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Credit booms gone bust : replication of Schularick and Taylor (AER 2012)

Summers, Peter M. - In: Journal of applied econometrics 32 (2017) 5, pp. 1033-1038

Persistent link: https://www.econbiz.de/10011862968

Regime switches in GDP growth and volatility : some international evidence and implications for modeling business cycles

Smith, Penelope; Summers, Peter M. - In: The B.E. journal of macroeconomics 9 (2009) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10009577418

Bayesian evidence on the structure of unemployment

Summers, Peter M. - In: Economics Letters 83 (2004) 3, pp. 299-306

Persistent link: https://www.econbiz.de/10005296364

Structural Identification of Permanent Shocks in VEC Models: A Generalization

Fisher, Lance A.; Huh, Hyeon-Seung; Summers, Peter M. - In: Journal of Macroeconomics 22 (2000) 1, pp. 53-68

Persistent link: https://www.econbiz.de/10005205842

How well do Markov switching models describe actual business cycles? The case of synchronization

Summers, Peter M.; Smith, Penelope A. - In: Journal of Applied Econometrics 20 (2005) 2, pp. 253-274

The objective of this paper is to evaluate the effectiveness of using a Markov switching model to measure the synchronization of business cycles. We use a Bayesian, Gibbs sampling approach to estimate a multivariate Markov switching model of GDP growth for several countries. We look for evidence...

Persistent link: https://www.econbiz.de/10005764863

Forecasting Australia's economic performance during the Asian crisis

Summers, Peter M. - In: International Journal of Forecasting 17 (2001) 3, pp. 499-515

Persistent link: https://www.econbiz.de/10005418195