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The business cycle : periodic pandemic or rollercoaster ride?

Morley, James C. - In: International journal of economic policy studies 13 (2019) 2, pp. 425-431

Persistent link: https://www.econbiz.de/10012168003

Can the Markov switching model forecast exchange rates?

Engel, Charles - In: Journal of international economics 36 (1994) 1, pp. 151-165

Persistent link: https://www.econbiz.de/10001155959

Trend/cycle decomposition of regime-switching processes

Morley, James C.; Piger, Jeremy Max - In: Journal of econometrics 146 (2008) 2, pp. 220-226

Persistent link: https://www.econbiz.de/10003782912

The importance of nonlinearity in reproducing business cycle features

Morley, James C.; Piger, Jeremy Max - In: Nonlinear time series analysis of business cycles, (pp. 75-95). 2006

This paper considers the ability of simulated data from linear and nonlinear time-series models to reproduce features in U.S. real GDP data related to business cycle phases. We focus our analysis on a number of linear ARIMA models and nonlinear Markov-switching models. To determine the timing of...

Persistent link: https://www.econbiz.de/10003309160

Bayesian counterfactual analysis of the sources of the great moderation

Kim, Chang-jin; Morley, James C.; Piger, Jeremy Max - In: Journal of applied econometrics 23 (2008) 2, pp. 173-191

Persistent link: https://www.econbiz.de/10003704875

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

Reproducing business cycle features : are nonlinear dynamics a proxy for multivariate information?

Morley, James C.; Piger, Jeremy Max; Tien, Pao-lin - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 5, pp. 483-498

Persistent link: https://www.econbiz.de/10010228565

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

A steady-state approach to trend/cycle decomposition

Morley, James C. (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001987194

The importance of nonlinearity in reproducing business cycle features

Morley, James C. (contributor); … - 2004 - [Elektronische Ressource]

"This paper considers the ability of simulated data from linear and nonlinear time-series models to reproduce features in U.S. real GDP data related to business cycle phases. We focus our analysis on a number of linear ARIMA models and nonlinear Markov-switching models. To determine the timing...

Persistent link: https://www.econbiz.de/10002421356