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Multiple regimes in the US inventory time-series: A disaggregate analysis

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  • Stern, Andrew

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  • Stern, Andrew, 2001. "Multiple regimes in the US inventory time-series: A disaggregate analysis," International Journal of Production Economics, Elsevier, vol. 71(1-3), pages 45-53, May.
    • Handle: RePEc:eee:proeco:v:71:y:2001:i:1-3:p:45-53
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    References listed on IDEAS

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    1. Hamilton, James D, 1989. "A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle," Econometrica, Econometric Society, vol. 57(2), pages 357-384, March.
    2. Boldin, Michael D, 1994. "Dating Turning Points in the Business Cycle," The Journal of Business, University of Chicago Press, vol. 67(1), pages 97-131, January.
    3. Hamilton, James D., 1990. "Analysis of time series subject to changes in regime," Journal of Econometrics, Elsevier, vol. 45(1-2), pages 39-70.
    4. Blinder, Alan S & Maccini, Louis J, 1991. "The Resurgence of Inventory Research: What Have We Learned?," Journal of Economic Surveys, Wiley Blackwell, vol. 5(4), pages 291-328.
    5. Michael D. Boldin, 1990. "Characterizing business cycles with a Markov switching model: evidence of multiple equilibria," Research Paper 9037, Federal Reserve Bank of New York.
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    Cited by:

    1. Chikán, Attila & Kovács, Erzsébet & Matyusz, Zsolt, 2011. "Inventory investment and sectoral characteristics in some OECD countries," International Journal of Production Economics, Elsevier, vol. 133(1), pages 2-11, September.
    2. Emrah İ. Çevik & Turhan Korkmaz & Erdal Atukeren, 2012. "Business confidence and stock returns in the USA: a time-varying Markov regime-switching model," Applied Financial Economics, Taylor & Francis Journals, vol. 22(4), pages 299-312, February.

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