Business cycle asymmetry and duration dependence: An international perspective

DOI10.1080/02664760120059246MaRDI QIDQ4540899zbMATH OpenOpenAlexFDO

Authors Terence C. Mills

Publication date 28 July 2002

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

Full work available at URL https://dspace.lboro.ac.uk/2134/1125

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Applications of statistics to economics (62P20)

Recommendations

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Cites work

• scientific article; zbMATH DE number 4007433 (Why is no real title available?)
• A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
• A Regression Test for Exponentiality: Censored and Complete Samples
• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
• An Analysis of Variance Test for the Exponential Distribution (Complete Samples)
• Distribution-free test for symmetry based on Bonferroni's measure

Cited in

(15)

• Duration dependence in US expansions: a re-examination of the evidence
• A test of symmetry based on L-moments with an application to the business cycles of the G7 economies
• An investigation of duration dependence in the American stock market cycle
• Change-Points in U.S. Business Cycle Durations
• A state-level analysis of business cycle asymmetry
• International Business Cycle Asymmetry and Time Irreversible Nonlinearities
• An Assessment of International Business Cycle Asymmetries using Clements and Krolzig's Parametric Approach
• Asymmetric adjustment from structural booms and slumps.
• Are business cycle dynamics the same across countries? Testing linearity around thel globe
• EXAMINING SIMILARITIES AMONG PHASES OF BUSINESS CYCLES : IS THE 1990S US EXPANSION SIMILAR TO THE 1960S'?
• A NOTE ON DEMAND AND SUPPLY FACTORS IN MANUFACTURING OUTPUT ASYMMETRIES
• scientific article; zbMATH DE number 5002303 (Why is no real title available?)
• Analyzing business cycle asymmetries in a multi-level factor model
• Testing for duration dependence in economic cycles
• scientific article; zbMATH DE number 5729907 (Why is no real title available?)

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