메뉴 건너뛰기




Volumn 14, Issue 4, 1999, Pages 359-378

Another look at Swedish business cycles, 1861-1988

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0039021683     PISSN: 08837252     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1099-1255(199907/08)14:4<359::AID-JAE517>3.0.CO;2-1     Document Type: Article
Times cited : (69)

References (27)
  • 2
    • 0030306096 scopus 로고    scopus 로고
    • A nonparametric approach to nonlinear causality testing
    • Bell, D., J. Kay and J. Malley (1996), 'A nonparametric approach to nonlinear causality testing', Economics Letters, 51, 7-18.
    • (1996) Economics Letters , vol.51 , pp. 7-18
    • Bell, D.1    Kay, J.2    Malley, J.3
  • 3
    • 0002158185 scopus 로고    scopus 로고
    • Testing the adequacy of smooth transition autoregressive models
    • Eitrheim, Ø. and T. Teräsvirta (1996), 'Testing the adequacy of smooth transition autoregressive models' , Journal of Econometrics, 74, 59-75.
    • (1996) Journal of Econometrics , vol.74 , pp. 59-75
    • Eitrheim, O.1    Teräsvirta, T.2
  • 4
    • 0000051984 scopus 로고
    • Autoregressive conditional heteroskedasticity with estimates of the variance of United Kingdom inflation
    • Engle, R. F. (1982), 'Autoregressive conditional heteroskedasticity with estimates of the variance of United Kingdom inflation', Econometrica, 30, 987-1007.
    • (1982) Econometrica , vol.30 , pp. 987-1007
    • Engle, R.F.1
  • 6
    • 70350118403 scopus 로고
    • Inference and causality in economic time series models
    • Z. Griliches and M. D. Intriligator (eds), North-Holland, Amsterdam
    • Geweke, J. (1984), 'Inference and causality in economic time series models', in Z. Griliches and M. D. Intriligator (eds), Handbook of Econometrics, Vol. 2, North-Holland, Amsterdam, 1101-1144.
    • (1984) Handbook of Econometrics, Vol. 2 , vol.2 , pp. 1101-1144
    • Geweke, J.1
  • 7
    • 0000351727 scopus 로고
    • Investigating causal relations by econometric models and cross-spectral methods
    • Granger, C. W. J. (1969), 'Investigating causal relations by econometric models and cross-spectral methods', Econometrica, 37, 428-438.
    • (1969) Econometrica , vol.37 , pp. 428-438
    • Granger, C.W.J.1
  • 8
    • 0142109387 scopus 로고
    • The Swedish business cycle: Stylized facts over 130 years
    • Institute for International Economic Studies, Stockholm University
    • Hassler, J., P. Lundvik, T. Persson and P. Söderlind (1992), 'The Swedish business cycle: stylized facts over 130 years', Monograph Series, 21, Institute for International Economic Studies, Stockholm University.
    • (1992) Monograph Series, 21
    • Hassler, J.1    Lundvik, P.2    Persson, T.3    Söderlind, P.4
  • 9
    • 0038259849 scopus 로고
    • The Swedish business cycle: Stylized facts over 130 years
    • V. Bergström and A. Vredin (eds), Clarendon Press, Oxford
    • Hassler, J., P. Lundvik, T. Persson and P. Söderlind (1994), 'The Swedish business cycle: stylized facts over 130 years', in V. Bergström and A. Vredin (eds), Measuring and Interpreting Business Cycles, Clarendon Press, Oxford, 9-123.
    • (1994) Measuring and Interpreting Business Cycles , pp. 9-123
    • Hassler, J.1    Lundvik, P.2    Persson, T.3    Söderlind, P.4
  • 11
    • 84993869057 scopus 로고
    • Testing for linear and nonlinear granger causality in the stock price-volume relation
    • Hiemstra, C. and J. D. Jones (1994), 'Testing for linear and nonlinear Granger causality in the stock price-volume relation', Journal of Finance, 49, 1639-1664.
    • (1994) Journal of Finance , vol.49 , pp. 1639-1664
    • Hiemstra, C.1    Jones, J.D.2
  • 12
    • 84979347114 scopus 로고
    • Highest-density forecast regions for non-linear and non-normal time series models
    • Hyndman, R. J. (1995), 'Highest-density forecast regions for non-linear and non-normal time series models', Journal of Forecasting, 14, 431-441.
    • (1995) Journal of Forecasting , vol.14 , pp. 431-441
    • Hyndman, R.J.1
  • 13
