메뉴 건너뛰기




Volumn 7, Issue 2, 1997, Pages 203-206

Asymmetries and non-linearities in economic activity

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0347770302     PISSN: 09603107     EISSN: None     Source Type: Journal    
DOI: 10.1080/096031097333772     Document Type: Article
Times cited : (7)

References (15)
  • 1
    • 0001289268 scopus 로고
    • Do recessions permanently change output?
    • Beaudry, P. and Koop, G. (1993) Do recessions permanently change output? Journal of Monetary Economics, 2, 149-63.
    • (1993) Journal of Monetary Economics , vol.2 , pp. 149-163
    • Beaudry, P.1    Koop, G.2
  • 2
    • 42449156579 scopus 로고
    • Generalized autoregressive conditional heteroskedasticity
    • Bollerslev, T. (1986) Generalized autoregressive conditional heteroskedasticity, Journal of Econometrics, 1, 307-27.
    • (1986) Journal of Econometrics , vol.1 , pp. 307-327
    • Bollerslev, T.1
  • 3
    • 34848900983 scopus 로고
    • ARCH modeling in finance: A review of the theory and empirical evidence
    • Bollerslev, T., Chou, R. Y. and Kroner, K. (1992) ARCH modeling in finance: a review of the theory and empirical evidence, Journal of Econometrics, 1/2, 5-60.
    • (1992) Journal of Econometrics , vol.1-2 , pp. 5-60
    • Bollerslev, T.1    Chou, R.Y.2    Kroner, K.3
  • 5
    • 0041059062 scopus 로고
    • A long memory property of stock market returns and a new model
    • Ding, Z., Granger, C. W. J. and Engle, R. F. (1993) A long memory property of stock market returns and a new model, Journal of Empirical Finance, 1, 83-106.
    • (1993) Journal of Empirical Finance , vol.1 , pp. 83-106
    • Ding, Z.1    Granger, C.W.J.2    Engle, R.F.3
  • 6
    • 0000051984 scopus 로고
    • Autoregressive conditional heteroskedasticity with estimates of the variance of UK inflation
    • Engle, R. F. (1982) Autoregressive conditional heteroskedasticity with estimates of the variance of UK inflation, Econometrica, 4, 987-1008.
    • (1982) Econometrica , vol.4 , pp. 987-1008
    • Engle, R.F.1
  • 7
    • 84993924525 scopus 로고
    • Measuring and testing the impact of news on volatility
    • Engle, R. F. and Ng, V. (1993) Measuring and testing the impact of news on volatility, Journal of Finance, 5, 1749-78.
    • (1993) Journal of Finance , vol.5 , pp. 1749-1778
    • Engle, R.F.1    Ng, V.2
  • 8
    • 0001264648 scopus 로고
    • Estimating time varying risk-premia in the term structure: The ARCH-M model
    • Engle, R. F., Lilien, D. M. and Robins, R. (1987) Estimating time varying risk-premia in the term structure: the ARCH-M model, Econometrica, 2, 391-407.
    • (1987) Econometrica , vol.2 , pp. 391-407
    • Engle, R.F.1    Lilien, D.M.2    Robins, R.3
  • 9
    • 0346864654 scopus 로고
    • Sign- And volatility-switching ARCH models: Theory and applications to international stock markets
    • forthcoming
    • Fornari, F. and Mele A. (1995) Sign- and volatility-switching ARCH models: theory and applications to international stock markets. Journal of Applied Economics, forthcoming.
    • (1995) Journal of Applied Economics
    • Fornari, F.1    Mele, A.2
  • 11
    • 0000675003 scopus 로고
    • On endogenous competitive business cycles
    • Grandmont, J. M. (1985) On endogenous competitive business cycles, Econometrica, 5, 995-1037.
    • (1985) Econometrica , vol.5 , pp. 995-1037
    • Grandmont, J.M.1
  • 14
    • 43549096463 scopus 로고
    • Are economic time series asymmetric over the business cycle?
    • Neftci, S. N. (1984) Are economic time series asymmetric over the business cycle? Journal of Political Economy, 2, 307-28.
    • (1984) Journal of Political Economy , vol.2 , pp. 307-328
    • Neftci, S.N.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.