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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

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International evidence on the connection between business cycles and economic growth

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Filtering permanent cycles with complex unit roots

Allen, Donald S. - 1997

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Do bivariate SVAR models with long-run identifying restrictions yield reliable results? : the case of Germany

Gottschalk, Jan; Van Zandweghe, Willem - 2001

Bivariate SVAR models employing long-run identifying restrictions are often used to investigate the source of business cycle fluctuations. Their advantage is the simplicity in use and interpretation. However, their low dimension may also lead to a failure of the identification procedure, with...

Persistent link: https://www.econbiz.de/10011476382