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Identification of business cycles and the Great Moderation in the post-war U.S. economy
Jiang, Yu - In: Economics letters 190 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012228144
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Remarks on the economic interpretation of Hopf bifurcations
Kind, Christoph - In: Economics letters 62 (1999) 2, pp. 147-154
Persistent link: https://www.econbiz.de/10001255475
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How much persistence should sticky-price models generate to match US data?
Boileau, Martin; Letendre, Marc-André - In: Economics letters 78 (2003) 3, pp. 335-342
Persistent link: https://www.econbiz.de/10001741131
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"Time-to-build" completion patterns for nonresidential structures : 1961 - 1991
Montgomery, Michael R. - In: Economics letters 48 (1995) 2, pp. 155-163
Persistent link: https://www.econbiz.de/10001190176
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Markov-switching models and the unit root hypothesis in real US GDP
Camacho, Maximo - In: Economics letters 112 (2011) 2, pp. 161-164
Persistent link: https://www.econbiz.de/10009243365
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Economic policy uncertainty, financial markets and probability of US recessions
Karnizova, Lilia; Li, Jiaxiong - In: Economics letters 125 (2014) 2, pp. 261-265
Persistent link: https://www.econbiz.de/10010505323
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Tracking the US business cycle with a singular spectrum analysis
Carvalho, Miguel de; Rodrigues, Paulo C.; Rua, António - In: Economics letters 114 (2012) 1, pp. 32-35
Persistent link: https://www.econbiz.de/10009515851
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Measuring the business cycle effects of permanent and transitory shocks in cointegrated time series
Centoni, Marco; Cubadda, Gianluca - In: Economics letters 80 (2003) 1, pp. 45-51
Persistent link: https://www.econbiz.de/10001764742
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The importance of monetary shocks : evidence from pre-Federal Reserve data
MacKiernan, Barbara - In: Economics letters 45 (1994) 1, pp. 69-71
Persistent link: https://www.econbiz.de/10001162387
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A simple nonlinear filter for economic time series analysis
Wen, Yi; Zeng, Bing - In: Economics letters 64 (1999) 2, pp. 151-160
Persistent link: https://www.econbiz.de/10001399218