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Business cycle asymmetries in Turkey: an application of Markov-switching autoregressions
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Business cycle asymmetries in Turkey: an application of Markov-switching autoregressions (2008)Business cycle asymmetries in Turkey: an …The European business cycle (2003)The European business cycleBusiness Cycle Asymmetries (2003)Business Cycle AsymmetriesA comparison of two business cycle dating methods (2003)A comparison of two business …Regime Switches in Interest Rates (2002)Regime Switches in Interest R…Business Cycles in Developing Countries: Are They Different? (2002)Business Cycles in Developing…Business cycle measurement in the presence of structural change: international evidence (2001)Business cycle measurement in…Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models (1998)Asymptotic Null Distribution …Markov-Switching Vector Autoregressions: Modelling, Statistical Inference, and Application to Business Cycle Analysis (1997)Markov-Switching Vector Autor…Asymmetric business cycles: Theory and time-series evidence (1997)Asymmetric business cycles: T…Erratum: The likelihood ratio test under nonstandard conditions: Testing the Markov switching model of GNP (1996)Erratum: The likelihood ratio…Business-Cycle Phases and Their Transitional Dynamics (1994)Business-Cycle Phases and The…BUSINESS CYCLE ASYMMETRY: A DEEPER LOOK (1993)BUSINESS CYCLE ASYMMETRY: A D…Asymmetric business cycle turning points (1993)Asymmetric business cycle tur…The likelihood ratio test under nonstandard conditions: Testing the markov switching model of gnp (1992)The likelihood ratio test und…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…Optimal prediction of cyclical downturns (1982)Optimal prediction of cyclica…Constructing and Characterising the Aggregate South African Financial Cycle: A Markov Regime-Switching Approach (2022)Constructing and Characterisi…Business Cycles in Developed and Emerging Economies: Evidence from a Univariate Markov Switching Approach (2012)Business Cycles in Developed …Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Determinants of profitability in European manufacturing and services: evidence from a dynamic panel model (2005)GLOBAL BUSINESS CYCLES: CONVERGENCE OR DECOUPLING?* (2008)Business cycle synchronization and the Euro: A wavelet analysis (2011)Measuring Business Cycles (1947)Dissecting the cycle: a methodological investigation (2002)Stock market cycles, financial liberalization and volatility (2003)Financial Cycles: What? How? When? (2011)Recessions, recoveries and regional resilience: evidence on Italy (2014)New Indexes of Coincident and Leading Economic Indicators (1989)The federal funds rate and the channels of monetary transmission (1989)Modeling the conditional distribution of interest rates as a regime-switching process (1996)Stock market volatility and the business cycle (1996)Vulnerable Growth (2019)Long Swings in the Dollar: Are They in the Data and Do Markets Know It? (1990)Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis (1996)The Copula-GARCH model of conditional dependencies: An international stock market application (2006)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Trends and random walks in macroeconmic time series (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)ARCH modeling in finance (1992)Introductory Econometrics for Finance (2008)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Term Structure of Interest Rates with Regime Shifts (2002)Regime Changes and Financial Markets (2012)The impact of energy consumption and economic development on Ecological Footprint and CO2 emissions: Evidence from a Markov Switching Equilibrium Correction Model (2017)The General Theory of Employment, Interest and Money. (1936)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)Rational-expectations econometric analysis of changes in regime (1988)International Asset Allocation With Regime Shifts (2002)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Stock Return Predictability: Is it There? (2006)Testing for the Constancy of Parameters Over Time (1989)Autoregressive conditional heteroskedasticity and changes in regime (1994)Modelling Nonlinear Economic Time Series (2010)Regime switching models (2010)
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References

  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 1994Business-Cycle Phases and Their Transitional Dynamics883 cited
  • 2002Regime Switches in Interest Rates854 cited
  • 1997Markov-Switching Vector Autoregressions: Modelling, Statistical Inference, and Application to Business Cycle Analysis761 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
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  • 1982Optimal prediction of cyclical downturns204 cited
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  • 2003Business Cycle Asymmetries148 cited
  • 1997Asymmetric business cycles: Theory and time-series evidence139 cited

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  • 2001Business cycle measurement in the presence of structural change: international evidence86 cited
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    • 2012Business Cycles in Developed and Emerging Economies: Evidence from a Univariate Markov Switching Approach21 cited
    • 2022Constructing and Characterising the Aggregate South African Financial Cycle: A Markov Regime-Switching Approach12 cited