-i-Silvestre, 2004.
"Structural changes, common stochastic trends and unit roots in panel data ,"
Econometric Society 2004 North American Summer Meetings
345, Econometric Society.
[Downloadable!]
Other versions: Bruce E. Hansen, 2001.
"The New Econometrics of Structural Change: Dating Breaks in U.S. Labour Productivity ,"
Journal of Economic Perspectives ,
American Economic Association, vol. 15(4), pages 117-128, Fall.
[Downloadable!] (restricted)
Phil Bodman, .
"Output Volatility in Australia ,"
MRG Discussion Paper Series
0106, School of Economics, University of Queensland, Australia.
[Downloadable!]
Other versions: D.J. van Dijk & D.R. Osborn & M. Sensier, 2002.
"Changes in variability of the business cycle in the G7 countries ,"
Econometric Institute Report
282, Erasmus University Rotterdam, Econometric Institute.
[Downloadable!]
Other versions:
D van Dijk & D R Osborn & M Sensier, 2002.
"Changes in Variability of the Business Cycle in the G7 Countries ,"
Centre for Growth and Business Cycle Research Discussion Paper Series
16, Economics, The Univeristy of Manchester.
[Downloadable!] D van Dijk & D R Osborn & M Sensier, 2002.
"Changes in variability of the business cycle in the G7 countries ,"
The School of Economics Discussion Paper Series
0204, Economics, The University of Manchester.
[Downloadable!] Dijk, D.J.C. van & Osborn, D.R. & Sensier, M., 2002.
"Changes in variability of the business cycle in the G7 countries ,"
Econometric Institute Report
EI 2002-28 Revision_Date:, Erasmus University Rotterdam, Econometric Institute.
[Downloadable!] Jean Boivin & Marc Giannoni, 2002.
"Assessing changes in the monetary transmission mechanism: a VAR approach ,"
Economic Policy Review ,
Federal Reserve Bank of New York, issue May, pages 97-111.
[Downloadable!]
Sharon Kozicki & P.A. Tinsley, 2007.
"Perhaps the FOMC Did What It Said It Did: An Alternative Interpretation of the Great Inflation ,"
Working Papers
07-19, Bank of Canada.
[Downloadable!]
Other versions: Jürgen Kromphardt & Camille Logeay, 2007.
"Changes in the Balance of Power Between the Wage and Price Setters and the Central Bank: Consequences for the Phillips Curve and the NAIRU ,"
Kiel Working Papers
1354, Kiel Institute for the World Economy.
[Downloadable!]
Helge Berger & Jakob de Haan & Jan-Egbert Sturm, 2006.
"Does Money Matter in the ECB Strategy? New Evidence Based on ECB Communication ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Other versions:
Helge Berger & Jakob de Haan & Jan-Egbert Sturm, 2006.
"Does Money Matter in the ECB Strategy? New Evidence Based on ECB Communication ,"
KOF Working papers
06-125, KOF Swiss Economic Institute, ETH Zurich.
[Downloadable!] Berger, Helge & Haan, Jakob de & Sturm, Jan-Egbert, 2006.
"Does money matter in the ECB strategy? New evidence based on ECB communication ,"
Discussion Papers
2006/1, Free University Berlin, School of Business & Economics.
[Downloadable!] O'Reilly,Gerard & Whelan, Karl, 2004.
"Has Euro-Area Inflation Persistence Changed Over Time? ,"
Research Technical Papers
4/RT/04, Central Bank & Financial Services Authority of Ireland (CBFSAI).
[Downloadable!]
Other versions: John G. Fernald, 2005.
"Trend breaks, long-run restrictions, and the contractionary effects of technology improvements ,"
Working Paper Series
2005-21, Federal Reserve Bank of San Francisco.
[Downloadable!]
Other versions: Choi, In, 1999.
"Testing the Random Walk Hypothesis for Real Exchange Rates ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 14(3), pages 293-308, May-June.
[Downloadable!]
Todd E. Clark & Michael W. McCracken, 2003.
"The predictive content of the output gap for inflation : resolving in-sample and out-of-sample evidence ,"
Research Working Paper
RWP 03-06, Federal Reserve Bank of Kansas City.
