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Do recessions permanently change output?
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Cited by:
- Kennedy, James E., 1998. "An Analysis of Time-Series Estimates of Capacity Utilization," Journal of Macroeconomics, Elsevier, vol. 20(1), pages 169-187, January.
- RenÈ Garcia, 2002.
"Are the Effects of Monetary Policy Asymmetric?,"
Economic Inquiry, Western Economic Association International, vol. 40(1), pages 102-119, January.
- René Garcia & Huntley Schaller, 1995. "Are the Effects of Monetary Policy Asymmetric?," CIRANO Working Papers 95s-06, CIRANO.
- Garcia, R. & Schaller, H., 1995. "Are the Effects of Monetary Policy Asymmetric?," Cahiers de recherche 9505, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- René Garcia & Huntley Schaller, 1999. "Are the Effects of Monetary Policy Asymmetric?," Carleton Economic Papers 99-17, Carleton University, Department of Economics.
- Garcia, R. & Schaller, H., 1995. "Are the Effects of Monetary Policy Asymmetric?," Cahiers de recherche 9505, Universite de Montreal, Departement de sciences economiques.
- Quentin LAJAUNIE, 2021. "Nonlinear Impulse Response Function for Dichotomous Models," LEO Working Papers / DR LEO 2852, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Frédéric Karamé & Alexandra Olmedo, 2010. "Asymmetric Properties of Impulse Response Functions in Markov-Switching Structural Vector AutoRegressions," Documents de recherche 10-04, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
- van Dijk, Dick & Hans Franses, Philip & Peter Boswijk, H., 2007. "Absorption of shocks in nonlinear autoregressive models," Computational Statistics & Data Analysis, Elsevier, vol. 51(9), pages 4206-4226, May.
- Caner,M. & Hansen,B.E., 1998.
"Threshold autoregression with a near unit root,"
Working papers
27, Wisconsin Madison - Social Systems.
- Mehmet Caner & Bruce E. Hansen, 1998. "Threshold Autoregressions with a Near Unit Root," Working Papers 9821, Department of Economics, Bilkent University.
- Guglielmo Maria Caporale & Juncal Cuñado & Luis A. Gil-Alana, 2013.
"Modelling long-run trends and cycles in financial time series data,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 34(3), pages 405-421, May.
- Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana, 2008. "Modelling Long-Run Trends and Cycles in Financial Time Series Data," CESifo Working Paper Series 2330, CESifo.
- Luis A. Gil-Alana & Juncal Cuñado & Guglielmo Maria Caporale, 2012. "Modelling Long Run Trends and Cycles in Financial Time Series Data," Faculty Working Papers 13/12, School of Economics and Business Administration, University of Navarra.
- Taştan, Hüseyin, 2011. "Simulation based estimation of threshold moving average models with contemporaneous shock asymmetry," MPRA Paper 34302, University Library of Munich, Germany.
- Leo Butler, 1996. "The Bank of Canada's New Quarterly Porjection Model Part 4 : A Semi- Structural Method to Estimate Potential Output : Combining Economic Theory with a Time-Series Filter," Technical Reports 77, Bank of Canada.
- Kim, Chang-Jin & Piger, Jeremy, 2002.
"Common stochastic trends, common cycles, and asymmetry in economic fluctuations,"
Journal of Monetary Economics, Elsevier, vol. 49(6), pages 1189-1211, September.
- Chang-Jin Kim & Jeremy Piger, 2000. "Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations," Working Papers 0021, University of Washington, Department of Economics.
- Chang-Jin Kim & Jeremy Piger, 2000. "Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations," Discussion Papers in Economics at the University of Washington 0021, Department of Economics at the University of Washington.
- Chang-Jin Kim & Jeremy M. Piger, 2000. "Common stochastic trends, common cycles, and asymmetry in economic fluctuations," International Finance Discussion Papers 681, Board of Governors of the Federal Reserve System (U.S.).
- Chang-Jin Kim & Jeremy Piger, 2000. "Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations," Econometric Society World Congress 2000 Contributed Papers 1465, Econometric Society.
- Chang-Jin Kim & Jeremy M. Piger, 2001. "Common stochastic trends, common cycles, and asymmetry in economic fluctuations," Working Papers 2001-014, Federal Reserve Bank of St. Louis.
