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Another Look at Swedish Business Cycles, 1861-1988 Author info | Abstract | Publisher info | Download info | Related research | Statistics J. SKALIN
T. TER"ASVIRTA
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Paper provided by Humboldt Universitaet Berlin in its series Sonderforschungsbereich 373 with number
1996-96.
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Handle: RePEc:wop:humbsf:1996-96Contact details of provider: Postal: Spandauer Str. 1,10178 Berlin Phone: +49-30-2093-5708 Fax: +49-30-2093-5617 Email: Web page: http://sfb.wiwi.hu-berlin.de More information through EDIRC
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Article Skalin, Joakim & Terasvirta, Timo, 1999.
"Another Look at Swedish Business Cycles, 1861-1988 ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 14(4), pages 359-78, July-Aug..
[Downloadable!] Paper 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 ,
University of Chicago Press, vol. 92(2), pages 307-28, April.
[Downloadable!] (restricted)
Bell, David & Kay, Jim & Malley, Jim, 1996.
"A non-parametric approach to non-linear causality testing ,"
Economics Letters ,
Elsevier, vol. 51(1), pages 7-18, April.
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Geweke, John, 1984.
"Inference and causality in economic time series models ,"
Handbook of Econometrics ,
in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 2, chapter 19, pages 1101-1144
Elsevier.
[Downloadable!] (restricted)
Perron, P, 1988.
"The Great Crash, The Oil Price Shock And The Unit Root Hypothesis ,"
Papers
338, Princeton, Department of Economics - Econometric Research Program.
Other versions: Eitrheim, Oyvind & Terasvirta, Timo, 1996.
"Testing the adequacy of smooth transition autoregressive models ,"
Journal of Econometrics ,
Elsevier, vol. 74(1), pages 59-75, September.
[Downloadable!] (restricted)
Other versions: Granger, C W J, 1969.
"Investigating Causal Relations by Econometric Models and Cross-Spectral Methods ,"
Econometrica ,
Econometric Society, vol. 37(3), pages 424-38, July.
[Downloadable!] (restricted)
Balke, Nathan S & Fomby, Thomas B, 1994.
"Large Shocks, Small Shocks, and Economic Fluctuations: Outliers in Macroeconomic Time Series ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 9(2), pages 181-200, April-Jun.
[Downloadable!] (restricted)
Other versions: Zivot, Eric & Andrews, Donald W K, 1992.
"Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis ,"
Journal of Business & Economic Statistics ,
American Statistical Association, vol. 10(3), pages 251-70, July.
Other versions:
Eric Zivot & Donald W.K. Andrews, 1990.
"Further Evidence on the Great Crash, the Oil Price Shock, and the Unit Root Hypothesis ,"
Cowles Foundation Discussion Papers
944, Cowles Foundation, Yale University.
[Downloadable!] Zivot, Eric & Andrews, Donald W K, 2002.
"Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis ,"
Journal of Business & Economic Statistics ,
American Statistical Association, vol. 20(1), pages 25-44, January.
Stock, James H, 1987.
"Measuring Business Cycle Time ,"
Journal of Political Economy ,
University of Chicago Press, vol. 95(6), pages 1240-61, December.
[Downloadable!] (restricted)
Terasvirta, T & Anderson, H M, 1992.
"Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 7(S), pages S119-36, Suppl. De.
[Downloadable!] (restricted)
Sichel, Daniel E, 1993.
"Business Cycle Asymmetry: A Deeper Look ,"
Economic Inquiry ,
Oxford University Press, vol. 31(2), pages 224-36, April.
Raj, Baldev, 1992.
"International Evidence on Persistence in Output in the Presence of an Episodic Change ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 7(3), pages 281-93, July-Sept.
[Downloadable!] (restricted)
Rita Luukkonen & Timo Terasvirta, 1991.
"Testing Linearity of Economic Time Series against Cyclical Asymmetry ,"
Annales d'Economie et de Statistique ,
ADRES, issue 20-21, pages 07, Octobre-m.
[Downloadable!]
Hiemstra, Craig & Jones, Jonathan D, 1994.
" Testing for Linear and Nonlinear Granger Causality in the Stock Price-Volume Relation ,"
Journal of Finance ,
American Finance Association, vol. 49(5), pages 1639-64, December.
[Downloadable!] (restricted)
John Hassler & Petter Lundvik & Torsten Persson & Paul Soderlind, 1992.
"The Swedish business cycle: stylized facts over 130 years ,"
Discussion Paper / Institute for Empirical Macroeconomics
63, Federal Reserve Bank of Minneapolis.
[Downloadable!]
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references 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.)
Mark J.Holmes, 2002.
"Are there non linearities in US: Latin American real exchange behavior ,"
Estudios de Economia ,
University of Chile, Department of Economics, vol. 29(2 Year 20), pages 177-190, December.
[Downloadable!]
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