-
1
-
-
0028591928
-
Asymmetries in the Cyclical Behaviour of UK Labour Markets
-
Acemoglu, D. and Scott, A. (1994), 'Asymmetries in the Cyclical Behaviour of UK Labour Markets,' The Economic Journal 104, 1302-23.
-
(1994)
The Economic Journal
, vol.104
, pp. 1302-1323
-
-
Acemoglu, D.1
Scott, A.2
-
2
-
-
0031414172
-
Evidence and Theory on the Cyclical Asymmetry in Unemployment Rate Fluctuations
-
Andolfatto, D. (1997), 'Evidence and Theory on the Cyclical Asymmetry in Unemployment Rate Fluctuations,' Canadian Journal of Economics 3, 709-21.
-
(1997)
Canadian Journal of Economics
, vol.3
, pp. 709-721
-
-
Andolfatto, D.1
-
4
-
-
49149136203
-
A New Approach to Decomposition of Economic Time Series into Permanent and Transitory Components with Particular Attention to Measurement of the 'Business Cycle'
-
Beveridge, S. and Nelson, C.R. (1981), 'A New Approach to Decomposition of Economic Time Series into Permanent and Transitory Components with Particular Attention to Measurement of the 'Business Cycle',' Journal of Monetary Economics 7, 151-74.
-
(1981)
Journal of Monetary Economics
, vol.7
, pp. 151-174
-
-
Beveridge, S.1
Nelson, C.R.2
-
5
-
-
13044301148
-
Phases of the Canadian Business Cycle
-
University of Melbourne
-
Bodman, P.M. and Crosby, M. (1998), 'Phases of the Canadian Business Cycle,' Research Paper Number 640, University of Melbourne.
-
(1998)
Research Paper Number
, pp. 640
-
-
Bodman, P.M.1
Crosby, M.2
-
6
-
-
70349218800
-
Quasi-Maximum Likelihood Estimation and Inference in Dynamic Models with Time Varying Covariances
-
Bollerslev, T. and Wooldridge, J.M. (1992), 'Quasi-Maximum Likelihood Estimation and Inference in Dynamic Models with Time Varying Covariances,' Econometric Reviews 11, 143-72.
-
(1992)
Econometric Reviews
, vol.11
, pp. 143-172
-
-
Bollerslev, T.1
Wooldridge, J.M.2
-
7
-
-
0003621624
-
A Test for Independence Based on the Correlation Dimension
-
University of Wisconsin
-
Brock, W.A., Dechert, W.D. and Scheinkman, J. (1987), 'A Test for Independence Based on the Correlation Dimension,' Working Paper Number 8702, University of Wisconsin.
-
(1987)
Working Paper Number 8702
-
-
Brock, W.A.1
Dechert, W.D.2
Scheinkman, J.3
-
8
-
-
0003566244
-
-
M.I.T. Press, Cambridge Massashusetts
-
Brock, W.A., Hsieh, D.A. and Lebaron, B. (1991), Nonlinear Dynamics, Chaos and Instability, M.I.T. Press, Cambridge Massashusetts.
-
(1991)
Nonlinear Dynamics, Chaos and Instability
-
-
Brock, W.A.1
Hsieh, D.A.2
Lebaron, B.3
-
9
-
-
0002962834
-
Is the Business Cycle Characterised by Deterministic Chaos?
-
Brock, W.A. and Sayers, C.A. (1988), 'Is the Business Cycle Characterised by Deterministic Chaos?', Journal of Monetary Economics 22, 71-80.
-
(1988)
Journal of Monetary Economics
, vol.22
, pp. 71-80
-
-
Brock, W.A.1
Sayers, C.A.2
-
10
-
-
0010194047
-
Conditional Asymmetries in Real G.N.P.: A Semi-Nonparametric Approach
-
Brunner, A.D. (1992), 'Conditional Asymmetries in Real G.N.P.: A Semi-Nonparametric Approach,' Journal of Business and Economics Statistics 10, 65-72.
-
(1992)
Journal of Business and Economics Statistics
, vol.10
, pp. 65-72
-
-
Brunner, A.D.1
-
12
-
-
0000749502
-
Permanent and Transitory Components in Macroeconomic Fluctuations
-
Campbell, J.Y. and Mankiw, N.G. (1987a), 'Permanent and Transitory Components in Macroeconomic Fluctuations,' American Economic Review, Papers and Proceedings 77, 111-17.
