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On testing for symmetry in business cycles
16 references·7 citing·31 second hop
On testing for symmetry in business cycles (1991)On testing for symmetry in business cyclesThe Cyclical Component of U. S. Economic Activity (1987)The Cyclical Component of U. …Univariate detrending methods with stochastic trends (1986)Univariate detrending methods…Further Evidence on the Asymmetric Behavior of Economic Time Series over the Business Cycle (1986)Further Evidence on the Asymm…Trends and Cycles in Macroeconomic Time Series (1985)Trends and Cycles in Macroeco…Are Economic Time Series Asymmetric over the Business Cycle? (1984)Are Economic Time Series Asym…Are Business Cycles All Alike? (1984)Are Business Cycles All Alike?Forecasting Economic Time Series With Structural and Box-Jenkins Models: A Case Study (1983)Forecasting Economic Time Ser…A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’ (1981)A new approach to decompositi…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…The Existence and Persistence of Cycles in a Non-linear Model: Kaldor's 1940 Model Re-examined (1971)The Existence and Persistence…A Contribution to the Theory of the Trade Cycle (1951)A Contribution to the Theory …A Contribution to the Theory of the Trade Cycle (1950)A Contribution to the Theory …The General Theory of Employment, Interest and Money. (1936)The General Theory of Employm…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…Digitalization in Software Engineering and IT Business (2020)Digitalization in Software En…Are business cycles asymmetric? Some European evidence (2004)Are business cycles asymmetri…Steepness and deepness in the Australian macroeconomy (2001)Steepness and deepness in the…Asymmetries and nonlinearities in Italian macroeconomic fluctuations (1999)Asymmetries and nonlinearitie…Asymmetric cycles and temporal aggregation (1995)Asymmetric cycles and tempora…Statistical surveillance of business cycles (1994)Statistical surveillance of b…Asymmetries in Business Cycles: Econometric Techniques and Empirical Evidence (1994)Asymmetries in Business Cycle…A Theory of the Consumption Function (1960)Optimal Properties of Exponentially Weighted Forecasts (1960)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Trends and random walks in macroeconmic time series (1982)Are Output Fluctuations Transitory? (1987)Common stochastic trends in international stock markets (1992)Low frequency filtering and real business cycles (1993)Measuring Business Cycles (1947)Sources of Business Cycle Fluctuations (1988)Variable Trends in Economic Time Series (1988)Permanent and Transitory Components of GNP and Stock Prices (1994)The General Theory of Employment (1937)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)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Common Stochastic Trends in a System of Exchange Rates (1989)Does the Stock Market Overreact? (1985)Noise Trader Risk in Financial Markets (1990)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Generalized autoregressive conditional heteroskedasticity (1986)Introduction: epistemic communities and international policy coordination (1992)Political Parties and Macroeconomic Policy (1977)Dividend yields and expected stock returns (1988)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Exponential smoothing: The state of the art (1985)Using daily stock returns (1985)
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References

  • 1977Time Series Analysis: Forecasting and Control19,200 cited
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  • 1936The General Theory of Employment, Interest and Money.12,562 cited
  • 1977Time Series Analysis: Forecasting and Control6,446 cited
  • 1936The General Theory of Employment, Interest and Money, by John Maynard Keynes6,220 cited
  • 1981A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’2,308 cited
  • 1984Are Economic Time Series Asymmetric over the Business Cycle?929 cited
  • 1986Univariate detrending methods with stochastic trends851 cited
  • 1987The Cyclical Component of U. S. Economic Activity741 cited
  • 1985Trends and Cycles in Macroeconomic Time Series688 cited
  • 1950A Contribution to the Theory of the Trade Cycle652 cited
  • 1951A Contribution to the Theory of the Trade Cycle633 cited
  • 1984Are Business Cycles All Alike?456 cited
  • 1983Forecasting Economic Time Series With Structural and Box-Jenkins Models: A Case Study272 cited
  • 1986Further Evidence on the Asymmetric Behavior of Economic Time Series over the Business Cycle

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222 cited
  • 1971The Existence and Persistence of Cycles in a Non-linear Model: Kaldor's 1940 Model Re-examined211 cited
  • Cited by

    • 1994Statistical surveillance of business cycles26 cited
    • 1999Asymmetries and nonlinearities in Italian macroeconomic fluctuations23 cited
    • 1994Asymmetries in Business Cycles: Econometric Techniques and Empirical Evidence22 cited
    • 2001Steepness and deepness in the Australian macroeconomy18 cited
    • 2004Are business cycles asymmetric? Some European evidence16 cited
    • 1995Asymmetric cycles and temporal aggregation15 cited
    • 2020Digitalization in Software Engineering and IT Business10 cited