-
2
-
-
0001289268
-
Do recessions permanently change output?
-
Beaudry, P. and Koop, G. (1993). 'Do recessions permanently change output?', Journal of Monetary Economics, vol. 31, pp. 149-64.
-
(1993)
Journal of Monetary Economics
, vol.31
, pp. 149-164
-
-
Beaudry, P.1
Koop, G.2
-
3
-
-
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, vol. 7, pp. 151-74.
-
(1981)
Journal of Monetary Economics
, vol.7
, pp. 151-174
-
-
Beveridge, S.1
Nelson, C.R.2
-
4
-
-
85016078433
-
The dynamic effects of aggregate supply and demand disturbances
-
Blanchard, O.J. and Quah, D. (1989). 'The dynamic effects of aggregate supply and demand disturbances', American Economic Review, vol. 79, pp. 655-73.
-
(1989)
American Economic Review
, vol.79
, pp. 655-673
-
-
Blanchard, O.J.1
Quah, D.2
-
5
-
-
21144465257
-
Consistency and limiting distributions of the least squares estimator of a threshold autoregressive model
-
Chan, K.S. (1993). 'Consistency and limiting distributions of the least squares estimator of a threshold autoregressive model', The Annals of Statistics, vol. 21, pp. 520-33.
-
(1993)
The Annals of Statistics
, vol.21
, pp. 520-533
-
-
Chan, K.S.1
-
6
-
-
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, vol. 102, pp. 797-814.
-
(1987)
Quarterly Journal of Economics
, vol.102
, pp. 797-814
-
-
Clark, P.K.1
-
7
-
-
0012826143
-
Alternative definitions of the business cycle and their implications for business cycle methods: A reply to Torben Mark Pederson
-
Cogley, T. (2001). 'Alternative definitions of the business cycle and their implications for business cycle methods: a reply to Torben Mark Pederson', Journal of Economic Dynamics and Control, vol. 25, pp. 1103-7.
-
(2001)
Journal of Economic Dynamics and Control
, vol.25
, pp. 1103-1107
-
-
Cogley, T.1
-
8
-
-
0040382317
-
Effects of the Hodrick-Prescott filter on trend and difference stationary time series: Implications for business cycle research
-
Cogley, T. and Nason, J.M. (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, vol. 19, pp. 253-78.
-
(1995)
Journal of Economic Dynamics and Control
, vol.19
, pp. 253-278
-
-
Cogley, T.1
Nason, J.M.2
-
10
-
-
0000632354
-
Is the persistence of shocks to output asymmetric?
-
Elwood, S.K. (1998).'Is the persistence of shocks to output asymmetric?', Journal of Monetary Economics, vol. 41, pp. 411-26.
-
(1998)
Journal of Monetary Economics
, vol.41
, pp. 411-426
-
-
Elwood, S.K.1
-
11
-
-
0032345729
-
Unit root tests and asymmetric adjustment with an example using the term structure of interest rates
-
Enders, W. and 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, vol. 16, pp. 304-11.
-
(1998)
Journal of Business and Economic Statistics
, vol.16
, pp. 304-311
-
-
Enders, W.1
Granger, C.W.J.2
-
12
-
-
0000700546
-
Nonlinear dynamic structures
-
Gallant, A.R., Rossi, P.E. and Tauchen, G. (1993). 'Nonlinear dynamic structures', Econometrica, vol. 61, pp. 871-907.
-
(1993)
Econometrica
, vol.61
, pp. 871-907
-
-
Gallant, A.R.1
Rossi, P.E.2
Tauchen, G.3
-
15
-
-
0001342006
-
A new approach to the economic analysis of nonstatioinary time series and the business cycle
-
Hamilton, J.D. (1989). 'A new approach to the economic analysis of nonstatioinary time series and the business cycle', Econometrica, vol. 57, pp. 357-84.
-
(1989)
Econometrica
, vol.57
, pp. 357-384
-
-
Hamilton, J.D.1
-
19
-
-
70350165204
-
Monte Carlo experimentation in econometrics
-
(Z. Griliches and M.D. Intrilligator, eds.), Amsterdam: North-Holland
-
Hendry, D.F. (1984). 'Monte Carlo experimentation in econometrics', in (Z. Griliches and M.D. Intrilligator, eds.), Handbook of Econometrics, vol 11, pp. 939-76. Amsterdam: North-Holland.
