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Multi-country tests for the oscillator model with slowly varying coefficients

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  • Ramsey, James B.
  • Keenan, Sean

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  • Ramsey, James B. & Keenan, Sean, 1996. "Multi-country tests for the oscillator model with slowly varying coefficients," Journal of Economic Behavior & Organization, Elsevier, vol. 30(3), pages 383-408, September.
    • Handle: RePEc:eee:jeborg:v:30:y:1996:i:3:p:383-408
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    References listed on IDEAS

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    1. Franses, Philip Hans, 1991. "Seasonality, non-stationarity and the forecasting of monthly time series," International Journal of Forecasting, Elsevier, vol. 7(2), pages 199-208, August.
    2. Ramsey, J.B., 1992. "Seasonal Economic Data As Approximate Harmonic Oscillators," Working Papers 92-16, C.V. Starr Center for Applied Economics, New York University.
    3. 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.
    4. Osborn, Denise R., 1991. "The implications of periodically varying coefficients for seasonal time-series processes," Journal of Econometrics, Elsevier, vol. 48(3), pages 373-384, June.
    5. Canova, Fabio & Ghysels, Eric, 1994. "Changes in seasonal patterns : Are they cyclical?," Journal of Economic Dynamics and Control, Elsevier, vol. 18(6), pages 1143-1171, November.
    6. Ramsey, James B. & Lian, Cheng-Ping, 1993. "An exploratory analysis of the growth rates of economic and financial data," Ricerche Economiche, Elsevier, vol. 47(1), pages 31-64, March.
    7. Cooley, Thomas F. & Ohanian, Lee E., 1991. "The cyclical behavior of prices," Journal of Monetary Economics, Elsevier, vol. 28(1), pages 25-60, August.
    8. Leung, S.F. & Yu, S., 1993. "A New Regression Specification Error Test," RCER Working Papers 365, University of Rochester - Center for Economic Research (RCER).
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    Cited by:

    1. Ramsay, James O. & Ramsey, James B., 2002. "Functional data analysis of the dynamics of the monthly index of nondurable goods production," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 327-344, March.
    2. Anderson, Heather M. & Ramsey, James B., 2002. "U.S. and Canadian industrial production indices as coupled oscillators," Journal of Economic Dynamics and Control, Elsevier, vol. 26(1), pages 33-67, January.

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