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Business cycle durations · Study

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ArticleBusiness cycle durations

Andrew J. Filardo1998

Article1998

Business cycle durations

Andrew J. Filardo · Stephen Gordon

260 citations·0/0 files stored·Journal of Econometrics

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Monetary Policy and Economic Impact Forecasting Techniques and Applications Unemployment and Economic Growth

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References

1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle 1996Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis 1994Business-Cycle Phases and Their Transitional Dynamics 1996Erratum: The likelihood ratio test under nonstandard conditions: Testing the Markov switching model of GNP 1992The likelihood ratio test under nonstandard conditions: Testing the markov switching model of gnp 1998Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models 1985A Guide to Simulation.1993Business Cycles, Indicators, and Forecasting

Cited by

2014Which Democracies Will Last? Coups, Incumbent Takeovers, and the Dynamic of Democratic Consolidation 2009The effects of crude oil shocks on stock market shifts behaviour: A regime switching approach 1995New index of coincident indicators: A multivariate Markov switching factor model approach 2015Regime switching model of US crude oil and stock market prices: 1859 to 2013 2003Business Cycle Asymmetries

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Details

Year1998

Typearticle

Published1998-07-01

VenueJournal of Econometrics

ISSN-L0304-4076

Languageen

Citations260

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/s0304-4076(97)00096-1

openalex_workW2021949005

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