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Three essays on sectoral shift unemployment, Okun's law, and the Phillips curve

Palley, Thomas I. - 1990

Persistent link: https://www.econbiz.de/10000851119

Modeling cyclical behavior with differential-difference equations in an unobserved components framework

Chambers, Marcus J.; MacGarry, Joanne - In: Econometric theory 18 (2002) 2, pp. 387-419

Persistent link: https://www.econbiz.de/10001661304

Modelling cyclical behaviour with differential-difference equations in an unobserved components framework

Chambers, Marcus J.; McGarry, Joanne S. - 1999

Persistent link: https://www.econbiz.de/10001433535

Notes on the dynamic properties of asymmetric models of real GNP

Brunner, Allan D. - In: The review of economics and statistics 79 (1997) 2, pp. 321-326

Persistent link: https://www.econbiz.de/10001222407

Radici, unitarie e persistenza : l'analisi univariata delle fluttuazioni economiche

Pistoresi, Barbara - In: Rivista di politica economica 87 (1997) 2, pp. 111-152

Persistent link: https://www.econbiz.de/10001222481

Real-time US GDP gap properties using Hamilton’s regression-based filter

Jönsson, Kristian - In: Empirical economics : a journal of the Institute for … 59 (2020) 1, pp. 307-314

Persistent link: https://www.econbiz.de/10012253213

Why are Bayesian trend-cycle decompositions of US real GDP so different?

Kim, Jaeho; Chon, Sora - In: Empirical economics : a journal of the Institute for … 58 (2020) 3, pp. 1339-1354

Persistent link: https://www.econbiz.de/10012219585

How regional business cycles diffuse across space and time : evidence from a Bayesian Markov switching panel of GDP and unemployment in Poland

Rabiej, Agnieszka; Sikora, Dominika; Torój, Andrzej - 2023

Persistent link: https://www.econbiz.de/10014305142

Forecasting macroeconomic variables under model instability

Gargano, Antonio; Timmermann, Allan - 2016

Persistent link: https://www.econbiz.de/10011521711

Predicting ordinary and severe recessions with a three-state Markov-switching dynamic factor model

Carstensen, Kai; Heinrich, Markus; Reif, Magnus; … - 2019

We estimate a Markow-switching dynamic factor model with three states based on six leading business cycle indicators for Germany preselected from a broader set using the Elastic Net soft-thresholding rule. The three states represent expansions, normal recessions and severe recessions. We show...

Persistent link: https://www.econbiz.de/10012098161