ARE ECONOMIC TIME-SERIES ASYMMETRIC OVER THE BUSINESS-CYCLE

被引:447
作者
NEFTCI, SN
机构
关键词
D O I
10.1086/261226
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:307 / 328
页数:22
相关论文
共 11 条
[1]  
[Anonymous], 1981, STRUCTURAL ANAL DISC
[2]  
BILLINGSLEY P, 1961, STATISTICAL INFERENC
[3]   TIME SERIES ANALYSIS [J].
HANNAN, EJ .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1974, AC19 (06) :706-715
[4]  
Hicks J. R., 1950, CONTRIBUTION THEORY
[6]  
KEYNES JM, 1936, GENERAL THEORY EMPLO
[7]   OPTIMAL PREDICTION OF CYCLICAL DOWNTURNS [J].
NEFTCI, SN .
JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 1982, 4 (03) :225-241
[8]  
NEFTCI SN, 1983, EXPECTATIONS VARIABL
[9]  
ROBINSON PM, 1978, J STOCHASTIC PROCESS, V3, P135
[10]   ESTIMATION OF DYNAMIC LABOR DEMAND SCHEDULES UNDER RATIONAL EXPECTATIONS [J].
SARGENT, TJ .
JOURNAL OF POLITICAL ECONOMY, 1978, 86 (06) :1009-1044