-
(1984)
Handbook of Econometrics
, vol.11
, pp. 939-976
-
-
Hendry, D.F.1
-
20
-
-
0040360986
-
Post-war business cycles: An empirical investigation
-
Hodrick, R.J. and Prescott, E.C. (1997). 'Post-war business cycles: an empirical investigation', Journal of Money, Credit, and Banking, vol. 29, pp. 1-16.
-
(1997)
Journal of Money, Credit, and Banking
, vol.29
, pp. 1-16
-
-
Hodrick, R.J.1
Prescott, E.C.2
-
21
-
-
1842711928
-
Friedman's plucking model of business fluctuations: Tests and estimates of permanent and transitory components
-
Kim, C.-J. and Nelson, C.R. (1999). 'Friedman's plucking model Of business fluctuations: tests and estimates of permanent and transitory components', Journal of Money, Credit, and Banking, vol. 31, pp. 317-34.
-
(1999)
Journal of Money, Credit, and Banking
, vol.31
, pp. 317-334
-
-
Kim, C.-J.1
Nelson, C.R.2
-
22
-
-
0004032233
-
-
mimeo, Department of Economics, Washington University of Warwick; forthcoming Review of Economics and Statistics
-
Morley, J.C., Nelson, C.R. and Zivot, E. (2001). 'Why are Beveridge-Nelson and unobserved-component decompositions of GDP so different?', mimeo, Department of Economics, Washington University of Warwick; forthcoming Review of Economics and Statistics.
-
(2001)
Why Are Beveridge-Nelson and Unobserved-component Decompositions of GDP So Different?
-
-
Morley, J.C.1
Nelson, C.R.2
Zivot, E.3
-
23
-
-
43549096463
-
Are economic time series asymmetric over the business cycle?
-
Neftci, S.N. (2001). 'Are economic time series asymmetric over the business cycle?', Journal of Political Economy, vol. 92, pp, 307-28.
-
(2001)
Journal of Political Economy
, vol.92
, pp. 307-328
-
-
Neftci, S.N.1
-
24
-
-
0036003803
-
Covered interest rate arbitrage in the interwar period and the Keynes-Einzig conjecture
-
Peel, D.A. and Taylor, M.P. (2002). 'Covered interest rate arbitrage in the interwar period and the Keynes-Einzig conjecture', Journal of Money, Credit and Banking, vol. 34, pp. 51-75.
-
(2002)
Journal of Money, Credit and Banking
, vol.34
, pp. 51-75
-
-
Peel, D.A.1
Taylor, M.P.2
-
25
-
-
0000230255
-
The relative importance of permanent and transitory components: Identification and some theoretical bounds
-
Quah, D. (1992). 'The relative importance of permanent and transitory components: identification and some theoretical bounds', Econometrica, vol. 60, pp. 107-18.
-
(1992)
Econometrica
, vol.60
, pp. 107-118
-
-
Quah, D.1
-
26
-
-
84986849734
-
Nonparametric estimators for time series
-
Robinson, P.M. (1983). 'Nonparametric estimators for time series', Journal of Time Series Analysis, vol. 4, pp. 185-207.
-
(1983)
Journal of Time Series Analysis
, vol.4
, pp. 185-207
-
-
Robinson, P.M.1
-
27
-
-
0000994208
-
Sources of business cycle fluctuations
-
S. Fischer (ed.), Cambridge, Mass: MIT Press
-
Shapiro, M.D. and Watson, M.W. (1988). 'Sources of business cycle fluctuations', in S. Fischer (ed.), NBER Macroeconomics Annual, Cambridge, Mass: MIT Press.
-
(1988)
NBER Macroeconomics Annual
-
-
Shapiro, M.D.1
Watson, M.W.2
-
28
-
-
84977411866
-
Business cycle asymmentry: A deeper look
-
Sichel, D.E. (1993), 'Business cycle asymmentry: a deeper look', Economic Inquiry, vol. 31, pp. 224-36.
-
(1993)
Economic Inquiry
, vol.31
, pp. 224-236
-
-
Sichel, D.E.1
-
29
-
-
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, vol. 12, pp. 269-77.
-
(1994)
Journal of Business and Economic Statistics
, vol.12
, pp. 269-277
-
-
Sichel, D.E.1
-
32
-
-
0002980380
-
Univariate detrending methods with stochastic trends
-
Watson, M.W. (1986). 'Univariate detrending methods with stochastic trends', Journal of Monetary Economics, vol. 18, pp. 49-75.
-
(1986)
Journal of Monetary Economics
, vol.18
, pp. 49-75
-
-
Watson, M.W.1
|