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International asset allocation under regime switching, skew and kurtosis preferences
Guidolin, Massimo (contributor);  … - 2005
rational explanation of the strong home bias observed in US investors' asset allocation, based on regime switching, skew and …
Persistent link: https://www.econbiz.de/10002977388
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Wavelet : a new tool for business cycle analysis
Raihan, Sharif Md. (contributor); Wen, Yi (contributor);  … - 2005
"One basic problem in business-cycle studies is how to deal with nonstationary time series. The market economy is an evolutionary system. Economic time series therefore contain stochastic components that are necessarily time dependent. Traditional methods of business cycle analysis, such as the...
Persistent link: https://www.econbiz.de/10002956724
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Business cycle phases in U.S. states
Owyang, Michael T. (contributor);  … - 2003 - [Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001979872
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A spectral analysis of the cross-country consumption correlation puzzle
Pakko, Michael Robert (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001983018
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On the cross of conditionally expected stock returns
Guo, Hui (contributor); Savickas, Robert (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001986896
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A steady-state approach to trend/cycle decomposition
Morley, James C. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001987194
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Is the response of output to monetary policy asymmetric? : Evidence from a regime-switching coefficients model
Lo, Ming Chien (contributor); Piger, Jeremy Max (contributor) - 2003 - [Elektronische Ressource], rev.
Persistent link: https://www.econbiz.de/10001964753
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Forecasting output with information from business cycle turning points : a qualitative variable VAR
Dueker, Michael (contributor);  … - 2001 - [Elektronische Ressource].
Persistent link: https://www.econbiz.de/10001965117
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The dynamic relationship between permanent and transitory components of U.S. business cycles
Kim, Chang-jin (contributor); Piger, Jeremy Max (contributor) - 2003 - [Elektronische Ressource].
Persistent link: https://www.econbiz.de/10001965211
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Nonlinearity and the permanent effects of recessions
Kim, Chang-jin (contributor); Morley, James C. (contributor) - 2003 - [Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001973965