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Business Cycle Asymmetries

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References

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1988Testing Linearity Against Smooth Transition Autoregressive Models1,365 cited
1984Are Economic Time Series Asymmetric over the Business Cycle?929 cited
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1997Markov-Switching Vector Autoregressions: Modelling, Statistical Inference, and Application to Business Cycle Analysis761 cited
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1950A Contribution to the Theory of the Trade Cycle652 cited
1996Erratum: The likelihood ratio test under nonstandard conditions: Testing the Markov switching model of GNP645 cited
1992The likelihood ratio test under nonstandard conditions: Testing the markov switching model of gnp623 cited
1993BUSINESS CYCLE ASYMMETRY: A DEEPER LOOK580 cited
1948Measuring Business Cycles.563 cited
1995A nonlinear approach to US GNP

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562 cited

1993Do recessions permanently change output?478 cited

Cited by

2010Lack of consumer confidence and stock returns144 cited
2006Chapter 12 Forecasting with Breaks144 cited
2006The Brevity and Violence of Contractions and Expansions115 cited
2006Testing for Hysteresis in Unemployment in OECD Countries: New Evidence using Stationarity Panel Tests with Breaks*112 cited
2014The non-linear impact of high and growing government external debt on economic growth: A Markov Regime-switching approach89 cited
2014Optimal Test for Markov Switching Parameters84 cited
2009Analysis of sectoral credit default cycle dependency with wavelet networks: Evidence from Turkey61 cited
2008A SYSTEM FOR DATING AND DETECTING TURNING POINTS IN THE EURO AREA56 cited
2008Out-of-sample forecasting of unemployment rates with pooled STVECM forecasts42 cited
2004Business cycle analysis with multivariate Markov switching models38 cited
2011The Possible Shapes of Recoveries in Markov-Switching Models31 cited
2005Testing for sign and amplitude asymmetries using threshold autoregressions31 cited
2011Markov-switching models and the unit root hypothesis in real US GDP29 cited
2011Identification of Slowdowns and Accelerations for the Euro Area Economy*29 cited
2009Do Leading Indicators Lead Peaks More Than Troughs?26 cited
2004Can regime‐switching models reproduce the business cycle features of US aggregate consumption, investment and output?26 cited