메뉴 건너뛰기




Volumn 79, Issue 2, 1997, Pages 269-290

On seasonality and business cycle durations: A nonparametric investigation

Author keywords

Business cycle chronologies; Periodic structures; Rank based tests

Indexed keywords


EID: 0041031971     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(97)00023-7     Document Type: Article
Times cited : (5)

References (34)
  • 1
    • 0039613743 scopus 로고
    • Univariate and multivariate multisample location and scale tests
    • P.R. Krishnaiah and P.K. Sen, eds.
    • Bhapter, V.P., 1984, Univariate and multivariate multisample location and scale tests, in: P.R. Krishnaiah and P.K. Sen, eds., Handbook of statistics, Vol. 4, 31-62.
    • (1984) Handbook of Statistics , vol.4 , pp. 31-62
    • Bhapter, V.P.1
  • 2
    • 0000574335 scopus 로고
    • Small sample distributions for multisample statistics of the smirnov type
    • Birnbaum, Z.W. and R.A. Hall, 1960, Small sample distributions for multisample statistics of the Smirnov type, The Annals of Mathematical Statistics 31, 710-720.
    • (1960) The Annals of Mathematical Statistics , vol.31 , pp. 710-720
    • Birnbaum, Z.W.1    Hall, R.A.2
  • 3
    • 85038249659 scopus 로고    scopus 로고
    • Burns, A.F. and W.C. Mitchell, 1946, Measuring Business Cycles (Columbia University Press, New York).
  • 5
    • 85038242910 scopus 로고    scopus 로고
    • Conover, W.J., 1980, Practical nonparametric statistics, 2nd ed. (Wiley, New York).
  • 7
    • 84931201999 scopus 로고
    • A nonparametric investigation of duration dependence in the American business cycle
    • Diebold, F.X. and G.D. Rudebusch, 1990, A nonparametric investigation of duration dependence in the American business cycle, Journal of Political Economy 98, 596-616.
    • (1990) Journal of Political Economy , vol.98 , pp. 596-616
    • Diebold, F.X.1    Rudebusch, G.D.2
  • 8
    • 0001041655 scopus 로고
    • Have postwar economic fluctuations been stabilized?
    • Diebold, F.X. and G.D. Rudebusch, 1992, Have postwar economic fluctuations been stabilized? American Economic Review 82, 993-1005.
    • (1992) American Economic Review , vol.82 , pp. 993-1005
    • Diebold, F.X.1    Rudebusch, G.D.2
  • 9
    • 0041502852 scopus 로고
    • Non-parametric Anova in small samples: A Monte Carlo study of the adequacy of the asymptotic approximation
    • Gabriel, K.R. and P.A. Lachenbrush, 1969, Non-parametric ANOVA in small samples: A Monte Carlo study of the adequacy of the asymptotic approximation, Biometrics 25, 593-596.
    • (1969) Biometrics , vol.25 , pp. 593-596
    • Gabriel, K.R.1    Lachenbrush, P.A.2
  • 10
    • 85038221905 scopus 로고    scopus 로고
    • Ghysels, E., 1991, Are business cycle turning points uniformly distributed throughout the year? Discussion Paper No. 3891 (C.R.D.E., Université de Montréal).
  • 11
    • 85038262842 scopus 로고    scopus 로고
    • Ghysels, E., 1993a, A time series model with periodic stochastic regime switching, Discussion Paper No. 1093 (C.R.D.E., Université de Montréal).
  • 12
    • 0039738173 scopus 로고
    • On scoring asymmetric periodic probability models of turning-point forecasts
    • Ghysels, E., 1993b, On scoring asymmetric periodic probability models of turning-point forecasts, Journal of Forecasting 12, 227-238.
    • (1993) Journal of Forecasting , vol.12 , pp. 227-238
    • Ghysels, E.1
  • 13
    • 85038256710 scopus 로고    scopus 로고
    • Ghysels, E., 1994a, On the economics and econometrics of seasonality, in: C.A. Sims, ed., Advances in econometrics - Sixth World Congress (Cambridge University Press, Cambridge).
  • 15
    • 85038225808 scopus 로고    scopus 로고
    • Ghysels, E. and A. Hall, 1992, Testing periodicity in some linear macroeconomic models, Discussion Paper (C.R.D.E., Université de Montréal).
  • 16
    • 85038259132 scopus 로고    scopus 로고
    • Hájek, J., 1969, A course in nonparametric statistics, (Holden-Day, San Francisco).
  • 17
    • 0001342006 scopus 로고
    • A new approach to the economic analysis of nonstationary time series and the business cycle
