Business Cycle Duration Dependence Reconsidered

Journal of Business and Economic Statistics

Volumn 21, Issue 4, 2003, Pages 564-569

  Zuehlke, Thomas W ^a  

^a FLORIDA STATE UNIVERSITY   (United States)

Author keywords

Bootstrap; Generalized Weibull; Hazard function; Nonlinear

Indexed keywords

EID: 0242350279     PISSN: 07350015     EISSN: None     Source Type: Journal    
DOI: 10.1198/073500103288619241     Document Type: Article

References (9)

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4. Diebold, F. X., Rudebusch, G., and Sichel, D. E. (1993), "Further Evidence on Business Cycle Duration Dependence," in Business Cycles, Indicators, and Forecasting, eds. J. H. Stock and M. W. Watson, Chicago: University of Chicago Press, pp. 87-116.
5. Efron, B., and Tibshirani, R. J. (1993), An Introduction to the Bootstrap, New York: Chapman & Hall.
6. Kim, C. J., and Nelson, C. R. (1998), "Business Cycle Turning Points, A New Coincident Index, and Test of Duration Dependence Based on a Dynamic Factor Model With Regime Switching," Review of Economics and Statistics, 80, 188-201.
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8. Sichel, D. E. (1991), "Business Cycle Duration Dependence: A Parametric Approach," Review of Economics and Statistics, 73, 254-260.
9. Stock, J. H., and Watson, M. W. (2002), "Has the Business Cycle Changed and Why?," Working Paper W9127, National Bureau of Economic Research.