Are deep recessions followed by strong recoveries?
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- Nathan S. Balke & Mark A. Wynne, 1992. "Are deep recessions followed by strong recoveries?," Working Papers 9201, Federal Reserve Bank of Dallas.
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Cited by:
- Claessens, Stijn & Kose, M. Ayhan & Terrones, Marco E., 2012.
"How do business and financial cycles interact?,"
Journal of International Economics, Elsevier, vol. 87(1), pages 178-190.
- Mr. Marco Terrones & Mr. Ayhan Kose & Mr. Stijn Claessens, 2011. "How Do Business and Financial Cycles Interact?," IMF Working Papers 2011/088, International Monetary Fund.
- Claessens, Stijn & Kose, M. Ayhan & Terrones, Marco, 2011. "How Do Business and Financial Cycles Interact?," CEPR Discussion Papers 8396, C.E.P.R. Discussion Papers.
- 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.
- 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.
- 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.
- Chang-Jin Kim & Jeremy M. 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.).
- 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.
- 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.
- Michael D. Bordo & Joseph G. Haubrich, 2017.
"Deep Recessions, Fast Recoveries, And Financial Crises: Evidence From The American Record,"
Economic Inquiry, Western Economic Association International, vol. 55(1), pages 527-541, January.
- Michael D. Bordo & Joseph G. Haubrich, 2012. "Deep Recessions, Fast Recoveries, and Financial Crises: Evidence from the American Record," NBER Working Papers 18194, National Bureau of Economic Research, Inc.
- Michael D. Bordo & Joseph G. Haubrich, 2012. "Deep recessions, fast recoveries, and financial crises: evidence from the American record," Working Papers (Old Series) 1214, Federal Reserve Bank of Cleveland.
- Dijk, Dick van & Franses, Philip Hans, 1999.
"Modeling Multiple Regimes in the Business Cycle,"
Macroeconomic Dynamics, Cambridge University Press, vol. 3(3), pages 311-340, September.
- van Dijk, D.J.C. & Franses, Ph.H.B.F., 1997. "Modelling Multiple Regimes in the Business Cycle," Econometric Institute Research Papers EI 9734/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Nadal De Simone, Francisco & Clarke, Sean, 2007. "Asymmetry in business fluctuations: International evidence on Friedman's plucking model," Journal of International Money and Finance, Elsevier, vol. 26(1), pages 64-85, February.
- Toshiya Ishikawa, 2004. "Technology Diffusion and Business Cycle Asymmetry," DEGIT Conference Papers c009_016, DEGIT, Dynamics, Economic Growth, and International Trade.
- Chang-Jin Kim & Jeremy M. 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.).
- 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, February.
- 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, February.
- 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.
- Chang-Jin Kim & Jeremy M. 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.
- Mr. Prakash Kannan, 2010. "Credit Conditions and Recoveries from Recessions Associated with Financial Crises," IMF Working Papers 2010/083, International Monetary Fund.
- Chang‐Jin Kim & James Morley & Jeremy Piger, 2005.
"Nonlinearity and the permanent effects of recessions,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 291-309.
- 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.
- Chang-Jin Kim & James Morley & Jeremy M. Piger, 2003. "Nonlinearity and the permanent effects of recessions," Working Papers 2002-014, Federal Reserve Bank of St. Louis.
- Hall, Viv B. & McDermott, C. John, 2015. "Recessions and Recoveries in New Zealand’s Post-Second World War Business Cycles," Working Paper Series 4688, Victoria University of Wellington, School of Economics and Finance.
- Masaru Chiba, 2023. "Robust and efficient specification tests in Markov-switching autoregressive models," Statistical Inference for Stochastic Processes, Springer, vol. 26(1), pages 99-137, April.
- Michael J. Dueker, 2006. "Using cyclical regimes of output growth to predict jobless recoveries," Review, Federal Reserve Bank of St. Louis, vol. 88(Mar), pages 145-154.
- Kannan, Prakash, 2012. "Credit conditions and recoveries from financial crises," Journal of International Money and Finance, Elsevier, vol. 31(5), pages 930-947.
- Emery, Kenneth M. & Koenig, Evan F., 1992.
"Forecasting turning points : Is a two-state characterization of the business cycle appropriate?,"
Economics Letters, Elsevier, vol. 39(4), pages 431-435, August.
- Kenneth M. Emery & Evan F. Koenig, 1992. "Forecasting turning points: is a two-state characterization of the business cycle appropriate?," Working Papers 9214, Federal Reserve Bank of Dallas.
- 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 404-415, October.
- Charles R. Nelson & Jeremy M. 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.).
- Charles R. Nelson & Jeremy M. Piger & Eric Zivot, 2001. "Markov regime switching and unit root tests," Working Papers 2001-013, Federal Reserve Bank of St. Louis.
- Siklos, Pierre L., 2002. "Asymmetric adjustment from structural booms and slumps," Economics Letters, Elsevier, vol. 77(3), pages 329-333, November.
- Ashley Hodgson & Stacey L. Schreft & Aarti Singh, 2005. "Jobless recoveries and the wait-and-see hypothesis," Economic Review, Federal Reserve Bank of Kansas City, vol. 90(Q IV), pages 81-99.
- Viv B. Hall & C. John McDermott, 2016.
"Recessions and recoveries in New Zealand's post-Second World War business cycles,"
New Zealand Economic Papers, Taylor & Francis Journals, vol. 50(3), pages 261-280, September.
- Viv B. Hall & John McDermott, 2014. "Recessions and Recoveries in New Zealand's Post-Second World War Business Cycles," Reserve Bank of New Zealand Discussion Paper Series DP2014/02, Reserve Bank of New Zealand.
- Hall, Viv B. & McDermott, C. John, 2015. "Recessions and Recoveries in New Zealand’s Post-Second World War Business Cycles," Working Paper Series 19334, Victoria University of Wellington, School of Economics and Finance.
- Mr. Julien Allard & Mr. Rodolphe Blavy, 2011. "Market Phoenixes and Banking Ducks Are Recoveries Faster in Market-Based Financial Systems?," IMF Working Papers 2011/213, International Monetary Fund.
- Pablo MejÃa-Reyes & Reyna Vergara-González, 2017. "Are More Severe Recessions Followed by Stronger Early Expansions of Employment in the Mexican States?," The Review of Regional Studies, Southern Regional Science Association, vol. 47(3), pages 243-269, Fall.
- James Morley & Jeremy Piger, 2006.
"The Importance of Nonlinearity in Reproducing Business Cycle Features,"
Contributions to Economic Analysis, in: Nonlinear Time Series Analysis of Business Cycles, pages 75-95,
Emerald Group Publishing Limited.
- 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.
- Nathan S. Balke & Mark A. Wynne, 1993. "Recessions and recoveries," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Jan, pages 1-17.
- Pablo MejÃa-Reyes & Reyna Vergara-González, 2015. "Are more severe recessions followed by stronger recoveries? Evidence from the Mexican states employment," ERSA conference papers ersa15p1223, European Regional Science Association.
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