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Volumn 24, Issue 3, 1999, Pages 529-535

Common serial correlation and common business cycles: A cautious note

Author keywords

Business cycles; Frequency domain methods; Serial correlation common feature

Indexed keywords

BUSINESS CYCLE; METHODOLOGY;

EID: 0032728716     PISSN: 03777332     EISSN: None     Source Type: Journal    
DOI: 10.1007/s001810050070     Document Type: Article
Times cited : (5)

References (12)
  • 1
    • 49149136203 scopus 로고
    • 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, Nelson CR (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 7:151-174
    • (1981) Journal of Monetary Economics , vol.7 , pp. 151-174
    • Beveridge, S.1    Nelson, C.R.2
  • 2
    • 0040382317 scopus 로고
    • Effects of the Hodrick-Prescott filter on trend and difference stationary time series. Implications for business cycle research
    • Cogley T, Nason JM (1995) Effects of the Hodrick-Prescott filter on trend and difference stationary time series. Implications for business cycle research. Journal of Economic Dynamics and Control 19:253-278
    • (1995) Journal of Economic Dynamics and Control , vol.19 , pp. 253-278
    • Cogley, T.1    Nason, J.M.2
  • 3
    • 0033407236 scopus 로고    scopus 로고
    • Common cycles in seasonal non-stationary time series
    • Cubadda G (1999) Common cycles in seasonal non-stationary time series. Journal of Applied Econometrics 14:273-291
    • (1999) Journal of Applied Econometrics , vol.14 , pp. 273-291
    • Cubadda, G.1
  • 10


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.