The asymmetric effects of oil shocks on output growth: A Markov–Switching analysis for the G-7 countries

Time Series Analysis.

Jörg Breitung, James D. Hamilton · Contemporary Sociology A Journal of Reviews · 1995 · 11.2K citations

Engineering, Data Science, Financial Time Series Analysis +9

A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle

James D. Hamilton · Econometrica · 1989 · 9.5K citations

Mean Growth Rate, Tractable Approach, Macroeconomic Forecasting +17

Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*

Richard H. Clarida, Mark Gertler · The Quarterly Journal of Economics · 2000 · 4.7K citations

Monetary Policy, Economics, Fed Chairman +15

Oil and the Macroeconomy since World War II

James D. Hamilton · Journal of Political Economy · 1983 · 3.7K citations

Economic Fluctuation, Economic History, Social Sciences +19

Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models

Timo Teräsvirta · Journal of the American Statistical Association · 1994 · 2.1K citations

Dynamic Economic Model, Economics, Econometric Model +12