International evidence on business cycle duration dependence
We provide an investigation of duration dependence in prewar business expansions, contractions, and whole cycles for France, Germany, and Great Britain. Our results, obtained using both nonparametric and parametric procedures, generally indicate the presence of positive duration dependence in expansions and whole cycles but not in contractions. Our results corroborate those of our earlier studies of the United States.
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- Campbell, John Y. & Mankiw, N. Gregory, 1989.
"International evidence on the persistence of economic fluctuations,"
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206, Board of Governors of the Federal Reserve System (U.S.).
- Kevin M. Murphy & Andrei Shleifer & Robert W. Vishny, 1989.
"Building Blocks of Market Clearing Business Cycle Models,"
NBER Working Papers
3004, National Bureau of Economic Research, Inc.
- Kevin M. Murphy & Andrei Shleifer & Robert W. Vishny, 1989. "Building Blocks of Market Clearing Business Cycle Models," NBER Chapters, in: NBER Macroeconomics Annual 1989, Volume 4, pages 247-302 National Bureau of Economic Research, Inc.
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