[Downloadable!]
Other versions:
Michael W. McCracken & Todd E. Clark, 2003.
"The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence ,"
Computing in Economics and Finance 2003
183, Society for Computational Economics.
Clark, Todd E. & McCracken, Michael W., 2006.
"The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence ,"
Journal of Money, Credit and Banking ,
Blackwell Publishing, vol. 38(5), pages 1127-1148, August.
[Downloadable!] (restricted) James G. MacKinnon, 2007.
"Bootstrap Hypothesis Testing ,"
Working Papers
1127, Queen's University, Department of Economics.
[Downloadable!]
Stephen G. Cecchetti, 1996.
"Inflation Indicators and Inflation Policy ,"
NBER Working Papers
5161, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Giampiero Gallo, 1999.
"Interest Rate Volatility Regimes and Exchange Rate Behavior in a Target Zone ,"
University of California at San Diego, Economics Working Paper Series
1999-21, Department of Economics, UC San Diego.
[Downloadable!]
Other versions: Todd E. Clark, 2003.
"Disaggregate evidence on the persistence of consumer price inflation ,"
Research Working Paper
RWP 03-11, Federal Reserve Bank of Kansas City.
[Downloadable!]
Other versions: David Cook & Woon Gyu Choi, 2007.
"Financial Market Risk and U.S. Money Demand ,"
IMF Working Papers
07/89, International Monetary Fund.
[Downloadable!]
Rebeca Jiménez-Rodríguez, 2004.
"Oil Price Shocks: Testing for Non-linearity ,"
CSEF Working Papers
115, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
[Downloadable!]
Pierre-Richard Agénor & Nihal Bayraktar, 2008.
"Contracting Models of the Phillips Curve Empirical Estimates for Middle-Income Countries ,"
Centre for Growth and Business Cycle Research Discussion Paper Series
94, Economics, The Univeristy of Manchester.
[Downloadable!]
Other versions: Luis Fernando Melo & Héctor Núñez, .
"Combinación de Pronósticos de la Inflación en Presencia de cambios Estructurales ,"
Borradores de Economia
286, Banco de la Republica de Colombia.
[Downloadable!]
Other versions: Amalia Morales Zumaquero & Simón Sosvilla Rivero, 2006.
"Macroeconomic Instability in the European Monetary System? ,"
Economic Working Papers at Centro de Estudios Andaluces
E2006/06, Centro de Estudios Andaluces.
[Downloadable!]
Other versions: Boero,Gianna & Smith,Jeremy & Wallis,Kenneth F, 2006.
"Uncertainty and disagreement in economic prediction : the Bank of England Survey of External Forecasters ,"
The Warwick Economics Research Paper Series (TWERPS)
811, University of Warwick, Department of Economics.
[Downloadable!]
Other versions: Gillman, Max & Nakov, Anton, 2005.
"Granger Causality of the Inflation-Growth Mirror in Accession Countries ,"
CEPR Discussion Papers
4845, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: Todd E. Clark & Michael W. McCracken, 2002.
"Forecast-based model selection in the presence of structural breaks ,"
Research Working Paper
RWP 02-05, Federal Reserve Bank of Kansas City.
[Downloadable!]
Luca Benati, .
"Evolving post-World War II UK economic performance ,"
Bank of England working papers
232, Bank of England.
[Downloadable!]
Other versions: Jean-Yves Pitarakis, 2003.
"Least Squares Estimation and Tests of Breaks in Mean and Variance under Misspecification ,"
Econometrics
0312004, EconWPA.
[Downloadable!]
Other versions: James H. Stock & Mark W. Watson, 2001.
"Forecasting output and inflation: the role of asset prices ,"
Proceedings ,
Federal Reserve Bank of San Francisco, issue Mar.
[Downloadable!]
Other versions:
James H. Stock & Mark W. Watson, 2001.
"Forecasting Output and Inflation: The Role of Asset Prices ,"
NBER Working Papers
8180, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) James H. Stock & Mark W. Watson, 2003.
