Stochastic trends, deterministic trends, and business cycle turning points

Journal of Applied Econometrics

Volumn 12, Issue 4, 1997, Pages 411-434

  Gordon, Tephen ^a  

^a UNIVERSITÉ LAVAL   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 8644289371     PISSN: 08837252     EISSN: None     Source Type: Journal    
DOI: 10.1002/(sici)1099-1255(199707)12:4<411::aid-jae432>3.3.co;2-0     Document Type: Article

References (6)

1. Albert, J. and S. Chib (1993), 'Bayes inference via Gibbs sampling of autoregressive time series subject to Markov mean and variance shifts', Journal of Business and Economic Statistics, 11, 1-15.
2. Atkinson, A. C. (1978), 'Posterior probabilities for choosing a regression model', Biometrika, 65, 39-48.
3. Beaudry, P. and G. Koop (1993), 'Do recessions permanently change output?', Journal of Monetary Economics, 31, 149-63.
4. Tanner, M. and W.-H. Wong (1987), The calculation of posterior distributions by data augmentation' (with discussion), Journal of the American Statistical Association 82, 528-50.
5. Zellner, A. (1971), An Introduction to Bayesian Inference in Econometrics, Wiley, New York.
6. Zellner, A. (1986), 'On assessing prior distributions and Bayesian regression analysis with g-prior distributions', in P. Goel and A. Zellner (eds), Bayesian Inference and Decision Techniques, Elsevier, London.