Modeling long cycles

DOI10.1016/J.JECONOM.2024.105751MaRDI QIDQ6573800

Vadim Marmer, Da Natasha Kang

Publication date: 17 July 2024

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

zbMATH Keywords

business cycleautoregressive processesconfidence setslocal-to-unity asymptoticsfinancial cyclestochastic cycles

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

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• Macro-Finance*
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• COMPLEX UNIT ROOTS AND BUSINESS CYCLES: ARE THEY REAL?
• Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties
• Generalized Local‐to‐Unity Models
• Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models
• Uniform Inference in Autoregressive Models
• Confidence intervals for autoregressive coefficients near one

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