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Output fluctuations in the United States: What has changed since the early 1980's?
被引:809
作者
:
McConnell, MM
论文数:
0
引用数:
0
h-index:
0
机构:
Fed Reserve Bank New York, Domest Res Dept, New York, NY 10045 USA
McConnell, MM
Perez-Quiros, G
论文数:
0
引用数:
0
h-index:
0
机构:
Fed Reserve Bank New York, Domest Res Dept, New York, NY 10045 USA
Perez-Quiros, G
机构
:
[1]
Fed Reserve Bank New York, Domest Res Dept, New York, NY 10045 USA
[2]
European Cent Bank, OG Res, D-60311 Frankfurt, Germany
来源
:
AMERICAN ECONOMIC REVIEW
|
2000年
/ 90卷
/ 05期
关键词
:
D O I
:
10.1257/aer.90.5.1464
中图分类号
:
F [经济];
学科分类号
:
02 ;
摘要
:
[No abstract available]
引用
收藏
页码:1464 / 1476
页数:13
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DURATION-DEPENDENT TRANSITIONS IN A MARKOV MODEL OF UNITED-STATES GNP GROWTH
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QUEENS UNIV,DEPT ECON,KINGSTON K7L 3N6,ONTARIO,CANADA
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[J].
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Predicting US recessions: Financial variables as leading indicators
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Fed Reserve Bank New York, New York, NY 10045 USA
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Estrella, A
Mishkin, FS
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0
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0
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Fed Reserve Bank New York, New York, NY 10045 USA
Mishkin, FS
[J].
REVIEW OF ECONOMICS AND STATISTICS,
1998,
80
(01)
: 45
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[13]
BUSINESS-CYCLE PHASES AND THEIR TRANSITIONAL DYNAMICS
FILARDO, AJ
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[J].
JOURNAL OF BUSINESS & ECONOMIC STATISTICS,
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12
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: 299
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[14]
A NEW APPROACH TO THE ECONOMIC-ANALYSIS OF NONSTATIONARY TIME-SERIES AND THE BUSINESS-CYCLE
HAMILTON, JD
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0
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HAMILTON, JD
[J].
ECONOMETRICA,
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57
(02)
: 357
-
384
[15]
What do the leading indicators lead?
Hamilton, JD
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0
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机构:
University of California, San Diego, CA
Hamilton, JD
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0
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0
h-index:
0
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University of California, San Diego, CA
PerezQuiros, G
[J].
JOURNAL OF BUSINESS,
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69
(01)
: 27
-
49
[16]
TESTING FOR PARAMETER INSTABILITY IN LINEAR-MODELS
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0
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University of Rochester, Rochester
HANSEN, BE
[J].
JOURNAL OF POLICY MODELING,
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14
(04)
: 517
-
533
[17]
Approximate asymptotic p values for structural-change tests
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[J].
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THE LIKELIHOOD RATIO TEST UNDER NONSTANDARD CONDITIONS - TESTING THE MARKOV SWITCHING MODEL OF GNP
HANSEN, BE
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HANSEN, BE
[J].
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: S61
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[19]
Hansen BE, 1996, J APPL ECONOM, V11, P195, DOI 10.1002/(SICI)1099-1255(199603)11:2<195::AID-JAE375>3.0.CO
[20]
2-2
←
1
2
3
4
→
共 37 条
[11]
DURATION-DEPENDENT TRANSITIONS IN A MARKOV MODEL OF UNITED-STATES GNP GROWTH
DURLAND, JM
论文数:
0
引用数:
0
h-index:
0
机构:
QUEENS UNIV,DEPT ECON,KINGSTON K7L 3N6,ONTARIO,CANADA
QUEENS UNIV,DEPT ECON,KINGSTON K7L 3N6,ONTARIO,CANADA
DURLAND, JM
MCCURDY, TH
论文数:
0
引用数:
0
h-index:
0
机构:
QUEENS UNIV,DEPT ECON,KINGSTON K7L 3N6,ONTARIO,CANADA
QUEENS UNIV,DEPT ECON,KINGSTON K7L 3N6,ONTARIO,CANADA
MCCURDY, TH
[J].
JOURNAL OF BUSINESS & ECONOMIC STATISTICS,
1994,
12
(03)
: 279
-
288
[12]
Predicting US recessions: Financial variables as leading indicators
Estrella, A
论文数:
0
引用数:
0
h-index:
0
机构:
Fed Reserve Bank New York, New York, NY 10045 USA
Fed Reserve Bank New York, New York, NY 10045 USA
Estrella, A
Mishkin, FS
论文数:
0
引用数:
0
h-index:
0
机构:
Fed Reserve Bank New York, New York, NY 10045 USA
Mishkin, FS
[J].
REVIEW OF ECONOMICS AND STATISTICS,
1998,
80
(01)
: 45
-
61
[13]
BUSINESS-CYCLE PHASES AND THEIR TRANSITIONAL DYNAMICS
FILARDO, AJ
论文数:
0
引用数:
0
h-index:
0
FILARDO, AJ
[J].
JOURNAL OF BUSINESS & ECONOMIC STATISTICS,
1994,
12
(03)
: 299
-
308
[14]
A NEW APPROACH TO THE ECONOMIC-ANALYSIS OF NONSTATIONARY TIME-SERIES AND THE BUSINESS-CYCLE
HAMILTON, JD
论文数:
0
引用数:
0
h-index:
0
HAMILTON, JD
[J].
ECONOMETRICA,
1989,
57
(02)
: 357
-
384
[15]
What do the leading indicators lead?
Hamilton, JD
论文数:
0
引用数:
0
h-index:
0
机构:
University of California, San Diego, CA
Hamilton, JD
PerezQuiros, G
论文数:
0
引用数:
0
h-index:
0
机构:
University of California, San Diego, CA
PerezQuiros, G
[J].
JOURNAL OF BUSINESS,
1996,
69
(01)
: 27
-
49
[16]
TESTING FOR PARAMETER INSTABILITY IN LINEAR-MODELS
HANSEN, BE
论文数:
0
引用数:
0
h-index:
0
机构:
University of Rochester, Rochester
HANSEN, BE
[J].
JOURNAL OF POLICY MODELING,
1992,
14
(04)
: 517
-
533
[17]
Approximate asymptotic p values for structural-change tests
Hansen, BE
论文数:
0
引用数:
0
h-index:
0
Hansen, BE
[J].
JOURNAL OF BUSINESS & ECONOMIC STATISTICS,
1997,
15
(01)
: 60
-
67
[18]
THE LIKELIHOOD RATIO TEST UNDER NONSTANDARD CONDITIONS - TESTING THE MARKOV SWITCHING MODEL OF GNP
HANSEN, BE
论文数:
0
引用数:
0
h-index:
0
机构:
University of Rochester, Rochester, New York, 14627, Harkness Hall
HANSEN, BE
[J].
JOURNAL OF APPLIED ECONOMETRICS,
1992,
7
: S61
-
S82
[19]
Hansen BE, 1996, J APPL ECONOM, V11, P195, DOI 10.1002/(SICI)1099-1255(199603)11:2<195::AID-JAE375>3.0.CO
[20]
2-2
←
1
2
3
4
→