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Asymmetric Time Series and Temporal Aggregation
5 references·4 citing·36 second hop
Asymmetric Time Series and Temporal Aggregation (1999)Asymmetric Time Series and Temporal Aggre…BUSINESS CYCLE ASYMMETRY: A DEEPER LOOK (1993)BUSINESS CYCLE ASYMMETRY: A D…The Swedish Business Cycle: Stylized Facts Over 130 Years (1992)The Swedish Business Cycle: S…European Unemployment: A Survey (1992)European Unemployment: A Surv…Firing Costs and Labour Demand: How Bad is Eurosclerosis? (1990)Firing Costs and Labour Deman…Business Cycles: The Problem and Its Setting (1913)Business Cycles: The Problem …Interest Rate Pass‐Through and the Asymmetric Relationship between the Cash Rate and the Mortgage Rate* (2012)Interest Rate Pass‐Through an…Asymmetries in conditional mean and variance: modelling stock returns by asMA‐asQGARCH (2004)Asymmetries in conditional me…Further evidence on business cycle asymmetries in G7 countries (2002)Further evidence on business …Business cycle asymmetry and duration dependence: An international perspective (2001)Business cycle asymmetry and …Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Specification Tests in Econometrics (1978)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Equilibrium Unemployment as a Worker Discipline Device (1986)Production, growth and business cycles (1988)The federal funds rate and the channels of monetary transmission (1989)Convergence across the Swedish counties, 1911–1993 (1997)Some empirical evidence on the ‘discouraged worker’ effect (2001)Tax revenues and the fiscal cost of trade liberalization, 1792–2006 (2018)Planning Production, Inventories, and Work Force. (1962)Estimation of Dynamic Labor Demand Schedules under Rational Expectations (1978)Entry and Exit Decisions under Uncertainty (1989)Hysteresis, Import Penetration, and Exchange Rate Pass-Through (1989)Job Turnover and Policy Evaluation: A General Equilibrium Analysis (1993)Social Foundations of Postindustrial Economies (1999)The General Theory of Employment, Interest and Money. (1936)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Postwar U.S. Business Cycles: An Empirical Investigation (1997)The Duration of Economic Expansions and Recessions: More than Duration Dependence (2008)The General Theory of Employment, Interest and Money. (1936)Business cycle affiliations in the context of European integration (2006)Economic activity and recession probabilities: information content and predictive power of the term spread in Italy (2008)Business cycle comovement in the G-7: common shocks or common transmission mechanisms? (2009)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Asymmetric Effects of Monetary Policy: A Nonlinear Vector Autoregression Approach (1999)Why Are the Beveridge-Nelson and Unobserved-Components Decompositions of GDP So Different? (2003)How Business Cycles Contribute to Private-Label Success: Evidence from the United States and Europe (2006)Unemployment: Questions and Some Answers (1998)The robustness of Okun's law: Evidence from OECD countries (2000)The Mystery of Regional Unemployment Differentials: Theoretical and Empirical Explanations (2003)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)
this work references cited by second hop

References

  • 1990Firing Costs and Labour Demand: How Bad is Eurosclerosis?1,374 cited
  • 1992European Unemployment: A Survey672 cited
  • 1993BUSINESS CYCLE ASYMMETRY: A DEEPER LOOK580 cited
  • 1913Business Cycles: The Problem and Its Setting157 cited
  • 1992The Swedish Business Cycle: Stylized Facts Over 130 Years62 cited

Cited by

  • 2012Interest Rate Pass‐Through and the Asymmetric Relationship between the Cash Rate and the Mortgage Rate*31 cited
  • 2001Business cycle asymmetry and duration dependence: An international perspective27 cited
  • 2002Further evidence on business cycle asymmetries in G7 countries27 cited
  • 2004Asymmetries in conditional mean and variance: modelling stock returns by asMA‐asQGARCH26 cited

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