Testing for duration dependence in economic cycles

DOI10.1111/J.1368-423X.2004.00142.XzbMath1114.91345OpenAlexW2135193935MaRDI QIDQ3023037

Larry W. Taylor, Jonathan Ohn, Adrian R. Pagan

Publication date: 4 July 2005

Published in: The Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1368-423x.2004.00142.x

zbMATH Keywords

business cyclesdiscrete timestock market cycles

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Related Items (6)

THE NEW ZEALAND BUSINESS CYCLE ⋮ Nonlinear Relationship Between Permanent and Transitory Components of Monetary Aggregates and the Economy ⋮ An investigation of duration dependence in the American stock market cycle ⋮ The expected time to cross a threshold and its determinants: a simple and flexible framework ⋮ Measuring and predicting heterogeneous recessions ⋮ Nonparametric Estimation of Duration Dependence in Militarized Interstate Disputes

Uses Software

• LIMDEP

Cites Work

• A comparison of two business cycle dating methods
• Unnamed Item

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