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The dynamic relationship between permanent and transitory components of US business cycles
JKim, Chang-jin; Piger, Jeremy Max; Startz, Richard - In: Journal of money, credit and banking : JMCB 39 (2007) 1, pp. 187-204
Persistent link: https://www.econbiz.de/10003429973
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Analysing yield spread and output dynamics in an endogenous Markov switching regression framework
Bhar, Ramaprasad; Hamori, Shigeyuki - In: Asia-Pacific financial markets 14 (2007) 1/2, pp. 141-156
Persistent link: https://www.econbiz.de/10003609540
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A comparison of the real-time performance of business cycle dating methods
Chauvet, Marcelle; Piger, Jeremy Max - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 1, pp. 42-49
Persistent link: https://www.econbiz.de/10003625213
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Introduction to "Special issue on the Empirical analysis of business cycles, financial markets, and inflation : essays in honor of Charles Nelson"
Kim, Chang-jin; Morley, James C.; Piger, Jeremy Max - In: Macroeconomic dynamics 19 (2015) 4, pp. 723-727
Persistent link: https://www.econbiz.de/10011309220
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Volatility transmission of swap spreads among the US, Japan and the UK : a cross-correlation function approach
Toyoshima, Yuki; Hamori, Shigeyuki - In: Applied financial economics 22 (2012) 10/12, pp. 849-862
Persistent link: https://www.econbiz.de/10009625006
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Causality-in-mean and causality-in-variance among electricity prices, crude oil prices, and yen-US dollar exchange rates in Japan
Nakajima, Tadahiro; Hamori, Shigeyuki - In: Research in international business and finance 26 (2012) 3, pp. 371-386
Persistent link: https://www.econbiz.de/10009615925
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Reproducing business cycle features : are nonlinear dynamics a proxy for multivariate information?
Morley, James C.; Piger, Jeremy Max; Tien, Pao-lin - 2012
Persistent link: https://www.econbiz.de/10009679066
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The asymmetric business cycle
Morley, James C.; Piger, Jeremy Max - In: The review of economics and statistics 94 (2012) 1, pp. 208-221
Persistent link: https://www.econbiz.de/10009565361
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Volatility transmission between Japan, UK and USA in daily stock returns
Tanizaki, Hisashi; Hamori, Shigeyuki - In: Empirical economics : a journal of the Institute for … 36 (2009) 1, pp. 27-54
Persistent link: https://www.econbiz.de/10003804532
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Measuring response of output growth to changes in yield spread in a state switching framework
Bhar, Ramaprasad; Hamori, Shigeyuki - In: Journal of economic and social measurement 33 (2008) 4, pp. 221-239
Persistent link: https://www.econbiz.de/10003842363