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

DOI10.1002/ASMB.633MaRDI QIDQ3439770zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• A joint test of fractional cyclic integration and a linear time trend
• 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

Cited in

(2)

• EXAMINING SIMILARITIES AMONG PHASES OF BUSINESS CYCLES : IS THE 1990S US EXPANSION SIMILAR TO THE 1960S'?
• scientific article; zbMATH DE number 5002303 (Why is no real title available?)

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