- Florian Huber & Manfred M. Fischer, 2018.
"A Markov Switching Factor‐Augmented VAR Model for Analyzing US Business Cycles and Monetary Policy,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 80(3), pages 575-604, June.
- Huber, Florian & Fischer, Manfred M., 2015. "A Markov switching factor-augmented VAR model for analyzing US business cycles and monetary policy," Department of Economics Working Paper Series 201, WU Vienna University of Economics and Business.
- Florian Huber & Manfred M. Fischer, 2015. "A Markov switching factor-augmented VAR model for analyzing US business cycles and monetary policy," Department of Economics Working Papers wuwp201, Vienna University of Economics and Business, Department of Economics.
- Marlon Fritz & Thomas Gries & Yuanhua Feng, 2019.
"Growth Trends and Systematic Patterns of Booms and Busts‐Testing 200 Years of Business Cycle Dynamics,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(1), pages 62-78, February.
- Marlon Fritz & Thomas Gries & Yuanhua Feng, 2016. "Growth Trends and Systematic Patterns of Booms and Busts - Testing 200 Years of Business Cycle Dynamics -," Working Papers CIE 96, Paderborn University, CIE Center for International Economics.
- Brown, Leanora & McFarlane, Adian & Campbell, Kaycea & Das, Anupam, 2020. "Remittances and CO2 emissions in Jamaica: An asymmetric modified environmental kuznets curve," The Journal of Economic Asymmetries, Elsevier, vol. 22(C).
- Allan D. Brunner, 1997.
"On The Dynamic Properties Of Asymmetric Models Of Real GNP,"
The Review of Economics and Statistics, MIT Press, vol. 79(2), pages 321-352, May.
- Allan D. Brunner, 1994. "On the dynamic properties of asymmetric models of real GNP," International Finance Discussion Papers 489, Board of Governors of the Federal Reserve System (U.S.).
- Dijk, Dick van & Franses, Philip Hans, 1999.
"Modeling Multiple Regimes in the Business Cycle,"
Macroeconomic Dynamics, Cambridge University Press, vol. 3(3), pages 311-340, September.
- van Dijk, D.J.C. & Franses, Ph.H.B.F., 1997. "Modelling Multiple Regimes in the Business Cycle," Econometric Institute Research Papers EI 9734/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Frédérique Bec & Annabelle de Gaye, 2019. "Le modèle autorégressif autorégressif à seuil avec effet rebond : Une application aux rendements boursiers français et américains ," Working Papers hal-02014663, HAL.
- Yoon & Jae Ho, 2004. "Has the G7 business cycle become more synchronized ?," Econometric Society 2004 Far Eastern Meetings 782, Econometric Society.
- Duc Huynh, Toan Luu & Burggraf, Tobias & Nasir, Muhammad Ali, 2020. "Financialisation of natural resources & instability caused by risk transfer in commodity markets," Resources Policy, Elsevier, vol. 66(C).
- Balcilar, Mehmet & Hammoudeh, Shawkat & Toparli, Elif Akay, 2018. "On the risk spillover across the oil market, stock market, and the oil related CDS sectors: A volatility impulse response approach," Energy Economics, Elsevier, vol. 74(C), pages 813-827.
- Martin Chalkley & In Ho Lee, 1998. "Learning and Asymmetric Business Cycles," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 1(3), pages 623-645, July.
- repec:dgr:rugsom:13010-eef is not listed on IDEAS
- Huang, Yu-Lieh & Huang, Chao-Hsi & Kuan, Chung-Ming, 2008. "Reexamining the permanent income hypothesis with uncertainty in permanent and transitory innovation states," Journal of Macroeconomics, Elsevier, vol. 30(4), pages 1816-1836, December.
- Koop, Gary & Potter, Simon M, 1999.
"Dynamic Asymmetries in U.S. Unemployment,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 17(3), pages 298-312, July.
- Gary Koop & Simon M. Potter, 1998. "Dynamic asymmetries in US unemployment," Edinburgh School of Economics Discussion Paper Series 15, Edinburgh School of Economics, University of Edinburgh.
- Richard H. Clarida & Mark P. Taylor, 2003.
