Nonparametric evidence on asymmetry in business cycles using aggregate employment time series

Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

Robert F. Engle · Econometrica · 1982 · 20.3K citations

Forecasting Methodology, Volatility Modeling, Engineering +17

A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

Whitney K. Newey, Kenneth D. West · Econometrica · 1987 · 16.8K citations

Empirical Finance, Volatility Modeling, Economics +13

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

Time to Build and Aggregate Fluctuations

Finn E. Kydland, Edward C. Prescott · Econometrica · 1982 · 5.8K citations

Productivity, Dynamic Economic Model, Economics +15

Are Economic Time Series Asymmetric over the Business Cycle?

Salih N. Neftçi · Journal of Political Economy · 1984 · 941 citations

Dynamic Economic Model, Economics, Finance +11