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The role of oil price shocks in causing U.S. recessions

Kilian, Lutz; Vigfusson, Robert J. - 2014

Although oil price shocks have long been viewed as one of the leading candidates for explaining U.S. recessions, surprisingly little is known about the extent to which oil price shocks explain recessions. We provide the first formal analysis of this question with special attention to the...

Persistent link: https://www.econbiz.de/10010361838

A note on nonlinear cointegration, misspecification, and bimodality

Medeiros, Marcelo C.; Mendes, Eduardo F.; Oxley, Les - In: Econometric reviews 33 (2014) 7, pp. 713-731

Persistent link: https://www.econbiz.de/10010363888

Testing for the efficient market hypothesis in stock prices : international evidence from nonlinear heterogeneous panels

Lee, Chien-chiang; Tsong, Ching-chuan; Lee, Cheng-feng - In: Macroeconomic dynamics 18 (2014) 4, pp. 943-958

Persistent link: https://www.econbiz.de/10010467410

Nonlinearities in the relationship between debt and growth : (no) evidence from over two centuries

Eberhardt, Markus - In: Macroeconomic dynamics 23 (2019) 4, pp. 1563-1585

Persistent link: https://www.econbiz.de/10012127172

A Monte Carlo investigation of unit root tests and long memory in detecting mean reversion in I(0) regime switching, structural break, and nonlinear data

Smallwood, Aaron D. - In: Econometric reviews 35 (2016) 5/7, pp. 986-1012

Persistent link: https://www.econbiz.de/10011590992

Portmanteau tests for linearity of stationary time series

Psaradakis, Zacharias G.; Vávra, Marián - In: Econometric reviews 38 (2019) 2, pp. 248-262

Persistent link: https://www.econbiz.de/10012180732

Robust inference for predictability in smooth transition predictive regressions

Kiliç, Rehim - In: Econometric reviews 37 (2018) 6/10, pp. 1067-1094

Persistent link: https://www.econbiz.de/10012040538

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