메뉴 건너뛰기




Volumn 79, Issue 247, 2003, Pages 397-411

Business cycle properties of the legitimate and underground economy in Australia

Author keywords

[No Author keywords available]

Indexed keywords

BLACK MARKET; BUSINESS CYCLE; ECONOMIC ACTIVITY; NATIONAL ECONOMY; PARALLEL ECONOMY;

EID: 12844258242     PISSN: 00130249     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1475-4932.2003.00140.x     Document Type: Article
Times cited : (31)

References (35)
  • 1
    • 21144438166 scopus 로고
    • Likelihood of model and information criteria
    • Akaike, H. (1981) 'Likelihood of Model and Information Criteria', Journal of Econometrics 16, 3-14.
    • (1981) Journal of Econometrics , vol.16 , pp. 3-14
    • Akaike, H.1
  • 2
    • 0033493579 scopus 로고    scopus 로고
    • Estimates of the underground economy in Australia
    • Bajada, C. (1999) 'Estimates of the Underground Economy in Australia', Economic Record 75, 369-84.
    • (1999) Economic Record , vol.75 , pp. 369-384
    • Bajada, C.1
  • 3
    • 33646136308 scopus 로고
    • A review of Australia's recent business cycle experiences and a forecast length of the current expansion
    • 4th Qrt
    • Boehm, E.A. and Liew, W.T. (1994) 'A Review of Australia's Recent Business Cycle Experiences and a Forecast Length of the Current Expansion', The Australian Economic Review, 4th Qrt, 34-56.
    • (1994) The Australian Economic Review , pp. 34-56
    • Boehm, E.A.1    Liew, W.T.2
  • 4
    • 42449156579 scopus 로고
    • Generalised autoregressive conditional heteroscedasticity
    • Bollerslev, T. (1986) 'Generalised Autoregressive Conditional Heteroscedasticity', Journal of Econometrics 31, 307-27.
    • (1986) Journal of Econometrics , vol.31 , pp. 307-327
    • Bollerslev, T.1
  • 7
    • 0000289628 scopus 로고
    • The demand for currency relative to the total money supply
    • Cagan, P. (1958) 'The Demand for Currency Relative to the Total Money Supply', Journal of Political Economy 66, 303-28.
    • (1958) Journal of Political Economy , vol.66 , pp. 303-328
    • Cagan, P.1
  • 8
    • 38149146922 scopus 로고
    • De-trending and turning points
    • Canova, F. (1994) 'De-trending and Turning Points', European Economic Review 38, 614-23.
    • (1994) European Economic Review , vol.38 , pp. 614-623
    • Canova, F.1
  • 9
    • 84986792427 scopus 로고
    • On estimating thresholds in autoregressive models
    • Chan, K.S. and Tong, H. (1986) 'On Estimating Thresholds in Autoregressive Models', Journal of Time Series Analysis 7, 179-90.
    • (1986) Journal of Time Series Analysis , vol.7 , pp. 179-190
    • Chan, K.S.1    Tong, H.2
  • 10
    • 0003198518 scopus 로고
    • Are business cycles symmetrical?
    • Gordon, R.J. (ed.) The University of Chicago Press, Chicago
    • DeLong, B. and Summers, L. (1986) 'Are Business Cycles Symmetrical?', In: Gordon, R.J. (ed.) The American Business Cycle, NBER Studies in Business Cycles, Vol. 25 The University of Chicago Press, Chicago. 166-79.
    • (1986) The American Business Cycle, NBER Studies in Business Cycles , vol.25 , pp. 166-179
    • DeLong, B.1    Summers, L.2
  • 13
    • 33749009107 scopus 로고
    • Stock returns. Real activity, inflation and money
    • Fama, E. (1981) 'Stock Returns. Real Activity, Inflation and Money', American Economic Review 71, 545-65.
    • (1981) American Economic Review , vol.71 , pp. 545-565
    • Fama, E.1
  • 14
    • 0003906335 scopus 로고
    • Technical Report no. 5, Laboratory for Computational Statistics, Department of Statistics, Stanford University, California
    • Friedman, J.H. (1984) 'A Variable Span Smoother', Technical Report no. 5, Laboratory for Computational Statistics, Department of Statistics, Stanford University, California.
    • (1984) A Variable Span Smoother
    • Friedman, J.H.1
  • 15
    • 0348238073 scopus 로고    scopus 로고
    • Optimal prediction in log-linear models
    • van Garderen, K.J. (2001) 'Optimal prediction in log-linear models', Journal of Econometrics 104, 119-40.
    • (2001) Journal of Econometrics , vol.104 , pp. 119-140
    • van Garderen, K.J.1