"Nonlinear Permanent - Temporary Decompositions in Macroeconomics and Finance,"
Economic Journal, Royal Economic Society, vol. 113(486), pages 125-139, March.
- Clarida, Richard H. & Mark P. Taylor, 2002. "Nonlinear Permanent -Temporary Decompositions in Macroeconomics and Finance," Royal Economic Society Annual Conference 2002 51, Royal Economic Society.
- Jozef BarunÃk & Tobias Kley, 2019.
"Quantile coherency: A general measure for dependence between cyclical economic variables,"
The Econometrics Journal, Royal Economic Society, vol. 22(2), pages 131-152.
- Jozef Barun'ik & Tobias Kley, 2015. "Quantile Coherency: A General Measure for Dependence between Cyclical Economic Variables," Papers 1510.06946, arXiv.org, revised Dec 2018.
- Yuan-Ming Lee & Kuan-Min Wang, 2012. "Searching for a better proxy for business cycles: with supports using US data," Applied Economics, Taylor & Francis Journals, vol. 44(11), pages 1433-1442, April.
- Kuan-Min Wang & Yuan-Ming Lee & Thanh-Binh Nguyen Thi, 2009. "Business-Cycle Asymmetry and Causality Between Foreign Direct Investment and Fixed Capital Formation," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 11(Number Sp), pages 698-721, November.
- repec:ntu:ntugeo:vol2-iss1-14-042 is not listed on IDEAS
- Kanazawa, Nobuyuki, 2020.
"Radial basis functions neural networks for nonlinear time series analysis and time-varying effects of supply shocks,"
Journal of Macroeconomics, Elsevier, vol. 64(C).
- KANAZAWA, Nobuyuki & 金澤, 伸幸, 2018. "Radial Basis Functions Neural Networks for Nonlinear Time Series Analysis and Time-Varying Effects of Supply Shocks," Discussion paper series HIAS-E-64, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
- Kahn, James A. & Rich, Robert W., 2007.
"Tracking the new economy: Using growth theory to detect changes in trend productivity,"
Journal of Monetary Economics, Elsevier, vol. 54(6), pages 1670-1701, September.
- James A. Kahn & Robert W. Rich, 2003. "Tracking the new economy: using growth theory to detect changes in trend productivity," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
- James A. Kahn & Robert W. Rich, 2003. "Tracking the new economy: using growth theory to detect changes in trend productivity," Staff Reports 159, Federal Reserve Bank of New York.
- Gern, Klaus-Jürgen & Jannsen, Nils & van Roye, Björn & Scheide, Joachim, 2010. "Erholung der Weltwirtschaft verliert an Schwung," Open Access Publications from Kiel Institute for the World Economy 45574, Kiel Institute for the World Economy (IfW Kiel).
- Tolga Omay & Rangan Gupta & Giovanni Bonaccolto, 2017.
"The US real GNP is trend-stationary after all,"
Applied Economics Letters, Taylor & Francis Journals, vol. 24(8), pages 510-514, May.
- Tolga Omay & Rangan Gupta & Giovanni Bonaccolto, 2015. "The US Real GNP is Trend-Stationary After All," Working Papers 201581, University of Pretoria, Department of Economics.
- Elwood, S. Kirk, 1998. "Is the persistence of shocks to output asymmetric?," Journal of Monetary Economics, Elsevier, vol. 41(2), pages 411-426, April.
- Nalewaik, Jeremy & Pinto, Eugénio, 2015. "The response of capital goods shipments to demand over the business cycle," Journal of Macroeconomics, Elsevier, vol. 43(C), pages 62-80.
- Gonzalo, Jesus & Pitarakis, Jean-Yves, 2002. "Estimation and model selection based inference in single and multiple threshold models," Journal of Econometrics, Elsevier, vol. 110(2), pages 319-352, October.
- Jannsen, Nils, 2015. "Typische Erholungsphasen der Unternehmensinvestitionen im Anschluss an normale Rezessionen und Bankenkrisen," Kiel Insight 2015.17, Kiel Institute for the World Economy (IfW Kiel).
- Wolters Maik H. & Tillmann Peter, 2015.
"The changing dynamics of US inflation persistence: a quantile regression approach,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(2), pages 161-182, April.
