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Asymmetric persistence in GDP? A deeper look at depth

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Hess, Gregory D.
Iwata, Shigeru

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Article provided by Elsevier in its journal Journal of Monetary Economics.

Volume (Year): 40 (1997)
Issue (Month): 3 (December)
Pages: 535-554
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Handle: RePEc:eee:moneco:v:40:y:1997:i:3:p:535-554

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  2. Matti Vir, 2000. "Analysing long memory and asymmetries," European Journal of Finance, Taylor and Francis Journals, vol. 6(2), pages 240-258, June. [Downloadable!] (restricted)
  3. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2004. "Long Memory At The Long Run And At The Cyclical Frequencies: Modelling Real Wages In England, 1260 -1994," Economics and Finance Discussion Papers 04-21, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
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  5. Adrian Pagan, 1999. "The Getting of Macroeconomic Wisdom," CEPR Discussion Papers 412, Centre for Economic Policy Research, Research School of Social Sciences, Australian National University. [Downloadable!]
  6. Martin Chalkley & In Ho Lee, 1998. "Learning and Asymmetric Business Cycles," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 1(3), pages 623-645, July. [Downloadable!] (restricted)
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  9. Clements, M.P. & Krolzig, H-M., 1999. "Business Cycle Asymmetries: Characterisationand Testing Based on Markov-Switching Autoregression," The Warwick Economics Research Paper Series (TWERPS) 522, University of Warwick, Department of Economics. [Downloadable!]
  10. Diego Valderrama, 2002. "Nonlinearities in international business cycles," Working Papers in Applied Economic Theory 2002-23, Federal Reserve Bank of San Francisco. [Downloadable!]
  11. Ulrich Fritsche & Vladimir Kuzin, 2005. "Declining output volatility in Germany: impulses, propagation, and the role of monetary policy," Applied Economics, Taylor and Francis Journals, vol. 37(21), pages 2445-2457, December. [Downloadable!] (restricted)
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