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The Asymmetric Business Cycle

✍ Scribed by Morley, James; Piger, Jeremy


Book ID
118070703
Publisher
MIT Press
Year
2012
Tongue
English
Weight
504 KB
Volume
94
Category
Article
ISSN
0034-6535

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Autoregressive-asymmetric moving average
✍ Kurt BrΓ₯nnΓ₯s; Jan G. De Gooijer πŸ“‚ Article πŸ“… 1994 πŸ› John Wiley and Sons 🌐 English βš– 887 KB

Much business cycle research is based on an assumption of symmetric cycles, though it is frequently argued that the downturns are steeper and more short-lived than the upturns; implying cyclical asymmetries. A new class of nonlinear autoregressive-asymmetric moving average models is introduced. Thes