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A Frequency Domain Test of Time Reversibility Author info | Abstract | Publisher info | Download info | Related research | Statistics Melvin J. Hinich
Philip Rothman
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Paper provided by East Carolina University, Department of Economics in its series Working Papers with number
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References listed on IDEAS 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.: Neftci, Salih N, 1984.
"Are Economic Time Series Asymmetric over the Business Cycle? ,"
Journal of Political Economy ,
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Ramsey, James B & Rothman, Philip, 1996.
"Time Irreversibility and Business Cycle Asymmetry ,"
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Other versions: Falk, Barry, 1986.
"Further Evidence on the Asymmetric Behavior of Economic Time Series over the Business Cycle ,"
Journal of Political Economy ,
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Other versions: Sichel, Daniel E, 1993.
"Business Cycle Asymmetry: A Deeper Look ,"
Economic Inquiry ,
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Potter, Simon M, 1995.
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Other versions: J. Bradford De Long & Lawrence H. Summers, 1986.
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1444, National Bureau of Economic Research, Inc.
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Koop, Gary & Pesaran, M. Hashem & Potter, Simon M., 1996.
"Impulse response analysis in nonlinear multivariate models ,"
Journal of Econometrics ,
Elsevier, vol. 74(1), pages 119-147, September.
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Barry E. Jones & Travis D. Nesmith, 2006.
"Linear cointegration of nonlinear time series with an application to interest rate dynamics ,"
Finance and Economics Discussion Series
2007-03, Board of Governors of the Federal Reserve System (U.S.).
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Other versions: Yi-Ting Chen & Chung-Ming Kuan, 2002.
"Time irreversibility and EGARCH effects in US stock index returns ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 17(5), pages 565-578.
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Barry E. Jones & Travis D. Nesmith, 1999.
"Tests for non-linear dynamics in systems of non-stationary economic time series: the case of short-term US interest rates ,"
Finance and Economics Discussion Series
1999-55, Board of Governors of the Federal Reserve System (U.S.).
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Randal J. Verbrugge, 1998.
"A cross-country investigation of macroeconomic asymmetries ,"
Macroeconomics
9809017, EconWPA, revised 30 Sep 1998.
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Amado Peiró, 2004.
"Are business cycles asymmetric? Some European evidence ,"
Applied Economics ,
Taylor and Francis Journals, vol. 36(4), pages 335-342, March.
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McCausland, William, 2004.
"Time Reversibility of Stationary Regular Finite State Markov Chains ,"
Cahiers de recherche
09-2004, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
[Downloadable!]
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McCAUSLAND, William, 2004.
"Time Reversibility of Stationary Regular Finite State Markov Chains ,"
Cahiers de recherche
2004-07, Universite de Montreal, Departement de sciences economiques.
[Downloadable!] McCausland, William J., 2007.
"Time reversibility of stationary regular finite-state Markov chains ,"
Journal of Econometrics ,
Elsevier, vol. 136(1), pages 303-318, January.
[Downloadable!] (restricted) Theodore Panagiotidis & Gianluigi Pelloni, 2005.
"Non-Linearity in the Canadian and US Labour Market: Univariate and Multivariate Evidence from a battery of tests ,"
Discussion Paper Series
2005_8, Department of Economics, Loughborough University, revised Aug 2005.
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