The variance of economic activity over the business cycle: some further evidence
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DOI: 10.1080/135048598354096
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References listed on IDEAS
- 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 119-136, Suppl. De.
- French, Mark W & Sichel, Daniel E, 1993.
"Cyclical Patterns in the Variance of Economic Activity,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 11(1), pages 113-119, January.
- Mark W. French & Daniel E. Sichel, 1991. "Cyclical patterns in the variance of economic activity," Finance and Economics Discussion Series 161, Board of Governors of the Federal Reserve System (U.S.).
- Engle, Robert F, 1982. "Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation," Econometrica, Econometric Society, vol. 50(4), pages 987-1007, July.
- Pham, Dinh Tuan, 1985. "Bilinear markovian representation and bilinear models," Stochastic Processes and their Applications, Elsevier, vol. 20(2), pages 295-306, September.
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