Three tests for the existence of cycles in time series
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Cited by:
- Michael Reiter & Ulrich Woitek, 1999.
"Are There Classical Business Cycles?,"
Working Papers
1999_05, Business School - Economics, University of Glasgow.
- Michael Reiter & Ulrich Woitek, 1999. "Are these classical business cycles?," Economics Working Papers 398, Department of Economics and Business, Universitat Pompeu Fabra.
- Castro, Tomás del Barrio & Rodrigues, Paulo M.M. & Taylor, A.M. Robert, 2013.
"The Impact Of Persistent Cycles On Zero Frequency Unit Root Tests,"
Econometric Theory, Cambridge University Press, vol. 29(6), pages 1289-1313, December.
- Paulo M.M. Rodrigues & Tomás del Barrio Castro, 2011. "The Impact of Persistent Cycles on Zero Frequency Unit Root Tests," Working Papers w201124, Banco de Portugal, Economics and Research Department.
- Liang, Kuo-Yuan & Yen, Chen-Hui, 2014. "Dissecting the cycles: An intermarket investigation and its implications to portfolio reallocation," International Review of Economics & Finance, Elsevier, vol. 33(C), pages 39-51.
- A'Hearn, Brian & Woitek, Ulrich, 2001. "More international evidence on the historical properties of business cycles," Journal of Monetary Economics, Elsevier, vol. 47(2), pages 321-346, April.
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