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Stylized facts and regime changes: Are prices procyclical? · Study

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ArticleStylized facts and regime changes: Are prices procyclical?

Morten Overgaard Ravn1995

Article1995

Stylized facts and regime changes: Are prices procyclical?

Morten Overgaard Ravn · Martín Solà

53 citations·0/0 files stored·Journal of Monetary Economics

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Monetary Policy and Economic Impact Economic Theory and Policy Market Dynamics and Volatility

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References

1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle 1958The Relation Between Unemployment and the Rate of Change of Money Wage Rates in the United Kingdom, 1861–1957 1 1947Measuring Business Cycles 1988Rational-expectations econometric analysis of changes in regime 1991International Evidence on the Historical Properties of Business Cycles 1990Business Cycles: Real Facts and a Monetary Myth 1982Monetary Trends in the United States and the United Kingdom 1996Specification testing in Markov-switching time-series models

Cited by

2002A test for volatility spillovers 2002Can oil shocks explain asymmetries in the US Business Cycle?2000Causality and Regime Inference in a Markov Switching VAR 2006Testing for financial spillovers in calm and turbulent periods 2004Can regime‐switching models reproduce the business cycle features of US aggregate consumption, investment and output?

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1995Real business cycle models and money: A survey of theories and stylized factsarticle · 7 shared references 1991The cyclical behavior of pricesarticle · 6 shared references 1996Sources of business-cycle volatility: An exploratory study on a sample of OECD countriesarticle · 6 shared references 1996Nominal Stylized Facts of U.S. Business Cyclesarticle · 6 shared references 1999Analysing and Forecasting Business Cycles with the Aid of Economic Indicatorsarticle · 6 shared references 1994Are prices countercyclical? Evidence from the G-7article · 5 shared references

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Year1995

Typearticle

Published1995-12-01

VenueJournal of Monetary Economics

ISSN-L0304-3932

Languageen

Citations53

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/0304-3932(95)01231-1

openalex_workW2135380460

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