- Peter Tillmann & Maik H. Wolters, 2012. "The changing dynamics of US inflation persistence: a quantile regression approach," MAGKS Papers on Economics 201206, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Tillmann, Peter & Wolters, Maik H., 2014. "The changing dynamics of US inflation persistence: A quantile regression approach," Economics Working Papers 2014-09, Christian-Albrechts-University of Kiel, Department of Economics.
- Tillmann, Peter & Wolters, Maik H., 2014. "The changing dynamics of US inflation persistence: A quantile regression approach," Kiel Working Papers 1951, Kiel Institute for the World Economy (IfW Kiel).
- Tillmann, Peter & Wolters, Maik Hendrik, 2012. "The changing dynamics of US inflation persistence: A quantile regression approach," IMFS Working Paper Series 60, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Maral Kichian and Richard Luger, Bank of Canada, 2001.
"On Inflation and the Persistence of shocks to Output,"
Computing in Economics and Finance 2001
184, Society for Computational Economics.
- Richard Luger & Maral Kichian, 2001. "On Inflation and the Persistence of Shocks to Output," Staff Working Papers 01-22, Bank of Canada.
- Adrian Pagan, 2001.
"The Getting of Macroeconomic Wisdom,"
International Economic Association Series, in: Jacques Drèze (ed.), Advances in Macroeconomic Theory, chapter 11, pages 219-235,
Palgrave Macmillan.
- Adrian Pagan, 1999. "The Getting of Macroeconomic Wisdom," CEPR Discussion Papers 412, Centre for Economic Policy Research, Research School of Economics, Australian National University.
- Caruso, Massimo, 2001. "Investment and the persistence of price uncertainty," Research in Economics, Elsevier, vol. 55(2), pages 189-217, June.
- L.A. Gil-Alanaa, 2007. "Testing The Existence of Multiple Cycles in Financial and Economic Time Series," Annals of Economics and Finance, Society for AEF, vol. 8(1), pages 1-20, May.
- James C. Morley & Charles R. Nelson & Eric Zivot, 2003.
"Why Are the Beveridge-Nelson and Unobserved-Components Decompositions of GDP So Different?,"
The Review of Economics and Statistics, MIT Press, vol. 85(2), pages 235-243, May.
- Charles Nelson & Eric Zivot, 2000. "Why are Beveridge-Nelson and Unobserved-Component Decompositions of GDP so Different?," Econometric Society World Congress 2000 Contributed Papers 0692, Econometric Society.
- James Morley & Charles Nelson & Eric Zivot, 2002. "Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different?," Working Papers UWEC-2002-01, University of Washington, Department of Economics.
- James Morley & Charles Nelson & Eric Zivot, 2003. "Why are Beveridge-Nelson and Unobserved-component decompositions of GDP so Different?," Working Papers UWEC-2002-18-P, University of Washington, Department of Economics.
- James C. Morley & Charles Nelson & Eric Zivot, 2000. "Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different?," Discussion Papers in Economics at the University of Washington 0013, Department of Economics at the University of Washington.
- James C. Morley & Charles Nelson & Eric Zivot, 2000. "Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different?," Working Papers 0013, University of Washington, Department of Economics.
- Bertrand Candelon & Luis A. Gil-Alana, 2004.
"Fractional integration and business cycle features,"
Empirical Economics, Springer, vol. 29(2), pages 343-359, May.
- Candelon, Bertrand & Gil-Alaña, Luis A., 2001. "Fractional integration and business cycle features," SFB 373 Discussion Papers 2001,46, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Luis A. Gil-Alana & Bertrand Candelon, 2004. "Fractional Integration and Business Cycles Features," Faculty Working Papers 09/04, School of Economics and Business Administration, University of Navarra.
- Khurshid Kiani, 2011. "Fluctuations in Economic and Activity and Stabilization Policies in the CIS," Computational Economics, Springer;Society for Computational Economics, vol. 37(2), pages 193-220, February.
- Nilss Olekalns & Kalvinder Shields, 2008. "Nowcasting, Business Cycle Dating and the Interpretation of New Information when Real Time Data are Available," Department of Economics - Working Papers Series 1040, The University of Melbourne.
