International Business Cycle Asymmetry and Time Irreversible Nonlinearities

DOI10.1080/02664760600746582MaRDI QIDQ3592644zbMATH OpenOpenAlexFDO

Authors Steven Cook, Alan E. H. Speight

Publication date 13 September 2007

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02664760600746582

zbMATH Keywords

nonlinearityper capita output growthtime irreversibilitytime reversibility

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Recommendations

• Business cycle asymmetry and duration dependence: An international perspective
• An Assessment of International Business Cycle Asymmetries using Clements and Krolzig's Parametric Approach
• Business cycle asymmetries and non-linearities in U.K. macroeconomic time series
• International Co-movements of Business Cycles in a 'Phase-locking' Model
• Business cycles through international shocks: a structural investigation
• International Business Cycles with Endogenous Incomplete Markets
• Asymmetries and nonlinearities in dynamic economic models
• Characterizing Asymmetries in Business Cycles Using Smooth-Transition Structural Time-Series Models

Cites work

• A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
• Business cycle asymmetry and duration dependence: An international perspective
• Effects of the Hodrick-Prescott filter on trend and difference stationary time series
• FORTRAN Programs for Running the TR Test: A Guide and Examples
• Gamma processes
• scientific article; zbMATH DE number 48093 (Why is no real title available?)
• scientific article; zbMATH DE number 1168350 (Why is no real title available?)
• Nonlinear time series analysis of economic and financial data
• Spurious Periodicity in Inappropriately Detrended Time Series
• Testing time reversibility without moment restrictions
• Tests for time reversibility: a complementarity analysis
• Time Series Tests of Endogenous Growth Models

Cited in

(16)

• Detecting business cycle asymmetries using artificial neural networks and time series models
• A floor and ceiling model of US output
• Can nonlinear time series models generate US business cycle asymmetric shape?
• Asymmetric adjustment from structural booms and slumps.
• scientific article; zbMATH DE number 5002287 (Why is no real title available?)
• Sectoral Investigation of Asymmetries in the Conditional Mean Dynamics of the Real U.S. GDP
• Are business cycle dynamics the same across countries? Testing linearity around thel globe
• A nonlinear model of the business cycle
• An Assessment of International Business Cycle Asymmetries using Clements and Krolzig's Parametric Approach
• scientific article; zbMATH DE number 5729907 (Why is no real title available?)
• scientific article; zbMATH DE number 1281933 (Why is no real title available?)
• Business cycle asymmetry and duration dependence: An international perspective
• International Co-movements of Business Cycles in a 'Phase-locking' Model
• Bayesian International Evidence on Heavy Tails, Non-Stationarity and Asymmetry over the Business Cycle
• Business cycle asymmetries and non-linearities in U.K. macroeconomic time series
• International Output Convergence, Breaks, and Asymmetric Adjustment

This page was built for publication: International Business Cycle Asymmetry and Time Irreversible Nonlinearities

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3592644)