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The duration of business cycle expansions and contractions: are there change-points in duration dependence?
15 references·8 citing·44 second hop
The duration of business cycle expansions and contractions: are there change-points in duration dependence? (2011)The duration of business cycle expansions…Further Evidence on Business Cycle Duration Dependence (2020)Further Evidence on Business …The duration of economic expansions and recessions: More than duration dependence (2009)The duration of economic expa…Business cycle dynamics with duration dependence and leading indicators (2007)Business cycle dynamics with …Testing for duration dependence in economic cycles (2004)Testing for duration dependen…A Markov‐Switching Model Of Gnp Growth With Duration Dependence* (2004)A Markov‐Switching Model Of G…Tests for Parameter Instability and Structural Change with Unknown Change Point: A Corrigendum (2003)Tests for Parameter Instabili…Business Cycle Duration Dependence Reconsidered (2003)Business Cycle Duration Depen…Business Cycle Turning Points, A New Coincident Index, and Tests of Duration Dependence Based on a Dynamic Factor Model With Regime Switching (1998)Business Cycle Turning Points…Estimation of a Change Point in Multiple Regression Models (1997)Estimation of a Change Point …Duration-Dependent Transitions in a Markov Model of U.S. GNP Growth (1994)Duration-Dependent Transition…Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Tests for Parameter Instabili…Business Cycles, Indicators, and Forecasting (1993)Business Cycles, Indicators, …Business Cycle Duration Dependence: A Parametric Approach (1991)Business Cycle Duration Depen…A Nonparametric Investigation of Duration Dependence in the American Business Cycle (1990)A Nonparametric Investigation…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…The Legacy and the Tyranny of Time: Exit and Re‐Entry of Sovereigns to International Capital Markets (2018)The Legacy and the Tyranny of…External Debt Composition and Domestic Credit Cycles (2018)External Debt Composition and…Hours of work and retirement behaviour (2014)Hours of work and retirement …What determines the duration of a fiscal consolidation program? 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References

  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
  • 1997Estimation of a Change Point in Multiple Regression Models829 cited
  • 1998Business Cycle Turning Points, A New Coincident Index, and Tests of Duration Dependence Based on a Dynamic Factor Model With Regime Switching470 cited
  • 1993Business Cycles, Indicators, and Forecasting364 cited
  • 1994Duration-Dependent Transitions in a Markov Model of U.S. GNP Growth288 cited
  • 1990A Nonparametric Investigation of Duration Dependence in the American Business Cycle227 cited
  • 2003Tests for Parameter Instability and Structural Change with Unknown Change Point: A Corrigendum218 cited
  • 1991Business Cycle Duration Dependence: A Parametric Approach137 cited
  • 2020Further Evidence on Business Cycle Duration Dependence107 cited
  • 2009The duration of economic expansions and recessions: More than duration dependence98 cited
  • 2004A Markov‐Switching Model Of Gnp Growth With Duration Dependence*67 cited
  • 2004Testing for duration dependence in economic cycles55 cited
  • 2003Business Cycle Duration Dependence Reconsidered52 cited

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2007
Business cycle dynamics with duration dependence and leading indicators
44 cited

Cited by

  • 2013What determines the duration of a fiscal consolidation program?86 cited
  • 2018The Legacy and the Tyranny of Time: Exit and Re‐Entry of Sovereigns to International Capital Markets35 cited
  • 2018External Debt Composition and Domestic Credit Cycles35 cited
  • 2013Age and Opportunities for Promotion31 cited
  • 2010A floating versus managed exchange rate regime in a DSGE model of India29 cited
  • 2011CONSUMPTION, WEALTH, STOCK AND GOVERNMENT BOND RETURNS: INTERNATIONAL EVIDENCE*26 cited
  • 2013The effects of monetary policy in a small open economy: the case of Portugal25 cited
  • 2014Hours of work and retirement behaviour13 cited