| Components of bull and bear markets: bull corrections and bear rallies JM Maheu, TH McCurdy, Y Song Journal of Business & Economic Statistics 30 (3), 391-403, 2012 | 130 | 2012 |
| Modelling regime switching and structural breaks with an infinite hidden Markov model Y Song Journal of Applied Econometrics 29 (5), 825-842, 2014 | 84* | 2014 |
| Identifying speculative bubbles using an infinite hidden Markov model S Shi, Y Song Journal of Financial Econometrics 14 (1), 159-184, 2015 | 56 | 2015 |
| Oil price shocks and economic growth: The volatility link JM Maheu, Y Song, Q Yang International Journal of Forecasting 36 (2), 570-587, 2020 | 48 | 2020 |
| A new structural break model, with an application to Canadian inflation forecasting JM Maheu, Y Song International journal of forecasting 30 (1), 144-160, 2014 | 25 | 2014 |
| Measuring Inflation Expectations Uncertainty Using High‐Frequency Data JCC Chan, Y Song Journal of Money, Credit and Banking 50 (6), 1139-1166, 2018 | 17 | 2018 |
| Markov switching Y Song, T Woźniak arXiv preprint arXiv:2002.03598, 2020 | 14 | 2020 |
| Bull and bear markets during the COVID-19 pandemic JM Maheu, TH McCurdy, Y Song Finance Research Letters 42, 102091, 2021 | 13 | 2021 |
| An efficient Bayesian approach to multiple structural change in multivariate time series JM Maheu, Y Song Journal of Applied Econometrics 33 (2), 251-270, 2018 | 12 | 2018 |
| The evolution of ottoman–European market linkages, 1469–1914: Evidence from dynamic factor models Z Li, L Panza, Y Song Explorations in Economic History 71, 112-134, 2019 | 8 | 2019 |
| Sparse change‐point VAR models A Dufays, Z Li, JVK Rombouts, Y Song Journal of Applied Econometrics 36 (6), 703-727, 2021 | 7 | 2021 |
| A fast estimation procedure for discrete choice random coefficients demand model DH Kim, Y Song, H Xu Applied Economics 49 (58), 5849-5855, 2017 | 6 | 2017 |
| Atlantic trade and the decline of conflict in Europe R Ahsan, L Panza, Y Song CEPR Discussion Paper No. DP14206, 2019 | 5 | 2019 |
| Development and application of hidden markov models in the bayesian framework Y Song | 4 | 2012 |
| Identification and forecasting of bull and bear markets using multivariate returns J Liu, JM Maheu, Y Song Journal of Applied Econometrics 39 (5), 723-745, 2024 | 1 | 2024 |
| Atlantic Trade and Conflict in Europe RN Ahsan, L Panza, Y Song The Economic Journal, ueae102, 2024 | | 2024 |
| Corrigendum to “Predictability of stock returns and asset allocation under structural breaks”[J. Econometrics 164 (2011) 60–78] D Pettenuzzo, Y Song, A Timmermann Journal of Econometrics 227 (2), 513-517, 2022 | | 2022 |
| Atlantic Trade and the Decline of Conflict in Europe L Panza, RN Ahsan, Y Song CEPR Discussion Papers, 2022 | | 2022 |
| Oil price shocks and economic growth: The volatility link (vol 36, pg 570, 2020) JM Maheu, Y Song, Q Yang INTERNATIONAL JOURNAL OF FORECASTING 37 (3), 1324-1324, 2021 | | 2021 |
| SHANGHAITECH SEM WORKING PAPER SERIES No. 2018-004 JM Maheu, Y Song, Q Yang | | 2017 |
John M MaheuDeGroote School of Business, McMaster UniversityПотвърден имейл адрес: mcmaster.ca