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Volumn 45, Issue 2, 1998, Pages 158-170

Testing for asymmetries in UK macroeconomic time series

Author keywords

[No Author keywords available]

Indexed keywords

MACROECONOMIC TIME SERIES; MACROECONOMICS; MODELLING APPROACH;

EID: 0031902903     PISSN: 00369292     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9485.00087     Document Type: Article
Times cited : (9)

References (24)
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  • 4
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    • Business cycles in Switzerland: A comparative study
    • DANTHINE, J. P. and GIRARDIN, M. (1989). Business cycles in Switzerland: a comparative study. European Economic Review, 33, pp. 31-50.
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  • 6
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    • Detrending, stylized facts and the business cycle
    • HARVEY, A. C. and JAEGER, A. (1993). Detrending, stylized facts and the business cycle. Journal of Applied Econometrics, 8, pp. 231-48.
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    • HARVEY, A. C. and SHEPHARD, N. (1993). Structural time series models. In G. S., Maddala, C. R. Rao, and H. D. Vinod, (eds.), Handbook of Statistics, Volume II. Amsterdam: Elsevier Science Publishers B V.
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  • 10
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    • Holly, S.1    Stannett, M.2
  • 13
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    • Disturbance smoother for state space models
    • KOOPMAN, S. J. (1993). Disturbance smoother for state space models. Biometrika, 80, pp. 117-26.
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  • 14
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  • 18
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  • 20
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.