- Olan T. Henry & Nilss Olekalns & Kalvinder Shields, 2002. "Non-linear Co-Movements in Output Growth: Evidence from the United States and Australia," Department of Economics - Working Papers Series 857, The University of Melbourne.
- Smolny, Werner, 1997. "Endogenous innovations in a model of the firm: Theory and empirical application for West-German manufacturing firms," Discussion Papers 39, University of Konstanz, Center for International Labor Economics (CILE).
- Ravn, Søren Hove, 2014. "Asymmetric monetary policy towards the stock market: A DSGE approach," Journal of Macroeconomics, Elsevier, vol. 39(PA), pages 24-41.
- Potter, Simon M., 2000.
"Nonlinear impulse response functions,"
Journal of Economic Dynamics and Control, Elsevier, vol. 24(10), pages 1425-1446, September.
- Simon M. Potter, 1999. "Nonlinear impulse response functions," Staff Reports 65, Federal Reserve Bank of New York.
- Mohamed Benbouziane & Abdelhak Benamar & Mustapha Djennas, 2010. "The Liquidity Effect in Algeria and Morocco: A Multivariate Threshold Autoregressive Investigation," Working Papers 525, Economic Research Forum, revised 06 Jan 2010.
- Khurshid M. KIANI & Terry L. KASTENS, 2006. "Using Macro-Financial Variables To Forecast Recessions. An Analysis Of Canada, 1957-2002," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 6(3).
- Jangryoul Kim, 2011. "Legacy of the Two Crises: The Case of Malaysia," International Area Studies Review, Center for International Area Studies, Hankuk University of Foreign Studies, vol. 14(4), pages 31-48, December.
- Massimo Guidolin & Stuart Hyde & David McMillan & Sadayuki Ono, 2014.
"Does the Macroeconomy Predict UK Asset Returns in a Nonlinear Fashion? Comprehensive Out-of-Sample Evidence,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(4), pages 510-535, August.
- Massimo Guidolin & Stuart Hyde & David McMillan & Sadayuki Ono, 2010. "Does the macroeconomy predict U.K. asset returns in a nonlinear fashion? comprehensive out-of-sample evidence," Working Papers 2010-039, Federal Reserve Bank of St. Louis.
- Sen Tinni & Conlon John R, 2010. "Price Dynamics and Asymmetric Business Cycles under Mixed State and Time Dependent Pricing Rules," The B.E. Journal of Macroeconomics, De Gruyter, vol. 10(1), pages 1-28, April.
- René Garcia & Richard Luger, 2007.
"The Canadian macroeconomy and the yield curve: an equilibrium‐based approach,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 40(2), pages 561-583, May.
- René Garcia & Richard Luger, 2007. "The Canadian macroeconomy and the yield curve: an equilibrium-based approach," Canadian Journal of Economics, Canadian Economics Association, vol. 40(2), pages 561-583, May.
- René Garcia & Richard Luger, 2005. "The Canadian Macroeconomy and the Yield Curve: An Equilibrium-Based Approach," Staff Working Papers 05-36, Bank of Canada.
- Francois, P. & Lloyd-Ellis, H., 2001.
"Animal Spirits Meets Creative Destruction,"
Other publications TiSEM
d583b352-a7f4-434f-8731-9, Tilburg University, School of Economics and Management.
- Patrick Francois & Huw Lloyd-Ellis, 2001. "Animal Spirits meets Creative Destruction," Cahiers de recherche CREFE / CREFE Working Papers 130, CREFE, Université du Québec à Montréal.
- Francois, P. & Lloyd-Ellis, H., 2001. "Animal Spirits Meets Creative Destruction," Discussion Paper 2001-36, Tilburg University, Center for Economic Research.
- Lima, Luiz Renato & Néri, Breno Pinheiro, 2007.
"Comparing Value-at-Risk Methodologies,"
Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 27(1), May.
- Lima, Luiz Renato Regis de Oliveira & Neri, Breno de Andrade Pinheiro, 2006. "Comparing value-at-risk methodologies," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 629, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Luiz Renato Lima & Breno Pinheiro Néri, 2006. "Comparing Value-at-Risk Methodologies," Computing in Economics and Finance 2006 1, Society for Computational Economics.
