메뉴 건너뛰기




Volumn 27, Issue 2, 2002, Pages 255-276

Plucking models of business cycle fluctuations: Evidence from the G-7 countries

Author keywords

Business cycle asymmetry; G 7 countries; Markov switching; State space models

Indexed keywords

BUSINESS CYCLE; G-7 COUNTRY; MACROECONOMICS; MODELING;

EID: 0036524633     PISSN: 03777332     EISSN: None     Source Type: Journal    
DOI: 10.1007/s001810100096     Document Type: Article
Times cited : (7)

References (16)
  • 2
    • 0003134802 scopus 로고    scopus 로고
    • British economic growth since 1945: Relative economic decline … and renaissance?
    • Crafts N, Toniolo G (eds.) Cambridge University Press, Cambridge
    • Bean C, Crafts N (1996) British economic growth since 1945: relative economic decline … and renaissance? In: Crafts N, Toniolo G (eds.) Economic growth in Europe since 1945. Cambridge University Press, Cambridge, pp. 131-172
    • (1996) Economic Growth in Europe Since 1945 , pp. 131-172
    • Bean, C.1    Crafts, N.2
  • 3
    • 0012785574 scopus 로고    scopus 로고
    • West German growth and institutions
    • Crafts N and Toniolo G (eds.) Cambridge University Press, Cambridge 1945-90
    • Carlin W (1996) West German growth and institutions, 1945-90. In: Crafts N and Toniolo G (eds.) Economic growth in Europe since 1945. Cambridge University Press, Cambridge, pp. 455-497
    • (1996) Economic Growth in Europe Since 1945 , pp. 455-497
    • Carlin, W.1
  • 4
    • 0023472660 scopus 로고
    • The cyclical component of the U.S. economic activity
    • Clark PK (1987) The cyclical component of the 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
  • 6
    • 84977331295 scopus 로고
    • The 'plucking model' of business fluctuations revisited
    • Friedman M (1993) The 'plucking model' of business fluctuations revisited. Economic Inquiry 31:171-177
    • (1993) Economic Inquiry , vol.31 , pp. 171-177
    • Friedman, M.1
  • 7
    • 84977369516 scopus 로고
    • International evidence on Friedman's theory of the business cycle
    • Goodwin TH, Sweeney RJ (1993) International evidence on Friedman's theory of the business cycle. Economic Inquiry 31:178-193
    • (1993) Economic Inquiry , vol.31 , pp. 178-193
    • Goodwin, T.H.1    Sweeney, R.J.2
  • 8
    • 0001342006 scopus 로고
    • A new approach to the economic analysis of nonstationary time series and the business cycle
    • Hamilton JD (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
    • 0002634803 scopus 로고
    • Dynamic linear models with Markov-switching
    • Kim CJ (1994) Dynamic linear models with Markov-switching. Journal of Econometrics 60:1-22
    • (1994) Journal of Econometrics , vol.60 , pp. 1-22
    • Kim, C.J.1
  • 10
    • 1842711928 scopus 로고    scopus 로고
    • Friedman's plucking model of business fluctuations: Tests and estimations of permanent and transitory components
    • Kim CJ, Nelson CR (1999a) Friedman's plucking model of business fluctuations: tests and estimations of permanent and transitory components. Journal of Money, Credit and Banking 31:317-334
    • (1999) Journal of Money, Credit and Banking , vol.31 , pp. 317-334
    • Kim, C.J.1    Nelson, C.R.2
  • 12
    • 44949289676 scopus 로고
    • The Hamilton model with a general autoregressive component: Estimation and comparison with other models of economic time series
    • Lam P-S (1990) The Hamilton model with a general autoregressive component: Estimation and comparison with other models of economic time series. Journal of Monetary Economics 26:409-432
    • (1990) Journal of Monetary Economics , vol.26 , pp. 409-432
    • Lam, P.-S.1
  • 13
    • 0002082684 scopus 로고    scopus 로고
    • Changes in business cycles: Evidence and explanations
    • Romer CD (1999) Changes in business cycles: Evidence and explanations. Journal of Economic Perspectives 13(2):23-44
    • (1999) Journal of Economic Perspectives , vol.13 , Issue.2 , pp. 23-44
    • Romer, C.D.1
  • 14
    • 0001292964 scopus 로고    scopus 로고
    • Italy
    • Crafts N, Toniolo G (eds.) Cambridge University Press, Cambridge
    • Rossi N, Toniolo G (1996) Italy. In: Crafts N, Toniolo G (eds.) Economic growth in Europe since 1945. Cambridge University Press, Cambridge, pp. 427-454
    • (1996) Economic Growth in Europe Since 1945 , pp. 427-454
    • Rossi, N.1    Toniolo, G.2
  • 15
  • 16
    • 0012784186 scopus 로고    scopus 로고
    • France, 1945-92
    • Crafts N, Toniolo G (eds.) Cambridge University Press, Cambridge
    • Sicsic P, Wyplosz C (1996) France, 1945-92. In: Crafts N, Toniolo G (eds.) Economic growth in Europe since 1945. Cambridge University Press, Cambridge, pp. 210-239
    • (1996) Economic Growth in Europe Since 1945 , pp. 210-239
    • Sicsic, P.1    Wyplosz, C.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.