Reproducing Business Cycle Features: How Important Is Nonlinearity Versus Multivariate Information?
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References listed on IDEAS
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Blog mentionsAs found by EconAcademics.org, the blog aggregator for Economics research:
- Reproducing business cycle features: what for?
by Economic Logician in Economic Logic on 2009-06-29 23:22:00
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Frédérique BEC & Othman BOUABDALLAH & Laurent FERRARA, 2011.
"The Possible Shapes of Recoveries in Markov-Switching Models,"
2011-02, Center for Research in Economics and Statistics.
- Bec, F. & Bouabdallah, O. & Ferrara, L., 2011. "The possible shapes of recoveries in Markov-switching models," Working papers 321, Banque de France.
- Bec Frederique & Othman Bouabdallah & Laurent Ferrara, 2011. "The possible shapes of recoveries in Markov-Switching models," THEMA Working Papers 2011-02, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Bec, Frédérique & Bouabdallah, Othman & Ferrara, Laurent, 2015.
"Comparing the shape of recoveries: France, the UK and the US,"
Elsevier, vol. 44(C), pages 327-334.
- Frederique Bec & Othman Bouabdallah & Laurent Ferrara, 2015. "Comparing the shapes of recoveries: France, the UK and the US," Post-Print hal-01385943, HAL.
More about this item
- E30 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - General (includes Measurement and Data)
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-BEC-2009-06-10 (Business Economics)
- NEP-CBA-2009-06-10 (Central Banking)
- NEP-ECM-2009-06-10 (Econometrics)
- NEP-MAC-2009-06-10 (Macroeconomics)
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