Duration dependence in US business cycles: An analysis using the modulated power law process
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Bibliographic InfoArticle provided by Springer in its journal Journal of Economics and Finance.
Volume (Year): 32 (2008)
Issue (Month): 1 (January)
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Web page: http://link.springer.de/link/service/journals/120857/index.htm
Find related papers by JEL classification:
- E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
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.:
- Savin, N Eugene, 1977. "A Test of the Monte Carlo Hypothesis: Comment," Economic Inquiry, Western Economic Association International, vol. 15(4), pages 613-17, October.
- McCulloch, J Hutson, 1975. "The Monte Carlo Cycle in Business Activity," Economic Inquiry, Western Economic Association International, vol. 13(3), pages 303-21, September.
- Susanto Basu & Alan M. Taylor, 1999.
"Business Cycles in International Historical Perspective,"
NBER Working Papers
7090, National Bureau of Economic Research, Inc.
- Susanto Basu & Alan M. Taylor, 1999. "Business Cycles in International Historical Perspective," Journal of Economic Perspectives, American Economic Association, vol. 13(2), pages 45-68, Spring.
- Vitor Castro, 2010.
"The duration of business cycle expansions and contractions: Are there change-points in duration dependence?,"
GEMF Working Papers
2010-18, GEMF - Faculdade de Economia, Universidade de Coimbra.
- Vitor Castro, 2013. "The duration of business cycle expansions and contractions: are there change-points in duration dependence?," Empirical Economics, Springer, vol. 44(2), pages 511-544, April.
- Vítor Castro, 2010. "The duration of business cycle expansions and contractions: Are there change-points in duration dependence?," NIPE Working Papers 24/2010, NIPE - Universidade do Minho.
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