1"A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle," Econometrica, March 1989
2 Hamilton, "Rational Expectations Econometric Analysis of Changes in Regime: An Investigation of the Term Structure of Interest Rates," Journal
of Economic Dynamics and Control, June 1988
3"Long Swings in the Exchange Rate: Are They in the Data and Do Markets Know It?" by Charles Engel and James D. Hamilton (AER, Sept. 1990).


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