"Forecasting Output and Inflation: The Role of Asset Prices ,"
Journal of Economic Literature ,
American Economic Association, vol. 41(3), pages 788-829, September.
Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2006.
"The New Keynesian Phillips Curve: from Sticky Inflation to Sticky Prices ,"
The School of Economics Discussion Paper Series
0631, Economics, The University of Manchester.
[Downloadable!]
Other versions:
Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2007.
"The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices ,"
Discussion Paper Series
0715, Institute of Economic Research, Korea University.
[Downloadable!] Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2006.
"The New Keynesian Phillips Curve: from Sticky Inflation to Sticky Prices ,"
Centre for Growth and Business Cycle Research Discussion Paper Series
78, Economics, The Univeristy of Manchester.
[Downloadable!] Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2008.
"The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices ,"
Journal of Money, Credit and Banking ,
Blackwell Publishing, vol. 40(4), pages 667-699, 06.
[Downloadable!] (restricted) Bruce E. Hansen & Mehmet Caner, 1997.
"Threshold Autoregressions with a Unit Root ,"
Boston College Working Papers in Economics
381, Boston College Department of Economics.
[Downloadable!]
Other versions: Gluschenko, Konstantin, 2004.
"Nonlinearly testing for a unit root in the presence of a break in the mean ,"
MPRA Paper
678, University Library of Munich, Germany, revised Sep 2005.
[Downloadable!]
Jean Boivin & Marc Giannoni, 2002.
"Has monetary policy become less powerful? ,"
Staff Reports
144, Federal Reserve Bank of New York.
[Downloadable!]
Giovanni Arese-Visconti, 2002.
"Inflation Differentials before and after the EMU ,"
Econometrics Working Papers Archive
wp2002_19, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti".
[Downloadable!]
Liesenfeld, Roman & Hogrefe, Jens & Aßmann, Christian, 2005.
"The Decline in German Output Volatility: A Bayesian Analysis ,"
Economics Working Papers
2006,02, Christian-Albrechts-University of Kiel, Department of Economics.
[Downloadable!]
Mardi Dungey & Renee Fry & Vance Martin & Brenda González-Hermosillo, 2004.
"Characterizing Global Investors' Risk Appetite for Emerging Market Debt During Financial Crises ,"
IMF Working Papers
03/251, International Monetary Fund.
[Downloadable!]
Giampiero M. Gallo & Massimiliano Marcellino, .
"Ex Post and Ex Ante Analysis of Provisional Data ,"
Working Papers
141, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
[Downloadable!]
Margaret M. McConnell & Gabriel Perez Quiros, 1997.
"Output fluctuations in the United States: what has changed since the early 1980s? ,"
Research Paper
9735, Federal Reserve Bank of New York.
[Downloadable!]
Other versions:
Margaret M. McConnell & Gabriel Perez Quiros, 1998.
"Output fluctuations in the United States: what has changed since the early 1980s? ,"
Staff Reports
41, Federal Reserve Bank of New York.
[Downloadable!] Margaret McConnell & Gabriel Perez Quiros, 2000.
"Output fluctuations in the United States: what has changed since the early 1980s? ,"
Proceedings ,
Federal Reserve Bank of San Francisco, issue Mar.
[Downloadable!] Margaret M. McConnell & Gabriel Perez-Quiros, 2000.
"Output Fluctuations in the United States: What Has Changed since the Early 1980's? ,"
American Economic Review ,
American Economic Association, vol. 90(5), pages 1464-1476, December.
[Downloadable!] (restricted) M. Sensier & D. Van Dijk, 2001.
"Short-term volatility versus long-term growth ,"
Econometric Institute Report
219, Erasmus University Rotterdam, Econometric Institute.
[Downloadable!]
D R Osborn & M Sensier, 2004.
"Modelling UK Inflation: Persistence, Seasonality and Monetary Policy ,"
Centre for Growth and Business Cycle Research Discussion Paper Series
46, Economics, The Univeristy of Manchester.
[Downloadable!]
Ana Maria Herrero & Elena Pesavento, 2003.
"The Decline In US Output Volatility: Structural Changes in Inventories or Sales? ,"
Emory Economics
0301, Department of Economics, Emory University (Atlanta).
