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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 - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 5, pp. 483-498
Persistent link: https://www.econbiz.de/10010228565
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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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Reproducing business cycle features : how important is nonlinearity versus multivariate information?
Morley, James C.; Piger, Jeremy Max; Tien, Pao-lin - 2009
Persistent link: https://www.econbiz.de/10003844158
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The changing transmission mechanism of US monetary policy
Endut, Norhana; Morley, James C.; Tien, Pao-lin - In: Empirical economics : a journal of the Institute for … 54 (2018) 3, pp. 959-987
Persistent link: https://www.econbiz.de/10011949427
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The slow adjustment of aggregate consumption to permanent income
Morley, James C. - In: Journal of money, credit and banking : JMCB 39 (2007) 2/3, pp. 615-638
Persistent link: https://www.econbiz.de/10003469725
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The two interpretations of the Beveridge-Nelson decomposition
Morley, James C. - In: Macroeconomic dynamics 15 (2011) 3, pp. 419-439
Persistent link: https://www.econbiz.de/10009300464
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Discussion of "Trend inflation in advanced economies"
Morley, James C. - In: International journal of central banking : IJCB 11 (2015), pp. 137-143
Persistent link: https://www.econbiz.de/10011376963
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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
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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
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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