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Volumn 77, Issue 3, 2002, Pages 329-333

Asymmetric adjustment from structural booms and slumps

Author keywords

Asymmetry; Booms; Cointegration; Slumps

Indexed keywords


EID: 0036828615     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1765(02)00144-1     Document Type: Article
Times cited : (8)

References (10)
  • 1
    • 0030482819 scopus 로고    scopus 로고
    • Are deep recessions followed by strong recoveries? Results for the G7 economies
    • (July)
    • Balke, N., Wynne, M., 1996. Are deep recessions followed by strong recoveries? Results for the G7 economies. Applied Economics 28 (July), 889-897.
    • (1996) Applied Economics , vol.28 , pp. 889-897
    • Balke, N.1    Wynne, M.2
  • 2
    • 0032345729 scopus 로고    scopus 로고
    • Unit root tests and asymmetric adjustment with an example using the term structure of interest rates
    • (July)
    • Enders, W., Granger, C.W.J., 1998. Unit root tests and asymmetric adjustment with an example using the term structure of interest rates. Journal of Business and Economic Statistics 16 (July), 304-311.
    • (1998) Journal of Business and Economic Statistics , vol.16 , pp. 304-311
    • Enders, W.1    Granger, C.W.J.2
  • 4
    • 0000013567 scopus 로고
    • Co-integration and error correction: Representation, estimation and testing
    • Engle, R.F., Granger, C.W.J., 1987. Co-integration and error correction: Representation, estimation and testing. Econometrica 55, 251-276.
    • (1987) Econometrica , vol.55 , pp. 251-276
    • Engle, R.F.1    Granger, C.W.J.2
  • 5
    • 84864410847 scopus 로고
    • Testing for a unit root in time series with pretest data-based model selection
    • Hall, A., 1994. Testing for a unit root in time series with pretest data-based model selection. Journal of Business and Economic Statistics 12 (4), 461-470.
    • (1994) Journal of Business and Economic Statistics , vol.12 , Issue.4 , pp. 461-470
    • Hall, A.1
  • 6
    • 0033444729 scopus 로고    scopus 로고
    • Numerical distribution functions of likelihood ratio tests for cointegration
    • McKinnon, J., Haug, A., Michelis, L., 1999. Numerical distribution functions of likelihood ratio tests for cointegration. Journal of Applied Econometrics 14, 563-577.
    • (1999) Journal of Applied Econometrics , vol.14 , pp. 563-577
    • McKinnon, J.1    Haug, A.2    Michelis, L.3
  • 7
    • 43549096463 scopus 로고
    • Are economic time series asymmetric over the business cycle?
    • Neftci, S., 1984. Are economic time series asymmetric over the business cycle? Journal of Political Economy 92, 307-328.
    • (1984) Journal of Political Economy , vol.92 , pp. 307-328
    • Neftci, S.1
  • 10
    • 0035044067 scopus 로고    scopus 로고
    • Structural booms
    • (April)
    • Phelps, E., Zoega, G., 2001. Structural booms. Economic Policy 32 (April), 85-126.
    • (2001) Economic Policy , vol.32 , pp. 85-126
    • Phelps, E.1    Zoega, G.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.