    • 0030327833 scopus 로고    scopus 로고
    • Computing and graphing highest density regions
    • Hyndman, R. J. (1996), 'Computing and graphing highest density regions', The American Statistician, 50, 120-126.
    • (1996) The American Statistician , vol.50 , pp. 120-126
    • Hyndman, R.J.1
  • 14
    • 0001353625 scopus 로고    scopus 로고
    • Impulse response analysis in nonlinear multivariate models
    • Koop, G., M. H. Pesaran and S. M. Potter (1996), 'Impulse response analysis in nonlinear multivariate models', Journal of Econometrics, 74, 119-147.
    • (1996) Journal of Econometrics , vol.74 , pp. 119-147
    • Koop, G.1    Pesaran, M.H.2    Potter, S.M.3
  • 16
    • 0000894103 scopus 로고
    • Testing linearity against smooth transition autoregressive models
    • Luukkonen, R., P. Saikkonen and T. Teräsvirta (1988), 'Testing linearity against smooth transition autoregressive models', Biometrika, 75, 491-499.
    • (1988) Biometrika , vol.75 , pp. 491-499
    • Luukkonen, R.1    Saikkonen, P.2    Teräsvirta, T.3
  • 17
    • 0000059152 scopus 로고
    • Testing a time series for difference stationarity
    • McCabe, B. P. M. and A. R. Tremayne (1995), 'Testing a time series for difference stationarity', Annals of Statistics, 23, 1015-1028.
    • (1995) Annals of Statistics , vol.23 , pp. 1015-1028
    • McCabe, B.P.M.1    Tremayne, A.R.2
  • 18
    • 49049143455 scopus 로고
    • Trends and random walks in macroeconomic time series: Some evidence and implications
    • Nelson, C. R. and C. I. Plosser (1982), 'Trends and random walks in macroeconomic time series: some evidence and implications', Journal of Monetary Economics, 10, 139-162.
    • (1982) Journal of Monetary Economics , vol.10 , pp. 139-162
    • Nelson, C.R.1    Plosser, C.I.2
  • 19
    • 0000899296 scopus 로고
    • The great crash, the oil price shock, and the unit root hypothesis
    • Perron, P. (1989), 'The great crash, the oil price shock, and the unit root hypothesis', Econometrica, 57, 1361-1401.
    • (1989) Econometrica , vol.57 , pp. 1361-1401
    • Perron, P.1
  • 21
    • 84986409030 scopus 로고
    • International evidence on persistence in output in the presence of an episodic change
    • Raj, B. (1992), 'International evidence on persistence in output in the presence of an episodic change', Journal of Applied Econometrics, 7, 281-293.
    • (1992) Journal of Applied Econometrics , vol.7 , pp. 281-293
    • Raj, B.1
  • 23
    • 84923053681 scopus 로고
    • Specification, estimation, and evaluation of smooth transition autoregressive models
    • Teräsvirta, T. (1994), 'Specification, estimation, and evaluation of smooth transition autoregressive models', Journal of the American Statistical Association, 89, 208-218.
    • (1994) Journal of the American Statistical Association , vol.89 , pp. 208-218
    • Teräsvirta, T.1
  • 24
    • 0029529322 scopus 로고
    • Modelling nonlinearity in U.S. Gross national product 1889-1987
    • Teräsvirta, T. (1995), 'Modelling nonlinearity in U.S. gross national product 1889-1987', Empirical Economics, 20, 577-597.
    • (1995) Empirical Economics , vol.20 , pp. 577-597
    • Teräsvirta, T.1
  • 25
    • 84986414326 scopus 로고
    • Characterizing nonlinearities in business cycles using smooth transition autoregressive models
    • Teräsvirta, T. and H. Anderson (1992), 'Characterizing nonlinearities in business cycles using smooth transition autoregressive models', Journal of Applied Econometrics, 7, S119-S136.
    • (1992) Journal of Applied Econometrics , vol.7
    • Teräsvirta, T.1    Anderson, H.2
  • 27
    • 28444488750 scopus 로고
    • Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis
    • Zivot, E. and D. W. K. Andrews (1992), 'Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis', Journal of Business and Economic Statistics, 10, 251-270.
    • (1992) Journal of Business and Economic Statistics , vol.10 , pp. 251-270
    • Zivot, E.1    Andrews, D.W.K.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.