Similar Search Results

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

Common stochastic trends, common cycles, and asymmetry in economic fluctuations

Kim, Chang-jin; Piger, Jeremy Max - In: Journal of monetary economics 49 (2002) 6, pp. 1189-1211

Persistent link: https://www.econbiz.de/10001700851

Identifying business cycle turning points in real time

Chauvet, Marcelle; Piger, Jeremy Max - In: Review / Federal Reserve Bank of St. Louis 85 (2003) 2, pp. 47-61

Persistent link: https://www.econbiz.de/10001784871

Nonlinearity and the permanent effects of regressions

Kim, Chang-jin; Morley, James C.; Piger, Jeremy Max - In: Journal of applied econometrics 20 (2005) 2, pp. 291-309

Persistent link: https://www.econbiz.de/10002729148

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

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

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

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