Duration dependence in US business cycles: An analysis using the modulated power law process
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References listed on IDEAS
- Susanto Basu & Alan M. Taylor, 1999.
"Business Cycles in International Historical Perspective,"
Journal of Economic Perspectives,
American Economic Association, vol. 13(2), pages 45-68, Spring.
- Susanto Basu & Alan M. Taylor, 1999. "Business Cycles in International Historical Perspective," NBER Working Papers 7090, National Bureau of Economic Research, Inc.
- McCulloch, J Hutson, 1975. "The Monte Carlo Cycle in Business Activity," Economic Inquiry, Western Economic Association International, vol. 13(3), pages 303-321, September.
- Savin, N Eugene, 1977. "A Test of the Monte Carlo Hypothesis: Comment," Economic Inquiry, Western Economic Association International, vol. 15(4), pages 613-617, October.
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- Vitor Castro, 2013.
"The duration of business cycle expansions and contractions: are there change-points in duration dependence?,"
Springer, vol. 44(2), pages 511-544, April.
- Vitor Castro, 2010. "The duration of business cycle expansions and contractions: Are there change-points in duration dependence?," GEMF Working Papers 2010-18, GEMF, Faculty of Economics, University of Coimbra.
- Vítor Castro, 2010. "The duration of business cycle expansions and contractions: Are there change-points in duration dependence?," NIPE Working Papers 24/2010, NIPE - Universidade do Minho.
More about this item
KeywordsWeibull process; Renewal process; Maximum likelihood estimation; Modulated power law process; E3; C1;
- E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
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