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Testing Linearity of Economic Time Series against Cyclical Asymmetry

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Author Info
Rita Luukkonen
Timo Terasvirta

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File URL: http://www.adres.ens.fr/anciens/n2021/vol2021-07.pdf
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Article provided by ADRES in its journal Annales d'Economie et de Statistique.

Volume (Year): (1991)
Issue (Month): 20-21 (Octobre-mars)
Pages: 07
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Handle: RePEc:adr:anecst:y:1991:i:20-21:p:07

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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. Neftci, Salih N, 1984. "Are Economic Time Series Asymmetric over the Business Cycle?," Journal of Political Economy, University of Chicago Press, vol. 92(2), pages 307-28, April. [Downloadable!] (restricted)
  2. Sichel, Daniel E, 1989. "Are Business Cycles Asymmetric? A Correction," Journal of Political Economy, University of Chicago Press, vol. 97(5), pages 1255-60, October. [Downloadable!] (restricted)
  3. Timo TerŠsvirta, 1990. "Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models," University of California at San Diego, Economics Working Paper Series 90-39, Department of Economics, UC San Diego.
  4. Falk, Barry, 1986. "Further Evidence on the Asymmetric Behavior of Economic Time Series over the Business Cycle," Journal of Political Economy, University of Chicago Press, vol. 94(5), pages 1096-1109, October. [Downloadable!] (restricted)
    Other versions:
  5. Stock, James H, 1987. "Measuring Business Cycle Time," Journal of Political Economy, University of Chicago Press, vol. 95(6), pages 1240-61, December. [Downloadable!] (restricted)
  6. Frank, Murray & Gencay, Ramazan & Stengos, Thanasis, 1988. "International chaos?," European Economic Review, Elsevier, vol. 32(8), pages 1569-1584, October. [Downloadable!] (restricted)
  7. Chetty, V. K. & Heckman, J. J., 1986. "A dynamic model of aggregate output supply, factor demand and entry and exit for a competitive industry with heterogeneous plants," Journal of Econometrics, Elsevier, vol. 33(1-2), pages 237-262. [Downloadable!] (restricted)
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(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Maurice Peat & Max Stevenson, 1995. "Testing for Nonlinearities in Economic and Financial Time Series," Working Paper Series 48, School of Finance and Economics, University of Technology, Sydney. [Downloadable!]
  2. Broersma, L. & Franses, P.H., 1992. "A model for quarterly unemployment in Canada," Serie Research Memoranda 0011, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
  3. D. Jones & Maurice Peat & Max Stevenson, 1996. "Does the Process of Spatial Aggregation of U.K. Unemplyment Rate Series Serve to Induce or Remove Evidence of Asymmetry in the Business Cycle," Working Paper Series 67, School of Finance and Economics, University of Technology, Sydney. [Downloadable!]
  4. J. Skalin & T. Ter"Asvirta, . "Another Look at Swedish Business Cycles, 1861-1988," Sonderforschungsbereich 373 1996-96, Humboldt Universitaet Berlin.
    Other versions:
  5. Carlo Altavilla & Paul De Grauwe, 2005. "Non-Linearities in the Relation between the Exchange Rate and its Fundamentals," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
  6. Dijk, Dick van & Franses, Philip Hans & Lucas, Andr•, 1996. "Testing for smooth transition nonlinearity in the presence of outliers," Econometric Institute Report 56, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    Other versions:
  7. Maurice Peat & Max Stevenson, 1994. "Asymmetry in the Business Cycle: Evidence from the Australian Labour Markets," Working Paper Series 37, School of Finance and Economics, University of Technology, Sydney. [Downloadable!]
  8. Claudio Lupi & Patrizia Ordine, 2001. "Testing for asymmetry in economic time series using bootstrap methods," Economics Bulletin, Economics Bulletin, vol. 3, pages 1-12. [Downloadable!]
  9. Carlo Altavilla & Matteo Ciccarelli, 2006. "Inflation Forecasts, Monetary Policy and Unemployment Dynamics: Evidence from the US and the Euro Area," Discussion Papers 7_2006, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy. [Downloadable!]
    Other versions:
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