- Artur Silva Lopes & Gabriel Florin Zsurkis, 2019.
"Are linear models really unuseful to describe business cycle data?,"
Applied Economics, Taylor & Francis Journals, vol. 51(22), pages 2355-2376, May.
- Silva Lopes, Artur C. & Florin Zsurkis, Gabriel, 2017. "Are linear models really unuseful to describe business cycle data?," MPRA Paper 79413, University Library of Munich, Germany.
- Galvao, Antonio F. & Montes-Rojas, Gabriel & Olmo, Jose, 2009. "Quantile Threshold Effects in the Dynamics of the Dollar/Pound Exchange Rate," The Journal of Economic Asymmetries, Elsevier, vol. 6(2), pages 69-82.
- Jushan Bai & Serena Ng, 1998. "A Test for Conditional Symmetry in Time Series Models," Boston College Working Papers in Economics 410, Boston College Department of Economics.
- Gonzalo, Jesus & Martinez, Oscar, 2006. "Large shocks vs. small shocks. (Or does size matter? May be so.)," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 311-347.
- Matthew Canzoneri & Fabrice Collard & Harris Dellas & Behzad Diba, 2016.
"Fiscal Multipliers in Recessions,"
Economic Journal, Royal Economic Society, vol. 126(590), pages 75-108, February.
- Matthew Canzoneri & Fabrice Collard & Harris Dellas & Behzad Diba, 2012. "Fiscal Multipliers in Recessions," Diskussionsschriften dp1204, Universitaet Bern, Departement Volkswirtschaft.
- Canzoneri, Matthew B & Dellas, Harris & Diba, Behzad & Collard, Fabrice, 2015. "Fiscal Multipliers in Recessions," CEPR Discussion Papers 10353, C.E.P.R. Discussion Papers.
- Guglielmo Maria Caporale & Luis Gil‐Alana, 2014.
"Long‐Run and Cyclical Dynamics in the US Stock Market,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(2), pages 147-161, March.
- Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2004. "Long-run and Cyclical Dynamics in the US Stock Market," Economics Series 155, Institute for Advanced Studies.
- L.A. Gil-Alana & G.M. caporale, 2004. "Long-run and Cyclical Dynamics in the US Stock Market," Econometric Society 2004 Latin American Meetings 344, Econometric Society.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005. "Long Run And Cyclical Dynamics In The Us Stock Market," Economics and Finance Discussion Papers 05-09, Economics and Finance Section, School of Social Sciences, Brunel University.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2007. "Long Run and Cyclical Dynamics in the US Stock Market," CESifo Working Paper Series 2046, CESifo.
- Hess, Gregory D. & Iwata, Shigeru, 1997.
"Asymmetric persistence in GDP? A deeper look at depth,"
Journal of Monetary Economics, Elsevier, vol. 40(3), pages 535-554, December.
- Gregory D. Hess & Shigeru Iwata, 1997. "Asymmetric persistence in GDP? A deeper look at depth," Research Working Paper 97-02, Federal Reserve Bank of Kansas City.
- M. Hashem Pesaran, 2000.
"The Cost Efficiency of UK Debt Management: A Recursive Modelling Approach,"
CESifo Working Paper Series
346, CESifo.
- Coe, P. & Pesaran, M.H. & Vahey, S.P., 2000. "The Cost Efficiency of UK Debt Management: A Recursive Modelling Approach," Cambridge Working Papers in Economics 0005, Faculty of Economics, University of Cambridge.
- Salah Uddin, Gazi & Lucey, Brian & Rahman, Md Lutfur & Stenvall, David, 2024. "Quantile coherency across bonds, commodities, currencies, and equities," Journal of Commodity Markets, Elsevier, vol. 33(C).
- Ai Deng & Pierre Perron, 2006.
"A comparison of alternative asymptotic frameworks to analyse a structural change in a linear time trend,"
Econometrics Journal, Royal Economic Society, vol. 9(3), pages 423-447, November.
- Ai Deng & Pierre Perron, 2005. "A Comparison of Alternative Asymptotic Frameworks to Analyze a Structural Change in a Linear Time Trend," Boston University - Department of Economics - Working Papers Series WP2005-030, Boston University - Department of Economics.
