Statistical Analysis of Shapes in Macroeconomic Time Series: Is There a Business Cycle?

Structural changes and unit roots in Jap

Structural changes and unit roots in Japan’s macroeconomic time series: is real business cycle theory supported?

✍ Naotsugu Hayashi 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 617 KB

Measuring business cycles: A wavelet ana

Measuring business cycles: A wavelet analysis of economic time series

✍ Motohiro Yogo 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 686 KB

[Contributions to Economic Analysis] Non

[Contributions to Economic Analysis] Nonlinear Time Series Analysis of Business Cycles Volume 276 || Chapter 7 Nonlinear Modelling of Autoregressive Structural Breaks in Some US Macroeconomic Series

✍ Kapetanios, George 📂 Article 📅 2006 🏛 Elsevier 🌐 English ⚖ 858 KB

Dating Business Cycle Turning Points / Marcelle Chauvet And James D. Hamilton -- Combining Predictors & Combining Information In Modelling : Forecasting U.s. Recession Probabilities And Output Growth / Michael P. Clements And Ana Beatriz Galvão -- The Importance Of Nonlinearity In Reproducing Busine

[Contributions to Economic Analysis] Non

[Contributions to Economic Analysis] Nonlinear Time Series Analysis of Business Cycles Volume 276 || Chapter 5 A New Framework to Analyze Business Cycle Synchronization

✍ Camacho, Maximo 📂 Article 📅 2006 🏛 Elsevier 🌐 English ⚖ 511 KB

Dating Business Cycle Turning Points / Marcelle Chauvet And James D. Hamilton -- Combining Predictors & Combining Information In Modelling : Forecasting U.s. Recession Probabilities And Output Growth / Michael P. Clements And Ana Beatriz Galvão -- The Importance Of Nonlinearity In Reproducing Busine

[Contributions to Economic Analysis] Non

[Contributions to Economic Analysis] Nonlinear Time Series Analysis of Business Cycles Volume 276 || Chapter 3 The Importance of Nonlinearity in Reproducing Business Cycle Features

✍ Morley, James 📂 Article 📅 2006 🏛 Elsevier 🌐 English ⚖ 447 KB

Dating Business Cycle Turning Points / Marcelle Chauvet And James D. Hamilton -- Combining Predictors & Combining Information In Modelling : Forecasting U.s. Recession Probabilities And Output Growth / Michael P. Clements And Ana Beatriz Galvão -- The Importance Of Nonlinearity In Reproducing Busine

A New Approach to the Economic Analysis

A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle

✍ James D. Hamilton 📂 Article 📅 1989 🏛 John Wiley and Sons 🌐 English ⚖ 659 KB