Rejoinder to James Hamilton

Citations

Cited by:

1. Edwards, Sebastian & Biscarri, Javier Gomez & Perez de Gracia, Fernando, 2003. "Stock market cycles, financial liberalization and volatility," Journal of International Money and Finance, Elsevier, vol. 22(7), pages 925-955, December.
   • Sebastian Edwards & Javier Gómez Biscarri & Fernando Pérez de Gracia, 2003. "Stock Market Cycles, Financial Liberalization and Volatility," Faculty Working Papers 08/03, School of Economics and Business Administration, University of Navarra.
   • Sebastian Edwards & Javier Gomez Biscarri & Fernando Perez de Gracia, 2003. "Stock Market Cycles, Financial Liberalization and Volatility," NBER Working Papers 9817, National Bureau of Economic Research, Inc.
2. Erik Kole & Dick Dijk, 2017. "How to Identify and Forecast Bull and Bear Markets?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(1), pages 120-139, January.
   • Kole, H.J.W.G. & van Dijk, D.J.C., 2013. "How to Identify and Forecast Bull and Bear Markets?," ERIM Report Series Research in Management ERS-2013-016-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
3. Michael Artis & Massimiliano Marcellino & Tommaso Proietti, 2004. "Dating Business Cycles: A Methodological Contribution with an Application to the Euro Area," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 66(4), pages 537-565, September.
4. Maria Gadea & Ana Gómez-Loscos & Antonio Montañés, 2012. "Cycles inside cycles: Spanish regional aggregation," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 3(4), pages 423-456, December.
   • Maria Dolores Gadea & Ana Gomez Loscos & Antonio Montañes, 2011. "Cycles Inside Cycles. Spanish Regional Aggregation," WIFO Working Papers 390, WIFO.
   • Ana Gomez Loscos & M. Dolores Gadea & Antonio Montañes, 2011. "Cycles inside cycles: Spanish regional aggregation," ERSA conference papers ersa11p99, European Regional Science Association.
5. Yizhan Shu & Chenyu Yu & John M. Mulvey, 2024. "Downside risk reduction using regime-switching signals: a statistical jump model approach," Journal of Asset Management, Palgrave Macmillan, vol. 25(5), pages 493-507, September.
6. Javier De Peña & Luis A. Gil-Alana, 2002. "Do Spanish Stock Market Prices Follow a Random Walk?," Faculty Working Papers 01/02, School of Economics and Business Administration, University of Navarra.
7. Nissilä, Wilma, 2020. "Probit based time series models in recession forecasting – A survey with an empirical illustration for Finland," BoF Economics Review 7/2020, Bank of Finland.
8. Eduardo Bandrés & María Dolores Gadea-Rivas & Ana Gómez-Loscos, 2017. "Regional business cycles across europe," Occasional Papers 1702, Banco de España.
9. Calderón, César & Fuentes, J. Rodrigo, 2014. "Have business cycles changed over the last two decades? An empirical investigation," Journal of Development Economics, Elsevier, vol. 109(C), pages 98-123.
10. Viv B. Hall & C. John McDermott, 2006. "The New Zealand Business Cycle: Return To Golden Days?," CAMA Working Papers 2006-21, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
11. du Plessis, S.A., 2006. "Reconsidering the business cycle and stabilisation policies in South Africa," Economic Modelling, Elsevier, vol. 23(5), pages 761-774, September.
    • Stan Du Plessis, 2006. "Reconsidering the business cycle and stabilisation policies in South Africa," Working Papers 010, Economic Research Southern Africa.
12. Ahking, Francis W., 2014. "Measuring U.S. business cycles: A comparison of two methods and two indicators of economic activities," Journal of Economic and Social Measurement, IOS Press, issue 4, pages 199-216.
    • Francis W. Ahking, 2013. "Measuring U.S. Business Cycles: A Comparison of Two Methods and Two Indicators of Economic Activities," Working papers 2013-10, University of Connecticut, Department of Economics.