-
(1987)
American Economic Review, Papers and Proceedings
, vol.77
, pp. 111-117
-
-
Campbell, J.Y.1
Mankiw, N.G.2
-
13
-
-
0000726693
-
Are Output Fluctuations Transitory?
-
_ and _ (1987b), 'Are Output Fluctuations Transitory?', Quarterly Journal of Economics 102, 857-80.
-
(1987)
Quarterly Journal of Economics
, vol.102
, pp. 857-880
-
-
-
14
-
-
0023472660
-
The Cyclical Component of U.S. Economic Activity
-
Clark, P.K. (1987), 'The Cyclical Component of U.S. Economic Activity,' Quarterly Journal of Economics 102, 797-814.
-
(1987)
Quarterly Journal of Economics
, vol.102
, pp. 797-814
-
-
Clark, P.K.1
-
16
-
-
13044296597
-
On Seasonal Effects in Duration Models
-
INSEE, Paris
-
De Toldi, M., Gourieroux, C. and Montfort, A. (1992), 'On Seasonal Effects in Duration Models,' Working Paper No. 9216, INSEE, Paris.
-
(1992)
Working Paper No. 9216
-
-
De Toldi, M.1
Gourieroux, C.2
Montfort, A.3
-
17
-
-
0002848436
-
Further Evidence on Business Cycle Duration Dependence
-
J.H. Stock and M.W. Watson (eds), University of Chicago press for NBER Studies in Business Cycles, Chicago
-
Diebold, F.X., Rudebusch, G.D. and Sichel, D.E. (1993), 'Further Evidence on Business Cycle Duration Dependence,' in J.H. Stock and M.W. Watson (eds), New Research in Business Cycles, Indicators and Forecasting, University of Chicago press for NBER Studies in Business Cycles, Chicago.
-
(1993)
New Research in Business Cycles, Indicators and Forecasting
-
-
Diebold, F.X.1
Rudebusch, G.D.2
Sichel, D.E.3
-
18
-
-
84931201999
-
A Non-parametric Investigation of Duration Dependence in the American Business Cycle
-
Diebold, F.X., and Rudebusch, G.D. (1990), 'A Non-parametric Investigation of Duration Dependence in the American Business Cycle,' Journal of Political Economy 98, 596-616.
-
(1990)
Journal of Political Economy
, vol.98
, pp. 596-616
-
-
Diebold, F.X.1
Rudebusch, G.D.2
-
20
-
-
84952252413
-
Business-Cycle Phases and their Transitional Dynamics
-
Filardo, A.J. (1994), 'Business-Cycle Phases and their Transitional Dynamics,' Journal of Business and Economic Statistics 12, 299-308.
-
(1994)
Journal of Business and Economic Statistics
, vol.12
, pp. 299-308
-
-
Filardo, A.J.1
-
24
-
-
0000043291
-
Specification Testing in Markov-Switching Time Series Models
-
Hamilton, J.D. (1996), 'Specification Testing in Markov-Switching Time Series Models,' Journal of Econometrics 70, 127-57.
-
(1996)
Journal of Econometrics
, vol.70
, pp. 127-157
-
-
Hamilton, J.D.1
-
25
-
-
45149138487
-
Analysis of Time Series Subject to Changes in Regime
-
_ (1990), 'Analysis of Time Series Subject to Changes in Regime,' Journal of Econometrics 45, 39-70.
-
(1990)
Journal of Econometrics
, vol.45
, pp. 39-70
-
-
-
26
-
-
0001342006
-
A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
-
_ (1989), 'A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle,' Econometrica 57, 357-84.
-
(1989)
Econometrica
, vol.57
, pp. 357-384
-
-
-
28
-
-
0000605911
-
Testing for Nonlinear Dependence in Daily Foreign Exchange Rates
-
Hsieh, D.A. (1989), 'Testing for Nonlinear Dependence in Daily Foreign Exchange Rates', Journal of Business 62, 339-68.