- Narayan, Paresh Kumar & Popp, Stephan, 2009. "Investigating business cycle asymmetry for the G7 countries: Evidence from over a century of data," International Review of Economics & Finance, Elsevier, vol. 18(4), pages 583-591, October.
- Shively, Philip A., 2004. "The size and dynamic effect of aggregate-demand and aggregate-supply disturbances in expansionary and contractionary regimes," Journal of Macroeconomics, Elsevier, vol. 26(1), pages 83-99, March.
- Malley, Jim & Muscatelli, V. Anton, 1999.
"Business cycles and productivity growth: Are temporary downturns productive or wasteful?,"
Research in Economics, Elsevier, vol. 53(4), pages 337-364, December.
- J Malley & V A Muscatelli., "undated". "Business Cycles and Productivity Growth: Are Temporary Downturns Productive or Wasteful?," Working Papers 9605, Business School - Economics, University of Glasgow.
- Chang-Jin Kim & Chris Murray, 1999.
"Permanent and Transitory Nature of Recessions,"
Discussion Papers in Economics at the University of Washington
0041, Department of Economics at the University of Washington.
- Chang-Jin Kim & Chris Murray, 1999. "Permanent and Transitory Nature of Recessions," Working Papers 0041, University of Washington, Department of Economics.
- Yamei Liu & Walter Enders, 2003. "Out‐of‐Sample Forecasts and Nonlinear Model Selection with an Example of the Term Structure of Interest Rates," Southern Economic Journal, John Wiley & Sons, vol. 69(3), pages 520-540, January.
- Chauvet, Marcelle & Potter, Simon, 2013. "Forecasting Output," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 141-194, Elsevier.
- Masaru Chiba, 2023. "Robust and efficient specification tests in Markov-switching autoregressive models," Statistical Inference for Stochastic Processes, Springer, vol. 26(1), pages 99-137, April.
- Chien-Chiang Lee & Chin-Yu Wang & Jhih-Hong Zeng, 2017. "Housing price–volume correlations and boom–bust cycles," Empirical Economics, Springer, vol. 52(4), pages 1423-1450, June.
- Fabio Méndez & Jared D. Reber & Jeremy Schwartz, 2016. "A New Approach to the Study of Jobless Recoveries," Southern Economic Journal, John Wiley & Sons, vol. 83(2), pages 573-589, October.
- Xiao, Zhijie, 2009.
"Quantile cointegrating regression,"
Journal of Econometrics, Elsevier, vol. 150(2), pages 248-260, June.
- Zhijie Xiao, 2009. "Quantile Cointegrating Regression," Boston College Working Papers in Economics 708, Boston College Department of Economics.
- Jannsen, Nils & Scheide, Joachim, 2010. "Growth patterns after the crisis: This time is not different," Kiel Policy Brief 22, Kiel Institute for the World Economy (IfW Kiel).
- Luiz Lima & Breno Neri, 2006. "Omitted Asymmetric Persistence and Conditional Heteroskedasticity," Economics Bulletin, AccessEcon, vol. 3(5), pages 1-6.
- W A Razzak, 1998. "Business cycle asymmetries and the nominal exchange rate regimes," Reserve Bank of New Zealand Discussion Paper Series G98/4, Reserve Bank of New Zealand.
- Filippo Altissimo & Giovanni L. Violante, 2001.
"The non-linear dynamics of output and unemployment in the U.S,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(4), pages 461-486.
- Altissimo, Filippo & Violante, Giovanni, 2000. "The Nonlinear Dynamics of Output and Unemployment in the US," CEPR Discussion Papers 2475, C.E.P.R. Discussion Papers.
- Parker Randall E. & Rothman Philip, 1998.
"The Current Depth-of-Recession and Unemployment-Rate Forecasts,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 2(4), pages 1-10, January.
- Randall E. Parker & Philip Rothman, "undated". "The Current Depth of Recession and Unemployment Rate Forecasts," Working Papers 9729, East Carolina University, Department of Economics.
- Chang-Jin Kim & Jeremy M. Piger & Richard Startz, 2007.
"The Dynamic Relationship between Permanent and Transitory Components of U.S. Business Cycles,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(1), pages 187-204, February.
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