Forecasting turning points : Is a two-state characterization of the business cycle appropriate?
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 39 (1992)
Issue (Month): 4 (August)
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Web page: http://www.elsevier.com/locate/ecolet
Other versions of this item:
- Kenneth M. Emery & Evan F. Koenig, 1992. "Forecasting turning points: is a two-state characterization of the business cycle appropriate?," Research Paper 9214, Federal Reserve Bank of Dallas.
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.:
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"Real Business Cycles And The Test Of The Adelmans,"
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"Animal Spirits Meets Creative Destruction,"
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- Sergey Smirnov, 2011. "Those Unpredictable Recessions," HSE Working papers WP BRP 02/EC/2011, National Research University Higher School of Economics.
- Nadir Ocal & Denise R. Osborn, 2000. "Business cycle non-linearities in UK consumption and production," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(1), pages 27-43.
- Kapetanios, G., 1999. "Threshold Models for Trended Time Series," Cambridge Working Papers in Economics 9905, Faculty of Economics, University of Cambridge.
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- Patrick Francois & Huw Lloyd-Ellis, 2003. "Animal Spirits Through Creative Destruction," American Economic Review, American Economic Association, vol. 93(3), pages 530-550, June.
- Sarlan, Haldun, 2001. "Cyclical aspects of business cycle turning points," International Journal of Forecasting, Elsevier, vol. 17(3), pages 369-382.
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