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Austrian business cycle theory: Empirical evidence

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  • Francis Bismans

    ()

  • Christelle Mougeot

    ()

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    Abstract

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    File URL: http://hdl.handle.net/10.1007/s11138-009-0084-6
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    Bibliographic Info

    Article provided by Springer in its journal The Review of Austrian Economics.

    Volume (Year): 22 (2009)
    Issue (Month): 3 (September)
    Pages: 241-257

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    Handle: RePEc:kap:revaec:v:22:y:2009:i:3:p:241-257

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    Web page: http://www.springerlink.com/link.asp?id=100335

    Related research

    Keywords: Austrian business cycle theory; Panel data estimations; E3;

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    References

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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.:
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    1. Bernard Salanié, 1999. "Guide pratique des séries non stationnaires," Working Papers 99-23, Centre de Recherche en Economie et Statistique.
    2. Kaddour Hadri, 2000. "Testing for stationarity in heterogeneous panel data," Econometrics Journal, Royal Economic Society, vol. 3(2), pages 148-161.
    3. Finn E. Kydland & Edward C. Prescott, 1990. "Business cycles: real facts and a monetary myth," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Spr, pages 3-18.
    4. Maddala, G S & Wu, Shaowen, 1999. " A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(0), pages 631-52, Special I.
    5. Phillips, Peter C B & Xiao, Zhijie, 1998. " A Primer on Unit Root Testing," Journal of Economic Surveys, Wiley Blackwell, vol. 12(5), pages 423-69, December.
    6. Levin, Andrew & Lin, Chien-Fu & James Chu, Chia-Shang, 2002. "Unit root tests in panel data: asymptotic and finite-sample properties," Journal of Econometrics, Elsevier, vol. 108(1), pages 1-24, May.
    7. Im, Kyung So & Pesaran, M. Hashem & Shin, Yongcheol, 2003. "Testing for unit roots in heterogeneous panels," Journal of Econometrics, Elsevier, vol. 115(1), pages 53-74, July.
    8. Ben Bernanke, 1990. "On the Predictive Power of Interest Rates and Interest Rate Spreads," NBER Working Papers 3486, National Bureau of Economic Research, Inc.
    9. Phillips, P.C.B., 1986. "Understanding spurious regressions in econometrics," Journal of Econometrics, Elsevier, vol. 33(3), pages 311-340, December.
    10. Christophe Hurlin & Valérie Mignon, 2006. "Une Synthèse des Tests de Racine Unitaire sur Données de Panel," Post-Print halshs-00078770, HAL.
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    Cited by:
    1. Andrew Young, 2011. "Illustrating the importance of Austrian business cycle theory: A reply to Murphy, Barnett, and Block; A call for quantitative study," The Review of Austrian Economics, Springer, vol. 24(1), pages 19-28, March.

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