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Further evidence on business cycle duration dependence

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Author Info
Francis X. Diebold
Glenn D. Rudebusch
Daniel E. Sichel

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Abstract

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Publisher Info
Paper provided by Federal Reserve Bank of Philadelphia in its series Working Papers with number 91-11.

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Date of creation: 1991
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Handle: RePEc:fip:fedpwp:91-11

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Keywords: Business cycles;

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  1. Massimo Guidolin & Carrie Fangzhou Na, 2007. "The economic and statistical value of forecast combinations under regime switching: an application to predictable U.S. returns," Working Papers 2006-059, Federal Reserve Bank of St. Louis. [Downloadable!]
  2. Thomas C. Melzer, 1997. "To conclude: keep inflation low and, in principle, eliminate it," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 3-7. [Downloadable!]
  3. Francis X. Diebold & Glenn D. Rudebusch, 1994. "Measuring Business Cycles: A Modern Perspective," NBER Working Papers 4643, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  4. Rose Cunningham & Ilan Kolet, 2007. "Housing Market Cycles and Duration Dependence in the United States and Canada," Working Papers 07-2, Bank of Canada. [Downloadable!]
  5. Corrado Di Guilmi & Edoardo Gaffeo & Mauro Gallegati & Antonio Palestrini, 2004. "International evidence on business cycle magnitude dependence," Quantitative Finance Papers cond-mat/0401495, arXiv.org. [Downloadable!]
  6. Chang-Jin Kim & Chris Murray, 1999. "Permanent and Transitory Nature of Recessions," Discussion Papers in Economics at the University of Washington 0041, Department of Economics at the University of Washington. [Downloadable!]
  7. Michael J. Dueker & Andreas M. Fischer, 1997. "The FOMC in 1996: "watchful waiting"," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 7-23. [Downloadable!]
  8. Barrera, Carlos, 2009. "Ciclos sectoriales de los negocios en el Perú e indicadores anticipados para el crecimiento del PBI no primario," Working Papers 2009-013, Banco Central de Reserva del Perú. [Downloadable!]
  9. Matteo Pelagatti, 2003. "Duration Dependent Markov-Switching Vector Autoregression: Properties, Bayesian Inference, Software and Application," Working Papers 20051101, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica, revised Nov 2005. [Downloadable!]
  10. Terence C. Mills, 2001. "Business cycle asymmetry and duration dependence: an international perspective," Journal of Applied Statistics, Taylor and Francis Journals, vol. 28(6), pages 713-724, August. [Downloadable!] (restricted)
  11. Francis X. Diebold & Glenn D. Rudebusch, 2001. "Five questions about business cycles," Economic Review, Federal Reserve Bank of San Francisco, pages 1-15. [Downloadable!]
  12. Everts, Martin, 2006. "Duration of Business Cycles," MPRA Paper 1219, University Library of Munich, Germany. [Downloadable!]
  13. repec:bep:sndecm:11:2007:2:1373-1373 is not listed on IDEAS
  14. repec:bep:eapadv:v:3:y:2003:i:1:p:1139-1139 is not listed on IDEAS
  15. Matteo M. Pelagatti, 2005. "Time Series Modeling with Duration Dependent Markov-Switching Vector Autoregressions: MCMC Inference, Software and Applications," Econometrics 0503008, EconWPA. [Downloadable!]
  16. 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!]
  17. Lunde, Asger & Timmermann, Allan G, 2003. "Duration Dependence in Stock Prices: An Analysis of Bull and Bear Markets," CEPR Discussion Papers 4104, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:
  18. Rodriguez Gabriel, 2007. "Application of Three Alternative Approaches to Identify Business Cycles in Peru," Working Papers 2007-007, Banco Central de Reserva del Perú. [Downloadable!]
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