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1
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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2
Measuring business cycles : Empirical Mode Decomposition of economic time series
Kožić, Ivan
;
Sever, Ivan
- In:
Economics letters
123
(
2014
)
3
,
pp. 287-290
Persistent link: https://www.econbiz.de/10010401367
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Mixed-frequency VAR models with Markov-switching dynamics
Camacho, Maximo
- In:
Economics letters
121
(
2013
)
3
,
pp. 369-373
Persistent link: https://www.econbiz.de/10010391214
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4
Detrending
time-aggregated data
Aadland, David
- In:
Economics letters
89
(
2005
)
3
,
pp. 287-293
Persistent link: https://www.econbiz.de/10003183463
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5
The Hodrick-Prescott technique: a smoother versus a filter : an application to New Zealand GDP
Razzak, Weshah A.
- In:
Economics letters
57
(
1997
)
2
,
pp. 163-168
Persistent link: https://www.econbiz.de/10001235636
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6
Distortionary effects of the optimal Hodrick-Prescott filter
Ehlgen, Jürgen
- In:
Economics letters
61
(
1998
)
3
,
pp. 345-349
Persistent link: https://www.econbiz.de/10001252450
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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
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8
A test of symmetry based on L-moments with an application to the business cycles of the G7 economies
Bastianin, Andrea
;
Manera, Matteo
- In:
Economics letters
198
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012605747
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9
Structural correlation decompositions for business cycle analysis
Andrle, Michal
- In:
Economics letters
115
(
2012
)
3
,
pp. 390-391
Persistent link: https://www.econbiz.de/10009632375
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10
Model averaging in Markov-switching models : predicting national recessions with regional data
Guérin, Pierre
;
Leiva-Leon, Danilo
- In:
Economics letters
157
(
2017
),
pp. 45-49
Persistent link: https://www.econbiz.de/10011847300
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