Does the business cycle have duration memory?
AbstractNo abstract is available for this item.
Download InfoTo our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
Bibliographic InfoPaper provided by Board of Governors of the Federal Reserve System (U.S.) in its series Special Studies Papers with number 223.
Date of creation: 1987
Date of revision:
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Cochran, Steven J. & DeFina, Robert H., 1996. "Predictability in real exchange rates: Evidence from parametric hazard models," International Review of Economics & Finance, Elsevier, vol. 5(2), pages 125-147.
- Danny Quah, 1987.
"What Do We Learn from Unit Roots in Macroeconomic Time Series?,"
NBER Working Papers
2450, National Bureau of Economic Research, Inc.
- Danny Quah, 1987. "What Do We Learn from Unit Roots in Macroeconomic Time Series?," Working papers 469, Massachusetts Institute of Technology (MIT), Department of Economics.
- Abderrezak, Ali, 1998. "On the Duration of Growth Cycles: An International Study," International Review of Economics & Finance, Elsevier, vol. 7(3), pages 343-355.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Kris Vajs) The email address of this maintainer does not seem to be valid anymore. Please ask Kris Vajs to update the entry or send us the correct address.
If references are entirely missing, you can add them using this form.