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Testing Linearity of Economic Time Series against Cyclical Asymmetry
11 references·4 citing·33 second hop
Testing Linearity of Economic Time Series against Cyclical Asymmetry (2016)Testing Linearity of Economic Time Series…A test for independence based on the correlation dimension (1996)A test for independence based…Further evidence on the asymmetric behavior of unemployment rates over the business cycle (1991)Further evidence on the asymm…Are Business Cycles Asymmetric? A Correction (1989)Are Business Cycles Asymmetri…Testing Linearity Against Smooth Transition Autoregressive Models (1988)Testing Linearity Against Smo…Measuring Business Cycle Time (1987)Measuring Business Cycle TimeFurther Evidence on the Asymmetric Behavior of Economic Time Series over the Business Cycle (1986)Further Evidence on the Asymm…ARCH and Bilinear Time Series Models: Comparison and Combination (1986)ARCH and Bilinear Time Series…Are Economic Time Series Asymmetric over the Business Cycle? (1984)Are Economic Time Series Asym…The General Theory of Employment, Interest and Money. (1936)The General Theory of Employm…The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employm…Business Cycles: The Problem and Its Setting (1913)Business Cycles: The Problem …The European Way Out of Recession (2012)The European Way Out of Reces…Can oil shocks explain asymmetries in the US Business Cycle? (2002)Can oil shocks explain asymme…Modelling Business Cycle Nonlinearity in Conditional Mean and Conditional Variance: Some International and Sectoral Evidence (1998)Modelling Business Cycle Nonl…Detecting and modelling nonlinearity in flexible exchange rate time series (1994)Detecting and modelling nonli…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)Analysis of Financial Time Series (2006)Introductory Econometrics for Finance (2008)The monetary dynamics of hyperinflation (1956)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)A Dynamic Structural Model for Stock Return Volatility and Trading Volume (1995)Why do regime-switching models forecast so badly? (1999)Multifractality in Asset Returns: Theory and Evidence (2002)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Okun's Law and the asymmetric and changing cyclical behaviour of the USA economy (1993)The non‐linear dynamics of output and unemployment in the U.S. (2001)Nonlinearities and Fractional Integration in the US Unemployment Rate* (2007)Is the business cycle characterized by deterministic chaos? (1988)MODELING ASYMMETRIES AND MOVING EQUILIBRIA IN UNEMPLOYMENT RATES (2002)The Brevity and Violence of Contractions and Expansions (2006)The General Theory of Employment (1937)What drives housing price dynamics in Greece: New evidence from asymmetric ARDL cointegration (2012)Asymmetric impact of oil prices, exchange rate, and inflation on tourism demand in Pakistan: new evidence from nonlinear ARDL (2018)The asymmetric effects of oil price on sectoral Islamic stocks: New evidence from quantile-on-quantile regression approach (2019)Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles (2001)Testing for a unit root in the nonlinear STAR framework (2002)Real Estate Cycles and Their Strategic Implications for Investors and Portfolio Managers in the Global Economy (1999)Institutional Economics: Then and Now (2001)Nonlinearity and the permanent effects of recessions (2005)Does the Stock Market Overreact? (1985)Noise Trader Risk in Financial Markets (1990)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Short-run equilibrium dynamics of unemployment vacancies, and real wages (1985)Rational-expectations econometric analysis of changes in regime (1988)Detrending and business cycle facts (1998)Introduction: epistemic communities and international policy coordination (1992)
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References

  • 1936The General Theory of Employment, Interest and Money.14,486 cited
  • 1936The General Theory of Employment, Interest and Money, by John Maynard Keynes6,220 cited
  • 1996A test for independence based on the correlation dimension3,526 cited
  • 1988Testing Linearity Against Smooth Transition Autoregressive Models1,365 cited
  • 1984Are Economic Time Series Asymmetric over the Business Cycle?929 cited
  • 1986Further Evidence on the Asymmetric Behavior of Economic Time Series over the Business Cycle222 cited
  • 1913Business Cycles: The Problem and Its Setting157 cited
  • 1991Further evidence on the asymmetric behavior of unemployment rates over the business cycle131 cited
  • 1987Measuring Business Cycle Time127 cited
  • 1989Are Business Cycles Asymmetric? A Correction124 cited
  • 1986ARCH and Bilinear Time Series Models: Comparison and Combination98 cited

Cited by

  • 2002Can oil shocks explain asymmetries in the US Business Cycle?65 cited
  • 1998Modelling Business Cycle Nonlinearity in Conditional Mean and Conditional Variance: Some International and Sectoral Evidence24 cited
  • 2012The European Way Out of Recession21 cited
  • 1994Detecting and modelling nonlinearity in flexible exchange rate time series

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17 cited