International evidence on business cycle duration dependence

We provide an investigation of duration dependence in prewar business expansions, contractions, and whole cycles for France, Germany, and Great Britain. Our results, obtained using both nonparametric and parametric procedures, generally indicate the presence of positive duration dependence in expansions and whole cycles but not in contractions. Our results corroborate those of our earlier studies of the United States.

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Year of publication:	1990
Authors:	Diebold, Francis X. ; Rudebusch, Glenn D. ; Sichel, Daniel E.
Institutions:	Federal Reserve Bank of Minneapolis
Subject:	Business cycles

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Extent:	application/pdf
Series:	Discussion Paper / Institute for Empirical Macroeconomics.
Type of publication:	Book / Working Paper
Notes:	Number 31
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005712962