-
(1989)
Journal of Business
, vol.62
, pp. 339-368
-
-
Hsieh, D.A.1
-
29
-
-
38249014003
-
Nonparametric Evidence on Asymmetry in Business Cycles Using Aggregate Employment Series
-
Hussey, R. (1992), 'Nonparametric Evidence on Asymmetry in Business Cycles Using Aggregate Employment Series,' Journal of Econometrics 51, 217-31.
-
(1992)
Journal of Econometrics
, vol.51
, pp. 217-231
-
-
Hussey, R.1
-
30
-
-
0000573656
-
Stochastic Trends and Economic Fluctuations
-
King, R., Plosser, C., Stock, J. and Watson, M. (1987), 'Stochastic Trends and Economic Fluctuations,' American Economic Review 81, 819-40.
-
(1987)
American Economic Review
, vol.81
, pp. 819-840
-
-
King, R.1
Plosser, C.2
Stock, J.3
Watson, M.4
-
32
-
-
84979445409
-
Predicting Cyclical Turning Points with Leading Index in a Markov Switching Model
-
Lahiri, K. and Wang, J.G. (1994), 'Predicting Cyclical Turning Points with Leading Index in a Markov Switching Model,' Journal of Forecasting 13, 245-64.
-
(1994)
Journal of Forecasting
, vol.13
, pp. 245-264
-
-
Lahiri, K.1
Wang, J.G.2
-
33
-
-
44949289676
-
The Hamilton Model with a General Autoregressive Component
-
Lam, P. (1990), 'The Hamilton Model with a General Autoregressive Component,' Journal of Monetary Economics 26, 409-32.
-
(1990)
Journal of Monetary Economics
, vol.26
, pp. 409-432
-
-
Lam, P.1
-
34
-
-
0031431724
-
Do Leading Indicators Really Predict Australian Business Cycle Turning Points?
-
Layton, A.P. (1997a), 'Do Leading Indicators Really Predict Australian Business Cycle Turning Points?', Economic Record 73, 258-69.
-
(1997)
Economic Record
, vol.73
, pp. 258-269
-
-
Layton, A.P.1
-
35
-
-
0001502890
-
A New Approach to Dating and Predicting Australian Business Cycle Phase Changes
-
_ (1997b), 'A New Approach to Dating and Predicting Australian Business Cycle Phase Changes,' Applied Economics 29, 861-8.
-
(1997)
Applied Economics
, vol.29
, pp. 861-868
-
-
-
36
-
-
84984508955
-
Further on the Nature of the Australian Business Cycle
-
_ (1994), 'Further On the Nature of the Australian Business Cycle,' Economic Record 70, 12-18.
-
(1994)
Economic Record
, vol.70
, pp. 12-18
-
-
-
37
-
-
43949168783
-
Testing for Neglected Non-linearity in Time Series Models
-
Lee, T., White, H. and Granger, C.W.J. (1993), 'Testing for Neglected Non-linearity in Time Series Models,' Journal of Econometrics 56, 269-90.
-
(1993)
Journal of Econometrics
, vol.56
, pp. 269-290
-
-
Lee, T.1
White, H.2
Granger, C.W.J.3
-
38
-
-
43549096463
-
Are Economic Time Series Asymmetric over the Business Cycle?
-
Neftci, S.N. (1984), 'Are Economic Time Series Asymmetric Over the Business Cycle?', Journal of Political Economy 92, 409-32.
-
(1984)
Journal of Political Economy
, vol.92
, pp. 409-432
-
-
Neftci, S.N.1
-
39
-
-
0001307689
-
Optimal Prediction in Cyclical Down-turns
-
_ (1982), 'Optimal Prediction in Cyclical Down-turns,' Journal of Economic Dynamics and Control 4, 225-41.
-
(1982)
Journal of Economic Dynamics and Control
, vol.4
, pp. 225-241
-
-
-
40
-
-
49049143455
-
Trends and Random Walks in Economic Time Series: Some Evidence and Implications
-
Nelson, C.W. and Plosser, C.I. (1982), 'Trends and Random Walks in Economic Time Series: Some Evidence and Implications,' Journal of Monetary Economics 10, 139-62.
-
(1982)
Journal of Monetary Economics
, vol.10
, pp. 139-162
-
-
Nelson, C.W.1
Plosser, C.I.2
-
41
-
-
0001447776
-
Econometric Issues in the Analysis of Regressions with Generated Regressors
-
Pagan, A. (1984), 'Econometric Issues in the Analysis of Regressions with Generated Regressors,' International Economic Review 24, 221-37.
