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Are deep recessions followed by strong recoveries? Author info | Abstract | Publisher info | Download info | Related research | Statistics Mark A. Wynne
Nathan S. Balke
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Paper provided by Federal Reserve Bank of Dallas in its series Research Paper with number
9201.
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Keywords: Business cycles ; Monetary theory ; Recessions ; Other versions of this item:
Cited by : (explanations , 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.)Charles Nelson & Eric Zivot & Jeremy M. Piger, 2001.
"Markov regime switching and unit root tests ,"
Working Papers
2001-013, Federal Reserve Bank of St. Louis.
[Downloadable!]
Other versions:
Charles R. Nelson & Jeremy Piger & Eric Zivot, 2000.
"Markov regime-switching and unit root tests ,"
International Finance Discussion Papers
683, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!] Nelson, Charles R & Piger, Jeremy & Zivot, Eric, 2001.
"Markov Regime Switching and Unit-Root Tests ,"
Journal of Business & Economic Statistics ,
American Statistical Association, vol. 19(4), pages 404-15, October.
Jeremy Piger & James Morley & Chang-Jin Kim, 2005.
"Nonlinearity and the permanent effects of recessions ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 20(2), pages 291-309.
[Downloadable!]
Other versions: Kapetanios, G., 1999.
"Threshold Models for Trended Time Series ,"
Cambridge Working Papers in Economics
9905, Faculty of Economics, University of Cambridge.
[Downloadable!]
Stacey L. Schreft & Aarti Singh & Ashley Hodgson, 2005.
"Jobless recoveries and the wait-and-see hypothesis ,"
Economic Review ,
Federal Reserve Bank of Kansas City, issue Q IV, pages 81-99.
[Downloadable!]
Alan Ahearne & Finn Kydland & Mark A. Wynne, 2005.
"Ireland's great depression ,"
Working Papers
05-10, Federal Reserve Bank of Dallas.
[Downloadable!]
Other versions: James Morley & Jeremy M. Piger, 2005.
"The importance of nonlinearity in reproducing business cycle features ,"
Working Papers
2004-032, Federal Reserve Bank of St. Louis.
[Downloadable!]
Chang-Jin Kim & Jeremy M. Piger, 2001.
"Common stochastic trends, common cycles, and asymmetry in economic fluctuations ,"
Working Papers
2001-014, Federal Reserve Bank of St. Louis.
[Downloadable!]
Other versions:
Chang-Jin Kim & Jeremy Piger, 2000.
"Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations ,"
Working Papers
0021, University of Washington, Department of Economics.
[Downloadable!] Chang-Jin Kim & Jeremy Piger, 2000.
"Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations ,"
Discussion Papers in Economics at the University of Washington
0021, Department of Economics at the University of Washington.
[Downloadable!] Chang-Jin Kim & Jeremy Piger, 2000.
"Common stochastic trends, common cycles, and asymmetry in economic fluctuations ,"
International Finance Discussion Papers
681, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!] Chang-Jin Kim & Jeremy Piger, 2000.
"Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations ,"
Econometric Society World Congress 2000 Contributed Papers
1465, Econometric Society.
[Downloadable!] Kim, Chang-Jin & Piger, Jeremy, 2002.
"Common stochastic trends, common cycles, and asymmetry in economic fluctuations ,"
Journal of Monetary Economics ,
Elsevier, vol. 49(6), pages 1189-1211, September.
[Downloadable!] (restricted) Nathan S. Balke & Chih-Ping Chang, 1995.
"Credit and economic activity: shocks or propagation mechanism? ,"
Working Papers
95-19, Federal Reserve Bank of Dallas.
[Downloadable!]
Toshiya Ishikawa, 2004.
"Technology Diffusion and Business Cycle Asymmetry ,"
DEGIT Conference Papers
c009_016, DEGIT, Dynamics, Economic Growth, and International Trade.
[Downloadable!]
Michael J. Dueker, 2006.
"Using cyclical regimes of output growth to predict jobless recoveries ,"
Review ,
Federal Reserve Bank of St. Louis, issue Mar, pages 145-154.
[Downloadable!]
Chang-Jin Kim & Jeremy Piger & Richard Startz, 2001.
"Permanent and transitory components of business cycles: their relative importance and dynamic relationship ,"
International Finance Discussion Papers
703, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Mark A. Wynne & Nathan S. Balke, 1993.
"Recessions and recoveries ,"
Economic and Financial Policy Review ,
Federal Reserve Bank of Dallas, issue Jan, pages 1-17.
[Downloadable!]
Chang-Jin Kim & Jeremy Piger & Richard Startz, 2005.
"The dynamic relationship between permanent and transitory components of U.S. business cycles ,"
Working Papers
2001-017, Federal Reserve Bank of St. Louis.
[Downloadable!]
Other versions:
Chang-Jin Kim & Jeremy Piger & Richard Startz, 2003.
"The Dynamic Relationship Between Permanent and Transitory Components of U.S. Business Cycle ,"
Working Papers
UWEC-2003-36, University of Washington, Department of Economics.
[Downloadable!] Chang-Jin Kim & Jeremy M. Piger & Richard Startz, 2007.
"The Dynamic Relationship between Permanent and Transitory Components of U.S. Business Cycles ,"
Journal of Money, Credit and Banking ,
Blackwell Publishing, vol. 39(1), pages 187-204, 02.
[Downloadable!] (restricted) Evan F. Koenig, 1994.
"Capacity utilization and the evolution of manufacturing output: a closer look at the "bounce-back effect." ,"
Working Papers
94-02, Federal Reserve Bank of Dallas.
[Downloadable!]
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