  • 16
    • 0031418468 scopus 로고    scopus 로고
    • Testing for asymmetry in the measured and underground business cycles
    • Giles, D.E.A. (1997) 'Testing for Asymmetry in the Measured and Underground Business Cycles', Economic Record 73, 225-32.
    • (1997) Economic Record , vol.73 , pp. 225-232
    • Giles, D.E.A.1
  • 17
    • 0033011834 scopus 로고    scopus 로고
    • The rise and fall of the New Zealand underground economy: Are business cycles symmetric?
    • Giles, D.E.A. (1999) 'The Rise and Fall of the New Zealand Underground Economy: Are Business Cycles Symmetric?', Applied Economic Letters 6, 185-9.
    • (1999) Applied Economic Letters , vol.6 , pp. 185-189
    • Giles, D.E.A.1
  • 18
    • 0040279735 scopus 로고    scopus 로고
    • The Canadian underground and measured economies: Granger causality results
    • Department of Economics. University of Victoria, Canada
    • Giles, D.E.A., Tedds, L.M. and Werkneh, G. (1999) 'The Canadian Underground and Measured Economies: Granger Causality Results', Econometrics Working Paper 9909. Department of Economics. University of Victoria, Canada.
    • (1999) Econometrics Working Paper 9909
    • Giles, D.E.A.1    Tedds, L.M.2    Werkneh, G.3
  • 22
    • 0006268280 scopus 로고
    • NBER Bulletin 69, New York; reprinted. In: Moore, H.H. (ed.) (1961), Business Cycle Indicators. Princeton University Press, Princeton, New York, Chapter 6
    • Mitchell, W.C. and Burns, A.F. (1938) Statistical Indicators of Cyclical Revivals, NBER Bulletin 69, New York; reprinted. In: Moore, H.H. (ed.) (1961), Business Cycle Indicators. Princeton University Press, Princeton, New York, Chapter 6.
    • (1938) Statistical Indicators of Cyclical Revivals
    • Mitchell, W.C.1    Burns, A.F.2
  • 23
    • 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 92, 307-28.
    • (1984) Journal of Political Economy , vol.92 , pp. 307-328
    • Neftci, S.N.1
  • 24
    • 49049143455 scopus 로고
    • Trends and random walks in macroeconomic time series
    • Nelson, C.R. and Plosser, C.I. (1982) 'Trends and Random Walks in Macroeconomic Time Series', Journal of Monetary Economics 10, 139-62.
    • (1982) Journal of Monetary Economics , vol.10 , pp. 139-162
    • Nelson, C.R.1    Plosser, C.I.2
  • 25
    • 0000706085 scopus 로고
    • A simple positive definite heteroskedasticity and autocorrelation consistent covariance matrix
    • Newey, W. and West, K. (1987) 'A Simple Positive Definite Heteroskedasticity and Autocorrelation Consistent Covariance Matrix', Econometrica 55, 703-8.
    • (1987) Econometrica , vol.55 , pp. 703-708
    • Newey, W.1    West, K.2
  • 26
    • 0002071674 scopus 로고    scopus 로고
    • Towards an understanding of some business cycle characteristics
    • Pagan, A. (1997) 'Towards an Understanding of Some Business Cycle Characteristics', The Australian Economic Review 30, 1-15.
    • (1997) The Australian Economic Review , vol.30 , pp. 1-15
    • Pagan, A.1
  • 27
    • 0000120766 scopus 로고
    • Estimating the dimensions of a model
    • Schwartz, G. (1978) 'Estimating the Dimensions of a Model', The Annals of Statistics 6, 461-4.
    • (1978) The Annals of Statistics , vol.6 , pp. 461-464
    • Schwartz, G.1
  • 28
    • 84977411866 scopus 로고
    • Business cycle asymmetry. A deeper look
    • Sichel, D. (1993) 'Business Cycle Asymmetry. A Deeper Look', Economic Enquiry 31, 224-36.
    • (1993) Economic Enquiry , vol.31 , pp. 224-236
    • Sichel, D.1
  • 30
    • 30244519419 scopus 로고
    • Statistical Sciences (statistical package), MathSoft Inc., Seattle, Washington
    • Statistical Sciences (1995) S-PLUS 2000 (statistical package), MathSoft Inc., Seattle, Washington.
    • (1995) S-PLUS 2000
  • 31
    • 0000606051 scopus 로고
    • The cash economy in the United States. Annual estimates, 1930-80
    • Tanzi, V. (1983) 'The Cash Economy in the United States. Annual Estimates, 1930-80', International Monetary Fund Staff Papers 30, 283-308.
    • (1983) International Monetary Fund Staff Papers , vol.30 , pp. 283-308
    • Tanzi, V.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.