Change-Points in U.S. Business Cycle Durations

DOI10.2202/1558-3708.1373zbMATH Open1268.91147OpenAlexW2069744648MaRDI QIDQ5452776FDOQ5452776

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

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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)

Cited In (6)

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

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