-
1
-
-
0039764763
-
Characterising business cycles with a Markov switching model: Evidence of multiple equilibria
-
Federal Reserve Bank of New York
-
Boldin, M. D. (1990) Characterising business cycles with a Markov switching model: evidence of multiple equilibria. Working paper, Federal Reserve Bank of New York.
-
(1990)
Working Paper
-
-
Boldin, M.D.1
-
4
-
-
0001134179
-
A Markov model of unconditional variance in ARCH
-
Cai, J. (1994) A Markov model of unconditional variance in ARCH, Journal of Business and Economic Statistics, 12, 309-27.
-
(1994)
Journal of Business and Economic Statistics
, vol.12
, pp. 309-327
-
-
Cai, J.1
-
7
-
-
0039010932
-
The end-of-expansion phenomenon in short-run productivity behaviour
-
Gordon, R. (1979) The end-of-expansion phenomenon in short-run productivity behaviour, Brookings Papers on Economic Activity, No. 2.
-
(1979)
Brookings Papers on Economic Activity
, Issue.2
-
-
Gordon, R.1
-
9
-
-
0001342006
-
A new approach to the analysis of time series and the business cycle
-
Hamilton, J. (1989) A new approach to the analysis of time series and the business cycle, Econometrica, 57, 357-84.
-
(1989)
Econometrica
, vol.57
, pp. 357-384
-
-
Hamilton, J.1
-
10
-
-
0000230606
-
Long swings in the dollar: Are they in the data and do markets know it?
-
Hamilton, J. (1990) Long swings in the dollar: are they in the data and do markets know it?, American Economic Review, 80, 689-713.
-
(1990)
American Economic Review
, vol.80
, pp. 689-713
-
-
Hamilton, J.1
-
11
-
-
0002579545
-
A quasi-Bayesian approach to estimating parameters for mixtures of normal distributions
-
Hamilton, J. (1991) A quasi-Bayesian approach to estimating parameters for mixtures of normal distributions, Journal of Business and Economic Statistics, 9, 27-39.
-
(1991)
Journal of Business and Economic Statistics
, vol.9
, pp. 27-39
-
-
Hamilton, J.1
-
12
-
-
0000043291
-
Specification testing in Markov-switching time-series models
-
Hamilton, J. (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.1
-
13
-
-
0030239878
-
Dating and predicting phase changes in the US business cycle
-
Layton, A. (1996) Dating and predicting phase changes in the US business cycle, International Journal of Forecasting, 12, 417-28.
-
(1996)
International Journal of Forecasting
, vol.12
, pp. 417-428
-
-
Layton, A.1
-
14
-
-
0031431724
-
Do leading indicators really predict Australian business cycle turning points?
-
Layton, A. (1997) Do leading indicators really predict Australian business cycle turning points?, The Economic Record, 73, 258-69.
-
(1997)
The Economic Record
, vol.73
, pp. 258-269
-
-
Layton, A.1
-
15
-
-
6244274722
-
Short-run movements in income shares, in
-
Conference on Income and Wealth, Princeton University Press
-
Schultze, C. L. (1964) Short-run movements in income shares, in The Behaviour of Income Shares: Selected Theoretical and Empirical Issues, Conference on Income and Wealth, Vol. 27, Princeton University Press, p. 143-82.
-
(1964)
The Behaviour of Income Shares: Selected Theoretical and Empirical Issues
, vol.27
, pp. 143-182
-
-
Schultze, C.L.1
-
16
-
-
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
|