OUTPUT FLUCTUATIONS PERSISTENCE: DO CYCLICAL SHOCKS MATTER?

DOI10.1111/j.1467-8586.2010.00350.xzbMath1204.91109MaRDI QIDQ3072428

Silvestro Di Sanzo

Publication date: 3 February 2011

Published in: Bulletin of Economic Research (Search for Journal in Brave)

Full work available at URL: http://www.unive.it/pag/fileadmin/user_upload/dipartimenti/economia/doc/Pubblicazioni_scientifiche/working_papers/2006/WP_DSE_DiSanzo_21_06.pdf

zbMATH Keywords

Monte Carlo; persistence; business cycle; first-order Markov process; wild bootstrap; unobserved components model

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

91B84: Economic time series analysis

91B82: Statistical methods; economic indices and measures

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