13. Javier Gómez Biscarri, 2002. "Dating Recessions from Industrial Production Indexes: An Analysis for Europe and the US," Faculty Working Papers 05/02, School of Economics and Business Administration, University of Navarra.
14. Quintero Otero, Jorge David & Padilla Sierra, Alcides de Jesús, 2024. "Impacto de la sincronización sub-nacional sobre el comportamiento de los ciclos nacionales en economías emergentes con inflación objetivo," Documentos Departamento de Economía 54, Universidad del Norte.
15. Eva F. Janssens & Robin L. Lumsdaine & Sebastiaan H.L.C.G. Vermeulen, 2022. "An Epidemiological Model of Economic Crisis Spread across Sectors in the United States," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(4), pages 885-919, June.
16. Beate Schirwitz, 2009. "A comprehensive German business cycle chronology," Empirical Economics, Springer, vol. 37(2), pages 287-301, October.
17. Haizhen Yang & Xiangjuan Cheng & Qiubin Huang & Qiao Wang, 2019. "Systemic Risk in the Chinese Stock Market Under Different Regimes: A Sector-Level Perspective," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 9(6), pages 665-679, June.
18. Taylor, Andrew & Shepherd, David & Duncan, Stephen, 2005. "The structure of the Australian growth process: A Bayesian model selection view of Markov switching," Economic Modelling, Elsevier, vol. 22(4), pages 628-645, July.
19. Esteban Pérez Caldentey & Daniel Titelman & Pablo Carvallo, 2014. "Weak Expansions: A Distinctive Feature of the Business Cycle in Latin America and the Caribbean," World Economic Review, World Economics Association, vol. 2014(3), pages 1-69, February.
    • Esteban Pérez Caldentey & Daniel Titelman & Pablo Carvallo, 2013. "Weak Expansions: A Distinctive Feature of the Business Cycle in Latin America and the Caribbean," Economics Working Paper Archive wp_749, Levy Economics Institute.
    • Titelman Kardonsky, Daniel & Carvallo, Pablo & Pérez Caldentey, Esteban, 2013. "Weak expansions: a distinctive feature of the business cycle in Latin America and the Caribbean," Financiamiento para el Desarrollo 5224, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).
20. Domenico Giannone & Lucrezia Reichlin, 2004. "Euro area and US recessions: 1970-2003," ULB Institutional Repository 2013/6405, ULB -- Universite Libre de Bruxelles.
21. Harding, Don & Pagan, Adrian, 2003. "A comparison of two business cycle dating methods," Journal of Economic Dynamics and Control, Elsevier, vol. 27(9), pages 1681-1690, July.
22. Fabrice Hervé, 2006. "Les fonds de pension protègent-ils les investisseurs des évolutions du marché?," Working Papers CREGO 1060101, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations.
23. Francis W. Ahking, 2015. "Measuring U.S. Business Cycles: A Comparison of Two Methods and Two Indicators of Economic Activities (With Appendix A)," Working papers 2015-06, University of Connecticut, Department of Economics.
24. Stan du Plessis, 2006. "Business Cycles in Emerging market Economies: A New View of the Stylised Facts," Working Papers 02/2006, Stellenbosch University, Department of Economics.
25. Eva (E.F.) Janssens & Robin (R.) Lumsdaine & Sebastiaan (S.H.L.C.G.) Vermeulen, 2018. "An Epidemiological Model of Crisis Spread Across Sectors in The United States," Tinbergen Institute Discussion Papers 18-008/III, Tinbergen Institute.
26. Beate Schirwitz, 2013. "Business Fluctuations, Job Flows and Trade Unions - Dynamics in the Economy," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 47.
27. Carlo Altavilla, 2004. "Do EMU Members Share the Same Business Cycle?," Journal of Common Market Studies, Wiley Blackwell, vol. 42(5), pages 869-896, December.