Measuring length of business cycles across countries using a new non-stationary unit-root cyclical approach

DOI10.1002/ASMB.633zbMath1113.91038OpenAlexW2171183391MaRDI QIDQ3439770

Luis A. Gil-Alana

Publication date: 29 May 2007

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asmb.633

zbMATH Keywords

business cyclesnon-stationarityunit root cycles

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84) Stochastic models in economics (91B70)

Cites Work

• Testing Stochastic Cycles in Macroeconomic Time Series
• The power of the tests of robinson (1994) in the context of fractionall[y integrated moving average models
• MULTIVARIATE TIME SERIES WITH VARIOUS HIDDEN UNIT ROOTS, PART I
• A joint test of fractional cyclic integration and a linear time trend

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