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The way out of recessions: A forecasting analysis for some Euro area countries
16 references·0 citing·41 second hop
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References

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  • 1996Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis2,282 cited
  • 1984Are Economic Time Series Asymmetric over the Business Cycle?929 cited
  • 1992Characterizing nonlinearities in business cycles using smooth transition autoregressive models890 cited
  • 2002Testing for two-regime threshold cointegration in vector error-correction models847 cited
  • 1993Do recessions permanently change output?478 cited
  • 1994Some advances in non‐linear and adaptive modelling in time‐series361 cited
  • 1993THE “PLUCKING MODEL” OF BUSINESS FLUCTUATIONS REVISITED339 cited
  • 1994Inventories and the Three Phases of the Business Cycle290 cited
  • 2010The Asymmetric Business Cycle270 cited
  • 1997A floor and ceiling model of US output225 cited
  • 1998A comparison of the forecast performance of Markov‐switching and threshold autoregressive models of US GNP218 cited
  • 1999Modeling Multiple Regimes in the Business Cycle192 cited
  • 2005Nonlinearity and the permanent effects of recessions150 cited
  • 2004Bootstrap predictive inference for ARIMA processes

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138 cited
  • 1991Further evidence on the asymmetric behavior of unemployment rates over the business cycle131 cited
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