    • Hamilton, J.D., 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
  • 18
    • 85038248635 scopus 로고    scopus 로고
    • Hansen, L.P. and T.J. Sargent, 1990, Recursive linear models of dynamic economies, Monograph (Hoover Institution, Stanford University).
  • 20
    • 85038248503 scopus 로고    scopus 로고
    • Imbens, G.W. and L.M. Lynch, 1992, Labor market transitions over the business cycle, Discussion paper (Harvard University).
  • 22
    • 84943709252 scopus 로고
    • Use of ranks on one-criterion variance analysis
    • corrections appear in 48, 907-911
    • Kruskal, W.H. and W.A. Wallis, 1952, Use of ranks on one-criterion variance analysis, Journal of the American Statistical Association 47, 583-621 (corrections appear in 48, 907-911).
    • (1952) Journal of the American Statistical Association , vol.47 , pp. 583-621
    • Kruskal, W.H.1    Wallis, W.A.2
  • 23
    • 85038228240 scopus 로고    scopus 로고
    • Lancaster, T., 1990, The econometric analysis of transition data, Econometric society monographs (Cambridge University Press, Cambridge).
  • 24
    • 85038246890 scopus 로고    scopus 로고
    • Lehmann, E.L., 1975, Nonparametrics: Statistical methods based on ranks (Holden-Day, San Francisco).
  • 25
    • 0002322469 scopus 로고
    • On a test of whether one of two random variables is stochastically larger than the other
    • Mann, H.B. and D.R. Whitney, 1947, On a test of whether one of two random variables is stochastically larger than the other, The Annals of Mathematical Statistics 18, 50-60.
    • (1947) The Annals of Mathematical Statistics , vol.18 , pp. 50-60
    • Mann, H.B.1    Whitney, D.R.2
  • 26
    • 85038217315 scopus 로고    scopus 로고
    • Mitchell, W.C. and A.F. Burns, 1938, Statistical indicators of cyclical revivals, (National Bureau of Economic Research, New York).
  • 27
    • 0001186570 scopus 로고
    • Lead-lag relations, exogeneity, and prediction of economic time series
    • Neftçi, S.N., 1979, Lead-lag relations, exogeneity, and prediction of economic time series, Econometrica 47, 101-113.
    • (1979) Econometrica , vol.47 , pp. 101-113
    • Neftçi, S.N.1
  • 28
    • 43549096463 scopus 로고
    • Are economic time series asymmetric over the business cycle?
    • Neftçi, S.N., 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
    • Neftçi, S.N.1
  • 29
    • 84986409273 scopus 로고
    • Seasonality and habit persistence in a life cycle model of consumption
    • Osborn, D.R., 1988, Seasonality and habit persistence in a life cycle model of consumption, Journal of Applied Econometrics 3, 255-266.
    • (1988) Journal of Applied Econometrics , vol.3 , pp. 255-266
    • Osborn, D.R.1
  • 30
    • 85038247109 scopus 로고    scopus 로고
    • Romer, C.D., 1991, Remeasuring business cycles: A Critique of the Prewar NBER dates, Discussion Paper (National Bureau of Economic Research).
  • 31
    • 0001343578 scopus 로고
    • Contributions to the theory of rank order statistics - The two-sample case
    • Savage, I.R., 1956, Contributions to the theory of rank order statistics - The two-sample case, The Annals of Mathematical Statistics 27, 590-615.
    • (1956) The Annals of Mathematical Statistics , vol.27 , pp. 590-615
    • Savage, I.R.1
  • 32
    • 77956888888 scopus 로고
    • Hidden periodic autoregressive-moving average models in time series data
    • Tiao, G.C. and M.R. Grupe, 1980, Hidden periodic autoregressive-moving average models in time series data, Biometrika 67, 365-373.
    • (1980) Biometrika , vol.67 , pp. 365-373
    • Tiao, G.C.1    Grupe, M.R.2
  • 33
    • 0010844604 scopus 로고
    • Periodic linear-quadratic methods for modeling seasonality
    • Todd, R., 1990, Periodic linear-quadratic methods for modeling seasonality, Journal of Economic Dynamics and Control 14, 763-795.
    • (1990) Journal of Economic Dynamics and Control , vol.14 , pp. 763-795
    • Todd, R.1
  • 34
    • 85038222119 scopus 로고    scopus 로고
    • Watson, M.W., 1992, Business cycle durations and postwar stabilization of the US economy.


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.