International Business Cycle Asymmetry and Time Irreversible Nonlinearities

DOI10.1080/02664760600746582zbMath1119.62386OpenAlexW2075963549MaRDI QIDQ3592644

Alan E. H. Speight, Steven Cook

Publication date: 13 September 2007

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664760600746582

zbMATH Keywords

nonlinearitytime irreversibilitytime reversibilityper capita output growth

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

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• Effects of the Hodrick-Prescott filter on trend and difference stationary time series
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• A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
• Business cycle asymmetry and duration dependence: An international perspective
• Time Series Tests of Endogenous Growth Models
• Nonlinear time series analysis of economic and financial data

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