Charles R. Nelson

Trends and random walks in macroeconmic time series

Charles R. Nelson, Charles R. Plosser · Journal of Monetary Economics · 1982 · 4.7K citations

Engineering, Economics, Mathematics +14

Parsimonious Modeling of Yield Curves

Charles R. Nelson, Andrew F. Siegel · The Journal of Business · 1987 · 3K citations

Business, Business Economics, Copyright Law +8

A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’

Stephen Beveridge, Charles R. Nelson · Journal of Monetary Economics · 1981 · 2.4K citations

Social Sciences, Business Economics, Economics +14

Has the U.S. Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model of the Business Cycle

Chang‐Jin Kim, Charles R. Nelson · The Review of Economics and Statistics · 1999 · 1.2K citations

Social Sciences, Business Economics, Economics +16

State-Space Models with Regime-Switching: Classical and Gibbs Sampling Approaches with Applications

Sylvia Frühwirth‐Schnatter, Chang‐Jin Kim, Charles R. Nelson · Journal of the American Statistical Association · 2000 · 1.2K citations

Social Sciences, Economics, Finance +17