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The Monte Carlo Cycle in Business Activity

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  • McCulloch, J Hutson

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  • McCulloch, J Hutson, 1975. "The Monte Carlo Cycle in Business Activity," Economic Inquiry, Western Economic Association International, vol. 13(3), pages 303-321, September.
  • Handle: RePEc:oup:ecinqu:v:13:y:1975:i:3:p:303-21
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    Citations

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    Cited by:

    1. Victor Zarnowitz, 1987. "The Regularity of Business Cycles," NBER Working Papers 2381, National Bureau of Economic Research, Inc.
    2. Ghysels, Eric, 1994. "On the Periodic Structure of the Business Cycle," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(3), pages 289-298, July.
    3. Haigang Zhou & Steven Rigdon, 2008. "Duration dependence in US business cycles: An analysis using the modulated power law process," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 32(1), pages 25-34, January.
    4. Cochran, Steven J. & DeFina, Robert H., 1996. "Predictability in real exchange rates: Evidence from parametric hazard models," International Review of Economics & Finance, Elsevier, vol. 5(2), pages 125-147.
    5. Corrado Di Guilmi & Edoardo Gaffeo & Mauro Gallegati & Antonio Palestrini, 2004. "International evidence on business cycle magnitude dependence," Papers cond-mat/0401495, arXiv.org.
    6. Abderrezak, Ali, 1997. "Consumer expectations and cyclical durations," The Quarterly Review of Economics and Finance, Elsevier, vol. 37(4), pages 843-857.
    7. McKay, Alisdair & Reis, Ricardo, 2008. "The brevity and violence of contractions and expansions," Journal of Monetary Economics, Elsevier, vol. 55(4), pages 738-751, May.
    8. J. Huston McCulloch, 1977. "The Cumulative Unanticipated Change in Interest Rates: Evidence on the Misintermediation Hypothesis," NBER Working Papers 0222, National Bureau of Economic Research, Inc.
    9. Abderrezak, Ali, 1998. "On the Duration of Growth Cycles: An International Study," International Review of Economics & Finance, Elsevier, vol. 7(3), pages 343-355.
    10. McRae, James J., 1977. "La stabilité des prix des ressources non renouvelables," L'Actualité Economique, Société Canadienne de Science Economique, vol. 53(4), pages 587-609, octobre.
    11. Terence Mills, 2001. "Business cycle asymmetry and duration dependence: An international perspective," Journal of Applied Statistics, Taylor & Francis Journals, vol. 28(6), pages 713-724.
    12. Moreno Cuartas, Blanca & López Menéndez, Ana Jesús, 2007. "Las Opiniones Empresariales Como Predictores De Los Puntos De Giro Del Ciclo Industrial/Forescasting Turning Points of the Industrial Cycle from Business Expectation Surveys," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 25, pages 511-528, Abril.
    13. Dale, Charles, 1984. "A Search for Business Cycles with Spectral Analysis," MPRA Paper 49508, University Library of Munich, Germany.

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