Measuring length of business cycles across countries using a new non-stationary unit-root cyclical approach

DOI10.1002/ASMB.633zbMATH Open1113.91038OpenAlexW2171183391MaRDI QIDQ3439770FDOQ3439770

Authors: Luis A. Gil-Alana 

Publication date: 29 May 2007

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asmb.633

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zbMATH Keywords

non-stationaritybusiness cyclesunit root cycles

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84) Stochastic models in economics (91B70)

Cites Work

• MULTIVARIATE TIME SERIES WITH VARIOUS HIDDEN UNIT ROOTS, PART I
• Testing stochastic cycles in macroeconomic time series
• The power of the tests of robinson (1994) in the context of fractionall[y integrated moving average models
• A joint test of fractional cyclic integration and a linear time trend

Cited In (2)

• EXAMINING SIMILARITIES AMONG PHASES OF BUSINESS CYCLES : IS THE 1990S US EXPANSION SIMILAR TO THE 1960S'?
• Title not available (Why is that?)

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