Change-Points in U.S. Business Cycle Durations

DOI10.2202/1558-3708.1373MaRDI QIDQ5452776zbMATH OpenOpenAlexFDO

Authors Troy Davig

Publication date 4 April 2008

Published in Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2202/1558-3708.1373

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82) Economic time series analysis (91B84) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Economic growth models (91B62)

Recommendations

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Cited in

(6)

• Testing for duration dependence in economic cycles
• Duration dependence in US expansions: a re-examination of the evidence
• EXAMINING SIMILARITIES AMONG PHASES OF BUSINESS CYCLES : IS THE 1990S US EXPANSION SIMILAR TO THE 1960S'?
• Business cycle durations
• Dating US business cycles with macro factors
• Structural changes in the duration of bull markets and business cycle dynamics

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