Time-Varying Effects of External Shocks on Macroeconomic Fluctuations in Peru: An Empirical Application using TVP-VAR-SV Models

Discussion on the paper by Spiegelhalter, Best, Carlin and van der Linde

ArTS Archivio della ricerca di Trieste (University of Trieste https://www.units.it/) · 2002 · 12.8K citations

Engineering, Economics, Stochastic Processes +1

Macroeconomics and Reality

Christopher A. Sims · Econometrica · 1980 · 12.7K citations

Social Sciences, Economics, Econometrics +8

Time to Build and Aggregate Fluctuations

Finn E. Kydland, Edward C. Prescott · Econometrica · 1982 · 5.9K citations

Computing, Economics, Financial Economics +5

Credit Cycles

Nobuhiro Kiyotaki, John Moore · Journal of Political Economy · 1997 · 4.7K citations

Social Sciences, Business Economics, Economics +17

Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models

Sang‐Joon Kim, Siddhartha Chib · The Review of Economic Studies · 1998 · 2.3K citations · Full text

Business, Business Economics, Economics +17