OUTPUT FLUCTUATIONS PERSISTENCE: DO CYCLICAL SHOCKS MATTER? (Q3072428): Difference between revisions

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+Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate
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+Are Output Fluctuations Transitory?
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+Improving the reliability of bootstrap tests with the fast double bootstrap
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+Testing for linearity in Markov switching models: a bootstrap approach
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+Testing Stochastic Cycles in Macroeconomic Time Series
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+Testing for a unit root in the nonlinear STAR framework
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+Dynamic linear models with Markov-switching
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+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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+ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV-SWITCHING AUTOREGRESSIVE MODELS
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+Bootstrapping State-Space Models: Gaussian Maximum Likelihood Estimation and the Kalman Filter
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+Publication:3072428