Modelling phase shifts among stochastic cycles

DOI10.1111/J.1368-423X.2004.00129.XzbMath1063.62153MaRDI QIDQ3156195

Gerhard Rünstler

Publication date: 6 January 2005

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

zbMATH Keywords

stylised business cycle facts

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

Related Items (1)

Real and financial cycles: estimates using unobserved component models for the Italian economy

Cites Work

• Effects of the Hodrick-Prescott filter on trend and difference stationary time series
• Tests for Deterministic Versus Indeterministic Cycles
• TESTS OF COMMON STOCHASTIC TRENDS
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