-
(1984)
International Economic Review
, vol.24
, pp. 221-237
-
-
Pagan, A.1
-
43
-
-
0008965223
-
Asymmetric Economic Propagation Mechanisms
-
Semmler-Willi (ed.), Kluwer Academic, Dortrecht and Boston
-
_ (1994), 'Asymmetric Economic Propagation Mechanisms,' in Semmler-Willi (ed.), Business Cycles, Theory and Empirical Methods, Recent Economic Thought Series, Kluwer Academic, Dortrecht and Boston, 313-30.
-
(1994)
Business Cycles, Theory and Empirical Methods, Recent Economic Thought Series
, pp. 313-330
-
-
-
44
-
-
44949272302
-
Further Evidence on the Asymmetric Behavior of Unemployment Rates over the Business Cycle
-
Rothman, P. (1991), 'Further Evidence on the Asymmetric Behavior of Unemployment Rates Over the Business Cycle,' Journal of Macroeconomics 13, 291-98.
-
(1991)
Journal of Macroeconomics
, vol.13
, pp. 291-298
-
-
Rothman, P.1
-
45
-
-
21344495687
-
Inventories and the Three Phases of the Business Cycle
-
Sichel, D.E. (1994), 'Inventories and the Three Phases of the Business Cycle,' Journal of Business and Economic Statistics 12, 269-77.
-
(1994)
Journal of Business and Economic Statistics
, vol.12
, pp. 269-277
-
-
Sichel, D.E.1
-
46
-
-
84977411866
-
Business Cycle Asymmetry: A Deeper Look
-
_ (1993), 'Business Cycle Asymmetry: A Deeper Look,' Economic Inquiry 31, 224-36.
-
(1993)
Economic Inquiry
, vol.31
, pp. 224-236
-
-
-
47
-
-
0001145296
-
Business Cycle Duration Dependence: A Parametric Approach
-
_ (1991), 'Business Cycle Duration Dependence: A Parametric Approach,' Review of Economics and Statistics 73, 254-60.
-
(1991)
Review of Economics and Statistics
, vol.73
, pp. 254-260
-
-
-
48
-
-
84931163648
-
Are Business Cycles Asymmetric? A Correction
-
_ (1989), 'Are Business Cycles Asymmetric? A Correction,' Journal of Political Economy 97, 1255-60.
-
(1989)
Journal of Political Economy
, vol.97
, pp. 1255-1260
-
-
-
49
-
-
13044276546
-
Hysteresis and the Evolution of Post-War US and UK Unemployment
-
Barnett, Geweke and Shell (eds)
-
Stock, J. (1989), 'Hysteresis and the Evolution of Post-War US and UK Unemployment,' in Barnett, Geweke and Shell (eds), Economic Complexity: Chaos, Sunspots and Non-linearity.
-
(1989)
Economic Complexity: Chaos, Sunspots and Non-linearity
-
-
Stock, J.1
-
50
-
-
84984471873
-
The Australian Business Cycle: Its Definition and Existence
-
Strong, S. and Tan, S.P. (1991), 'The Australian Business Cycle: Its Definition and Existence,' Economic Record 67, 115-25.
-
(1991)
Economic Record
, vol.67
, pp. 115-125
-
-
Strong, S.1
Tan, S.P.2
-
51
-
-
84986414326
-
Modelling Nonlinearities in Business cycles Using Smooth Transition Autoregressive Models
-
Terasvirta, T. and Anderson, H.M. (1992), 'Modelling Nonlinearities in Business cycles Using Smooth Transition Autoregressive Models,' Journal of Applied Econometrics 7, 111-28.
-
(1992)
Journal of Applied Econometrics
, vol.7
, pp. 111-128
-
-
Terasvirta, T.1
Anderson, H.M.2
-
52
-
-
0002980380
-
Univariate Detrending Methods with Stochastic Trends
-
Watson, M.W. (1986), 'Univariate Detrending Methods with Stochastic Trends,' Journal of Monetary Economics 18, 49-75.
-
(1986)
Journal of Monetary Economics
, vol.18
, pp. 49-75
-
-
Watson, M.W.1
|