Dynamic hysteresis effects

DOI10.1016/J.JEDC.2024.104870MaRDI QIDQ6572648zbMATH OpenFDO

Authors Mengheng Li, Ivan Mendieta-Muñoz

Publication date 16 July 2024

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JEDC.2024.104870

zbMATH Keywords

hysteresispermanent and transitory shocksstate space modelstime-to-build effecttrends and cyclesunobserved components

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites work

• A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
• Bayes Factors
• Dynamic linear models with Markov-switching
• Efficient simulation and integrated likelihood estimation in state space models
• Financial crises and economic recovery: cross-country heterogeneity and cross-sectional dependence
• Hysteresis and fiscal policy
• IDENTIFICATION OF UNOBSERVED COMPONENTS MODELS
• Inferential Theory for Factor Models of Large Dimensions
• Nowcasting the output gap
• Stagnation traps
• The productivity growth slowdown and Kaldor's growth facts
• Time series analysis by state space methods.
• Trend–Cycle Decompositions with Correlated Components

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