[Downloadable!]
Oleg Glouchakov, 2006.
"Joint change point estimation in regression coeffcients and variances of the errors of a linear model ,"
Working Papers
2006_3, York University, Department of Economics.
[Downloadable!]
Égert, Balázs & Morales-Zumaquero, Amalia, 2005.
"Exchange rate regimes, foreign exchange volatility and export performance in Central and Eastern Europe: Just another blur project? ,"
BOFIT Discussion Papers
8/2005, Bank of Finland, Institute for Economies in Transition.
[Downloadable!]
Other versions:
Balázs Égert & Amalia Morales-Zumaquero, 2005.
"Exchange Rate Regimes, Foreign Exchange Volatility and Export Performance in Central and Eastern Europe: Just Another Blur Project? ,"
William Davidson Institute Working Papers Series
wp782, William Davidson Institute at the University of Michigan Stephen M. Ross Business School.
[Downloadable!] Balázs Égert & Amalia Morales-Zumaquero, 2008.
"Exchange Rate Regimes, Foreign Exchange Volatility, and Export Performance in Central and Eastern Europe: Just another Blur Project? ,"
Review of Development Economics ,
Blackwell Publishing, vol. 12(3), pages 577-593, 08.
[Downloadable!] (restricted) Sharon Kozicki & Peter Tinsley, 2005.
"Minding the gap : central bank estimates of the unemployment natural rate ,"
Research Working Paper
RWP 05-03, Federal Reserve Bank of Kansas City.
[Downloadable!]
Other versions: Jonathan McCarthy & Egon Zakrajsek, 2002.
"Inventory dynamics and business cycles: what has changed? ,"
Staff Reports
156, Federal Reserve Bank of New York.
[Downloadable!]
Other versions:
Jonathan McCarthy & Egon Zakrajsek, 2003.
"Inventory dynamics and business cycles: what has changed? ,"
Finance and Economics Discussion Series
2003-26, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!] JONATHAN McCARTHY & EGON ZAKRAJSEK, 2007.
"Inventory Dynamics and Business Cycles: What Has Changed? ,"
Journal of Money, Credit and Banking ,
Blackwell Publishing, vol. 39(2-3), pages 591-613, 03.
[Downloadable!] (restricted) Pieter J. van der Sluis, 1998.
"Structural Stability Tests with Unknown Breakpoint for the Efficient Method of Moments with Application to Stochastic Volatility Models ,"
Tinbergen Institute Discussion Papers
98-055/4, Tinbergen Institute.
[Downloadable!]
Antonio Matas-Mir & Denise R. Osborn & Marco Lombardi, 2005.
"The Effect of Seasonal Adjustment on the Properties of Business Cycle Regimes ,"
Econometrics Working Papers Archive
wp2005_15, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti".
[Downloadable!]
Other versions: Jean Boivin, 2005.
"Has US Monetary Policy Changed? Evidence from Drifting Coefficients and Real-Time Data ,"
NBER Working Papers
11314, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Bruce E. Hansen, 1998.
"Testing for Structural Change in Conditional Models ,"
Boston College Working Papers in Economics
310., Boston College Department of Economics.
[Downloadable!]
Other versions: Campa, Jose M. & Gonzalez, Jose M., 2002.
"Differences in exchange rate pass-through in the euro area ,"
IESE Research Papers
D/479, IESE Business School.
[Downloadable!]
Other versions:
Campa, José Manuel & González Mìnguez, Jose Manuel, 2004.
"Differences in Exchange Rate Pass-Through in the Euro Area ,"
CEPR Discussion Papers
4389, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Campa, Jose Manuel & Gonzalez Minguez, Jose M., 2006.
"Differences in exchange rate pass-through in the euro area ,"
European Economic Review ,
Elsevier, vol. 50(1), pages 121-145, January.
[Downloadable!] (restricted) James M. Nason, 2006.
"Instability in U.S. inflation: 1967-2005 ,"
Economic Review ,
Federal Reserve Bank of Atlanta, issue Q 2, pages 39-59.
[Downloadable!]
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This page was last updated on 2009-12-6.
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