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Volumn 16, Issue 1, 1998, Pages 92-100

Multiple regimes in U.S. Output fluctuations

Author keywords

Monte Carlo; Nonlinear time series; Regression tree; Trend break

Indexed keywords


EID: 0032330094     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1080/07350015.1998.10524738     Document Type: Article
Times cited : (19)

References (10)
  • 1
    • 0001162133 scopus 로고
    • Tests For Parameter Instability and Structural Change With Unknown Change Point
    • Andrews, D. W. K. (1993), “Tests For Parameter Instability and Structural Change With Unknown Change Point,” Econometrica, 61, 821-856.
    • (1993) Econometrica , vol.61 , pp. 821-856
    • Andrews, D.W.K.1
  • 2
    • 84881847928 scopus 로고
    • Recursive and Sequential Tests of the Unit Root and Trend Break Hypotheses: Theory and International Evidence
    • Banerjee, A., Lumsdaine, R. L., and Stock, I. H. (1992), “Recursive and Sequential Tests of the Unit Root and Trend Break Hypotheses: Theory and International Evidence,” Journal of Business & Economic Statistics, 10, 271-287.
    • (1992) Journal of Business & Economic Statistics , vol.10 , pp. 271-287
    • Banerjee, A.1    Lumsdaine, R.L.2    Stock, I.H.3
  • 4
    • 84983861110 scopus 로고
    • Multiple Regimes and CrossCountry Growth Behaviour
    • Durlauf, S. N., and Johnson, P. A. (1995), “Multiple Regimes and CrossCountry Growth Behaviour,” Journal of Applied Econometrics, 10, 365-384.
    • (1995) Journal of Applied Econometrics , vol.10 , pp. 365-384
    • Durlauf, S.N.1    Johnson, P.A.2
  • 5
    • 0040317263 scopus 로고
    • Washington, DC: Board of Governors of the Federal Reserve System
    • Federal Reserve Board (1986), Industrial Production: 1986 Edition, Washington, DC: Board of Governors of the Federal Reserve System.
    • (1986) Industrial Production: 1986 Edition
  • 6
    • 0039133012 scopus 로고
    • various issues
    • Federal Reserve Board (1940-1948), Federal Reserve Bulletin, various issues.
    • (1940) Federal Reserve Bulletin
  • 7
    • 0003255193 scopus 로고
    • A Tree-Structured Approach to Nonparametric Multiple Regression
    • T. Gasser and M. Rosenblatt, New York: Springer-Verlag
    • Friedman, J. H. (1979), “A Tree-Structured Approach to Nonparametric Multiple Regression,” in Smoothing Techniques for Curve Estimation, eds. T. Gasser and M. Rosenblatt, New York: Springer-Verlag, pp. 522.
    • (1979) Smoothing Techniques for Curve Estimation , pp. 522
    • Friedman, J.H.1
  • 8
    • 85011132704 scopus 로고
    • A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
    • Hamilton, J. D. (1989), “A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle,” Econometrica, 57, 357-384.
    • (1989) Econometrica , vol.57 , pp. 357-384
    • Hamilton, J.D.1
  • 9
    • 0000899296 scopus 로고
    • The Great Crash, The Oil Price Shock and the Unit Root Hypothesis
    • Perron, P. (1989), “The Great Crash, The Oil Price Shock and the Unit Root Hypothesis,” Econometrica, 57, 1361-1401.
    • (1989) Econometrica , vol.57 , pp. 1361-1401
    • Perron, P.1
  • 10
    • 84983904693 scopus 로고
    • A Nonlinear Approach to U.S. GNP
    • Potter, S. M. (1995), “A Nonlinear Approach to U.S. GNP,” Journal of Applied Econometrics, 10, 109-125.
    • (1995) Journal of Applied Econometrics , vol.10 , pp. 109-125
    • Potter, S.M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.