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).